Sensitivity measures of influence on the loading matrix in exploratory factor analysis

Abstract

For the detection of influential observations on the loading matrix of the factor analysis model, we propose to use the infinitesimal version of two matrix coefficients, including Escoufier (1973)'s also discussed the application in factor analysis of some sensitivity measures used for similar purposes in principal component analysis.

Keywords:

• factor analysis
• influence function
• influential observation
• matrix coefficients
• perturbation theory of eigenvalue problems
• principal component analysis
• RV-coefficient