Assessment of Influence in Factor Analysis Regression

Zenaida F. Mateo
Department of Mathematical Sciences and Physics, Central Luzon State University
Department of Environmental and Mathematical Sciences, Okayama University

doi.org/10.57043/transnastphl.1997.5917

Abstract

Influence functions are derived for the parameters in the factor analysis (FA) regression and some measures are proposed to evaluate the influence on the estimated regression weights β^F and on the squared multiple correlation coefficient r 2 (β^F). As an application, a numerical study is conducted to illustrate the present procedure and to show fundamental properties of influence in FA regression from the sensitivity perspective