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Robust mean and covariance structure analysis through iteratively reweighted least squares

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  • Ke-Hai Yuan
  • Peter Bentler

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  • Ke-Hai Yuan & Peter Bentler, 2000. "Robust mean and covariance structure analysis through iteratively reweighted least squares," Psychometrika, Springer;The Psychometric Society, vol. 65(1), pages 43-58, March.
  • Handle: RePEc:spr:psycho:v:65:y:2000:i:1:p:43-58
    DOI: 10.1007/BF02294185
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    References listed on IDEAS

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    1. Heiser, Willem J., 1987. "Correspondence analysis with least absolute residuals," Computational Statistics & Data Analysis, Elsevier, vol. 5(4), pages 337-356, September.
    2. N. A. Campbell, 1980. "Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 29(3), pages 231-237, November.
    3. Yiu-Fai Yung, 1997. "Finite mixtures in confirmatory factor-analysis models," Psychometrika, Springer;The Psychometric Society, vol. 62(3), pages 297-330, September.
    4. S. Lee & R. Jennrich, 1979. "A study of algorithms for covariance structure analysis with specific comparisons using factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 44(1), pages 99-113, March.
    5. Yuan, Ke-Hai & Bentler, Peter M., 1997. "Improving parameter tests in covariance structure analysis," Computational Statistics & Data Analysis, Elsevier, vol. 26(2), pages 177-198, December.
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    Cited by:

    1. Ke-Hai Yuan & Peter M. Bentler & Wei Zhang, 2005. "The Effect of Skewness and Kurtosis on Mean and Covariance Structure Analysis," Sociological Methods & Research, , vol. 34(2), pages 240-258, November.
    2. Aleš Toman, 2014. "Robust confirmatory factor analysis based on the forward search algorithm," Statistical Papers, Springer, vol. 55(1), pages 233-252, February.

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