IDEAS home Printed from https://ideas.repec.org/a/spr/stpapr/v55y2014i1p233-252.html
   My bibliography  Save this article

Robust confirmatory factor analysis based on the forward search algorithm

Author

Listed:
  • Aleš Toman

Abstract

A key concept of the forward search algorithm in confirmatory factor analysis is ordering of the data on the basis of observational residuals. These residuals are computed under the proposed model and measure the discrepancy between the observed and predicted response for each unit of the sample. Regression-type factor scores are used to estimate model predictions. Informative forward plots are created for indexing influential observations and to show the dynamics of the estimates throughout the search. The detailed influence of each observation on the model parameters and fit indices is analyzed and a robust model inference is achieved. Real and simulated data sets with known contamination schemes are used to demonstrate the performance of the forward search algorithm. Copyright Springer-Verlag Berlin Heidelberg 2014

Suggested Citation

  • Aleš Toman, 2014. "Robust confirmatory factor analysis based on the forward search algorithm," Statistical Papers, Springer, vol. 55(1), pages 233-252, February.
    • Handle: RePEc:spr:stpapr:v:55:y:2014:i:1:p:233-252
    DOI: 10.1007/s00362-013-0525-y
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s00362-013-0525-y
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s00362-013-0525-y?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Zeileis, Achim & Kleiber, Christian & Kramer, Walter & Hornik, Kurt, 2003. "Testing and dating of structural changes in practice," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 109-123, October.
    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. Pison, Greet & Rousseeuw, Peter J. & Filzmoser, Peter & Croux, Christophe, 2003. "Robust factor analysis," Journal of Multivariate Analysis, Elsevier, vol. 84(1), pages 145-172, January.
    4. 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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Valdério Anselmo Reisen & Céline Lévy-Leduc & Edson Zambon Monte & Pascal Bondon, 2024. "A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method," Statistical Papers, Springer, vol. 65(5), pages 2865-2886, July.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Leopold Simar & Paul Wilson, 2000. "A general methodology for bootstrapping in non-parametric frontier models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 27(6), pages 779-802.
    2. Chang, Bi-Juan & Hung, Mao-Wei, 2021. "Corporate debt and cash decisions: A nonlinear panel data analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 15-37.
    3. Yonglin Shen & Xiuguo Liu, 2015. "Phenological Changes of Corn and Soybeans over U.S. by Bayesian Change-Point Model," Sustainability, MDPI, vol. 7(6), pages 1-23, May.
    4. Guo, Zhichao & Feng, Yuanhua & Tan, Xiangyong, 2011. "Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products," Economic Modelling, Elsevier, vol. 28(6), pages 2359-2368.
    5. Grinis, Inna, 2017. "Trend growth durations & shifts," LSE Research Online Documents on Economics 85126, London School of Economics and Political Science, LSE Library.
    6. Fan, Ying & Xu, Jin-Hua, 2011. "What has driven oil prices since 2000? A structural change perspective," Energy Economics, Elsevier, vol. 33(6), pages 1082-1094.
    7. Zaldívar, José-Manuel & Strozzi, Fernanda & Dueri, Sibylle & Marinov, Dimitar & Zbilut, Joseph P., 2008. "Characterization of regime shifts in environmental time series with recurrence quantification analysis," Ecological Modelling, Elsevier, vol. 210(1), pages 58-70.
    8. Anthony C. Atkinson & Marco Riani & Andrea Cerioli, 2018. "Cluster detection and clustering with random start forward searches," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(5), pages 777-798, April.
    9. Metaxas, Theodore & Kallioras, Dimitris, 2013. "Small and medium-sized firms' competitiveness and territorial characteristics/assets: The cases of Bari, Varna and Thessaloniki," MPRA Paper 52446, University Library of Munich, Germany.
    10. Wessel N. van Wieringen & Carel F. W. Peeters & Renee X. de Menezes & Mark A. van de Wiel, 2018. "Testing for pathway (in)activation by using Gaussian graphical models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 67(5), pages 1419-1436, November.
    11. Essid, Hédi & Ouellette, Pierre & Vigeant, Stéphane, 2010. "Measuring efficiency of Tunisian schools in the presence of quasi-fixed inputs: A bootstrap data envelopment analysis approach," Economics of Education Review, Elsevier, vol. 29(4), pages 589-596, August.
    12. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2008. "Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks," Computational Statistics & Data Analysis, Elsevier, vol. 52(11), pages 4998-5013, July.
    13. Boako, Gideon & Alagidede, Paul, 2017. "Co-movement of Africa’s equity markets: Regional and global analysis in the frequency–time domains," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 359-380.
    14. Patrik Nosil & Zachariah Gompert & Daniel J. Funk, 2024. "Divergent dynamics of sexual and habitat isolation at the transition between stick insect populations and species," Nature Communications, Nature, vol. 15(1), pages 1-15, December.
    15. Mario Cimoli & Jose Antonio Ocampo & Gabriel Porcile & Nunzia Saporito, 2020. "Choosing sides in the trilemma: international financial cycles and structural change in developing economies," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 29(7), pages 740-761, October.
    16. De Santis, Paola & Drago, Carlo, 2014. "Asimmetria del rischio sistematico dei titoli immobiliari americani: nuove evidenze econometriche [Systematic Risk Asymmetry of the American Real Estate Securities: Some New Econometric Evidence]," MPRA Paper 59381, University Library of Munich, Germany.
    17. Karpf, Andreas & Mandel, Antoine & Battiston, Stefano, 2018. "Price and network dynamics in the European carbon market," Journal of Economic Behavior & Organization, Elsevier, vol. 153(C), pages 103-122.
    18. Casson, Catherine & Fry, J. M., 2011. "Revolutionary change and structural breaks: A time series analysis of wages and commodity prices in Britain 1264-1913," MPRA Paper 27866, University Library of Munich, Germany.
    19. Noriah Al-Kandari & Emad-Eldin Aly, 2014. "An ANOVA-type test for multiple change points," Statistical Papers, Springer, vol. 55(4), pages 1159-1178, November.
    20. Zeileis, Achim, 2006. "Implementing a class of structural change tests: An econometric computing approach," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 2987-3008, July.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:stpapr:v:55:y:2014:i:1:p:233-252. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.