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| Robustna faktorska analiza× | Dijagnostika utjecaja (Cookova udaljenost, DFFITS, poluga)× | |
|---|---|---|
| Područje | Statistika | Statistika |
| Obitelj | Regression model | Regression model |
| Godina nastanka≠ | 2003 | 1977 |
| Tvorac≠ | Pison, Rousseeuw, Filzmoser & Croux | R. Dennis Cook (Cook's distance); Belsley, Kuh & Welsch (DFFITS, leverage) |
| Vrsta≠ | Robust latent-factor model | Regression diagnostic |
| Temeljni izvor≠ | Pison, G., Rousseeuw, P. J., Filzmoser, P., & Croux, C. (2003). Robust factor analysis. Journal of Multivariate Analysis, 84(1), 145-172. DOI ↗ | Cook, R. D. (1977). Detection of Influential Observations in Linear Regression. Technometrics, 19(1), 15-18. DOI ↗ |
| Drugi nazivi≠ | robust factor analysis, outlier-resistant factor analysis, MCD-based factor analysis, Robust Faktör Analizi | Cook's distance, DFFITS, leverage, influential observation detection |
| Srodne | 5 | 5 |
| Sažetak≠ | Robust Factor Analysis recovers the latent factor structure of multivariate continuous data while resisting the distorting pull of outliers. Introduced by Pison, Rousseeuw, Filzmoser and Croux (2003), it replaces the classical sample covariance with a robust estimator such as the Minimum Covariance Determinant (MCD) or an S-estimator before extracting factors. | Influence diagnostics are a family of post-fit measures that quantify how much each single observation affects a fitted regression. Cook's distance was introduced by R. Dennis Cook in 1977, with leverage and DFFITS formalised by Belsley, Kuh and Welsch in 1980, to flag the observations that most strongly pull the estimated coefficients. |
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