Fitting multiplicative models by robust alternating regressions View Full Text


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Article Info

DATE

2003-02

AUTHORS

C. Croux, P. Filzmoser, G. Pison, P. J. Rousseeuw

ABSTRACT

In this paper a robust approach for fitting multiplicative models is presented. Focus is on the factor analysis model, where we will estimate factor loadings and scores by a robust alternating regression algorithm. The approach is highly robust, and also works well when there are more variables than observations. The technique yields a robust biplot, depicting the interaction structure between individuals and variables. This biplot is not predetermined by outliers, which can be retrieved from the residual plot. Also provided is an accompanying robust R2-plot to determine the appropriate number of factors. The approach is illustrated by real and artificial examples and compared with factor analysis based on robust covariance matrix estimators. The same estimation technique can fit models with both additive and multiplicative effects (FANOVA models) to two-way tables, thereby extending the median polish technique. More... »

PAGES

23-36

References to SciGraph publications

Identifiers

URI

http://scigraph.springernature.com/pub.10.1023/a:1021979409012

DOI

http://dx.doi.org/10.1023/a:1021979409012

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1000998396


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