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We propose a method for detecting influential observations in iterative principal factor analysis. For this purpose we derive the influence functions I ( x; LL T ) and I ( x; Δ ) for the common variance matrix T = LL T and the unique variance matrix Δ, respectively, in the common factor decomposition Σ = LL T + Δ. A numerical example is given for illustration.
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Tanaka et al. (1989) studied this question.
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