Sensitivity Analysis in Alpha Factor Analysis

Abstract

There are several sensitivity analysis procedures which have been considered by Tanaka and Okada (1989 a, b, c) to investigate the phenomena of how a small change of data affects the outcome of factor analysis. Among them are those for principal factor analysis (PFA), maximum likelihood factor analysis (MLFA) and least square factor analysis (LSFA). This motivates us to show that a similar technique can also be utilized to develop the sensitivity analysis in alpha factor analysis (AFA). Some examples are explained to illustrate the present procedure and a comparison is made in particular with the cases of PFA and MLFA.