2003 FittingMultiplicativeModelsbyRo
- (Croux et al., 2003) ⇒ Christopher Croux, Peter Filzmoser, Greet Pison, and Peter J. Rousseeuw. (2003). “Fitting Multiplicative Models by Robust Alternating Regressions.” In: Statistics and Computing Journal, 13(1). doi:10.1023/A:1021979409012
Subject Headings: Alternating Regression Algorithm.
Notes
Cited By
- http://scholar.google.com/scholar?q=%22Fitting+multiplicative+models+by+robust+alternating+regressions%22+2003
- http://dl.acm.org/citation.cfm?id=608465.608521&preflayout=flat#citedby
Quotes
Author Keywords
- FANOVA; alternating regression; biplot; exploratory data analysis; factor analysis; median polish; robustness; two-way table
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.
References
,
| Author | volume | Date Value | title | type | journal | titleUrl | doi | note | year | |
|---|---|---|---|---|---|---|---|---|---|---|
| 2003 FittingMultiplicativeModelsbyRo | Peter J. Rousseeuw Christopher Croux Peter Filzmoser Greet Pison | Fitting Multiplicative Models by Robust Alternating Regressions | 10.1023/A:1021979409012 |