关键词: 因子分析, 稳健统计量, 稳健因子分析, 离群值

Abstract: The outcome from the traditional factor analysis method easily deviates from the fact since it is sensitive to outliers. In order to fix the problem, we improved the traditional factor analysis method by utilizing FAST-MCD and put forward the robust algorithm of factor analysis to avoid the disturbance from outliers, then made the digital simulation and the empirical analysis on the basis of robust algorithm of factor analysis. We found that the results of the traditional factor analysis and the robust factor analysis were basically the same whether the factor was rotated or not when there were no outliers in the data; the results from the traditional factor analysis changed considerably when there were outliers in data in comparison with no outliers. However, the results from robust factor analysis remained consistent whether there the outliers were or not. This comparison showed that the robust factor analysis method, which had good anti-interference and high reliability, could efficiently avoid the disturbance from the outliers.

Key words: Factor Analysis, Robust Statistic, Robust Factor Analysis, Outliers