Chisquaremax rotation criterion in factor analysis: a Monte Carlo assessment of the effect of outliers

Tiago Martins Pereira, Marcelo Ângelo Cirillo, Fernando Luiz Pereira de Oliveira


Recently Knüsel (2008) proposed a new method of orthogonal rotation based on chi-square statistic, the Chisquaremax criterion. However, its performance has not yet been evaluated for the effect of outliers. Thus, we assessed the factorial model with Chisquaremax criterion for the effect of outliers using Monte Carlosimulation techniques in different scenarios. The efficiency of covariance matrix estimator provided by the factorial model using either Chisquaremax or Promax criteria was not affected by the presence of outliers. The orthogonal factorial model using Chisquaremax criterion showed better goodness of fit than the results obtained with Promax criterion.




orthogonal; oblique; factors; efficiency; residues

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ISSN 1806-2563 (impresso) e ISSN 1807-8664 (on-line) e-mail:


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