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Cellwise, Blockwise, and Casewise Robust Multiblock PCA for Sustainable and Inclusive Wellbeing in the EU

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Gross Domestic Product (GDP) is widely used to guide economic and social decision-making, but it provides only a partial view of wellbeing. For this reason, the European Union (EU) has launched initiatives to monitor sustainable and inclusive wellbeing beyond GDP, developing indicator frameworks that cover dimensions such as health, education, environment, and social inclusion. These indicators are naturally grouped into thematic areas, and policymakers are interested in understanding how these areas contribute to global wellbeing and which indicators explain differences across countries. However, such data are high-dimensional, contain missing values, and may include anomalies affecting entire observations, specific thematic areas, or individual indicators. We introduce blockwise outliers and propose bloccPCA, a robust multiblock PCA method that simultaneously handles casewise, blockwise, and cellwise outliers, as well as missing values. The method provides robust global components to summarize the overall structure of wellbeing, while preserving thematic-area contributions through robust blockcomponents. It also yields diagnostic tools to identify whether anomalies arise at the case, block, or cell level. Monte Carlo simulations and an application to the EU wellbeing dataset show that bloccPCA provides valuable insights into sustainable and inclusive wellbeing.

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