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resulting in optimal principal components for the transformed variables. The

variables can be given mixed optimal scaling levels and no distributional

assumptions about the variables are made.

In CATPCA, dimensions correspond to components (that is, an analysis with two

dimensions results in two components), and object scores correspond to component

scores.

Notation

The following notation is used throughout this chapter unless otherwise stated:

n

nw Weighted number of analysis cases: ∑

i =1

wi

supplementary.

W Diagonal ntot × ntot matrix, with wi on the diagonal.

m Number of analysis variables

m

mw Weighted number of analysis variables ( mw = ∑v

j =1

j )

mw1 Weighted number of analysis variables with multiple nominal scaling level.

1

J Index set recording which variables have multiple nominal scaling level.

H The data matrix (category indicators), of order ntot × mtot , after

discretization, imputation of missings , and listwise deletion, if applicable.

p Number of dimensions

vj variable weight; v j = 1 if weight for variable j is not

specified or if variable j is supplementary

in h j , thus, including supplementary objects)

g( j )ir =

0 when the ith object is not in the rth category of variable j

i.e., the weighted column sums of G j ( D j = G ′j WG j )

0 when the ith observation is missing and missing strategy variable j is passive

m( j )ii = when the ith object is in rth category of variable j and rth category is only

0 used by supplementary objects (i.e. when d ( j ) rr = 0)

v j otherwise

M*

∑ j

Mj

2

Sj I-spline basis for variable j , of order k j × ( s j + t j ) (see Ramsay (1988)

for details)

bj Spline coefficient vector, of order s j + t j

dj Spline intercept.

sj Degree of polynomial

level multiple nominal, this are the category quantifications

yj Category quantifications for variables with non-multiple scaling level, of

order k j

p

an a j normalized according to requested normalization option

j

with multiple nominal scaling level ( Y j ), and vector coordinates for non-

multiple scaling level ( y j a′j ).

they are stored in reduced form, and the program fully profits from their sparseness

by replacing matrix multiplications with selective accumulation.

3

Discretization

Discretization is done on the unweighted data.

Multiplying

First, the original variable is standardized. Then the standardized values are

multiplied by 10 and rounded, and a value is added such that the lowest value is 1.

Ranking

The original variable is ranked in ascending order, according to the alphanumerical

value.

First, the original variable is standardized. Then cases are assigned to categories

using intervals as defined in Max (1960).

First the target frequency is computed as n divided by the number of specified

categories, rounded. Then the original categories are assigned to grouped

categories such that the frequencies of the grouped categories are as close to the

target frequency as possible.

First the intervals are defined as lowest value + interval size, lowest value +

2*interval size, etc. Then cases with values in the k th interval are assigned to

category k .

When there are variables with missing values specified to be treated as active

(impute mode or extra category), then first the k j ’s for these variables are

computed before listwise deletion. Next the category indicator with the highest

weighted frequency (mode; the smallest if multiple modes exist), or k j + 1 (extra

4

category) is imputed. Then listwise deletion is applied if applicable. And then the

k j ’s are adjusted.

If an extra category is imputed for a variable with optimal scaling level Spline

Nominal, Spline Ordinal, Ordinal or Numerical, the extra category is not included

in the restriction according to the scaling level in the final phase (see step (2)

Objective Function Optimization section).

Configuration

CATPCA can read a configuration from a file, to be used as the initial

configuration or as a fixed configuration in which to fit variables.

For an initial configuration see step 1 in the Optimization section.

A fixed configuration X is centered and orthonormalized as described in the

optimization section in step 3 (with X in stead of Z ) and step 4 (except for the

factor n1w 2 ), and the result is postmultiplied with 12

(this leaves the

configuration unchanged if it is already centered and orthogonal). The analysis

variables are set to supplementary and variable weights are set to one. Then

CATPCA proceeds as described in the Supplementary Variables section.

Objective Function

The CATPCA objective is to find object scores X and a set of Y j (for

j = 1, , m ) the underlining indicates that they may be restricted in various

ways so that the function

′

σ (X; Y ) = nw−1 ∑c −1

(

) ( )

tr X − G j Y j M j W X − G j Y j , with

j

c is p if j ∈ J and c is 1 if j ∉ J ,

identity matrix). The inclusion of M j in σ ( X; Y ) ensures that there is no

influence of passive missing values (missing values in variables that have missing

option passive, or missing option not specified ). M∗ contains the number of active

5

data values for each object. The object scores are also centered; i.e. they satisfy

u′M∗ WX = 0 with u denoting an n -vector with ones.

The following optimal scaling levels are distinguished in CATPCA:

restrictions).

Spline Ordinal Y j = y j a′j and y j = d j + S j b j (equality, rank – one, and monotonic spline

restrictions),

splines).

convex cone of all k j -vectors with nondecreasing elements.

of all k j -vectors that are a linear transformation of the vector consisting of k j

successive integers.

For each variable, these levels can be chosen independently. The general

requirement for all options is that equal category indicators receive equal

quantifications. The general requirement for the non-multiple options is

Y j = y j a′j ; that is, Y j is of rank one; for identification purposes, y j is always

normalized so that y ′j D j y j = nw .

6

Optimization

Optimization is achieved by executing the following iteration scheme:

1. Initialization I or II

2. Update category quantifications

3. Update object scores

4. Orthonormalization

5. Convergence test: repeat (2)(4) or continue

6. Rotation and reflection

The first time (for the initial configuration) initialization I is used and variables that

do not have optimal scaling level Multiple Nominal or Numerical are temporarily

treated as numerical, the second time (for the final configuration) initialization II is

used . Steps (1) through (6) are explained below.

(1) Initialization

I. If an initial configuration is not specified, the object scores X are initialized

with random numbers. Then X is orthonormalized (see step 4) so that

u′M∗ WX = 0 and X′M∗ WX = nw mw I , yielding X +w . The initial component

loadings are computed as the cross products of X +w and the centered original

( )

variables I − M j uu′W (u′M j Wu) h j , rescaled to unit length.

II.

All relevant quantities are copied from the results of the first cycle.

( variables 1, …, m are analysis variables):

Y j = D−j 1G ′j X+w

Multiple nominal: Y +j = Y j .

same way:

Y j = D−j 1G ′j X+w

7

next one cycle of an ALS algorithm (De Leeuw et al., 1976) is executed for

computing a rank-one decomposition of Y j , with restrictions on the left-hand

vector, resulting in

a

y j = Y j j

Nominal: y*j = y j .

For the next four optimal scaling levels, if variable j was imputed with an extra

category, y*j is inclusive category k j in the initial phase, and is exclusive category

k j in the final phase.

Spline nominal and spline ordinal: y*j = d j + S j b j .

The spline transformation is computed as a weighted regression (with weights the

diagonal elements of D j ) of y j on the I-spline basis S j . For the spline ordinal

scaling level the elements of b j are restricted to be nonnegative, which makes y*j

monotonically increasing

The notation WMON( ) is used to denote the weighted monotonic regression

process, which makes y*j monotonically increasing. The weights used are the

diagonal elements of D j and the subalgorithm used is the up-and-down-blocks

minimum violators algorithm (Kruskal, 1964; Barlow et al., 1972).

Numerical: y* ← WLIN( y ).

j j

The notation WLIN( ) is used to denote the weighted linear regression process.

The weights used are the diagonal elements of D j .

Next y*j is normalized (if variable j was imputed with an extra category, y*j is

inclusive category k j from here on):

y +j = n1/ * −1/ 2

w y j ( y ′j D j y j )

2 * *

a+j = nw−1 Y′ j D j y +j

8

(3) Update object scores

First the auxiliary score matrix Z is computed as

Z← ∑ j

M j G j Y +j

These two steps yield locally the best updates when there would be no

orthogonality constraints.

(4) Orthonormalization

we use for the Procrustes rotation (Cliff, 1966) the singular value decomposition

m1w 2 M*−1 2 W1 2 X* = K 12

/′ ,

then n1w 2 m1w 2 M*−1 2 W1 2 KL′ yields M∗ -orthonormal weighted object scores:

/′ , and X+ = W −1X +w .

transformations followed by the implicit QL algorithm (Wilkinson, 1965).

The difference between consecutive values of the quantity

TFIT = ( pnw )−1 ∑ (

v j tr Y ′j D j Y j +

j∈J

v j a′j a j ,) ∑

j∉J

number. It can be shown that TFIT = mw1 + pmw2 − σ (X; Y ) . Steps (2) through

(4) are repeated as long as the loss difference exceeds ε.

After convergence TFIT is also equal to tr( 1 2 ) , with as computed in step (4)

during the last iteration. (See also Model Summary, and Correlations Transformed

12

Variables for interpretation of ).

9

(6) Rotation and reflection

the s th column of X+ is reflected if for dimension s the mean of squared loadings

with a negative sign is higher than the mean of squared loadings with a positive

sign. Then step (2) is executed, yielding the rotated and possibly reflected

quantifications and loadings.

Supplementary Objects

To compute the object scores for supplementary objects, after convergence steps

(2) and (3) are repeated, with the zero’s in W temporarily set to ones in computing

Z and X+ . If a supplementary object has missing values, passive treatment is

applied.

Supplementary Variables

The quantifications for supplementary variables are computed after convergence.

For supplementary variables with multiple nominal scaling level step (2) is

executed once. For non-multiple supplementary variables, an initial a j is

computed as in step (1). Then the rank-one and restriction substeps of step (2) are

repeated as long as the difference between consecutive values of a′j a j exceeds

.00001, with a maximum of 100 iterations.

Diagnostics

Maximum Rank (may be issued as a warning when exceeded)

The maximum rank pmax indicates the maximum number of dimensions that can

be computed for any data set. In general

pmax = min n −1, ∑ k j − m1 + m2

j∈J

if there are variables with optimal scaling level multiple nominal without missing

values to be treated as passive. If variables with optimal scaling level multiple

nominal do have missing values to be treated as passive, the maximum rank is

10

pmax = min n −1, ∑ k j − max( m3 ,1) + m2

j∈J

with m3 the number of variables with optimal scaling level multiple nominal

without missing values to be treated as passive.

Here k j is exclusive supplementary objects (that is, a category only used by

supplementary objects is not counted in computing the maximum rank). Although

the number of nontrivial dimensions may be less than pmax when m = 2 ,

CATPCA does allow dimensionalities all the way up to pmax . When, due to empty

categories in the actual data, the rank detoriates below the specified dimensionality,

the program stops.

Descriptives

The descriptives tables gives the weighted univariate marginals and the weighted

number of missing values (system missing, user defined missing, and values ≤ 0 )

for each variable.

When the HISTORY option is in effect, the following fit and loss measures are

reported:

(a) Total fit (VAF). This is the quantity TFIT as defined in step (5).

(b) Total loss. This is σ ( X; Y ) , computed as the sum of multiple loss and single

loss defined below.

(c) Multiple loss. This measure is computed as

TMLOSS = (mw1 + pmw2 ) − (nw p)

−1 ′ ∑ −1

v j tr(Y j D j Y j ) + nw ∑

v j tr(Y j D j Y j )

′

j∈J j∉J

(d) Single loss. This measure is computed only when some of the variables are

single:

SLOSS = nw−1 ∑v

j∉J

j tr(Y′j D j Y j ) − ∑ v a′ a

j∉J

j j j

11

Model Summary

Cronbach’s Alpha

Cronbach’s Alpha per dimension ( s = 1, …, p ):

Total Cronbach’s Alpha is

α = mw (∑ λ s

12

s −1 )∑λ s

12

s (mw − 1)

with λs the sth diagonal element of as computed in step (4) during the last

iteration.

Variance Accounted For per dimension ( s = 1, …, p ):

j∈J

Non-Multiple variables

VAF2 s = ∑v a

j∉J

2

j js , (% of variance is VAF2 s × 100 / mw2 ).

Eigenvalue

with λs the sth diagonal element of as computed in step (4) during the last

iteration. (See also Optimization step (5), and Correlations Transformed Variables

12

for interpretation of ).

12

The Total Variance Accounted For for multiple nominal variables is the mean over

dimensions, and for non-multiple variables the sum over dimensions. So, the total

eigenvalue is

tr( 12

)=p −1 ∑ VAF1 +∑ VAF2

s

s

s

s .

If there are no passive missing values, the eigenvalues 1 2 are those of the

correlation matrix (see the Correlations and Eigenvalues section) weighted with

variable weights:

If there are passive missing values, then the eigenvalues are those of the matrix

mw Q′c M*−1Qc , with

(for Q see the Correlations and Eigenvalues section) which is not necessarily a

correlation matrix, although it is positive semi-definite. This matrix is weighted

with variable weights in the same way as R .

The Variance Accounted For table gives the VAF per dimension and per variable

for centroid coordinates, and for non-multiple variables also for vector coordinates

(see quantification section):

Centroid Coordinates

VAF js = v j tr(Y ′js D j Y js ) .

Vector Coordinates

Before transformation

13

For the eigenvalue decomposition of R (to compute the eigenvalues), first row j

and column j and are removed from R if j is a supplementary variable, and then

( )

12

rij is multiplied by vi v j .

If passive missing treatment is applicable for a variable, missing values are imputed

with the variable mode, regardless of the passive imputation specification.

After transformation

When all analysis variables are non-multiple, and there are no missing values,

specified to be treated as passive, the correlation matrix is:

R = nw−1Q′WQ , with q j = G j y j .

12

The first p eigenvalues of R equal . (See also Optimization step (5) and

12

Model Summary for interpretation of ).

When there are multiple nominal variables in the analysis, p correlation matrices

are computed ( s = 1, …, p ):

R ( s ) = nw−1Q(′ s ) WQ( s ) ,

( )

−1 2

and q ( s ) j = n1w 2 G j Y( j ) s Y(′ j ) s D j Y( j ) s for multiple nominal variables.

Usually, for the higher eigenvalues, the first eigenvalue of R ( s ) is equal to λs1 2

12

(see Model Summary section). The lower values of are in most cases the

second or subsequent eigenvalues of R ( s ) .

If there are missing values, specified to be treated as passive, the mode of the

quantified variable or the quantification of an extra category (as specified in syntax;

if not specified, default (mode) is used) is imputed before computing correlations.

Then the eigenvalues of the correlation matrix do not equal 1 2 (see Model

Summary section). The quantification of an extra category for multiple nominal

variables is computed as

−1

Y( j )( k

j +1) s

=

∑ wi

∑w x i is ,

i∈I i∈I

14

with I an index set recording which objects have missing values.

Y( j )( k +1) s is computed as above, and then

j

−1

y (k +1) j = n1w 2

j ∑ a 2js

∑a js Y( j )k j +1) s .

s s

For the eigenvalue decomposition of R (to compute the eigenvalues), first row j

and column j and are removed from R if j is a supplementary variable, and then

( )

12

rij is multiplied by vi v j .

Normalization

If all variables have non-multiple scaling level, normalization partitions the first

p singular values of nw−1 2 W1 2QV1 2 divided by mw over the objects scores X

and the loadings A , with Q the matrix of quantified variables (see the

Correlations and Eigenvalues section), and V a diagonal matrix with elements v j .

/′ .

A = (L 12

)p , XA ′ gives the best p -dimensional approximation of

nw−1 2 W1 2QV1 2 .

12 14

The first p singular values p equal , with as computed in step (4)

during the last iteration. (See also Optimization step (5) and Model Summary for

12

interpretations of ).

(K 12

/′) p = . p a2

p

b2 ′

p /p = . p a 4 b 4 /′p , ( a + b = 1 , see below).

15

During the optimization phase, variable principal normalization is used. Then, after

convergence X = n1w 2 W −1 2 K p and A = V −1 2 L p 1 4 .

Xn = X a 4

An = A 1 4( b−1)

except for independent normalization: then there is no q value and a = b = 1 .

q = −1 is equal to variable principal normalization, q = 1 is equal to object

principal normalization, q = 0 is equal to symmetrical normalization.

When there are multiple nominal variables in the analysis, there are p matrices

Q( s ) , s = 1, …, p (see the Correlations and Eigenvalues section). Then one of the

singular values of nw−1 2 W1 2 Q( s ) V1 2 equals 14

s .

reflected in the centroids: Y nj = Y j 1 4( b−1) .

Quantifications

For variables with non-multiple scaling level the quantifications y j are displayed,

For multiple nominal variables the quantifications are the centroid coordinates Y nj .

missing), only centroid coordinates are displayed for this category, computed as

y ( j ) r = n1w 2 n −jr1 ∑

i∈I

xin , for variables with non-multiple scaling level and

y ( j ) r = n1w 2 n −jr1 ∑

i∈I

xi 1 4( b−1)

, for variables with multiple nominal scaling level.

r , and I is an index set recording which objects are in category r .

16

Residuals

For non-multiple variables, Residuals gives a plot of the quantified variable j

( G j y j ) against the approximation, Xa j . For multiple nominal variables plots per

Projected Centroids

The projected centroids of variable l on variable j , j ∉ J ,are

Yl a j (a′j a j )−1 2

In plots including both the object scores or centroids and loadings (loading plot

including centroids, biplot with objects and loadings, and triplot with objects,

centroids and loadings), the object scores and centroids are rescaled using the

following scaling factor:

p

2 ∑ max(a

s =1

n n

1s ,..., ams )

Scalefactor = p

∑ min( x

n n

1s ,..., xns ) + (max( x1ns ,..., xns

n

)

s =1

References

Barlow, R. E., Bartholomew, D. J., Bremner, J. M., and Brunk, H. D. 1972.

Statistical inference under order restrictions. New York: John Wiley & Sons,

Inc.

De Leeuw, J., Young, F. W., and Takane, Y. 1976. Additive structure in qualitative

data: an alternating least squares method with optimal scaling features.

Psychometrika, 31: 33–42.

17

Gifi, A. 1990. Nonlinear multivariate analysis. Leiden: Department of Data

Theory.

Psychometrika, 29: 115–129.

Information Theory, 6, 7-12.

Pratt, J.W. (1987). Dividing the indivisible: using simle symmetry to partition

variance explained. In T. Pukkila and S. Puntanen (Eds.), Proceedings of the

Second International Conference in Statistics (245-260). Tampere, Finland:

University of Tampere.

425-441.

Press.

18

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