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You are on page 1of 47

Prof. Andy Field

Aims

What Are Factors?

Representing Factors

Graphs and Equations

Extracting factors

Methods and Criteria

Factor Rotation

Reliability

Cronbachs alpha

Slide 2

To test for clusters of variables

or measures.

To see whether different

measures are tapping aspects of

a common dimension.

E.g. Anal-Retentiveness, Number

of friends, and social skills might

be aspects of the common

dimension of statistical ability

Slide 3

R-Matrix

Talk 1

Social Skills

Interest

Talk 2

Sel ish

Talk 1

1.000

Social Skills

.772

1.000

Interest

.646

.879

1.000

Talk 2

.074

.120

.054

1.000

Sel ish

.131

.031

.101

.441

1.000

Liar

.068

.012

.110

.361

.277

Factor 1

Liar

1.000

Factor 2

reduce the R-matrix into smaller

set of uncorrelated dimensions.

Slide 4

What is a Factor?

If several variables correlate

highly, they might measure

aspects of a common underlying

dimension.

These dimensions are called factors.

along which the measures can be

plotted.

Slide 5

on a factor, the more that factor

explains relationships between those

Graphical Representation

Talk 2

Selsh

Liar

Talk 1

Interest

Social Skills

Slide 6

Mathematical

Representation

Y b1 X 1 b2 X 2 bn X n

Factori b1Variable 1 b2Variable 2 bnVariable n

Y b1 X 1 b2 X 2 bn X n

Sociabilit y b1Talk1 b2Social Skills b3Interest

b4 Talk2 b5Selfish b6 Liar

Considerat ion b1Talk1 b2Social Skills b3Interest

b4 Talk2 b5Selfish b6 Liar

Slide 7

Factor Loadings

The b values in the equation represent

the weights of a variable on a factor.

These values are the same as the coordinates on a factor plot.

They are called

Factor Loadings.

pattern matrix (A). 0.87 0.01

0.96 0.03

0.92

0.04

0.00

0.10

0.09

0.82

0.75

Slide 8

0.70

(RAQ)

Initial Considerations

The quality of analysis depends upon

the quality of the data (GIGO).

Test variables should correlate quite

well

r > .3.

Avoid Multicollinearity:

several variables highly correlated, r > .

80.

Avoid Singularity:

some variables perfectly correlated, r =

1.

Slide 10

eliminate any variables that obviously

Further Considerations

Determinant:

Indicator of multicollinearity

should be greater than 0.00001.

Kaiser-Meyer-Olkin (KMO):

should be greater than 0.5.

should be significant at p < .05.

Anti-Image Matrix:

Off-diagonal elements should be small.

Reproduced:

most residuals should be < |0.05|

Slide 11

Determinant:

Indicator of multicollinearity

should be greater than 0.00001.

Kaiser-Meyer-Olkin (KMO):

Measures sampling adequacy

should be greater than 0.5.

Tests whether the R-matrix is an identity

matrix

should be significant at p < .05.

Reproduced:

Correlation matrix after rotation

most residuals should be < |0.05|

Slide 12

Finding Factors:

Communality

Common Variance:

Variance that a variable shares with other

variables.

Unique Variance:

Variance that is unique to a particular

variable.

a variable is called the communality.

Slide 13

Communality = 0, No variance shared.

0 < Communality < 1 = Some variance

shared.

Communality = 1

Variance

of of

Variance

Variance of

Variable

1 3

Variable

Variable 2

Communality = 0

Variance of

Variable 4

Slide 14

Finding Factors

We find factors by calculating the

amount of common variance

Circularity

Assume all variance is shared

All Communalities = 1

Factor Analysis

Estimate Communality

Use Squared Multiple Correlation (SMC)

Slide 15

We want to include all of the

variables in our dataset in our

factor analysis. We can calculate

the correlation matrix:

raqMatrix<-cor(raqData)

round(raqMatrix, 2)

matrix)

Factor Extraction

Kaisers Extraction

Kaiser (1960): retain factors with Eigen

values > 1.

Scree Plot

Cattell (1966): use point of inflexion of

the scree plot.

Which Rule?

Use Kaisers Extraction when

less than 30 variables, communalities after

extraction > 0.7.

sample size > 250 and mean communality

0.6.

Slide 18

200.

By extracting as many factors as there are

variables we can inspect their eigenvalues

and make decisions about which factors to

extract. To create this model we execute one

of these commands:

pc1 <- principal(raqData, nfactors = 23, rotate =

"none")

pc1

pc1 <- principal(raqMatrix, nfactors = 23, rotate =

"none")

pc1

Principal Components

Model

Point of

Inexion

Point of

Inexion

probably have two underlying factors

7

6

5

4

pc1$values

Point of

Inexion

4

1

pc1$values

10

15

Index

20

10

15

Index

RAQ data. The second plot shows the point of

inflexion at the fourth component.

Slide 22

20

Principal Components

Model

Now that we know how many

components we want to extract,

we can rerun the analysis,

specifying that number:

pc2 <- principal(raqData, nfactors = 4,

rotate = "none")

pc2 <- principal(raqMatrix, nfactors =

4, rotate = "none")

Residuals

Check the residuals and make sure that fewer than 50% have absolute

values greater than 0.05, and that the model fit is greater than 0.90.

Execute the function below:

residual.stats<-function(matrix){

residuals<-as.matrix(matrix[upper.tri(matrix)])

large.resid<-abs(residuals) > 0.05

numberLargeResids<-sum(large.resid)

propLargeResid<-numberLargeResids/nrow(residuals)

rmsr<-sqrt(mean(residuals^2))

cat("Root means squared residual = ", rmsr, "\n")

cat("Number of absolute residuals > 0.05 = ", numberLargeResids, "\n")

cat("Proportion of absolute residuals > 0.05 = ", propLargeResid, "\n")

hist(residuals)

}

than 0.90.

Residuals

Having executed the function, we

could use it on our residual matrix:

resids <- factor.residuals(raqMatrix,

pc2$loadings)

residual.stats(resids)

Or:

residual.stats(factor.residuals(raqMatrix

, pc2$loadings))

Residuals

Rotation

To aid interpretation it is possible

to maximise the loading of a

variable on one factor while

minimising its loading on all other

factors

This is known as Factor Rotation

There are two types:

Orthogonal (factors are uncorrelated)

Oblique (factors intercorrelate)

Slide 28

Orthogonal

Oblique

Slide 29

Orthogonal rotation

(varimax)

To carry out a varimax rotation, we

change the rotate option in the

principal() function from none to

varimax (we could also exclude it

altogether because varimax is the

default if the option is not specified):

pc3 <- principal(raqData, nfactors = 4,

rotate = "varimax")

pc3 <- principal(raqMatrix, nfactors = 4,

rotate = "varimax")

Orthogonal rotation

(varimax)

Interpreting the factor loading matrix is

a little complex, we can make it easier

by using the print.psych() function.

Generally you should be very careful

with the cut-off value if you think that

a loading of 0.4 will be interesting, you

should use a lower cut-off (say, 0.3),

because you dont want to miss a

loading that was 0.39:

print.psych(pc3, cut = 0.3, sort = TRUE)

Orthogonal rotation

(varimax)

Oblique rotation

The command for an oblique rotation is very

similar to that for an orthogonal rotation, we

just change the rotate option, from varimax

to oblimin.

pc4 <- principal(raqData, nfactors = 4, rotate =

"oblimin")

pc4 <- principal(raqMatrix, nfactors = 4, rotate =

"oblimin")

factor loadings from this model in a nice easyto-digest format by executing:

print.psych(pc4, cut = 0.3, sort = TRUE)

Oblique rotation

Important!

We assume that algebraic factors

represent psychological constructs.

The nature of these psychological

dimensions is guessed at by

looking at the loadings for a factor.

This assumption is controvertible.

Many argue that Factors are

statistical truths onlyand

psychological fictions.

Slide 35

Reliability

Test-Retest Method

What about practice effects/mood states?

Expensive and Impractical

Split-Half Method

Splits the questionnaire into two random halves,

calculates scores and correlates them.

Cronbachs Alpha

Splits the questionnaire into all possible halves,

calculates the scores, correlates them and

averages the correlation for all splits (well, sort of

).

Ranges from 0 (no reliability) to 1 (complete

reliability)

Slide 36

Cronbachs Alpha

var1

cov

13

cov13

var2

cov 23

cov 23

var3

N X covariance

n

item1

Slide 37

cov12

2

item

cov item

item1

Interpreting Cronbachs

Alpha

Kline (1999)

Reliable if > .7

More questions = bigger

Remember to reverse score reverse

phrased items!

If not, is reduced and can even be

negative

Slide 38

Subscale

18

Subscale

21

Subscale

Subscale

2 (Fear of statistics): items 1, 3, 4, 5, 12, 16, 20,

3 (Fear of mathematics): items 8, 11, 17

4 (Peer evaluation): items 2, 9, 19, 22, 23

need to remember to deal with that.) First, well create

four new datasets, containing the subscales for the

items:

computerFear<-raqData[, c(6, 7, 10, 13, 14, 15, 18)]

statisticsFear <- raqData[, c(1, 3, 4, 5, 12, 16, 20, 21)]

mathFear <- raqData[, c(8, 11, 17)]

peerEvaluation <- raqData[, c(2, 9, 19, 22, 23)]

Slide 39

To use the alpha() function we simply

input the name of the dataframe for

each subscale, and, where necessary,

include the keys option:

alpha(computerFear)

alpha(statisticsFear, keys = c(1, -1, 1, 1, 1,

1, 1, 1))

alpha(mathFear)

alpha(peerEvaluation)

Slide 41

Subscale

Slide 45

Subscale

Slide 46

The End?

Describe Factor Structure/Reliability

What items should be retained?

What items did you eliminate and why?

Application

Where will your questionnaire be used?

How does it fit in with psychological theory?

Slide 47

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