Applied Statistics Using SAS and SPSS Topic: Factor Analysis By Prof Kelly Fan, Cal State Univ, East Bay
Outline Introduction Principal component analysis Rotations Using communalities other than one
Introduction Reduce data Summarize many ordinal categorical factors by a few combinations of them (new factors)
Example. 6 Questions Goal: a measure of depression and a measure of happiness (how pleasant) 6 questions with response using number 1 to 7. The smaller the number is, the stronger the subject agrees. 4: no opinion
Example. 6 Questions I usually feel blue. People often stare at me. I think that people are following me. I am usually happy. Someone is trying to hurt me. I enjoy going to parties. Q. Which questions will a depressed person likely agree with? A happy person?
Data Set: Subj 1 2 3 4 5 6 7 8 9 Q u e s t i o n
Data Set: Subj 10 11 12 13 14 15 Q u e s t i o n 1 6 3 5 2 7 4
Principal Component Analysis Analyze >> Data Reduction >> Factor… The bigger the eigenvalue is, the more information this factor (component) carries.
A Visual Tool: Scree Plot
Communalities Communalities represent how much variance in the original variables is explained by all of the factors kept in the analysis.
SPSS Output
SPSS Output
A Visual Tool: Component Plot (Loading plots in SPSS)
Discussion Q4 & Q6 are highly and positively correlated and so should be at the same direction of any factor (here component 1 & 2) Similarly, the other questions should be at the same direction of factor 1 & 2 (component 1 & 2) Need a rotation!!
Rotation: Varimax Method
Varimax rotation
Before and After Rotation
Rotation: Promax Method (optional) Used when factors (depression/happiness) are allowed to be correlated (non-orthogonal)
Using Communalities Other Than One When the original questions are not equally important Different methods of “extraction”
Un-weighted Least Squares Initial communality of a question is the R^2 (squared multiple correlation) of regressing all others against this question
Before and After Varimax Rotation
Varimax rotation