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Math Forum / Mathematics / Statistics / July 2009



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Subtracting scores on first principal component

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Duke - 01 Jul 2009 18:02 GMT
I have done a PCA on 22 variables from a survey. All variables are
measured on a scale of 1=strongly disagree to 7=strongly agree.

The first component contains positive loadings in the range 0.40 to
0.66 on all variables, and thus can be interpreted as a measure of
size - some respondents tend to give higher scores in general than
others. It accounts for 29% of the variation.

In this context, 'size' is a noise dimension, and the next 4
components, which account for far lower proportions of the variance
(9% to 5%), appear to have an interpretable structure.

My question is: Is it an acceptable practice to 'standardise' the raw
variables by subtracting the score on the first principal component
per respondent? And if so, then to further use these 'standardised'
variables as input into other multivariate techniques? And is there
any literature to support this approach?

Your help would be greatly appreciated.
Steve
Rich Ulrich - 01 Jul 2009 22:51 GMT
>I have done a PCA on 22 variables from a survey. All variables are
>measured on a scale of 1=strongly disagree to 7=strongly agree.
[quoted text clipped - 13 lines]
>variables as input into other multivariate techniques? And is there
>any literature to support this approach?

This is a little bit unintelligible.  You are subtracting the
score on the first component from WHAT?

Your next 4 components are uncorrelated with the first;
"size" has been subtracted out of each of them.

If you want to control for "size" in further analyses with
variables that are correlated with size, the usual step would
be to include size as another covariate.

I wonder about this being a  "survey"  where size is so crucial.
I have seen data, such as surveys of cities, where size (population)
was a major correlate of things like "miles of streets",
"number of police", "number of burglaries", etc.  The
conventional and proper pre-processing was one that
converted the responses into units-per-capita or
units-per-square-mile; or whatever.  Not always easy,
but appropriate.

Signature

Rich Ulrich

Ray Koopman - 01 Jul 2009 23:02 GMT
> I have done a PCA on 22 variables from a survey. All variables are
> measured on a scale of 1=strongly disagree to 7=strongly agree.
[quoted text clipped - 16 lines]
> Your help would be greatly appreciated.
> Steve

It's certainly not a standard practice, and probably not a good idea.
The fact that all the variables load positively on the first (or any)
component does not by itself imply that that component represents some
sort of content-independent response bias such as 'willingness to
agree'. There can be other explanations. This is not an appropriate
forum for deciding the question. You need to talk to experts in the
substantive area you are investigating.

Whatever the component may represent, if you do decide to remove it
from the data then you don't simply subtract the component scores from
the data. You partial the component scores out of the data. Treat the
component as a predictor; regress each item in turn on the component,
and keep the residuals. (There are various algebraic shortcuts, but I
fear that giving them here would only confuse things.) The resulting
scores will not be independent from subject to subject, and will to
that extent be unsuitable for further standard analyses, but if the
sample size is large then you may be able to ignore the problem and
proceed as usual without worrying about it.
Duke - 02 Jul 2009 09:51 GMT
Rich, Ray, thanks for your excellent responses.

Rich, to answer your question, what I was suggesting was to subtract
the score on the first principal component per respondent from each of
the 22 raw variable scores for that respondent. This of course only
being thinkable because all of the original variables are measured on
the same scale. Since the loadings are in a narrow range around 0.5,
and the first PC is just another linear combination of the raw
variables, this would probably give similar results to subtracting the
mean score across all of the 22 raw variables per respondent from each
of the 22 raw scores for that respondent. However, the particular
linear combination chosen is data-driven and hence this may not be
statistically reliable.

Rich, I take your point, the 'size' component should not be so
dominant and we will have to make a call on whether or not there is
too much noise in the data for it to be useable.

Ray, your suggestion of partialling the component scores out of the
data is very helpful.

Regards,
Steve
Duke - 02 Jul 2009 14:53 GMT
PS obviously I meant with the first PC appropriately scaled so the sum
of the weights = 1, as with the mean. Anyway, thanks for the help.
Steve
Duke - 02 Jul 2009 15:01 GMT
PS obviously I meant with the first PC appropriately scaled so the sum
of the weights = 1, as with the mean. Anyway, thanks for the help.
Steve
Art Kendall - 02 Jul 2009 22:33 GMT
Are you sure you are looking at the rotated loadings?

Art Kendall
Social Research Consultants

> I have done a PCA on 22 variables from a survey. All variables are
> measured on a scale of 1=strongly disagree to 7=strongly agree.
[quoted text clipped - 16 lines]
> Your help would be greatly appreciated.
> Steve
Duke - 03 Jul 2009 09:17 GMT
No, the unrotated principal component loadings.
Steve
Art Kendall - 03 Jul 2009 13:44 GMT
How many attitude constructs were the items designed to measure?

Are the items from an instrument used in earlier research?

If you are dealing with attitudes why did you choose a PC type of factor
analysis?

What do the results look like when you use a more conventional approach?
i.e., varimax rotation?

How do your eigenvalues compare to those from a parallel analysis? I.e.,
from doing a large number of runs (I tend to do 10,000) on random data
with the same number of variables and cases?
See the SPSSX-l archives for "parallel analysis" syntax.

Art Kendall
Social Research Consultants

> No, the unrotated principal component loadings.
> Steve
iman islam - 04 Jul 2009 11:11 GMT
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August 31st, 2008
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cat.. - 05 Jul 2009 10:50 GMT
> I have done a PCA on 22 variables from a survey. All variables are
> measured on a scale of 1=strongly disagree to 7=strongly agree.
[quoted text clipped - 16 lines]
> Your help would be greatly appreciated.
> Steve

Hi Steve,

What I'm a bit concerned about in your approach is that you say that
your data come from a survey. A PCA is based on the matrix of
correlations. And correlations are to be weighted taking into account
the sampling design. Did you take this into account in your code ?

Catherine.
 
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