Orthogonal rotation in PCAMIX

DOI10.1007/S11634-012-0105-3zbMATH Open1284.62352arXiv1112.0301OpenAlexW2165240856MaRDI QIDQ693040FDOQ693040

Authors: Marie Chavent, Vanessa Kuentz-Simonet, Jérôme Saracco 

Publication date: 7 December 2012

Published in: Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)

Abstract: Kiers (1991) considered the orthogonal rotation in PCAMIX, a principal component method for a mixture of qualitative and quantitative variables. PCAMIX includes the ordinary principal component analysis (PCA) and multiple correspondence analysis (MCA) as special cases. In this paper, we give a new presentation of PCAMIX where the principal components and the squared loadings are obtained from a Singular Value Decomposition. The loadings of the quantitative variables and the principal coordinates of the categories of the qualitative variables are also obtained directly. In this context, we propose a computationaly efficient procedure for varimax rotation in PCAMIX and a direct solution for the optimal angle of rotation. A simulation study shows the good computational behavior of the proposed algorithm. An application on a real data set illustrates the interest of using rotation in MCA. All source codes are available in the R package "PCAmixdata".

Full work available at URL: https://arxiv.org/abs/1112.0301

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zbMATH Keywords

principal component analysismultiple correspondence analysisrotationmixture of qualitative and quantitative data

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Software, source code, etc. for problems pertaining to statistics (62-04)

Cites Work

• A simple general procedure for orthogonal rotation
• A new computational method to fit the weighted Euclidean distance model
• A joint treatment of varimax rotation and the problem of diagonalizing symmetric matrices simultaneously in the least-squares sense
• The varimax criterion for analytic rotation in factor analysis
• Simple structure in component analysis techniques for mixtures of qualitative and quantitative variables
• Rotation in correspondence analysis
• A direct solution for pairwise rotations in Kaiser's varimax method
• Oblique Promax Rotation Applied to the Solutions in Multiple Correspondence Analysis

Cited In (2)

• Gaussian-based visualization of Gaussian and non-Gaussian-based clustering
• Combining clustering of variables and feature selection using random forests

Uses Software

• R
• CAR
• PCAmixdata

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