module Statsample module Factor # Performs Horn's 'parallel analysis' to a principal components analysis # to adjust for sample bias in the retention of components. # Can create the bootstrap samples using random data, using number # of cases and variables, parameters for actual data (mean and standard # deviation of each variable) or bootstrap sampling for actual data. # == Description # "PA involves the construction of a number of correlation matrices of random variables based on the same sample size and number of variables in the real data set. The average eigenvalues from the random correlation matrices are then compared to the eigenvalues from the real data correlation matrix, such that the first observed eigenvalue is compared to the first random eigenvalue, the second observed eigenvalue is compared to the second random eigenvalue, and so on." (Hayton, Allen & Scarpello, 2004, p.194) # == Usage # *With real dataset* # # ds should be any valid dataset # pa=Statsample::Factor::ParallelAnalysis.new(ds, :iterations=>100, :bootstrap_method=>:data) # # *With number of cases and variables* # pa=Statsample::Factor::ParallelAnalysis.with_random_data(100,8) # # == Reference # * Hayton, J., Allen, D. & Scarpello, V.(2004). Factor Retention Decisions in Exploratory Factor Analysis: a Tutorial on Parallel Analysis. Organizational Research Methods, 7 (2), 191-205. # * O'Connor, B. (2000). SPSS and SAS programs for determining the number of components using parallel analysis and Velicer's MAP test. Behavior Research Methods, Instruments, & Computers, 32(3), 396-402. # * Liu, O., & Rijmen, F. (2008). A modified procedure for parallel analysis of ordered categorical data. Behavior Research Methods, 40(2), 556-562. class ParallelAnalysis def self.with_random_data(cases,vars,opts=Hash.new) require 'ostruct' ds=OpenStruct.new ds.fields=vars.times.map {|i| "v#{i+1}"} ds.cases=cases opts=opts.merge({:bootstrap_method=> :random, :no_data=>true}) pa=new(ds, opts) end include DirtyMemoize include Summarizable # Number of random sets to produce. 50 by default attr_accessor :iterations # Name of analysis attr_accessor :name # Dataset. You could use mock vectors when use bootstrap method attr_reader :ds # Bootstrap method. :random used by default # * :random: uses number of variables and cases for the dataset # * :data : sample with replacement from actual data. attr_accessor :bootstrap_method # Uses smc on diagonal of matrixes, to perform simulation # of a Principal Axis analysis. # By default, false. attr_accessor :smc # Percentil over bootstrap eigenvalue should be accepted. 95 by default attr_accessor :percentil # Correlation matrix used with :raw_data . :correlation_matrix used by default attr_accessor :matrix_method # Number of eigenvalues to calculate. Should be set for # Principal Axis Analysis. attr_accessor :n_variables # Dataset with bootstrapped eigenvalues attr_reader :ds_eigenvalues # Perform analysis without actual data. attr_accessor :no_data # Show extra information if true attr_accessor :debug def initialize(ds, opts=Hash.new) @ds=ds @fields=@ds.fields @n_variables=@fields.size @n_cases=ds.cases opts_default={ :name=>_("Parallel Analysis"), :iterations=>50, # See Liu and Rijmen (2008) :bootstrap_method => :random, :smc=>false, :percentil=>95, :debug=>false, :no_data=>false, :matrix_method=>:correlation_matrix } @opts=opts_default.merge(opts) @opts[:matrix_method]==:correlation_matrix if @opts[:bootstrap_method]==:parameters opts_default.keys.each {|k| send("#{k}=", @opts[k]) } end # Number of factor to retent def number_of_factors total=0 ds_eigenvalues.fields.each_with_index do |f,i| if (@original[i]>0 and @original[i]>ds_eigenvalues[f].percentil(percentil)) total+=1 else break end end total end def report_building(g) #:nodoc: g.section(:name=>@name) do |s| s.text _("Bootstrap Method: %s") % bootstrap_method s.text _("Uses SMC: %s") % (smc ? _("Yes") : _("No")) s.text _("Correlation Matrix type : %s") % matrix_method s.text _("Number of variables: %d") % @n_variables s.text _("Number of cases: %d") % @n_cases s.text _("Number of iterations: %d") % @iterations if @no_data s.table(:name=>_("Eigenvalues"), :header=>[_("n"), _("generated eigenvalue"), "p.#{percentil}"]) do |t| ds_eigenvalues.fields.each_with_index do |f,i| v=ds_eigenvalues[f] t.row [i+1, "%0.4f" % v.mean, "%0.4f" % v.percentil(percentil), ] end end else s.text _("Number or factors to preserve: %d") % number_of_factors s.table(:name=>_("Eigenvalues"), :header=>[_("n"), _("data eigenvalue"), _("generated eigenvalue"),"p.#{percentil}",_("preserve?")]) do |t| ds_eigenvalues.fields.each_with_index do |f,i| v=ds_eigenvalues[f] t.row [i+1, "%0.4f" % @original[i], "%0.4f" % v.mean, "%0.4f" % v.percentil(percentil), (v.percentil(percentil)>0 and @original[i] > v.percentil(percentil)) ? "Yes":""] end end end end end # Perform calculation. Shouldn't be called directly for the user def compute @original=Statsample::Bivariate.send(matrix_method, @ds).eigenvalues unless no_data @ds_eigenvalues=Statsample::Dataset.new((1..@n_variables).map{|v| "ev_%05d" % v}) @ds_eigenvalues.fields.each {|f| @ds_eigenvalues[f].type=:scale} if bootstrap_method==:parameter or bootstrap_method==:random rng = Distribution::Normal.rng_ugaussian end @iterations.times do |i| begin puts "#{@name}: Iteration #{i}" if $DEBUG or debug # Create a dataset of dummy values ds_bootstrap=Statsample::Dataset.new(@ds.fields) @fields.each do |f| if bootstrap_method==:random ds_bootstrap[f]=@n_cases.times.map {|c| rng.call}.to_scale elsif bootstrap_method==:data ds_bootstrap[f]=ds[f].sample_with_replacement(@n_cases).to_scale else raise "bootstrap_method doesn't recogniced" end end matrix=Statsample::Bivariate.send(matrix_method, ds_bootstrap) if smc smc_v=matrix.inverse.diagonal.map{|ii| 1-(1.quo(ii))} smc_v.each_with_index do |v,ii| matrix[ii,ii]=v end end ev=matrix.eigenvalues @ds_eigenvalues.add_case_array(ev) rescue Statsample::Bivariate::Tetrachoric::RequerimentNotMeet => e puts "Error: #{e}" if $DEBUG redo end end @ds_eigenvalues.update_valid_data end dirty_memoize :number_of_factors, :ds_eigenvalues dirty_writer :iterations, :bootstrap_method, :percentil, :smc end end end