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Correspondence analysis basics - R software and data mining

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Correspondence analysis (CA) is an extension of Principal Component Analysis (PCA) suited to analyze frequencies formed by qualitative variables (i.e, contingency table).

This R tutorial describes the idea and the mathematical procedures of Correspondence Analysis (CA) using R software.

The mathematical procedures of CA are complex and require matrix algebra.

In this tutorial, I put a lot of effort into writing all the formula in a very simple format so that every beginner can understand the methods.

Required package

FactoMineR(for computing CA) and factoextra (for CA visualization) packages are used.

These packages can be installed as follow :

install.packages("FactoMineR")

# install.packages("devtools")
devtools::install_github("kassambara/factoextra")

Load FactoMineR and factoextra

library("FactoMineR")
library("factoextra")

Data format: Contingency tables

We’ll use the data set housetasks[in factoextra]

data(housetasks)
head(housetasks)
           Wife Alternating Husband Jointly
Laundry     156          14       2       4
Main_meal   124          20       5       4
Dinner       77          11       7      13
Breakfeast   82          36      15       7
Tidying      53          11       1      57
Dishes       32          24       4      53

An image of the data is shown below:

Data format correspondence analysis


The data is a contingency table containing 13 housetasks and their repartition in the couple :

  • rows are the different tasks
  • values are the frequencies of the tasks done:
  • by the wife only
  • alternatively
  • by the husband only
  • or jointly


As the above contingency table is not very large, with a quick visual examination it can be seen that:

  • The house tasks Laundry, Main_Meal and Dinner are dominant in the column Wife
  • Repairs are dominant in the column Husband
  • Holidays are dominant in the column Jointly

Visualize a contingency table using graphical matrix

To easily interpret the contingency table, a graphical matrix can be drawn using the function balloonplot() [in gplots package]. In this graph, each cell contains a dot whose size reflects the relative magnitude of the value it contains.

library("gplots")
# 1. convert the data as a table
dt <- as.table(as.matrix(housetasks))
# 2. Graph
balloonplot(t(dt), main ="housetasks", xlab ="", ylab="",
            label = FALSE, show.margins = FALSE)

Correspondence analysis basics - R software and data mining

For a very large contingency table, the visual interpretation would be very hard. Other methods are required such as correspondence analysis.

I will describe step by step many tools and statistical approaches to visualize, analyse and interpret a contingency table.

Row sums and column sums

Row sums (row.sum) and column sums (col.sum) are called row margins and column margins, respectively. They can be calculated as follow:

# Row margins
row.sum <- apply(housetasks, 1, sum)
head(row.sum)
   Laundry  Main_meal     Dinner Breakfeast    Tidying     Dishes 
       176        153        108        140        122        113 
# Column margins
col.sum <- apply(housetasks, 2, sum)
head(col.sum)
       Wife Alternating     Husband     Jointly 
        600         254         381         509 
# grand total
n <- sum(housetasks)

The grand total is the total sum of all values in the contingency table.

The contingency table with row and column margins are shown below:

Wife

Alternating

Husband

Jointly

TOTAL

Laundry

156

14

2

4

176

Main_meal

124

20

5

4

153

Dinner

77

11

7

13

108

Breakfeast

82

36

15

7

140

Tidying

53

11

1

57

122

Dishes

32

24

4

53

113

Shopping

33

23

9

55

120

Official

12

46

23

15

96

Driving

10

51

75

3

139

Finances

13

13

21

66

113

Insurance

8

1

53

77

139

Repairs

0

3

160

2

165

Holidays

0

1

6

153

160

TOTAL

600

254

381

509

1744

  • Row margins: light gray
  • Column margins: light blue
  • The grand total (the total of all values in the table): pink

Row variables

To compare rows, we can analyse their profiles in order to identify similar row variables.

Row profiles

The profile of a given row is calculated by taking each row point and dividing by its margin (i.e, the sum of all row points). The formula is:


\[ row.profile = \frac{row}{row.sum} \]


For example the profile of the row point Laundry/wife is P = 156/176 = 88.6%.

The R code below can be used to compute row profiles:

row.profile <- housetasks/row.sum
# head(row.profile)

Wife

Alternating

Husband

Jointly

TOTAL

Laundry

0.88636364

0.079545455

0.011363636

0.02272727

1

Main_meal

0.81045752

0.130718954

0.032679739

0.02614379

1

Dinner

0.71296296

0.101851852

0.064814815

0.12037037

1

Breakfeast

0.58571429

0.257142857

0.107142857

0.05000000

1

Tidying

0.43442623

0.090163934

0.008196721

0.46721311

1

Dishes

0.28318584

0.212389381

0.035398230

0.46902655

1

Shopping

0.27500000

0.191666667

0.075000000

0.45833333

1

Official

0.12500000

0.479166667

0.239583333

0.15625000

1

Driving

0.07194245

0.366906475

0.539568345

0.02158273

1

Finances

0.11504425

0.115044248

0.185840708

0.58407080

1

Insurance

0.05755396

0.007194245

0.381294964

0.55395683

1

Repairs

0.00000000

0.018181818

0.969696970

0.01212121

1

Holidays

0.00000000

0.006250000

0.037500000

0.95625000

1

TOTAL

0.34403670

0.145642202

0.218463303

0.29185780

1

In the table above, the row TOTAL (in light blue) is called the average row profile (or marginal profile of columns or column margin)

The average row profile is computed as follow:


\[ average.rp = \frac{column.sum}{grand.total} \]


For example, the average row profile is : (600/1744, 254/1744, 381/1744, 509/1744). It can be computed in R as follow:

# Column sums
col.sum <- apply(housetasks, 2, sum)
# average row profile = Column sums / grand total
average.rp <- col.sum/n 
average.rp
       Wife Alternating     Husband     Jointly 
  0.3440367   0.1456422   0.2184633   0.2918578 

Distance (or similarity) between row profiles

If we want to compare 2 rows (row1 and row2), we need to compute the squared distance between their profiles as follow:


\[ d^2(row_1, row_2) = \sum{\frac{(row.profile_1 - row.profile_2)^2}{average.profile}} \]


This distance is called Chi-square distance.

For example the distance between the rows Laundry and Main_meal are:

\[ d^2(Laundry, Main\_meal) = \frac{(0.886-0.810)^2}{0.344} + \frac{(0.0795-0.131)^2}{0.146} + ... = 0.036 \]

The distance between Laundry and Main_meal can be calculated as follow in R:

# Laundry and Main_meal profiles
laundry.p <- row.profile["Laundry",]
main_meal.p <- row.profile["Main_meal",]
# Distance between Laundry and Main_meal
d2 <- sum(((laundry.p - main_meal.p)^2) / average.rp)
d2
[1] 0.03684787

The distance between Laundry and Driving is:

# Driving profile
driving.p <- row.profile["Driving",]
# Distance between Laundry and Driving
d2 <- sum(((laundry.p - driving.p)^2) / average.rp)
d2
[1] 3.772028

Note that, the rows Laundry and Main_meal are very close (d2 ~ 0.036, similar profiles) compared to the rows Laundry and Driving (d2 ~ 3.77)

You can also compute the squared distance between each row profile and the average row profile in order to view rows that are the most similar or different to the average row.

Squared distance between each row profile and the average row profile


\[ d^2(row_i, average.profile) = \sum{\frac{(row.profile_i - average.profile)^2}{average.profile}} \]


The R code below computes the distance from the average profile for all the row variables:

d2.row <- apply(row.profile, 1, 
        function(row.p, av.p){sum(((row.p - av.p)^2)/av.p)}, 
        average.rp)
as.matrix(round(d2.row,3))
            [,1]
Laundry    1.329
Main_meal  1.034
Dinner     0.618
Breakfeast 0.512
Tidying    0.353
Dishes     0.302
Shopping   0.218
Official   0.968
Driving    1.274
Finances   0.456
Insurance  0.727
Repairs    3.307
Holidays   2.140

The rows Repairs, Holidays, Laundry and Driving have the most different profiles from the average profile.

Distance matrix

In this section the squared distance is computed between each row profile and the other rows in the contingency table.

The result is a distance matrix (a kind of correlation or dissimilarity matrix).

The custom R function below is used to compute the distance matrix:

## data: a data frame or matrix; 
## average.profile: average profile
dist.matrix <- function(data, average.profile){
   mat <- as.matrix(t(data))
    n <- ncol(mat)
    dist.mat<- matrix(NA, n, n)
    diag(dist.mat) <- 0
    for (i in 1:(n - 1)) {
        for (j in (i + 1):n) {
            d2 <- sum(((mat[, i] - mat[, j])^2) / average.profile)
            dist.mat[i, j] <- dist.mat[j, i] <- d2
        }
    }
  colnames(dist.mat) <- rownames(dist.mat) <- colnames(mat)
  dist.mat
}

Compute and visualize the distance between row profiles. The package corrplot is required for the visualization. It can be installed as follow: install.packages(“corrplot”).

# Distance matrix
dist.mat <- dist.matrix(row.profile, average.rp)
dist.mat <-round(dist.mat, 2)
# Visualize the matrix
library("corrplot")
corrplot(dist.mat, type="upper",  is.corr = FALSE)

Correspondence analysis basics - R software and data mining

The size of the circle is proportional to the magnitude of the distance between row profiles.

When the data contains many categories, correspondence analysis is very useful to visualize the similarity between items.

Row mass and inertia

The Row mass (or row weight) is the total frequency of a given row. It’s calculated as follow:


\[ row.mass = \frac{row.sum}{grand.total} \]


row.sum <- apply(housetasks, 1, sum)
grand.total <- sum(housetasks)
row.mass <- row.sum/grand.total
head(row.mass)
   Laundry  Main_meal     Dinner Breakfeast    Tidying     Dishes 
0.10091743 0.08772936 0.06192661 0.08027523 0.06995413 0.06479358 

The Row inertia is calculated as the row mass multiplied by the squared distance between the row and the average row profile:


\[ row.inertia = row.mass * d^2(row) \]



  • The inertia of a row (or a column) is the amount of information it contains.
  • The total inertia is the total information contained in the data table. It’s computed as the sum of rows inertia (or equivalently, as the sum of columns inertia)


# Row inertia
row.inertia <- row.mass * d2.row
head(row.inertia)
   Laundry  Main_meal     Dinner Breakfeast    Tidying     Dishes 
0.13415976 0.09069235 0.03824633 0.04112368 0.02466697 0.01958732 
# Total inertia
sum(row.inertia)
[1] 1.11494

The total inertia corresponds to the amount of the information the data contains.

Row summary

The result for rows can be summarized as follow:

row <- cbind.data.frame(d2 = d2.row, mass = row.mass, inertia = row.inertia)
round(row,3)
              d2  mass inertia
Laundry    1.329 0.101   0.134
Main_meal  1.034 0.088   0.091
Dinner     0.618 0.062   0.038
Breakfeast 0.512 0.080   0.041
Tidying    0.353 0.070   0.025
Dishes     0.302 0.065   0.020
Shopping   0.218 0.069   0.015
Official   0.968 0.055   0.053
Driving    1.274 0.080   0.102
Finances   0.456 0.065   0.030
Insurance  0.727 0.080   0.058
Repairs    3.307 0.095   0.313
Holidays   2.140 0.092   0.196

Column variables

Column profiles

These are calculated in the same way as the row profiles table.

The profile of a given column is computed as follow:


\[ col.profile = \frac{col}{col.sum} \]


The R code below can be used to compute column profile:

col.profile <- t(housetasks)/col.sum
col.profile <- as.data.frame(t(col.profile))
# head(col.profile)

Wife

Alternating

Husband

Jointly

TOTAL

Laundry

0.26000000

0.055118110

0.005249344

0.007858546

0.10091743

Main_meal

0.20666667

0.078740157

0.013123360

0.007858546

0.08772936

Dinner

0.12833333

0.043307087

0.018372703

0.025540275

0.06192661

Breakfeast

0.13666667

0.141732283

0.039370079

0.013752456

0.08027523

Tidying

0.08833333

0.043307087

0.002624672

0.111984283

0.06995413

Dishes

0.05333333

0.094488189

0.010498688

0.104125737

0.06479358

Shopping

0.05500000

0.090551181

0.023622047

0.108055010

0.06880734

Official

0.02000000

0.181102362

0.060367454

0.029469548

0.05504587

Driving

0.01666667

0.200787402

0.196850394

0.005893910

0.07970183

Finances

0.02166667

0.051181102

0.055118110

0.129666012

0.06479358

Insurance

0.01333333

0.003937008

0.139107612

0.151277014

0.07970183

Repairs

0.00000000

0.011811024

0.419947507

0.003929273

0.09461009

Holidays

0.00000000

0.003937008

0.015748031

0.300589391

0.09174312

TOTAL

1.00000000

1.000000000

1.000000000

1.000000000

1.00000000

In the table above, the column TOTAL is called the average column profile (or marginale profile of rows)

The average column profile is calculated as follow:


\[ average.cp = row.sum/grand.total \]


For example, the average column profile is : (176/1744, 153/1744, 108/1744, 140/1744, …). It can be computed in R as follow:

# Row sums
row.sum <- apply(housetasks, 1, sum)
# average column profile= row sums/grand total
average.cp <- row.sum/n 
head(average.cp)
   Laundry  Main_meal     Dinner Breakfeast    Tidying     Dishes 
0.10091743 0.08772936 0.06192661 0.08027523 0.06995413 0.06479358 

Distance (similarity) between column profiles

If we want to compare columns, we need to compute the squared distance between their profiles as follow:


\[ d^2(col_1, col_2) = \sum{\frac{(col.profile_1 - col.profile_2)^2}{average.profile}} \]


For example the distance between the columns Wife and Husband are:

\[ d^2(Wife, Husband) = \frac{(0.26-0.005)^2}{0.10} + \frac{(0.21-0.013)^2}{0.09} + ... + ... = 4.05 \]

The distance between Wife and Husband can be calculated as follow in R:

# Wife and Husband profiles
wife.p <- col.profile[, "Wife"]
husband.p <- col.profile[, "Husband"]
# Distance between Wife and Husband
d2 <- sum(((wife.p - husband.p)^2) / average.cp)
d2
[1] 4.050311

You can also compute the squared distance between each column profile and the average column profile

Squared distance between each column profile and the average column profile


\[ d^2(col_i, average.profile) = \sum{\frac{(col.profile_i - average.profile)^2}{average.profile}} \]


The R code below computes the distance from the average profile for all the column variables

d2.col <- apply(col.profile, 2, 
        function(col.p, av.p){sum(((col.p - av.p)^2)/av.p)}, 
        average.cp)
round(d2.col,3)
       Wife Alternating     Husband     Jointly 
      0.875       0.809       1.746       1.078 

Distance matrix

# Distance matrix
dist.mat <- dist.matrix(t(col.profile), average.cp)
dist.mat <-round(dist.mat, 2)
dist.mat
            Wife Alternating Husband Jointly
Wife        0.00        1.71    4.05    2.93
Alternating 1.71        0.00    2.67    2.58
Husband     4.05        2.67    0.00    3.70
Jointly     2.93        2.58    3.70    0.00
# Visualize the matrix
library("corrplot")
corrplot(dist.mat, type="upper", order="hclust", is.corr = FALSE)

Correspondence analysis basics - R software and data mining

column mass and inertia

The column mass(or column weight) is the total frequency of each column. It’s calculated as follow:


\[ col.mass = \frac{col.sum}{grand.total} \]


col.sum <- apply(housetasks, 2, sum)
grand.total <- sum(housetasks)
col.mass <- col.sum/grand.total
head(col.mass)
       Wife Alternating     Husband     Jointly 
  0.3440367   0.1456422   0.2184633   0.2918578 

The column inertia is calculated as the column mass multiplied by the squared distance between the column and the average column profile:


\[ col.inertia = col.mass * d^2(col) \]


col.inertia <- col.mass * d2.col
head(col.inertia)
       Wife Alternating     Husband     Jointly 
  0.3010185   0.1178242   0.3813729   0.3147248 
# total inertia
sum(col.inertia)
[1] 1.11494

Recall that the total inertia corresponds to the amount of the information the data contains. Note that, the total inertia obtained using column profile is the same as the one obtained when analyzing row profile. That’s normal, because we are analyzing the same data with just a different angle of view.

Column summary

The result for rows can be summarized as follow:

col <- cbind.data.frame(d2 = d2.col, mass = col.mass, 
                        inertia = col.inertia)
round(col,3)
               d2  mass inertia
Wife        0.875 0.344   0.301
Alternating 0.809 0.146   0.118
Husband     1.746 0.218   0.381
Jointly     1.078 0.292   0.315

Association between row and column variables

When the contingency table is not very large (as above), it’s easy to visually inspect and interpret row and column profiles:

  • It’s evident that, the housetasks - Laundry, Main_Meal and Dinner - are more frequently done by the “Wife”.
  • Repairs and driving are dominantly done by the husband
  • Holidays are more frequently taken jointly

Larger contingency table is complex to interpret visually and several methods are required to help to this process.

Another statistical method that can be applied to contingency table is the Chi-square test of independence.

Chi-square test

Chi-square test issued to examine whether rows and columns of a contingency table are statistically significantly associated.

  • Null hypothesis (H0): the row and the column variables of the contingency table are independent.
  • Alternative hypothesis (H1): row and column variables are dependent

For each cell of the table, we have to calculate the expected value under null hypothesis.

For a given cell, the expected value is calculated as follow:


\[ e = \frac{row.sum * col.sum}{grand.total} \]

The Chi-square statistic is calculated as follow:


\[ \chi^2 = \sum{\frac{(o - e)^2}{e}} \]

  • o is the observed value
  • e is the expected value


This calculated Chi-square statistic is compared to the critical value (obtained from statistical tables) with \(df = (r - 1)(c - 1)\) degrees of freedom and p = 0.05.

  • r is the number of rows in the contingency table
  • c is the number of column in the contingency table

If the calculated Chi-square statistic is greater than the critical value, then we must conclude that the row and the column variables are not independent of each other. This implies that they are significantly associated.

Note that, Chi-square test should only be applied when the expected frequency of any cell is at least 5.

Chi-square statistic can be easily computed using the function chisq.test() as follow:

chisq <- chisq.test(housetasks)
chisq

    Pearson's Chi-squared test

data:  housetasks
X-squared = 1944.456, df = 36, p-value < 2.2e-16

In our example, the row and the column variables are statistically significantly associated(p-value = 0)

Note that, while Chi-square test can help to establish dependence between rows and the columns, the nature of the dependency is unknown.

The observed and the expected counts can be extracted from the result of the test as follow:

# Observed counts
chisq$observed
           Wife Alternating Husband Jointly
Laundry     156          14       2       4
Main_meal   124          20       5       4
Dinner       77          11       7      13
Breakfeast   82          36      15       7
Tidying      53          11       1      57
Dishes       32          24       4      53
Shopping     33          23       9      55
Official     12          46      23      15
Driving      10          51      75       3
Finances     13          13      21      66
Insurance     8           1      53      77
Repairs       0           3     160       2
Holidays      0           1       6     153
# Expected counts
round(chisq$expected,2)
            Wife Alternating Husband Jointly
Laundry    60.55       25.63   38.45   51.37
Main_meal  52.64       22.28   33.42   44.65
Dinner     37.16       15.73   23.59   31.52
Breakfeast 48.17       20.39   30.58   40.86
Tidying    41.97       17.77   26.65   35.61
Dishes     38.88       16.46   24.69   32.98
Shopping   41.28       17.48   26.22   35.02
Official   33.03       13.98   20.97   28.02
Driving    47.82       20.24   30.37   40.57
Finances   38.88       16.46   24.69   32.98
Insurance  47.82       20.24   30.37   40.57
Repairs    56.77       24.03   36.05   48.16
Holidays   55.05       23.30   34.95   46.70

As mentioned above the Chi-square statistic is 1944.456196.

Which are the most contributing cells to the definition of the total Chi-square statistic?

If you want to know the most contributing cells to the total Chi-square score, you just have to calculate the Chi-square statistic for each cell:

\[ r = \frac{o - e}{\sqrt{e}} \]

The above formula returns the so-called Pearson residuals (r) for each cell (or standardized residuals)

Cells with the highest absolute standardized residuals contribute the most to the total Chi-square score.

Pearson residuals can be easily extracted from the output of the function chisq.test():

round(chisq$residuals, 3)
             Wife Alternating Husband Jointly
Laundry    12.266      -2.298  -5.878  -6.609
Main_meal   9.836      -0.484  -4.917  -6.084
Dinner      6.537      -1.192  -3.416  -3.299
Breakfeast  4.875       3.457  -2.818  -5.297
Tidying     1.702      -1.606  -4.969   3.585
Dishes     -1.103       1.859  -4.163   3.486
Shopping   -1.289       1.321  -3.362   3.376
Official   -3.659       8.563   0.443  -2.459
Driving    -5.469       6.836   8.100  -5.898
Finances   -4.150      -0.852  -0.742   5.750
Insurance  -5.758      -4.277   4.107   5.720
Repairs    -7.534      -4.290  20.646  -6.651
Holidays   -7.419      -4.620  -4.897  15.556

Let’s visualize Pearson residuals using the package corrplot:

library(corrplot)
corrplot(chisq$residuals, is.cor = FALSE)

Correspondence analysis basics - R software and data mining

For a given cell, the size of the circle is proportional to the amount of the cell contribution.

The sign of the standardized residuals is also very important to interpret the association between rows and columns as explained in the block below.


  1. Positive residuals are in blue. Positive values in cells specify an attraction (positive association) between the corresponding row and column variables.
  • In the image above, it’s evident that there are an association between the column Wife and the rows Laundry, Main_meal.
  • There is a strong positive association between the column Husband and the row Repair
  1. Negative residuals are in red. This implies a repulsion (negative association) between the corresponding row and column variables. For example the column Wife are negatively associated (~ “not associated”) with the row Repairs. There is a repulsion between the column Husband and, the rows Laundry and Main_meal


Note that, correspondence analysis is just the singular value decomposition of the standardized residuals. This will be explained in the next section.

The contribution (in %) of a given cell to the total Chi-square score is calculated as follow:


\[ contrib = \frac{r^2}{\chi^2} \]


  • r is the residual of the cell
# Contibution in percentage (%)
contrib <- 100*chisq$residuals^2/chisq$statistic
round(contrib, 3)
            Wife Alternating Husband Jointly
Laundry    7.738       0.272   1.777   2.246
Main_meal  4.976       0.012   1.243   1.903
Dinner     2.197       0.073   0.600   0.560
Breakfeast 1.222       0.615   0.408   1.443
Tidying    0.149       0.133   1.270   0.661
Dishes     0.063       0.178   0.891   0.625
Shopping   0.085       0.090   0.581   0.586
Official   0.688       3.771   0.010   0.311
Driving    1.538       2.403   3.374   1.789
Finances   0.886       0.037   0.028   1.700
Insurance  1.705       0.941   0.868   1.683
Repairs    2.919       0.947  21.921   2.275
Holidays   2.831       1.098   1.233  12.445
# Visualize the contribution
corrplot(contrib, is.cor = FALSE)

Correspondence analysis basics - R software and data mining

The relative contribution of each cell to the total Chi-square score give some indication of the nature of the dependency between rows and columns of the contingency table.

It can be seen that:

  1. The column “Wife” is strongly associated with Laundry, Main_meal, Dinner
  2. The column “Husband” is strongly associated with the row Repairs
  3. The column jointly is frequently associated with the row Holidays

From the image above, it can be seen that the most contributing cells to the Chi-square are Wife/Laundry (7.74%), Wife/Main_meal (4.98%), Husband/Repairs (21.9%), Jointly/Holidays (12.44%).

These cells contribute about 47.06% to the total Chi-square score and thus account for most of the difference between expected and observed values.

This confirms the earlier visual interpretation of the data. As stated earlier, visual interpretation may be complex when the contingency table is very large. In this case, the contribution of one cell to the total Chi-square score becomes a useful way of establishing the nature of dependency.

Chi-square statistic and the total inertia

As mentioned above, the total inertia is the amount of the information contained in the data table.

It’s called \(\phi^2\) (squared phi) and is calculated as follow:


\[ \phi^2 = \frac{\chi^2}{grand.total} \]


phi2 <- as.numeric(chisq$statistic/sum(housetasks))
phi2
[1] 1.11494

The square root of \(\phi^2\) are called trace and may be interpreted as a correlation coefficient(Bendixen, 2003). Any value of the trace > 0.2 indicates a significant dependency between rows and columns (Bendixen M., 2003)

Graphical representation of a contingency table: Mosaic plot

Mosaic plot is used to visualize a contingency table in order to examine the association between categorical variables.

The function mosaicplot() [in garphics package] can be used.

library("graphics")
# Mosaic plot of observed values
mosaicplot(housetasks,  las=2, col="steelblue",
           main = "housetasks - observed counts")

Correspondence analysis basics - R software and data mining

# Mosaic plot of expected values
mosaicplot(chisq$expected,  las=2, col = "gray",
           main = "housetasks - expected counts")

Correspondence analysis basics - R software and data mining

In these plots, column variables are firstly splited (vertical split) and then row variables are splited(horizontal split). For each cell, the height of bars is proportional to the observed relative frequency it contains:

\[ \frac{cell.value}{column.sum} \]

The blue plot, is the mosaic plot of the observed values. The gray one is the mosaic plot of the expected values under null hypothesis.

If row and column variables were completely independent the mosaic bars for the observed values (blue graph) would be aligned as the mosaic bars for the expected values (gray graph).

It’s also possible to color the mosaic plot according to the value of the standardized residuals:

mosaicplot(housetasks, shade = TRUE, las=2,main = "housetasks")

Correspondence analysis basics - R software and data mining

  • The argument shade is used to color the graph
  • The argument las = 2 produces vertical labels

  • This plot clearly show you that Laundry, Main_meal, Dinner and Breakfeast are more often done by the “Wife”.
  • Repairs are done by the Husband


G-test: Likelihood ratio test

The G–test of independence is an alternative to the chi-square test of independence, and they will give approximately the same conclusion.

The test is based on the likelihood ratio defined as follow:


\[ ratio = \frac{o}{e} \]


  • o is the observed value
  • e is the expected value under null hypothesis

This likelihood ratio, or its logarithm, can be used to compute a p-value. When the logarithm of the likelihood ratio is used, the statistic is known as a log-likelihood ratio statistic.

This test is called G-test or likelihood ratio test or maximum likelihood statistical significance test) and can be used in situations where Chi-square tests were previously recommended.

The G-test is generally defined as follow:


\[ G = 2 * \sum{o * log(\frac{o}{e})} \]



  • o is the observed frequency in a cell
  • e is the expected frequency under the null hypothesis
  • log is the natural logarithm
  • The sum is taken over all non-empty cells.


The distribution of G is approximately a chi-squared distribution, with the same number of degrees of freedom as in the corresponding chi-squared test:


\[df = (r - 1)(c - 1)\]


  • r is the number of rows in the contingency table
  • c is the number of column in the contingency table

The commonly used Pearson Chi-square test is, in fact, just an approximation of the log-likelihood ratio on which the G-tests are based.

Remember that, the Chi-square formula is:

\[ \chi^2 = \sum{\frac{(o - e)^2}{e}} \]


Likelihood ratio test in R

The functions likelihood.test()[in Deducer package] or G.test()[in RVAideMemoire] can be used to perform a G-test on a contingency table.

We’ll use the package RVAideMemoire which can be installed as follow : install.packages(“RVAideMemoire”).

The function G.test() work as chisq.test():

library("RVAideMemoire")
gtest <- G.test(as.matrix(housetasks))
gtest

    G-test

data:  as.matrix(housetasks)
G = 1907.658, df = 36, p-value < 2.2e-16

Interpret the association between rows and columns using likelihood ratio

To interpret the association between the rows and the columns of the contingency table, the likelihood ratio can be used as an index (i):


\[ ratio = \frac{o}{e} \]


For a given cell,

  • If ratio > 1, there is an “attraction” (association) between the corresponding column and row
  • If ratio < 1, there is a “repulsion” between the corresponding column and row

The ratio can be calculated as follow:

ratio <- chisq$observed/chisq$expected
round(ratio,3)
            Wife Alternating Husband Jointly
Laundry    2.576       0.546   0.052   0.078
Main_meal  2.356       0.898   0.150   0.090
Dinner     2.072       0.699   0.297   0.412
Breakfeast 1.702       1.766   0.490   0.171
Tidying    1.263       0.619   0.038   1.601
Dishes     0.823       1.458   0.162   1.607
Shopping   0.799       1.316   0.343   1.570
Official   0.363       3.290   1.097   0.535
Driving    0.209       2.519   2.470   0.074
Finances   0.334       0.790   0.851   2.001
Insurance  0.167       0.049   1.745   1.898
Repairs    0.000       0.125   4.439   0.042
Holidays   0.000       0.043   0.172   3.276

Note that, you can also use the R code : gtest$observed/gtest$expected

The package corrplot can be used to make a graph of the likelihood ratio:

corrplot(ratio, is.cor = FALSE)

Correspondence analysis basics - R software and data mining

The image above confirms our previous observations:

  • The rows Laundry, Main_meal and Dinner are associated with the column Wife
  • Repairs are done more often by the Husband
  • Holidays are taken Jointly

Let’s take the log(ratio) to see the attraction and the repulsion in different colors:

  • If ratio < 1 => log(ratio) < 0 (negative values) => red color
  • If ratio > 1 = > log(ratio) > 0 (positive values) => blue color

We’ll also add a small value (0.5) to all cells to avoid log(0):

corrplot(log2(ratio + 0.5), is.cor = FALSE)

Correspondence analysis basics - R software and data mining

Correspondence analysis

Correspondence analysis (CA) is required for large contingency table.

It used to graphically visualize row points and column points in a low dimensional space.

CA is a dimensional reduction method applied to a contingency table. The information retained by each dimension is called eigenvalue.

The total information (or inertia) contained in the data is called phi (\(\phi^2\)) and can be calculated as follow:


\[ \phi^2 = \frac{\chi^2}{grand.total} \]


For a given axis, the eigenvalue (\(\lambda\)) is computed as follow:


\[ \lambda_{axis} = \sum{\frac{row.sum}{grand.total} * row.coord^2} \]


Or equivalently


\[ \lambda_{axis} = \sum{\frac{col.sum}{grand.total} * col.coord^2} \]


  • row.coord and col.coord are the coordinates of row and column variables on the axis.

The association index between a row and column for the principal axes can be computed as follow:


\[ i = 1 + \sum{\frac{row.coord * col.coord}{\sqrt{\lambda}}} \]

  • \(\lambda\) is the eigenvalue of the axes
  • The sum denotes the sum for all axis


If there is an attraction the corresponding row and column coordinates have the same sign on the axes. If there is a repulsion the corresponding row and column coordinates have different signs on the axes. A high value indicates a strong attraction or repulsion

CA - Singular value decomposition of the standardized residuals

Correspondence analysis (CA) is used to represent graphically the table of distances between row variables or between column variables.

CA approach includes the following steps:

  • STEP 1. Compute the standardized residuals

The standardized residuals (S) is:

\[ S = \frac{o - e}{\sqrt{e}} \]

In fact, S is just the square roots of the terms comprising \(\chi^2\) statistic.

STEP II. Compute the singular value decomposition (SVD) of the standardized residuals.

Let M be: \(M = \frac{1}{sqrt(grand.total)} \times S\)

SVD means that we want to find orthogonal matrices U and V, together with a diagonal matrix \(\Delta\), such that:


\[ M = U \Delta V^T \]


(Phillip M. Yelland, 2010)

  • \(U\) is a matrix containing row eigenvectors
  • \(\Delta\) is the diagonal matrix. The numbers on the diagonal of the matrix are called singular values (SV). The eigenvalues are the squared SV.
  • \(V\) is a matrix containing column eigenvectors

The eigenvalue of a given axis is:


\[ \lambda = \delta^2 \]


  • \(\delta\) is the singular value

The coordinates of row variables on a given axis are:


\[ row.coord = \frac{U * \delta }{\sqrt{row.mass}} \]


The coordinates of columns are:


\[ col.coord = \frac{V * \delta }{\sqrt{col.mass}} \]


Compute SVD in R:

# Grand total
n <- sum(housetasks)
# Standardized residuals
residuals <- chisq$residuals/sqrt(n)
# Number of dimensions
nb.axes <- min(nrow(residuals)-1, ncol(residuals)-1)
# Singular value decomposition
res.svd <- svd(residuals, nu = nb.axes, nv = nb.axes)
res.svd
$d
[1] 7.368102e-01 6.670853e-01 3.564385e-01 1.012225e-16

$u
             [,1]        [,2]        [,3]
 [1,] -0.42762952 -0.23587902 -0.28228398
 [2,] -0.35197789 -0.21761257 -0.13633376
 [3,] -0.23391020 -0.11493572 -0.14480767
 [4,] -0.19557424 -0.19231779  0.17519699
 [5,] -0.14136307  0.17221046 -0.06990952
 [6,] -0.06528142  0.16864510  0.19063825
 [7,] -0.04189568  0.15859251  0.14910925
 [8,]  0.07216535 -0.08919754  0.60778606
 [9,]  0.28421536 -0.27652950  0.43123528
[10,]  0.09354184  0.23576569  0.02484968
[11,]  0.24793268  0.20050833 -0.22918636
[12,]  0.63820133 -0.39850534 -0.40738669
[13,]  0.10379321  0.65156733 -0.11011902

$v
            [,1]       [,2]       [,3]
[1,] -0.66679846 -0.3211267 -0.3289692
[2,] -0.03220853 -0.1668171  0.9085662
[3,]  0.73643655 -0.4217418 -0.2476526
[4,]  0.10956112  0.8313745 -0.0703917
sv <- res.svd$d[1:nb.axes] # singular value
u <-res.svd$u
v <- res.svd$v

Eigenvalues and screeplot

# Eigenvalues
eig <- sv^2
# Variances in percentage
variance <- eig*100/sum(eig)
# Cumulative variances
cumvar <- cumsum(variance)

eig<- data.frame(eig = eig, variance = variance,
                     cumvariance = cumvar)
head(eig)
        eig variance cumvariance
1 0.5428893 48.69222    48.69222
2 0.4450028 39.91269    88.60491
3 0.1270484 11.39509   100.00000
barplot(eig[, 2], names.arg=1:nrow(eig), 
       main = "Variances",
       xlab = "Dimensions",
       ylab = "Percentage of variances",
       col ="steelblue")
# Add connected line segments to the plot
lines(x = 1:nrow(eig), eig[, 2], 
      type="b", pch=19, col = "red")

Correspondence analysis basics - R software and data mining

How many dimensions to retain?:

  1. The maximum number of axes in the CA is :

\[ nb.axes = min( r-1, c-1) \]


r and c are respectively the number of rows and columns in the table.

  1. Use elbow method

Row coordinates

We can use the function apply to perform arbitrary operations on the rows and columns of a matrix.

A simplified format is:

apply(X, MARGIN, FUN, ...)
  • x: a matrix
  • MARGIN: allowed values can be 1 or 2. 1 specifies that we want to operate on the rows of the matrix. 2 specifies that we want to operate on the column.
  • FUN: the function to be applied
  • …: optional arguments to FUN
# row sum
row.sum <- apply(housetasks, 1, sum)
# row mass
row.mass <- row.sum/n

# row coord = sv * u /sqrt(row.mass)
cc <- t(apply(u, 1, '*', sv)) # each row X sv
row.coord <- apply(cc, 2, '/', sqrt(row.mass))
rownames(row.coord) <- rownames(housetasks)
colnames(row.coord) <- paste0("Dim.", 1:nb.axes)
round(row.coord,3)
            Dim.1  Dim.2  Dim.3
Laundry    -0.992 -0.495 -0.317
Main_meal  -0.876 -0.490 -0.164
Dinner     -0.693 -0.308 -0.207
Breakfeast -0.509 -0.453  0.220
Tidying    -0.394  0.434 -0.094
Dishes     -0.189  0.442  0.267
Shopping   -0.118  0.403  0.203
Official    0.227 -0.254  0.923
Driving     0.742 -0.653  0.544
Finances    0.271  0.618  0.035
Insurance   0.647  0.474 -0.289
Repairs     1.529 -0.864 -0.472
Holidays    0.252  1.435 -0.130
# plot
plot(row.coord, pch=19, col = "blue")
text(row.coord, labels =rownames(row.coord), pos = 3, col ="blue")
abline(v=0, h=0, lty = 2)

Correspondence analysis basics - R software and data mining

Column coordinates

# Coordinates of columns
col.sum <- apply(housetasks, 2, sum)
col.mass <- col.sum/n
# coordinates sv * v /sqrt(col.mass)
cc <- t(apply(v, 1, '*', sv))
col.coord <- apply(cc, 2, '/', sqrt(col.mass))
rownames(col.coord) <- colnames(housetasks)
colnames(col.coord) <- paste0("Dim", 1:nb.axes)
head(col.coord)
                   Dim1       Dim2        Dim3
Wife        -0.83762154 -0.3652207 -0.19991139
Alternating -0.06218462 -0.2915938  0.84858939
Husband      1.16091847 -0.6019199 -0.18885924
Jointly      0.14942609  1.0265791 -0.04644302
# plot
plot(col.coord, pch=17, col = "red")
text(col.coord, labels =rownames(col.coord), pos = 3, col ="red")
abline(v=0, h=0, lty = 2)

Correspondence analysis basics - R software and data mining

Biplot of rows and columns to view the association

xlim <- range(c(row.coord[,1], col.coord[,1]))*1.1
ylim <- range(c(row.coord[,2], col.coord[,2]))*1.1
# Plot of rows
plot(row.coord, pch=19, col = "blue", xlim = xlim, ylim = ylim)
text(row.coord, labels =rownames(row.coord), pos = 3, col ="blue")
# plot off columns
points(col.coord, pch=17, col = "red")
text(col.coord, labels =rownames(col.coord), pos = 3, col ="red")
abline(v=0, h=0, lty = 2)

Correspondence analysis basics - R software and data mining

You can interpret the distance between rows points or between column points but the distance between column points and row points are not meaningful.

Diagnostic

Recall that, the total inertia contained in the data is:


\[ \phi^2 = \frac{\chi^2}{n} = 1.11494 \]


Our two-dimensional plot captures about 88% of the total inertia of the table.

Contribution of rows and columns

The contributions of a rows/columns to the definition of a principal axis are :


\[ row.contrib = \frac{row.mass * row.coord^2}{eigenvalue} \]



\[ col.contrib = \frac{col.mass * col.coord^2}{eigenvalue} \]


Contribution of rows in %

# contrib <- row.mass * row.coord^2/eigenvalue
cc <- apply(row.coord^2, 2, "*", row.mass)
row.contrib <- t(apply(cc, 1, "/", eig[1:nb.axes,1])) *100
round(row.contrib, 2)
           Dim.1 Dim.2 Dim.3
Laundry    18.29  5.56  7.97
Main_meal  12.39  4.74  1.86
Dinner      5.47  1.32  2.10
Breakfeast  3.82  3.70  3.07
Tidying     2.00  2.97  0.49
Dishes      0.43  2.84  3.63
Shopping    0.18  2.52  2.22
Official    0.52  0.80 36.94
Driving     8.08  7.65 18.60
Finances    0.88  5.56  0.06
Insurance   6.15  4.02  5.25
Repairs    40.73 15.88 16.60
Holidays    1.08 42.45  1.21
corrplot(row.contrib, is.cor = FALSE)

Correspondence analysis basics - R software and data mining

Contribution of columns in %

# contrib <- col.mass * col.coord^2/eigenvalue
cc <- apply(col.coord^2, 2, "*", col.mass)
col.contrib <- t(apply(cc, 1, "/", eig[1:nb.axes,1])) *100
round(col.contrib, 2)
             Dim1  Dim2  Dim3
Wife        44.46 10.31 10.82
Alternating  0.10  2.78 82.55
Husband     54.23 17.79  6.13
Jointly      1.20 69.12  0.50
corrplot(col.contrib, is.cor = FALSE)

Correspondence analysis basics - R software and data mining

Quality of the representation

The quality of the representation is called COS2.

The quality of the representation of a row on an axis is:


\[ row.cos2 = \frac{row.coord^2}{d^2} \]


  • row.coord is the coordinate of the row on the axis
  • \(d^2\) is the squared distance from the average profile

Recall that the distance between each row profile and the average row profile is:


\[ d^2(row_i, average.profile) = \sum{\frac{(row.profile_i - average.profile)^2}{average.profile}} \]


row.profile <- housetasks/row.sum
head(round(row.profile, 3))
            Wife Alternating Husband Jointly
Laundry    0.886       0.080   0.011   0.023
Main_meal  0.810       0.131   0.033   0.026
Dinner     0.713       0.102   0.065   0.120
Breakfeast 0.586       0.257   0.107   0.050
Tidying    0.434       0.090   0.008   0.467
Dishes     0.283       0.212   0.035   0.469
average.profile <- col.sum/n
head(round(average.profile, 3))
       Wife Alternating     Husband     Jointly 
      0.344       0.146       0.218       0.292 

The R code below computes the distance from the average profile for all the row variables

d2.row <- apply(row.profile, 1, 
                function(row.p, av.p){sum(((row.p - av.p)^2)/av.p)}, 
                average.rp)
head(round(d2.row,3))
   Laundry  Main_meal     Dinner Breakfeast    Tidying     Dishes 
     1.329      1.034      0.618      0.512      0.353      0.302 

The cos2 of rows on the factor map are:

row.cos2 <- apply(row.coord^2, 2, "/", d2.row)
round(row.cos2, 3)
           Dim.1 Dim.2 Dim.3
Laundry    0.740 0.185 0.075
Main_meal  0.742 0.232 0.026
Dinner     0.777 0.154 0.070
Breakfeast 0.505 0.400 0.095
Tidying    0.440 0.535 0.025
Dishes     0.118 0.646 0.236
Shopping   0.064 0.748 0.189
Official   0.053 0.066 0.881
Driving    0.432 0.335 0.233
Finances   0.161 0.837 0.003
Insurance  0.576 0.309 0.115
Repairs    0.707 0.226 0.067
Holidays   0.030 0.962 0.008

visualize the cos2:

corrplot(row.cos2, is.cor = FALSE)

Correspondence analysis basics - R software and data mining

Cos2 of columns


\[ col.cos2 = \frac{col.coord^2}{d^2} \]


col.profile <- t(housetasks)/col.sum
col.profile <- t(col.profile)
#head(round(col.profile, 3))

average.profile <- row.sum/n
#head(round(average.profile, 3))

The R code below computes the distance from the average profile for all the column variables

d2.col <- apply(col.profile, 2, 
        function(col.p, av.p){sum(((col.p - av.p)^2)/av.p)}, 
        average.profile)
#round(d2.col,3)

The cos2 of columns on the factor map are:

col.cos2 <- apply(col.coord^2, 2, "/", d2.col)
round(col.cos2, 3)
             Dim1  Dim2  Dim3
Wife        0.802 0.152 0.046
Alternating 0.005 0.105 0.890
Husband     0.772 0.208 0.020
Jointly     0.021 0.977 0.002

visualize the cos2:

corrplot(col.cos2, is.cor = FALSE)

Correspondence analysis basics - R software and data mining

Supplementary rows/columns

The supplementary row coordinates


\[ sup.row.coord = sup.row.profile * \frac{v}{\sqrt{col.mass}} \]


# Supplementary row
sup.row <- as.data.frame(housetasks["Dishes",, drop = FALSE])
# Supplementary row profile
sup.row.sum <- apply(sup.row, 1, sum)
sup.row.profile <- sweep(sup.row, 1, sup.row.sum, "/")
# V/sqrt(col.mass)
vv <- sweep(v, 1, sqrt(col.mass), FUN = "/")
# Supplementary row coord
sup.row.coord <- as.matrix(sup.row.profile) %*% vv
sup.row.coord
             [,1]      [,2]      [,3]
Dishes -0.1889641 0.4419662 0.2669493
## COS2 = coor^2/Distance from average profile
d2.row <- apply(sup.row.profile, 1, 
        function(row.p, av.p){sum(((row.p - av.p)^2)/av.p)}, 
        average.rp)
sup.row.cos2 <- sweep(sup.row.coord^2, 1, d2.row, FUN = "/")

Packages in R

There are many packages for CA:

  • FactoMineR
  • ade4
  • ca
library(FactoMineR)
res.ca <- CA(housetasks, graph = F)
# print
res.ca
**Results of the Correspondence Analysis (CA)**
The row variable has  13  categories; the column variable has 4 categories
The chi square of independence between the two variables is equal to 1944.456 (p-value =  0 ).
*The results are available in the following objects:

   name              description                   
1  "$eig"            "eigenvalues"                 
2  "$col"            "results for the columns"     
3  "$col$coord"      "coord. for the columns"      
4  "$col$cos2"       "cos2 for the columns"        
5  "$col$contrib"    "contributions of the columns"
6  "$row"            "results for the rows"        
7  "$row$coord"      "coord. for the rows"         
8  "$row$cos2"       "cos2 for the rows"           
9  "$row$contrib"    "contributions of the rows"   
10 "$call"           "summary called parameters"   
11 "$call$marge.col" "weights of the columns"      
12 "$call$marge.row" "weights of the rows"         
# eigenvalue
head(res.ca$eig)[, 1:2]
        eigenvalue percentage of variance
dim 1 5.428893e-01           4.869222e+01
dim 2 4.450028e-01           3.991269e+01
dim 3 1.270484e-01           1.139509e+01
dim 4 5.119700e-33           4.591904e-31
# barplot of percentage of variance
barplot(res.ca$eig[,2], names.arg = rownames(res.ca$eig))

Correspondence analysis basics - R software and data mining

# Plot row points
plot(res.ca, invisible ="col")

Correspondence analysis basics - R software and data mining

# Plot column points
plot(res.ca, invisible ="col")

Correspondence analysis basics - R software and data mining

# Biplot of rows and columns
plot(res.ca)

Correspondence analysis basics - R software and data mining

Infos

This analysis has been performed using R software (ver. 3.1.2), FactoMineR (ver. 1.29) and factoextra (ver. 1.0.2)


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