Multiple factor analysis: principal component analysis for multitable and multiblock data sets. (14th February 2013)

• Record Type: Journal Article
• Authors: Abdi, Hervé; Williams, Lynne J.; Valentin, Domininique
• Is Part Of: Wiley interdisciplinary reviews. Volume 5:Number 2(2013)
• Page Start: 149
• Page End: 179
• Publication Date: 2013-02-14
• Subjects: multiple factor analysis (MFA) -- multiple factorial analysis -- multiblock correspondence analysis -- STATIS -- INDSCAL -- multiblock barycentric discriminant analysis (MUDICA) -- multiple factor analysis barycentric discriminant analysis (MUFABADA) -- barycentric discriminant analysis (BADA) -- generalized Procrustes analysis (GPA) -- generalized singular value decomposition -- principal component analysis -- consensus PCA -- multitable PCA -- multiblock PCA; Mathematical statistics -- Data processing -- Periodicals; Science -- Data processing -- Periodicals; Social sciences -- Data processing -- Periodicals; Mathematical statistics -- Periodicals; 519.50285
• DOI: 10.1002/wics.1246
• Languages: English
• ISSNs: 1939-5108

Abstract

Abstract: Multiple factor analysis (MFA, also called multiple factorial analysis) is an extension of principal component analysis (PCA) tailored to handle multiple data tables that measure sets of variables collected on the same observations, or, alternatively, (in dual‐MFA) multiple data tables where the same variables are measured on different sets of observations. MFA proceeds in two steps: First it computes a PCA of each data table and 'normalizes' each data table by dividing all its elements by the first singular value obtained from its PCA. Second, all the normalized data tables are aggregated into a grand data table that is analyzed via a (non‐normalized) PCA that gives a set of factor scores for the observations and loadings for the variables. In addition, MFA provides for each data table a set of partial factor scores for the observations that reflects the specific 'view‐point' of this data table. Interestingly, the common factor scores could be obtained by replacing the original normalized data tables by the normalized factor scores obtained from the PCA of each of these tables. In this article, we present MFA, review recent extensions, and illustrate it with a detailed example. WIREs Comput Stat 2013, 5:149–179. doi: 10.1002/wics.1246 This article is categorized under: Data: Types and Structure > Categorical Data Statistical Learning and Exploratory Methods of the Data Sciences > Exploratory Data Analysis Statistical and Graphical Methods of Data Analysis > Multivariate Analysis