Multiple factor analysis: Difference between revisions

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'''Multiple Factor Analysis''' (MFA) is a factorial method<ref name="GreenacreBlasius2006">{{cite book|last1=Greenacre|first1=Michael|last2=Blasius|first2=Jorg|title=Multiple Correspondence Analysis and Related Methods|url=http://books.google.com/books?id=ZvYV1lfU5zIC&pg=PA352|accessdate=11 June 2014|date=2006-06-23|publisher=CRC Press|isbn=9781420011319|pages=352–}}</ref> devoted to the study of tables in which a group of individuals is described by a set of variables (quantitative and / or qualitative) structured in groups. It may be seen as an extension of:

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* [[Factor analysis of mixed data]] (FAMD) when the active variables belong to the two types.

== Introductory Example ==

Why introduce several groups of variables active in the same factorial analysis?

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'' PCA of the two groups of variables as active''

One may want to study the variability of stations from both the point of view of flora and soil. In this approach, two stations should be close if they have both similar flora'' 'and''' similar soils.

== Balance between groups of variables ==

=== Methodology ===

The third analysis of the introductory example implicitly assumes a balance between flora and soil. However, in this example, the mere fact that the flora is represented by 50 variables and the soil by 11 variables implies that the PCA with 61 active variables will be influenced mainly by the flora at least on the first axis). This is not desirable: there is no reason to wish one group play a more important role in the analysis.

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Balancing maximum axial inertia rather than the total inertia (= the number of variables in standard PCA) gives the MFA several important properties for the user. More directly, its interest appears in the following example.

=== Example ===

Let two groups of variables defined on the same set of individuals.

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''Conclusion'': These examples show that in practice, variables are very often organized into groups.

== Graphics from MFA ==

Beyond the weighting of variables, interest in MFA lies in a series of graphics and indicators valuable in the analysis of a table whose columns are organized into groups.

=== Graphics common to all the simple factorial analyses (PCA, MCA) ===

The core of MFA is a weighted factorial analysis: MFA firstly provides the classical results of the factorial analyses.

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4. ''Representations of categories'' of qualitative variables as in MCA (a category lies at the centroid of the individuals who possess it). No qualitative variables in the example.

=== Graphics specific to this kind of multiple table ===

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In the example (figure 5), the first axis of the MFA is relatively strongly correlated (r = .80) to the first component of the group 2. This group, consisting of two identical variables, possesses only one principal component (confounded with the variable). The group 1 consists of two orthogonal variables: any direction of the subspace generated by these two variables has the same inertia (equal to 1). So there is uncertainty in the choice of principal components and there is no reason to be interested in one of them in particular. However, the two components provided by the program are well represented: the plane of the MFA is close to the plane spanned by the two variables of group 1.

== Conclusion ==

The numerical example illustrates the output of the MFA. Besides balancing groups of variables and besides usual graphics of PCA (of MCA in the case of qualitative variables), the MFA provides results specific of the group structure of the set of variables, that is, in particular:

* A superimposed representation of partial individuals for a detailed analysis of the data;

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The small size and simplicity of the example allow simple validation of the rules of interpretation. But the method will be more valuable when the data set is large and complex.

Other methods suitable for this type of data are available. Procrustes analysis is compared to the MFA in .<ref>Pagès Jérôme (2014). Multiple Factor Analysis by Example Using R. Chapman & Hall/CRC The R Series, London. 272p </ref>.

== History ==

MFA was developed by Brigitte Escofier and Jérôme Pagès in the 1980s. It is at the heart of two books written by these authors:<ref> ''Ibidem''</ref> and <ref>Escofier Brigitte & Pagès Jérôme (2008). Analyses factorielles simples et multiples ; objectifs, méthodes et interprétation. Dunod, Paris. 318 p. isbn=978-2-10-051932-3</ref>. The MFA and its extensions (hierarchical MFA, MFA on contingency tables, etc.) are a research topic of applied mathematics laboratory Agrocampus ([http://math.agrocampus-ouest.fr LMA ²]) which published a book presenting basic methods of exploratory multivariate analysis .<ref> Husson F., Lê S. & Pagès J. (2009). Exploratory Multivariate Analysis by Example Using R. Chapman & Hall/CRC The R Series, London. isbn=978-2-7535-0938-2</ref>.

==History ==

== Software ==

MFA was developed by Brigitte Escofier and Jérôme Pagès in the 1980s. It is at the heart of two books written by these authors:

<ref> ''Ibidem''</ref> and <ref>Escofier Brigitte & Pagès Jérôme (2008). Analyses factorielles simples et multiples ; objectifs, méthodes et interprétation. Dunod, Paris. 318 p. isbn=978-2-10-051932-3</ref>. The MFA and its extensions (hierarchical MFA, MFA on contingency tables, etc.) are a research topic of applied mathematics laboratory Agrocampus ([http://math.agrocampus-ouest.fr LMA ²]) which published a book presenting basic methods of exploratory multivariate analysis <ref> Husson F., Lê S. & Pagès J. (2009). Exploratory Multivariate Analysis by Example Using R. Chapman & Hall/CRC The R Series, London. isbn=978-2-7535-0938-2</ref>.

==Software ==

MFA is available in two R packages ([http://factominer.free.fr FactoMineR] and [http://pbil.univ-lyon1.fr/ADE-4 ADE4]) and in many software packages, including SPAD, Uniwin, XLSTAT, etc. There is also a function [http://www.ensai.fr/userfiles/AFMULT%20and%20PLOTAFM%20aout%202010.pdf SAS] . The graphs in this article come from the R package FactoMineR.

== References ==

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{{Reflist}}

== External links ==

* [http://factominer.free.fr/ FactoMineR] A R software devoted to exploratory data analysis.

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