On the computation of zero-order correlation coefficients

There appears to be a gap in published computational techniques inasmuch as nowhere in the literature nor in textbooks can one find a model to be followed in computing the numerous zero-order correlation coefficients for a correlation matrix. The purpose of this paper is to present, by means of an illustration, such a model. The model consists of two computational matrices, matrix one being the Summation Matrix and matrix two the Computational Matrix. The entries on these matrices are arranged so as to facilitate the future computations.     

Note on the computation of product-moment correlation coefficients

This paper describes a systematic plan for computing all of the product-moment correlation coefficients among a number of variables that has been taught by Professor Toops for many years. It offers several advantages over a scheme presented by Kossack in a recent issue of this journal.     

A model-based approach to multivariate principal component regression: Selecting principal components and estimating standard errors for unstandardized regression coefficients

Principal component regression (PCR) is a popular technique in data analysis and machine learning. However, the technique has two limitations. First, the principal components (PCs) with the largest variances may not be relevant to the outcome variables. Second, the lack of standard error estimates for the unstandardized regression coefficients makes it hard to interpret the results. To address these two limitations, we propose a model-based approach that includes two mean and covariance structure models defined for multivariate PCR. By estimating the defined models, we can obtain inferential information that will allow us to test the explanatory power of individual PCs and compute the standard error estimates for the unstandardized regression coefficients. A real example is used to illustrate our approach, and simulation studies under normality and nonnormality conditions are presented to validate the standard error estimates for the unstandardized regression coefficients. Finally, future research topics are discussed.     

The significance of rank difference coefficients of correlation

The coefficients of rank difference correlation that are barely significant at six different levels of significance are given forN's of 2 to 30. Most of the values were obtained by translation of Olds' tables of probabilities for various values of d ². Comparison of these data with those obtained by four other methods indicates that one method yields values more appropriate than those obtained from Olds' data for coefficients significant at the .01 level forN's from 11 to 25. This method also provides a convenient means of obtaining approximate values of coefficients significant at the .01 level forN's above 30. Need for caution in evaluating the significance of coefficients obtained from data involving tie rankings is indicated. The article concludes with recommendations as to choice of methods of determining the significance of rank difference coefficients.     

A unified approach to multiple‐set canonical correlation analysis and principal components analysis

Multiple‐set canonical correlation analysis and principal components analysis are popular data reduction techniques in various fields, including psychology. Both techniques aim to extract a series of weighted composites or components of observed variables for the purpose of data reduction. However, their objectives of performing data reduction are different. Multiple‐set canonical correlation analysis focuses on describing the association among several sets of variables through data reduction, whereas principal components analysis concentrates on explaining the maximum variance of a single set of variables. In this paper, we provide a unified framework that combines these seemingly incompatible techniques. The proposed approach embraces the two techniques as special cases. More importantly, it permits a compromise between the techniques in yielding solutions. For instance, we may obtain components in such a way that they maximize the association among multiple data sets, while also accounting for the variance of each data set. We develop a single optimization function for parameter estimation, which is a weighted sum of two criteria for multiple‐set canonical correlation analysis and principal components analysis. We minimize this function analytically. We conduct simulation studies to investigate the performance of the proposed approach based on synthetic data. We also apply the approach for the analysis of functional neuroimaging data to illustrate its empirical usefulness.     

Assessing the stability of principal components using regression

This paper presents an analysis, based on simulation, of the stability of principal components. Stability is measured by the expectation of the absolute inner product of the sample principal component with the corresponding population component. A multiple regression model to predict stability is devised, calibrated, and tested using simulated Normal data. Results show that the model can provide useful predictions of individual principal component stability when working with correlation matrices. Further, the predictive validity of the model is tested against data simulated from three non-Normal distributions. The model predicted very well even when the data departed from normality, thus giving robustness to the proposed measure. Used in conjunction with other existing rules this measure will help the user in determining interpretability of principal components.The authors would like to thank the four anonymous reviewers and the two editors for their valuable comments. Atanu R. Sinha gratefully acknowledges the research support received from the Marketing Studies Center, AGSM, UCLA. Send requests for reprints to Atanu R. Sinha, B418 Gold Hall, 110 Westwood Plaza, Los Angeles, CA 90095.     

Estimating sample properties of principal components using SAS

An SAS (statistical analysis system) program for computing the standard errors of principal component coefficients (obtained using the covariance matrix) is presented. The standard errors are useful for checking the stability of the coefficients, which prevents the user from overinterpreting the results. An application of the usefulness of the program is illustrated through an example.     

Tests of homogeneity of independent correlation coefficients

It is demonstrated that tests of homogeneity of independent correlation coefficients based on the simple forms of the normal andt approximations to the distribution of the correlation coefficients are comparable in terms of robustness, size and power.     

Functional principal components analysis of workload capacity functions

Workload capacity, an important concept in many areas of psychology, describes processing efficiency across changes in workload. The capacity coefficient is a function across time that provides a useful measure of this construct. Until now, most analyses of the capacity coefficient have focused on the magnitude of this function, and often only in terms of a qualitative comparison (greater than or less than one). This work explains how a functional extension of principal components analysis can capture the time-extended information of these functional data, using a small number of scalar values chosen to emphasize the variance between participants and conditions. This approach provides many possibilities for a more fine-grained study of differences in workload capacity across tasks and individuals.     

Testing the significance of the successive components in redundancy analysis

In this paper we study the interrelationships between two sets of data measured on the same subjects via redundancy analysis. We consider redundancy analysis from an inferential point of view. Under the hypothesis of multinormality, tests of significance are obtained for each successive redundancy component so that only the significant factors are retained for prediction purposes. An example illustrates the method. The authors would like to thank the Editor and the referees for their helpful comments. This research has been partly financed by NSERC (Canada).     

Molecular analyses of the principal components of response strength

Killeen and Hall (2001) showed that a common factor called strength underlies the key dependent variables of response probability, latency, and rate, and that overall response rate is a good predictor of strength. In a search for the mechanisms that underlie those correlations, this article shows that (a) the probability of responding on a trial is a two-state Markov process; (b) latency and rate of responding can be described in terms of the probability and period of stochastic machines called clocked Bernoulli modules, and (c) one such machine, the refractory Poisson process, provides a functional relation between the probability of observing a response during any epoch and the rate of responding. This relation is one of proportionality at low rates and curvilinearity at higher rates.     

A Turbo Pascal program for the computation of scale-dependent association coefficients

A Turbo Pascal program is described that computes scale-dependent association coefficients belonging to Zeger’s general family of association coefficients. Members of this family can be constructed that are adapted to the scale type of the variables, in that they are insensitive to admissible transformations of the variables but sensitive to inadmissible transformations. The program can compute (chance-corrected) association coefficients between variables of eight different scale types and between variables of mixed scale type.     

A note on McDonald's generalization of principal components analysis

It is shown that McDonald's generalization of classical Principal Components Analysis to groups of variables maximally channels the total variance of the original variables through the groups of variables acting as groups. A useful equation is obtained for determining the vectors of correlations of theL2 components with the original variables. A calculation example is given.     

A computational procedure for the method of principal components

Ann-rowed correlation matrix may be thought of as an ellipsoid inn-dimensional space with its center at the origin. The principal components of the matrix are essentially the semi-axes of the ellipsoid. A direct and simple method of computing the lengths and directions of these semi-axes is presented.     

A principal components analysis of dynamic spatial memory biases

Research has shown that spatial memory for moving targets is often biased in the direction of implied momentum and implied gravity, suggesting that representations of the subjective experiences of these physical principles contribute to such biases. The present study examined the association between these spatial memory biases. Observers viewed targets that moved horizontally from left to right before disappearing or viewed briefly shown stationary targets. After a target disappeared, observers indicated the vanishing position of the target. Principal components analysis revealed that biases along the horizontal axis of motion loaded on separate components from biases along the vertical axis orthogonal to motion. The findings support the hypothesis that implied momentum and implied gravity biases have unique influences on spatial memory.