Package 'psych'

Description

Overview of the psych package.

The psych package has been developed at Northwestern University to include functions most useful for personality and psychological research. Some of the functions (e.g., read.file, read.clipboard, describe, pairs.panels, error.bars and error.dots) are useful for basic data entry and descriptive analyses. Use help(package="psych") or objects("package:psych") for a list of all functions. Two vignettes are included as part of the package. The intro vignette tells how to install psych and overview vignette provides examples of using psych in many applications. In addition, there are a growing set of tutorials available on the https://personality-project.org/r/ webpages.

A companion package psychTools includes larger data set examples and four more vignette.

Psychometric applications include routines (fa for maximum likelihood (fm="mle"), minimum residual (fm="minres"), minimum rank (fm=minrank) principal axes (fm="pa") and weighted least squares (fm="wls") factor analysis as well as functions to do Schmid Leiman transformations (schmid) to transform a hierarchical factor structure into a bifactor solution. Principal Components Analysis (pca) is also available. Rotations may be done using factor or components transformations to a target matrix include the standard Promax transformation (Promax), a transformation to a cluster target, or to any simple target matrix (target.rot) as well as the ability to call many of the GPArotation functions (e.g., oblimin, quartimin, varimax, geomin, ...). Functions for determining the number of factors in a data matrix include Very Simple Structure (VSS) and Minimum Average Partial correlation (MAP).

An alternative approach to factor analysis is Item Cluster Analysis (ICLUST). This function is particularly appropriate for exploratory scale construction.

There are a number of functions for finding various reliability coefficients (see Revelle and Condon, 2019). These include the traditional alpha (found for multiple scales and with more useful output by scoreItems, score.multiple.choice), beta (ICLUST) and both of McDonald's omega coefficients (omega, omegaSem and omega.diagram) as well as Guttman's six estimates of internal consistency reliability (guttman) and the six measures of Intraclass correlation coefficients (ICC) discussed by Shrout and Fleiss are also available.

Multilevel analyses may be done by statsBy and multilevel.reliability.

The scoreItems, and score.multiple.choice functions may be used to form single or multiple scales from sets of dichotomous, multilevel, or multiple choice items by specifying scoring keys. scoreOverlap correct interscale correlations for overlapping items, so that it is possible to examine hierarchical or nested structures.

Scales can be formed that best predict (after cross validation) particular criteria using bestScales using unit weighted or correlation weights. This procedure, also called the BISCUIT algorithm (Best Items Scales that are Cross validated, Unit weighted, Informative, and Transparent) is a simple alternative to more complicated supervised machine learning algorithms.

Additional functions make for more convenient descriptions of item characteristics include 1 and 2 parameter Item Response measures. The tetrachoric, polychoric and irt.fa functions are used to find 2 parameter descriptions of item functioning. scoreIrt, scoreIrt.1pl and scoreIrt.2pl do basic IRT based scoring.

A number of procedures have been developed as part of the Synthetic Aperture Personality Assessment (SAPA https://www.sapa-project.org/) project. These routines facilitate forming and analyzing composite scales equivalent to using the raw data but doing so by adding within and between cluster/scale item correlations. These functions include extracting clusters from factor loading matrices (factor2cluster), synthetically forming clusters from correlation matrices (cluster.cor), and finding multiple ((lmCor) and partial ((partial.r) correlations from correlation matrices.

If forming empirical scales, or testing out multiple regressions, it is important to cross validate the results. crossValidation will do this on a different data set.

lmCor and mediate meet the desire to do regressions and mediation analysis from either raw data or from correlation matrices. If raw data are provided, these functions can also do moderation analyses.

Functions to generate simulated data with particular structures include sim.circ (for circumplex structures), sim.item (for general structures) and sim.congeneric (for a specific demonstration of congeneric measurement). The functions sim.congeneric and sim.hierarchical can be used to create data sets with particular structural properties. A more general form for all of these is sim.structural for generating general structural models. These are discussed in more detail in the vignette (psych_for_sem).

Functions to apply various standard statistical tests include p.rep and its variants for testing the probability of replication, r.con for the confidence intervals of a correlation, and r.test to test single, paired, or sets of correlations.

In order to study diurnal or circadian variations in mood, it is helpful to use circular statistics. Functions to find the circular mean (circadian.mean), circular (phasic) correlations (circadian.cor) and the correlation between linear variables and circular variables (circadian.linear.cor) supplement a function to find the best fitting phase angle (cosinor) for measures taken with a fixed period (e.g., 24 hours).

A dynamic model of personality and motivation (the Cues-Tendency-Actions model) is include as cta.

A number of useful helper functions allow for data input (read.file), and data manipulation cs and dfOrder,

The most recent development version of the package is always available for download as a source file from the repository at the PMC lab:

install.packages("psych", repos = "https://personality-project.org/r/", type="source").

This will provide the most recent version for PCs and Macs.

Details

Two vignettes (intro.pdf and scoring.pdf) are useful introductions to the package. They may be found as vignettes in R or may be downloaded from https://personality-project.org/r/psych/intro.pdf https://personality-project.org/r/psych/overview.pdf and https://personality-project.org/r/psych/psych_for_sem.pdf. In addition, there are a number of "HowTo"s available at https://personality-project.org/r/

The more important functions in the package are for the analysis of multivariate data, with an emphasis upon those functions useful in scale construction of item composites. However, there are a number of very useful functions for basic data manipulation including read.file, read.clipboard, describe, pairs.panels, error.bars and error.dots) which are useful for basic data entry and descriptive analyses.

When given a set of items from a personality inventory, one goal is to combine these into higher level item composites. This leads to several questions:

1) What are the basic properties of the data? describe reports basic summary statistics (mean, sd, median, mad, range, minimum, maximum, skew, kurtosis, standard error) for vectors, columns of matrices, or data.frames. describeBy provides descriptive statistics, organized by one or more grouping variables. statsBy provides even more detail for data structured by groups including within and between correlation matrices, ICCs for group differences, as well as basic descriptive statistics organized by group.

pairs.panels shows scatter plot matrices (SPLOMs) as well as histograms and the Pearson correlation for scales or items. error.bars will plot variable means with associated confidence intervals. errorCircles will plot confidence intervals for both the x and y coordinates. corr.test will find the significance values for a matrix of correlations. error.dots creates a dot chart with confidence intervals.

2) What is the most appropriate number of item composites to form? After finding either standard Pearson correlations, or finding tetrachoric or polychoric correlations, the dimensionality of the correlation matrix may be examined. The number of factors/components problem is a standard question of factor analysis, cluster analysis, or principal components analysis. Unfortunately, there is no agreed upon answer. The Very Simple Structure (VSS) set of procedures has been proposed as on answer to the question of the optimal number of factors. Other procedures (VSS.scree, VSS.parallel, fa.parallel, and MAP) also address this question. nfactors combine several of these approaches into one convenient function. Unfortunately, there is no best answer to the problem.

3) What are the best composites to form? Although this may be answered using principal components (principal, aka pca), principal axis (factor.pa) or minimum residual (factor.minres) factor analysis (all part of the fa function) and to show the results graphically (fa.diagram), it is sometimes more useful to address this question using cluster analytic techniques. Previous versions of ICLUST (e.g., Revelle, 1979) have been shown to be particularly successful at forming maximally consistent and independent item composites. Graphical output from ICLUST.graph uses the Graphviz dot language and allows one to write files suitable for Graphviz. If Rgraphviz is available, these graphs can be done in R.

Graphical organizations of cluster and factor analysis output can be done using cluster.plot which plots items by cluster/factor loadings and assigns items to that dimension with the highest loading.

4) How well does a particular item composite reflect a single construct? This is a question of reliability and general factor saturation. Multiple solutions for this problem result in (Cronbach's) alpha (alpha, scoreItems), (Revelle's) Beta (ICLUST), and (McDonald's) omega (both omega hierarchical and omega total). Additional reliability estimates may be found in the guttman function.

This can also be examined by applying irt.fa Item Response Theory techniques using factor analysis of the tetrachoric or polychoric correlation matrices and converting the results into the standard two parameter parameterization of item difficulty and item discrimination. Information functions for the items suggest where they are most effective.

5) For some applications, data matrices are synthetically combined from sampling different items for different people. So called Synthetic Aperture Personality Assessement (SAPA) techniques allow the formation of large correlation or covariance matrices even though no one person has taken all of the items. To analyze such data sets, it is easy to form item composites based upon the covariance matrix of the items, rather than original data set. These matrices may then be analyzed using a number of functions (e.g., cluster.cor, fa, ICLUST, pca, mat.regress, and factor2cluster.

6) More typically, one has a raw data set to analyze. alpha will report several reliablity estimates as well as item-whole correlations for items forming a single scale, score.items will score data sets on multiple scales, reporting the scale scores, item-scale and scale-scale correlations, as well as coefficient alpha, alpha-1 and G6+. Using a ‘keys’ matrix (created by make.keys or by hand), scales can have overlapping or independent items. score.multiple.choice scores multiple choice items or converts multiple choice items to dichtomous (0/1) format for other functions.

If the scales have overlapping items, then scoreOverlap will give similar statistics, but correcting for the item overlap.

7) The reliability function combines the output from several different ways to estimate reliability including omega and splitHalf.

8) In addition to classical test theory (CTT) based scores of either totals or averages, 1 and 2 parameter IRT based scores may be found with scoreIrt.1pl, scoreIrt.2pl or more generally scoreIrt. Although highly correlated with CTT estimates, these scores take advantage of different item difficulties and are particularly appropriate for the problem of missing data.

9) If the data has a multilevel structure (e.g, items nested within time nested within subjects) the multilevel.reliability aka mlr function will estimate generalizability coefficients for data over subjects, subjects over time, etc. mlPlot will provide plots for each subject of items over time. mlArrange takes the conventional wide output format and converts it to the long format necessary for some multilevel functions. Other functions useful for multilevel data include statsBy and faBy.

An additional set of functions generate simulated data to meet certain structural properties. sim.anova produces data simulating a 3 way analysis of variance (ANOVA) or linear model with or with out repeated measures. sim.item creates simple structure data, sim.circ will produce circumplex structured data, sim.dichot produces circumplex or simple structured data for dichotomous items. These item structures are useful for understanding the effects of skew, differential item endorsement on factor and cluster analytic soutions. sim.structural will produce correlation matrices and data matrices to match general structural models. (See the vignette).

When examining personality items, some people like to discuss them as representing items in a two dimensional space with a circumplex structure. Tests of circumplex fit circ.tests have been developed. When representing items in a circumplex, it is convenient to view them in polar coordinates.

Additional functions for testing the difference between two independent or dependent correlation r.test, to find the phi or Yule coefficients from a two by table, or to find the confidence interval of a correlation coefficient.

Many data sets are included: bfi represents 25 personality items thought to represent five factors of personality, ability has 14 multiple choice iq items. sat.act has data on self reported test scores by age and gender. galton Galton's data set of the heights of parents and their children. peas recreates the original Galton data set of the genetics of sweet peas. heights and cubits provide even more Galton data, vegetables provides the Guilford preference matrix of vegetables. cities provides airline miles between 11 US cities (demo data for multidimensional scaling).

Partial Index (to see the entire index, see the link at the bottom of every help page)

psych A package for personality, psychometric, and psychological research.

Useful data entry and descriptive statistics

Data reduction through cluster and factor analysis

Functions for reliability analysis (some are listed above as well).

Procedures particularly useful for Synthetic Aperture Personality Assessment

Functions for generating simulated data sets

Graphical functions (require Rgraphviz) – deprecated

Graphical functions that do not require Rgraphviz

Circular statistics (for circadian data analysis)

Miscellaneous functions

Functions that are under development and not recommended for casual use

Data sets included in the psych or psychTools package

A debugging function that may also be used as a demonstration of psych.

Note

Development versions (source code) of this package are maintained at the repository https://personality-project.org/r/ along with further documentation. Specify that you are downloading a source package.
Some functions require other packages. Specifically, omega and schmid require the GPArotation package, ICLUST.rgraph and fa.graph require Rgraphviz but have alternatives using the diagram functions. i.e.:

Author(s)

William Revelle

References

A general guide to personality theory and research may be found at the personality-project https://personality-project.org/. See also the short guide to R at https://personality-project.org/r/. In addition, see

Revelle, W. (in preparation) An Introduction to Psychometric Theory with applications in R. Springer. at https://personality-project.org/r/book/

Revelle, W. and Condon, D.M. (2019) Reliability from alpha to omega: A tutorial. Psychological Assessment, 31, 12, 1395-1411. https://doi.org/10.1037/pas0000754. https://osf.io/preprints/psyarxiv/2y3w9/ Preprint available from PsyArxiv

Examples

#See the separate man pages and the complete index.
#to test most of the psych package run the following
#test.psych()

Description

Internal consistency measures of reliability range from $\omega_h$ to $\alpha$ to $\omega_t$. This function reports two estimates: Cronbach's coefficient $\alpha$ and Guttman's $\lambda_6$. Also reported are item - whole correlations, $\alpha$ if an item is omitted, and item means and standard deviations.

Usage

alpha(x, keys=NULL,cumulative=FALSE, title=NULL, max=10,na.rm = TRUE,
   check.keys=FALSE,n.iter=1,delete=TRUE,use="pairwise",warnings=TRUE,
   n.obs=NULL,impute=NULL, discrete=TRUE
   )
alpha.ci(alpha,n.obs,n.var=NULL,p.val=.05,digits=2) #returns an invisible object
alpha2r(alpha, n.var)

Arguments

Details

Alpha is one of several estimates of the internal consistency reliability of a test.

Surprisingly, more than a century after Spearman (1904) introduced the concept of reliability to psychologists, there are still multiple approaches for measuring it. Although very popular, Cronbach's $\alpha$ (1951) underestimates the reliability of a test and over estimates the first factor saturation.

$\alpha$ (Cronbach, 1951) is the same as Guttman's $\lambda$3 (Guttman, 1945) and may be found by

$\lambda_3 = \frac{n}{n-1}\Bigl(1 - \frac{tr(\vec{V})_x}{V_x}\Bigr) = \frac{n}{n-1} \frac{V_x - tr(\vec{V}_x)}{V_x} = \alpha$

Perhaps because it is so easy to calculate and is available in most commercial programs, alpha is without doubt the most frequently reported measure of internal consistency reliability. Alpha is the mean of all possible spit half reliabilities (corrected for test length). For a unifactorial test, it is a reasonable estimate of the first factor saturation, although if the test has any microstructure (i.e., if it is “lumpy") coefficients $\beta$ (Revelle, 1979; see ICLUST) and $\omega_h$ (see omega) are more appropriate estimates of the general factor saturation. $\omega_t$ (see omega) is a better estimate of the reliability of the total test.

Guttman's Lambda 6 (G6) considers the amount of variance in each item that can be accounted for the linear regression of all of the other items (the squared multiple correlation or smc), or more precisely, the variance of the errors, $e_j^2$, and is

$\lambda_6 = 1 - \frac{\sum e_j^2}{V_x} = 1 - \frac{\sum(1-r_{smc}^2)}{V_x} .$

The squared multiple correlation is a lower bound for the item communality and as the number of items increases, becomes a better estimate.

G6 is also sensitive to lumpyness in the test and should not be taken as a measure of unifactorial structure. For lumpy tests, it will be greater than alpha. For tests with equal item loadings, alpha > G6, but if the loadings are unequal or if there is a general factor, G6 > alpha. alpha is a generalization of an earlier estimate of reliability for tests with dichotomous items developed by Kuder and Richardson, known as KR20, and a shortcut approximation, KR21. (See Revelle, in prep).

Alpha and G6 are both positive functions of the number of items in a test as well as the average intercorrelation of the items in the test. When calculated from the item variances and total test variance, as is done here, raw alpha is sensitive to differences in the item variances. Standardized alpha is based upon the correlations rather than the covariances.

A useful index of the quality of the test that is linear with the number of items and the average correlation is the Signal/Noise ratio where

$s/n = \frac{n \bar{r}}{1-\bar{r}}$

(Cronbach and Gleser, 1964; Revelle and Condon (2019)).

More complete reliability analyses of a single scale can be done using the omega function which finds $\omega_h$ and $\omega_t$ based upon a hierarchical factor analysis.

Alternative functions score.items and cluster.cor will also score multiple scales and report more useful statistics. “Standardized" alpha is calculated from the inter-item correlations and will differ from raw alpha.

Four alternative item-whole correlations are reported, three are conventional, one unique. raw.r is the correlation of the item with the entire scale, not correcting for item overlap. std.r is the correlation of the item with the entire scale, if each item were standardized. r.drop is the correlation of the item with the scale composed of the remaining items. Although each of these are conventional statistics, they have the disadvantage that a) item overlap inflates the first and b) the scale is different for each item when an item is dropped. Thus, the fourth alternative, r.cor, corrects for the item overlap by subtracting the item variance but then replaces this with the best estimate of common variance, the smc. This is similar to a suggestion by Cureton (1966).

If some items are to be reversed keyed then they can be specified by either item name or by item location. (Look at the 3rd and 4th examples.) Automatic reversal can also be done, and this is based upon the sign of the loadings on the first principal component (Example 5). This requires the check.keys option to be TRUE. Previous versions defaulted to have check.keys=TRUE, but some users complained that this made it too easy to find alpha without realizing that some items had been reversed (even though a warning was issued!). Thus, I have set the default to be check.keys=FALSE with a warning that some items need to be reversed (if this is the case). To suppress these warnings, set warnings=FALSE.

Scores are based upon the simple averages (or totals) of the items scored. Thus, if some items are missing, the scores reflect just the items answered. This is particularly problematic if using total scores (with the cumulative=TRUE option). To impute missing data using either means or medians, use the scoreItems function. Reversed items are subtracted from the maximum + minimum item response for all the items.

When using raw data, standard errors for the raw alpha are calculated using equation 2 and 3 from Duhhachek and Iacobucci (2004). This is problematic because some simulations suggest these values are too small. It is probably better to use bootstrapped values.

alpha.ci finds confidence intervals using the Feldt et al. (1987) procedure. This procedure does not consider the internal structure of the test the way that the Duhachek and Iacobucci (2004) procedure does. That is, the latter considers the variance of the covariances, while the Feldt procedure is based upon just the mean covariance. In March, 2022, alpha.ci was finally fixed to follow the Feldt procedure. The confidence intervals reported by alpha use both the Feld and the Duhaceck and Iabocucci precedures. Note that these match for large values of N, but differ for smaller values.

Because both of these procedures use normal theory, if you really care about confidence intervals, using the boot option (n.iter > 1) is recommended.

Bootstrapped resamples are found if n.iter > 1. These are returned as the boot object. They may be plotted or described. The 2.5% and 97.5% values are returned in the boot.ci object.

Value

Note

By default, items that correlate negatively with the overall scale will be reverse coded. This option may be turned off by setting check.keys = FALSE. If items are reversed, then each item is subtracted from the minimum item response + maximum item response where min and max are taken over all items. Thus, if the items intentionally differ in range, the scores will be off by a constant. See scoreItems for a solution.

Two item level statistics are worth comparing: the mean interitem r and the median interitem r. If these differ very much, that is a sign that the scale is not particularly homogeneous.

Variables without variance do not contribute to reliability but do contribute to total score. They are dropped with a warning that they had no variance and were thus dropped. However the scores found still include these values in the calculations.

If the data have been preprocessed by the dplyr package, a strange error can occur. alpha expects either data.frames or matrix input. data.frames returned by dplyr have had three extra classes added to them which causes alpha to break. The solution is merely to change the class of the input to "data.frame".

Two experimental measures of Goodness of Fit are returned in the output: Unidim and Fit. They are not printed or displayed, but are available for analysis. The first is an index of how well the modeled average correlations actually reproduce the original correlation matrix. The second is how well the modeled correlations reproduce the off diagonal elements of the matrix. Both are indices of squared residuals compared to the squared original correlations. These two measures are under development and might well be modified or dropped in subsequent versions.

Author(s)

William Revelle

References

Cronbach, L.J. (1951) Coefficient alpha and the internal strucuture of tests. Psychometrika, 16, 297-334.

Cureton, E. (1966). Corrected item-test correlations. Psychometrika, 31(1):93-96.

Cronbach, L.J. and Gleser G.C. (1964)The signal/noise ratio in the comparison of reliability coefficients. Educational and Psychological Measurement, 24 (3) 467-480.

Duhachek, A. and Iacobucci, D. (2004). Alpha's standard error (ase): An accurate and precise confidence interval estimate. Journal of Applied Psychology, 89(5):792-808.

Feldt, L. S., Woodruff, D. J., & Salih, F. A. (1987). Statistical inference for coefficient alpha. Applied Psychological Measurement (11) 93-103.

Guttman, L. (1945). A basis for analyzing test-retest reliability. Psychometrika, 10 (4), 255-282.

Revelle, W. (in preparation) An introduction to psychometric theory with applications in R. Springer. (Available online at https://personality-project.org/r/book/).

Revelle, W. Hierarchical Cluster Analysis and the Internal Structure of Tests. Multivariate Behavioral Research, 1979, 14, 57-74.

Revelle, W. and Condon, D.M. (2019) Reliability from alpha to omega: A tutorial. Psychological Assessment, 31, 12, 1395-1411. https://doi.org/10.1037/pas0000754. https://osf.io/preprints/psyarxiv/2y3w9 Preprint available from PsyArxiv

Revelle, W. and Condon, D.M. (2018) Reliability. In Irwing, P., Booth, T. and Hughes, D. (Eds). the Wiley-Blackwell Handbook of Psychometric Testing: A multidisciplinary reference on survey, scale, and test development.

Revelle, W. and Zinbarg, R. E. (2009) Coefficients alpha, beta, omega and the glb: comments on Sijtsma. Psychometrika, 74 (1) 1145-154.

See Also

omega, ICLUST, guttman, scoreItems, cluster.cor

Examples

set.seed(42) #keep the same starting values
#four congeneric measures
r4 <- sim.congeneric()
alpha(r4)
#nine hierarchical measures -- should actually use omega
r9 <- sim.hierarchical()
alpha(r9)

# examples of two independent factors that produce reasonable alphas
#this is a case where alpha is a poor indicator of unidimensionality

two.f <- sim.item(8)
#specify which items to reverse key by name
 alpha(two.f,keys=c("V3","V4","V5","V6"))
 cov.two <- cov(two.f)
 alpha(cov.two,check.keys=TRUE)
 #automatic reversal base upon first component
alpha(two.f,check.keys=TRUE)    #note that the median is much less than the average R
#this suggests (correctly) that the 1 factor model is probably wrong 
#an example with discrete item responses  -- show the frequencies
items <- sim.congeneric(N=500,short=FALSE,low=-2,high=2,
        categorical=TRUE) #500 responses to 4 discrete items with 5 categories
a4 <- alpha(items$observed)  #item response analysis of congeneric measures
a4
#summary just gives Alpha
summary(a4)

alpha2r(alpha = .74,n.var=4)

#because alpha.ci returns an invisible object, you need to print it
print(alpha.ci(.74, 100,p.val=.05,n.var=4))

Description

When doing regressions from the data or from a correlation matrix using setCor or doing a mediation analysis using link{mediate}, it is useful to compare alternative models. Since these are both regression models, the appropriate test is an Analysis of Variance. Similar tests, using Chi Square may be done for factor analytic models.

Usage

## S3 method for class 'psych'
anova(object,...)

Arguments

Details

setCor returns the SE.residual and degrees of freedom. These are converted to SSR and then an analysis of variance is used to compare two (or more) models. For omega or fa the change in the ML chisquare statistic as a function of change in df is reported.

Value

An ANOVA table comparing the models.

Note

The code has been adapted from the anova.lm function in stats and the anova.sem by John Fox.

Author(s)

Wiliam Revelle

See Also

setCor, mediate, omega, fa, iclust

Examples

if(require("psychTools")) {
m1 <- lmCor(reaction ~ import, data = Tal_Or,std=FALSE)
m2 <- lmCor(reaction ~ import+pmi, data = Tal_Or,std=FALSE)
m3 <- lmCor(reaction ~ import+pmi + cond, data = Tal_Or,std=FALSE)
anova(m1,m2,m3)
}


#Several interesting test cases are taken from analyses of the Spengler data set
#Although the sample sizes are actually very large in the first wave,  I use the
#sample sizes from the last wave 
#This data set is actually in psychTools but is copied here until we can update psychTools
#We set the n.iter to be 50 instead of the default value of 5,000
if(require("psychTools")) {

 mod1 <- mediate(Income.50 ~ IQ + Parental+ (Ed.11) ,data=Spengler,
    n.obs = 1952, n.iter=50)
 mod2 <- mediate(Income.50 ~ IQ + Parental+ (Ed.11)  + (Income.11)
  ,data=Spengler,n.obs = 1952, n.iter=50)

#Now, compare these models
anova(mod1,mod2)
}

f3 <- fa(Thurstone,3,n.obs=213)  #we need to specifiy the n.obs for the test to work
f2 <- fa(Thurstone,2, n.obs=213)
anova(f2,f3)

Description

In many fields, decisions and outcomes are categorical even though the underlying phenomenon are probably continuous. E.g. students are accepted to graduate school or not, they finish or not. X-Rays are diagnosed as patients having cancer or not. Outcomes of such decisions are usually labeled as Valid Positives, Valid Negatives, False Positives and False Negatives. In hypothesis testing, False Positives are known as Type I errors, while False Negatives are Type II errors. The relationship between these four cells depends upon the correlation between the decision rule and the outcome as well as the level of evidence needed for a decision (the criterion). Signal Detection Theory and Decision Theory have a number of related measures of performance (accuracy = VP + VN), Sensitivity (VP/(VP + FN)), Specificity (1 - FP), d prime (d'), and the area under the Response Operating Characteristic Curve (AUC). More generally, these are examples of correlations based upon dichotomous data. AUC addresses some of these questions.

Usage

AUC(t=NULL,BR=NULL,SR=NULL,Phi=NULL,VP=NULL,labels=NULL,plot="b",zero=TRUE,correct=.5, 
     col=c("blue","red"))

Arguments

Details

The problem of making binary decisions about the state of the world is ubiquitous. We see this in Null Hypothesis Significance Testing (NHST), medical diagnoses, and selection for occupations. Variously known as NHST, Signal Detection Theory, clinical Assessment, or college admissions, all of these domains share the same two x two decision task.

Although the underlying phenomena are probably continuous, a typical decision or diagnostic situation makes dichotomous decisions: Accept or Reject, correctly identified, incorrectly identified. In Signal Detection Theory, the world has two states: Noise versus Signal + Noise. The decision is whether there is a signal or not.

In diagnoses, it is whether to diagnose an illness or not given some noisy signal (e.g., an X-Ray, a set of diagnostic tests).

In college admissions, we accept some students and reject others. Four-Five years later we observe who "succeeds" or graduates.

All of these decisions lead to four cells based upon a two x two categorization. Given the true state of the world is Positive or Negative, and a rater assigns positive or negative ratings, then the resulting two by two table has True (Valid) Positives and True (Valid) Negatives on the diagonal and False Positives and False Negatives off the diagonal.

When expressed as percentages of the total, then Base Rates (BR) depend upon the state of the world, but Selection Ratios (SR) are under the control of the person making the decision and affect the number of False Positives and the number of Valid Positives.

Given a two x two table of counts or percentages

Unfortunately, although this way of categorizing the data is typical in assessment (e.g., Wiggins 1973), and everything is expressed as percentages of the total, in some decision papers, VP are expressed as the ratio of VP to total positive decisions (e.g., Wickens, 1984). This requires dividing through by the column totals (and represented as VP* and FP* in the table below).

The relationships implied by these data can be summarized as a phi or tetrachoric correlation between the raters and the world, or as a decision process with several alternative measures. If we make the assumption that the two dimensions are continuous and were artificially dichotomised, then the tetrachoric correlation is an estimate of the continuous correlation between these two latent dimensions. If we think of the data as truly representing two states e.g., vaccinated or not vaccinanated, dead or alive, then the phi coefficient is more appropriate.

Sensitivity, Specificity, Accuracy, Area Under the Curve, and d' (d prime). These measures may be defined as

Although only one point is found, we can form a graphical display of VP versus FP as a smooth curve as a function of the decision criterion. The smooth curve assumes normality whereas the other merely are the two line segments between the points (0,0), (FP,VP), (1,1). The resulting correlation between the inferred continuous state of the world and the dichotomous decision process is a biserial correlation.

When using table input, the values can be counts and thus greater than 1 or merely probabilities which should add up to 1. Base Rates and Selection Ratios are proportions and thus less than 1.

Value

Author(s)

William Revelle

References

Metz, C.E. (1978) Basic principles of ROC analysis. Seminars in Nuclear Medicine, 8, 283-298.

Wiggins, Jerry S. (1973) Personality and Prediction: Principles of Personality Assessment. Addison-Wesley.

Wickens, Christopher D. (1984) Engineering Psychology and Human Performance. Merrill.

See Also

phi, phi2tetra ,Yule, Yule.inv Yule2phi, tetrachoric and polychoric, comorbidity

Examples

AUC(c(30,20,20,30))  #specify the table input
AUC(c(140,60,100,900)) #Metz example with colors
AUC(c(140,60,100,900),col=c("grey","black"))  #Metz example 1 no colors
AUC(c(80,120,40, 960)) #Metz example 2  Note how the accuracies are the same but d's differ
AUC(c(49,40,79,336)) #Wiggins p 249
AUC(BR=.05,SR=.254,Phi = .317) #Wiggins 251 extreme Base Rates

Description

Goldberg (2006) described a hierarchical factor structure organization from the “top down". The original idea was to do successive factor analyses from 1 to nf factors organized by factor score correlations from one level to the next. Waller (2007) discussed a simple way of doing this for components without finding the scores. Using the factor correlations (from Gorsuch) to organize factors hierarchically results may be organized at many different levels. The algorithm may be applied to principal components (pca) or to true factor analysis.

Usage

bassAckward(r, nfactors = 1, fm = "minres", rotate = "oblimin", scores = "tenBerge",
   adjust=TRUE, plot=TRUE,cut=.3, use = "pairwise", cor = "cor", weight = NULL,
   correct = 0.5,...)
bassAckward.diagram(x,digits=2,cut = .3,labels=NULL,marg=c(1.5,.5,1.0,.5),
   main="BassAckward",items=TRUE,sort=TRUE,lr=TRUE,curves=FALSE,organize=TRUE,
   values=FALSE,...)

Arguments

Details

This is essentially a wrapper to the fa and pca combined with the faCor functions. They are called repeatedly and then the weights from the resulting solutions are used to find the factor/component correlations.

Although the default is do all factor solutions from 1 to the nfactors, this can be simplified by specifying just some of the factor solutions. Thus, for the 135 items of the spi, it is more reasonable to ask for 3,5, and 27 item solutions.

The function bassAckward.diagram may be called using the diagram function or may be called directly.

The output from bassAckward.diagram is the sorted factor structure suitable for using fa.lookup.

Although not particularly pretty, it is possible to do Schmid-Leiman rotations at each level. Specify the rotation as rotate="schmid".

Value

Note

Goldberg calculated factor/component scores and then correlated these. Waller suggests just looking at the unrotated components and then examining the correlations when rotating different numbers of components. I do not follow the Waller procedure, but rather find successive factors and then find factor/component correlations following Gorsuch.

It is important to note that the BassAckward solution is not a hierarchical solution in the standard meaning. The factors are not factors of factors as is found in a hierarchical model (e.g. sim.hierarchical or omega, but is merely way of organising solutions with a different number of factors. In each case, unlike omega the factors are of the original variables, not the lower level factors. Thus, detailed statistics for any level of the hierarchy may be found by doing a factoring with that particular number of factors.

To find basic statistics for the multiple factorings, examine the fa object. For more detail just do the factoring at that level.

To see the items associated with the lowest level factors, use fa.lookup. For the items associated with other levels, use fa.lookup specifying the level. (See examples.)

Author(s)

William Revelle

References

Goldberg, L.R. (2006) Doing it all Bass-Ackwards: The development of hierarchical factor structures from the top down. Journal of Research in Personality, 40, 4, 347-358.

Gorsuch, Richard, (1983) Factor Analysis. Lawrence Erlebaum Associates.

Revelle, William. (in prep) An introduction to psychometric theory with applications in R. Springer. Working draft available at https://personality-project.org/r/book/

Waller, N. (2007), A general method for computing hierarchical component structures by Goldberg's Bass-Ackwards method, Journal of Research in Personality, 41, 4, 745-752, DOI: 10.1016/j.jrp.2006.08.005

See Also

fa, pca, omega and iclust for alternative hierarchical solutions. link{fa.lookup} to show the items in the lowest level of the solution.

Examples

bassAckward(Thurstone,4,main="Thurstone data set")
f.labels <- list(level1=cs(Approach,Avoid),level2=cs(PosAffect,NegAffect,Constraint), 
level3 = cs(Extraversion,Agreeableness,Neuroticism,Conscientiousness,Openness))

ba <- bassAckward(bfi[1:25],c(2,3,5),labels=f.labels,
        main="bfi data set from psychTools", values=TRUE)
print(ba,short=FALSE)
#show the items associated with the 5 level solution
fa.lookup(ba,dictionary=bfi.dictionary)
#now show the items associated with the 3 level solution
fa.lookup(ba$fa[[2]],dictionary=bfi.dictionary)
# compare the 3 factor solution to what get by extracting 3 factors directly
f3 <- fa(bfi[1:25],3)
f3$loadings - ba$fa[[2]]$loadings   # these are the same
 #do pca instead of factors  just summarize, don't plot
summary(bassAckward(bfi[1:25],c(1,3,5,7),fm="pca",
       main="Components",plot=FALSE))
##not run, but useful example
  
f.labels <- list(level1 = cs(Neg,Pos,Constrain),level2 = cs(Extra,Neuro,Cons,Open,Agree),
level3 = cs(attnseeking,sociability,impulsivity,
   charisma,sensationseek,emotexpr,humor,anxiety,
   emotstab,irritability,wellbeing,industry,order,author,honesty,perfect,easygoing,
   selfcontrol,conservatism,creativity,introspect,art,
   intellect,conform,adaptability,compassion,trust))
if(require("psychTools") ) {
sp5 <- bassAckward(psychTools::spi[11:145], c(3,5,27),labels=f.labels,
           main="spi data set from psychTools")}

Description

Holzinger-Swineford (1937) introduced the bifactor model of a general factor and uncorrelated group factors. The Holzinger data sets are original 14 * 14 matrix from their paper as well as a 9 *9 matrix used as an example by Joreskog. The Thurstone correlation matrix is a 9 * 9 matrix of correlations of ability items. The Reise data set is 16 * 16 correlation matrix of mental health items. The Bechtholdt data sets are both 17 x 17 correlation matrices of ability tests.

Usage

data(Thurstone)
data(Thurstone.33)
data(Thurstone.33G)
data(Thurstone.9)
data(Holzinger)
data(Holzinger.9)
data(Bechtoldt)
data(Bechtoldt.1)
data(Bechtoldt.2)
data(Reise)

Details

Holzinger and Swineford (1937) introduced the bifactor model (one general factor and several group factors) for mental abilities. This is a nice demonstration data set of a hierarchical factor structure that can be analyzed using the omega function or using sem. The bifactor model is typically used in measures of cognitive ability.

There are several ways to analyze such data. One is to use the omega function to do a hierarchical factoring using the Schmid-Leiman transformation. This can then be done as an exploratory and then as a confirmatory model using omegaSem. Another way is to do a regular factor analysis and use either a bifactor or biquartimin rotation. These latter two functions implement the Jennrich and Bentler (2011) bifactor and biquartimin transformations. The bifactor rotation suffers from the problem of local minima (Mansolf and Reise, 2016) and thus a mixture of exploratory and confirmatory analysis might be preferred.

The 14 variables are ordered to reflect 3 spatial tests, 3 mental speed tests, 4 motor speed tests, and 4 verbal tests. The sample size is 355.

Another data set from Holzinger (Holzinger.9) represents 9 cognitive abilities (Holzinger, 1939) and is used as an example by Karl Joreskog (2003) for factor analysis by the MINRES algorithm and also appears in the LISREL manual as example NPV.KM. This data set represents the scores from the Grant White middle school for 9 tests: "t01_visperc" "t02_cubes" "t04_lozenges" "t06_paracomp" "t07_sentcomp" "t09_wordmean" "t10_addition" "t12_countdot" and "t13_sccaps" and as variables x1 ... x9 (for the Grant-White school) in the lavaan package.

Another classic data set is the 9 variable Thurstone problem which is discussed in detail by R. P. McDonald (1985, 1999) and and is used as example in the sem package as well as in the PROC CALIS manual for SAS. These nine tests were grouped by Thurstone and Thurstone, 1941 (based on other data) into three factors: Verbal Comprehension, Word Fluency, and Reasoning. The original data came from Thurstone and Thurstone (1941) but were reanalyzed by Bechthold (1961) who broke the data set into two. McDonald, in turn, selected these nine variables from the larger set of 17 found in Bechtoldt.2. The sample size is 213.

Another set of 9 cognitive variables attributed to Thurstone (1933) is the data set of 4,175 male students reported by Carl Brigham of Princeton to the College Entrance Examination Board. (Brigham, 1932, Table VIII p 352.) This set does not show a clear bifactor solution but is included as a demonstration of the differences between a maximimum likelihood factor analysis solution versus a principal axis factor solution. On page 352, we are given reliability estimates of .86, .73, .83, .97,.94, .85, .92, .92, and .90. These are based upon sampling 743 boys.

A parallel set (also from Brigham) is the correlation matrix of the same 9 variables for 2899 girls. (Thurstone.33G)

Tucker (1958) uses 9 variables from Thurstone and Thurstone (1941) for his example of interbattery factor analysis.

More recent applications of the bifactor model are to the measurement of psychological status. The Reise data set is a correlation matrix based upon >35,000 observations to the Consumer Assessment of Health Care Provideers and Systems survey instrument. Reise, Morizot, and Hays (2007) describe a bifactor solution based upon 1,000 cases.

The five factors from Reise et al. reflect Getting care quickly (1-3), Doctor communicates well (4-7), Courteous and helpful staff (8,9), Getting needed care (10-13), and Health plan customer service (14-16).

The two Bechtoldt data sets are two samples from Thurstone and Thurstone (1941). They include 17 variables, 9 of which were used by McDonald to form the Thurstone data set. The sample sizes are 212 and 213 respectively. The six proposed factors reflect memory, verbal, words, space, number and reasoning with three markers for all expect the rote memory factor. 9 variables from this set appear in the Thurstone data set.

Two more data sets with similar structures are found in the Harman data set. This includes the another 9 variables (with 696 subjects) from Holzinger used by Harman link{Harman.Holzinger} as well as 8 affective variables from link{burt}.

Another data set that is worth examining for tests of bifactor structure is the holzinger.swineford data set which includes the original data from Holzinger and Swineford (1939) supplied by Keith Widaman. This is in the psychTools package.

• Bechtoldt.1: 17 x 17 correlation matrix of ability tests, N = 212.

• Bechtoldt.2: 17 x 17 correlation matrix of ability tests, N = 213.

• Holzinger: 14 x 14 correlation matrix of ability tests, N = 355

• Holzinger.9: 9 x 9 correlation matrix of ability tests, N = 145

• Reise: 16 x 16 correlation matrix of health satisfaction items. N = 35,000

• Thurstone: 9 x 9 correlation matrix of ability tests, N = 213

• Thurstone.33: Another 9 x 9 correlation matrix of ability tests, N=4175

• Thurstone:9: And yet another 9 x 9 correlation matrix of ability tests, N =710

Note

Note that these are tests, not items. Thus, it was possible to find the reliabilities of each test.

For the Holzinger 14 tests these were found from 1- t2 where t = c(.332, .517, .360, .382, .354,.249, .444, .393, .455, .424, .393, .487, .534, .382) (page 53) and thus the reliabilities were 0.890, 0.733, 0.870, 0.854, 0.875, 0.938, 0.803, 0.846, 0.793, 0.820, 0.846, 0.763, 0.715, 0.854.

For the Holzinger.9 tests, the reliabilities for the Grant-White tests were: .76, .57, .94, .65, .75, .87, .95, .84 and .89 (Keith Widaman, personal communication, 2020),

Source

Holzinger: Holzinger and Swineford (1937)
Reise: Steve Reise (personal communication)
sem help page (for Thurstone) Brigham (for Thurstone.33)

References

Bechtoldt, Harold, (1961). An empirical study of the factor analysis stability hypothesis. Psychometrika, 26, 405-432.

Brigham, Carl C. (1932) A study of errors. College Entrance Examination Board.

Holzinger, Karl and Swineford, Frances (1937) The Bi-factor method. Psychometrika, 2, 41-54

Holzinger, K., & Swineford, F. (1939). A study in factor analysis: The stability of a bifactor solution. Supplementary Educational Monograph, no. 48. Chicago: University of Chicago Press.

McDonald, Roderick P. (1999) Test theory: A unified treatment. L. Erlbaum Associates. Mahwah, N.J.

Mansolf, Maxwell and Reise, Steven P. (2016) Exploratory Bifactor Analysis: The Schmid-Leiman Orthogonalization and Jennrich-Bentler Analytic Rotations, Multivariate Behavioral Research, 51:5, 698-717, DOI: 10.1080/00273171.2016.1215898

Reise, Steven and Morizot, Julien and Hays, Ron (2007) The role of the bifactor model in resolving dimensionality issues in health outcomes measures. Quality of Life Research. 16, 19-31.

Thurstone, Louis Leon (1933) The theory of multiple factors. Edwards Brothers, Inc. Ann Arbor.

Thurstone, Louis Leon and Thurstone, Thelma (Gwinn). (1941) Factorial studies of intelligence. The University of Chicago Press. Chicago, Il.

Tucker, Ledyard (1958) An inter-battery method of factor analysis, Psychometrika, 23, 111-136.

Examples

if(!require(GPArotation)) {message("I am sorry, to run omega requires GPArotation") 
        } else {
#holz <- omega(Holzinger,4, title = "14 ability tests from Holzinger-Swineford")
#bf <- omega(Reise,5,title="16 health items from Reise") 
#omega(Reise,5,labels=colnames(Reise),title="16 health items from Reise")
thur.om <- omega(Thurstone,title="9 variables from Thurstone") #compare with
thur.bf   <- fa(Thurstone,3,rotate="biquartimin")
factor.congruence(thur.om,thur.bf)
}

Description

bestScales forms scales from the items/scales most correlated with a particular criterion and then cross validates on a hold out sample using unit weighted scales. This may be repeated n.iter times using either basic bootstrap aggregation (bagging) techniques or K-fold cross validation. Thus, the technique is known as BISCUIT (Best Items Scales that are Cross validated, Unit weighted, Informative, and Transparent). Given a dictionary of item content, bestScales will sort by criteria correlations and display the item content. Options for bagging (bootstrap aggregation) are included. An alternative to unit weighting is to weight items by their zero order correlations (cross validated) with the criteria. This weighted version is called BISCWIT and is an optional output.

Usage

bestScales(x,criteria,min.item=NULL,max.item=NULL, delta = 0,
           cut=.1, n.item =10, wtd.cut=0, wtd.n=10, 
          n.iter =1, folds=1, p.keyed=.9,
          overlap=FALSE, dictionary=NULL, check=TRUE, impute="none",log.p=FALSE,digits=2)

bestItems(x,criteria=1,cut=.1, n.item=10, abs=TRUE, 
   dictionary=NULL,check=FALSE,digits=2,use="pairwise",method="pearson")

Arguments

Details

There are a number of procedures that can be used for predicting criteria from a set of predictors. The generic term for this is "machine learning" or "statistical learning". The basic logic of these procedures is to find a set of items that best predict a criteria according to some fit statistic and then cross validate these items numerous times. "lasso" regression (least absolute shrinkage and selection) is one such example. bestScales differs from these procedures by unit weighting items chosen from their zero order correlations with the criteria rather than weighting the partial correlations ala regression. This is an admittedly simple procedure that takes into account the well known finding (Wilks, 1938; Wainer, 1976; Dawes, 1979; Waller, 2008) that although regression weights are optimal for any particular data set, unit weights are almost as good (fungible) and more robust across sample variation.

Following some suggestions, we have added the ability to find scales where items are weighted by their zero order correlations with the criteria. This is effectively a comprimise between unit weighting and regression weights (where the weights are the zero order correlations times the inverse of the correlation matrix). This weighted version may be thought of as BISCWIT in contrast to the unit weighted version BISCUIT.

To be comparable to other ML algorithms, we now consider multiple solutions (for number of items >= min.item to max.item). The final scale consists of the number items which maximize the validity or at least are within delta * standard error of r of the maximum.

Thus, bestScales will find up to n.items per criterion that have absolute correlations with a criterion greater than cut. If the overlap option is FALSE (default) the other criteria are not used. This is an example of “dust bowl empiricism" in that there is no latent construct being measured, just those items that most correlate with a set of criteria. The empirically identified items are then formed into scales (ignoring concepts of internal consistency) which are then correlated with the criteria.

Clearly, bestScales is capitalizing on chance associations. Thus, we should validate the empirical scales by deriving them on a fraction of the total number of subjects, and cross validating on the remaining subjects. (This is known both as K-fold cross validation and bagging. Both may be done). If folds > 1, then a k-fold cross validation is done. This removes 1/k (a fold) from the sample for the derivation sample and validates on that remaining fold. This is done k-folds times. Traditional cross validation would thus be a k-fold with k =2. More modern applications seem to prefer k =10 to have 90% derivation sample and a 10% cross validation sample.

The alternative, known as 'bagging' is to do a bootstrap sample (which because it is sampling with replacement will typically extract 1- 1/e = 63.2% of the sample) for the derivation sample (the bag) and then validate it on the remaining 1/e of the sample (the out of bag). This is done n.iter times. This should be repeated multiple times (n.iter > 1, e.g. n.iter=1000) to get stable cross validations.

One can compare the validity of these two approaches by trying each. The average predictability of the n.iter samples are shown as are the average validity of the cross validations. This can only be done if x is a data matrix/ data.frame, not a correlation matrix. For very large data sets (e.g., those from SAPA) these scales seem very stable.

bestScales is effectively a straight forward application of 'bagging' (bootstrap aggregation) and machine learning as well as k-fold validation.

The criteria can be the colnames of elements of x, or can be a separate data.frame.

bestItems and lookup are simple helper functions to summarize correlation matrices or factor loading matrices. bestItems will sort the specified column (criteria) of x on the basis of the (absolute) value of the column. The return as a default is just the rowname of the variable with those absolute values > cut. If there is a dictionary of item content and item names, then include the contents as a two column matrix with rownames corresponding to the item name and then as many fields as desired for item content. (See the example dictionary bfi.dictionary).

The derived model can be further validated against yet another hold out sample using the predict.psych function if given the best scale object and the new data set.

Value

bestScales returns the correlation of the empirically constructed scale with each criteria and the items used in the scale. If a dictionary is specified, it also returns a list (value) that shows the item content. Also returns the keys.list so that scales can be found using cluster.cor or scoreItems. If using replications (bagging or kfold) then it also returns the best.keys, a list suitable for scoring.

There are actually four keys lists reported.

best.keys are all the items used to form unit weighted scales with the restriction of n.item.

weights may be used in the scoreWtd function to find scales based upon the raw correlation weights.

If the min.item and max.item options are used, then two more sets of weights are provided.

optimal.keys are a subset of the best.keys, taking just those items that increase the cross validation values up to the delta * se of the maximum. This is a slightly more parsimonious set.

optimal.weights is analogous to optimal keys, but for supplies weights for just those items that are used to predict cross validation values up to delta * se of the maximum.

The best.keys object is a list of items (with keying information) that may be used in subsequent analyses. These “best.keys" are formed into scale scores for the “final.valid" object which reports how well the best.keys work on the entire sample. This is, of course, not cross validated. Further cross validation can be done using the predict.psych function.

The print and summary output list a number of summary statistics for each criteria. This is given for the default case (number of items fixed) and then if requested, the optimal values chosen from min.item to max.item:

The default statistics:

derivation mean

Mean correlation of fixed length scale with the criteria, derivation sample

derivation.sd

The standard deviation of these estimates

validation.m

The mean cross validated correlations with the criteria

validation.sd

The standard deviations of these estimates

final.valid

The correlation of the pooled models with all the subjects

final.wtd

The correlation of the pooled weighted model with all subjects

N.wtd

Number of items used in the final weighted model

The optimal number of items statistics:

n

The mean number of items meeting the criteria

unit

The mean derivation predictive valididy

n.wtd

the mean number of items used in the wtd scales

wtd

The mean derivation wtd correlaton

valid.n

the mean number of items in the cross validation sample

valid.unit

The mean cross validated unit weighted correlations

valid.wtd.n

The mean number of items used in the cross validated correlated weighed scale

valid.wtd

The mean cross validated weighted correlation with criteria

n.final

The optimal number of items on the final cross validation sample

n.wtd.final

The optimal number of weighted items on the final cross validation.

derviation.mean

bestItems returns a sorted list of factor loadings or correlations with the labels as provided in the dictionary. If given raw data, then the correlations with the criteria variables are found first according to "use" and "method".

The stats object can be used to create error.dots plots to show the mean estimate and the standard error of the estimates. See the examples.

The resulting best scales can be cross validated on a different hold out sample using crossValidation. See the last example.

Note

Although bestScales was designed to form the best unit weighted scales, for large data sets, there seems to be some additional information in weighting by the average zero-order correlation.

To create a dictionary, create an object with row names as the item numbers, and the columns as the item content. See the link{bfi.dictionary} as an example.

This is a very computationally intensive function which can be speeded up considerably by using multiple cores and using the parallel package. The number of cores to use when doing bestScales may be specified using the options command. The greatest step in speed is going from 1 core to 2. This is about a 50

Note

Although empirical scale construction is appealing, it has the basic problem of capitalizing on chance. Thus, be careful of over interpreting the results unless working with large samples. Iteration and bootstrapping aggregation (bagging) gives information on the stability of the solutions.

It is also important to realize that the variables that are most related to the criterion might be because of other, trivial reasons (e.g. height predicts gender)

Author(s)

William Revelle

References

Dawes, R.M. (1979) The robust beauty of improper linear models in decision making, American Psychologist, 34, 571-582.

Elleman, L. G., McDougald, S. K., Condon, D. M., & Revelle, W. 2020 (in press). That takes the BISCUIT: A comparative study of predictive accuracy and parsimony of four statistical learning techniques in personality data, with data missingness conditions. European Journal of Psychological Assessment. (Preprint available at https://psyarxiv.com/tuqap/)

Revelle, W. (in preparation) An introduction to psychometric theory with applications in R. Springer. (Available online at https://personality-project.org/r/book/).

Wainer, H. (1979) Estimating coefficients in linear models: It don't make no nevermind. Psychological Buletin, 83, 213-217.

Waller, N.G. (2008), Fungible weights in multiple regression. Psychometrica, 73, 691-703.

Wilks, S. S. (1938), Weighting systems for linear functions of correlated variables when there is no dependent variable. Psychometrika. 3. 23-40.

See Also

fa, iclust,principal, error.dots

Examples

#This is an example of 'bagging' (bootstrap aggregation)
#not run in order to pass the timing tests for Debian at CRAN
#bestboot <- bestScales(bfi,criteria=cs(gender,age,education), 
# n.iter=10,dictionary=bfi.dictionary[1:3])
#bestboot
#compare with 10 fold cross validation 
#don't test for purposes of speed in installation to pass the debian CRAN test
tenfold <- bestScales(bfi,criteria=cs(gender,age,education),fold=10,
           dictionary= bfi.dictionary[1:3])
tenfold

#Then, to display the results graphically
#Note that we scale the two graphs with the same x.lim values

 error.dots(tenfold,eyes=TRUE,pch=16,xlim=c(0,.4))
 # error.dots(bestboot,add=TRUE,xlim=c(0,.4))
#do this again, but this time display the scale fits from 1 to 15 Items
# tenfold <- bestScales(bfi,criteria=cs(gender,age,education),fold=10,
# dictionary= bfi.dictionary[1:3],min.item=1,max.item=15)
# matplot(tenfold$multi.validities$wtd.deriv,typ="b",
# xlab="Number of Items",main="Fit as a function of number of items")   #the wtd weights
# matpoints(tenfold$multi.validities$unit.deriv,typ="b",lwd=2) #the unit weights 

#an example of using crossValidation with bestScales
set.seed(42)
ss <- sample(1:2800,1400)
model <- bestScales(bfi[ss,],criteria=cs(gender,education,age))
original.fit <- crossValidation(model,bfi[ss,]) #the derivation set
cross.fit <- crossValidation(model,bfi[-ss,])  #the cross validation set
summary(original.fit)
summary(cross.fit)

Description

25 personality self report items taken from the International Personality Item Pool (ipip.ori.org) were included as part of the Synthetic Aperture Personality Assessment (SAPA) web based personality assessment project. The data from 2800 subjects are included here as a demonstration set for scale construction, factor analysis, and Item Response Theory analysis. Three additional demographic variables (sex, education, and age) are also included.

Usage

data(bfi)
data(bfi.dictionary)

Format

A data frame with 2800 observations on the following 28 variables. (The q numbers are the SAPA item numbers).

A1

Am indifferent to the feelings of others. (q_146)

A2

Inquire about others' well-being. (q_1162)

A3

Know how to comfort others. (q_1206)

A4

Love children. (q_1364)

A5

Make people feel at ease. (q_1419)

C1

Am exacting in my work. (q_124)

C2

Continue until everything is perfect. (q_530)

C3

Do things according to a plan. (q_619)

C4

Do things in a half-way manner. (q_626)

C5

Waste my time. (q_1949)

E1

Don't talk a lot. (q_712)

E2

Find it difficult to approach others. (q_901)

E3

Know how to captivate people. (q_1205)

E4

Make friends easily. (q_1410)

E5

Take charge. (q_1768)

N1

Get angry easily. (q_952)

N2

Get irritated easily. (q_974)

N3

Have frequent mood swings. (q_1099

N4

Often feel blue. (q_1479)

N5

Panic easily. (q_1505)

O1

Am full of ideas. (q_128)

O2

Avoid difficult reading material.(q_316)

O3

Carry the conversation to a higher level. (q_492)

O4

Spend time reflecting on things. (q_1738)

O5

Will not probe deeply into a subject. (q_1964)

gender

Males = 1, Females =2

education

1 = HS, 2 = finished HS, 3 = some college, 4 = college graduate 5 = graduate degree

age

age in years

Details

The first 25 items are organized by five putative factors: Agreeableness, Conscientiousness, Extraversion, Neuroticism, and Opennness. The scoring key is created using make.keys, the scores are found using score.items.

These five factors are a useful example of using irt.fa to do Item Response Theory based latent factor analysis of the polychoric correlation matrix. The endorsement plots for each item, as well as the item information functions reveal that the items differ in their quality.

The item data were collected using a 6 point response scale: 1 Very Inaccurate 2 Moderately Inaccurate 3 Slightly Inaccurate 4 Slightly Accurate 5 Moderately Accurate 6 Very Accurate

as part of the Synthetic Apeture Personality Assessment (SAPA https://www.sapa-project.org/) project. To see an example of the data collection technique, visit https://www.SAPA-project.org/ or the International Cognitive Ability Resource at https://icar-project.org. The items given were sampled from the International Personality Item Pool of Lewis Goldberg using the sampling technique of SAPA. This is a sample data set taken from the much larger SAPA data bank.

Note

The bfi data set and items should not be confused with the BFI (Big Five Inventory) of Oliver John and colleagues (John, O. P., Donahue, E. M., & Kentle, R. L. (1991). The Big Five Inventory–Versions 4a and 54. Berkeley, CA: University of California,Berkeley, Institute of Personality and Social Research.)

Source

The items are from the ipip (Goldberg, 1999). The data are from the SAPA project (Revelle, Wilt and Rosenthal, 2010) , collected Spring, 2010 ( https://www.sapa-project.org/).

References

Goldberg, L.R. (1999) A broad-bandwidth, public domain, personality inventory measuring the lower-level facets of several five-factor models. In Mervielde, I. and Deary, I. and De Fruyt, F. and Ostendorf, F. (eds) Personality psychology in Europe. 7. Tilburg University Press. Tilburg, The Netherlands.

Revelle, W., Wilt, J., and Rosenthal, A. (2010) Individual Differences in Cognition: New Methods for examining the Personality-Cognition Link In Gruszka, A. and Matthews, G. and Szymura, B. (Eds.) Handbook of Individual Differences in Cognition: Attention, Memory and Executive Control, Springer.

Revelle, W, Condon, D.M., Wilt, J., French, J.A., Brown, A., and Elleman, L.G. (2016) Web and phone based data collection using planned missing designs. In Fielding, N.G., Lee, R.M. and Blank, G. (Eds). SAGE Handbook of Online Research Methods (2nd Ed), Sage Publcations.

See Also

bi.bars to show the data by age and gender, irt.fa for item factor analysis applying the irt model.

Examples

data(bfi)
psych::describe(bfi)
# create the bfi.keys (actually already saved in the data file)
 bfi.keys <-
  list(agree=c("-A1","A2","A3","A4","A5"),conscientious=c("C1","C2","C3","-C4","-C5"),
extraversion=c("-E1","-E2","E3","E4","E5"),neuroticism=c("N1","N2","N3","N4","N5"),
openness = c("O1","-O2","O3","O4","-O5")) 

 scores <- psych::scoreItems(bfi.keys,bfi,min=1,max=6) #specify the minimum and maximum values
 scores
 #show the use of the keys.lookup with a dictionary
 psych::keys.lookup(bfi.keys,bfi.dictionary[,1:4])

Description

When showing e.g., age or education distributions for two groups, it is convenient to plot them back to back. bi.bars will do so.

Usage

bi.bars(x,var=NULL,grp=NULL,horiz,color,label=NULL,zero=FALSE,xlab,ylab,...)

Arguments

Details

A trivial, if useful, function to draw back to back histograms/barplots. One for each group.

Value

a graphic

Author(s)

William Revelle

See Also

describe, describeBy and statsBy for descriptive statistics and error.bars error.bars.by and densityBy violinBy for graphic displays

Examples

#data(bfi)
bi.bars(bfi,"age","gender" ,ylab="Age",main="Age by males and females")
 bi.bars(bfi,"education","gender",xlab="Education",
     main="Education by gender",horiz=FALSE)

Description

When analyzing many subjects (ie. 100,000 or more) with many variables (i.e. 1000 or more) core R can take a long time and sometime exceed memory limits (i.e. with 600K subjects and 6K variables). bigCor runs (in parallel if multicores are available) by breaking the variables into subsets (of size=size), finding all subset correlations, and then stitches the resulting matrices into one large matrix. Noticeable improvements in speed compared to cor.

Usage

bigCor(x, size = NULL, use = "pairwise",cor="pearson",correct=.5)

Arguments

Details

The data are divided into subsets of size=size. Correlations are then found for each subset and pairs of subsets.

Time is roughly linear with the number of cases and increases by the square of the number of variables. The benefit of more cores is noticeable. It seems as if with 4 cores, we should use sizes to split it into 8 or 12 sets. Otherwise we don't actually use all cores efficiently.

There is some overhead in using multicores. So for smaller problems (e.g. the 4,000 cases of the 145 items of the psychTools::spi data set, the timings are roughly .14 seconds for bigCor (default size) and .10 for normal cor. For small problems, this actually gets worse as we use more cores. The cross over point seems to be at roughly 5K subjects. (updated these timings to recognize the M1 Max chip. An increase of 4x in speed! They had been .44 and .36.)

The basic loop loops over the subsets. When the size is a integer subset of the number of variables and is a multiple of the number of cores, the multiple cores will be used more. Notice the benefit of 660/80 versus 660/100. But this breaks down if we try 660/165. Further notice the benefit when using a smaller subset (55) which led to the 4 cores being used more.

The following timings are included to help users tinker with parameters:

Timings (in seconds) for various problems with 645K subjects on an 8 core Mac Book Pro with a 2.4 GHZ Intell core i9.

options(mc.cores=4) (Because we have 8 we can work at the same time as we test this.)

First test it with 644,495 subjects and 1/10 of the number of possible variables. Then test it for somewhat fewer variables.

We also test it with fewer subjects. Time is roughly linear with number of subjects.

One last comparison, 10,000 subjects, showing the effect of getting the proper size value. You can tune on these smaller sets of subjects before trying large problems.

Timings updated in 2/23 using a MacBook Pro with M1 max chip 10,000 subjects 953 variables suggests that a very small size (e.g. 20) is probably optimal

Value

The correlation matrix

Note

Does not seem to work with data.tables

Author(s)

William Revelle

References

Examples of large data sets with massively missing data are taken from the SAPA project. e.g.,

William Revelle, Elizabeth M. Dworak, and David M. Condon (2021) Exploring the persome: The power of the item in understanding personality structure. Personality and Individual Differences, 169, doi:10.1016/j.paid.2020.109905

David Condon (2018)The SAPA Personality Inventory: an empirically-derived, hierarchically-organized self-report personality assessment model. PsyArXiv /sc4p9/ doi:10.31234/osf.io/sc4p9

See Also

pairwiseCountBig which will do the same, but find the count of observations per cell.

Examples

R <- bigCor(bfi,10)
#compare the results with 
r.bfi <- cor(bfi,use="pairwise")
all.equal(R,r.bfi)

Description

Extends the biplot function to the output of fa, fa.poly or principal. Will plot factor scores and factor loadings in the same graph. If the number of factors > 2, then all pairs of factors are plotted. Factor score histograms are plotted on the diagonal. The input is the resulting object from fa, principal, or fa.poly with the scores=TRUE option. Points may be colored according to other criteria.

Usage

## S3 method for class 'psych'
biplot(x, labels=NULL,cex=c(.75,1),main="Biplot from fa",
hist.col="cyan",xlim.s=c(-3,3),ylim.s=c(-3,3),xlim.f=c(-1,1),ylim.f=c(-1,1),
maxpoints=100,adjust=1.2,col,pos, arrow.len = 0.1,pch=16,choose=NULL,
cuts=1,cutl=.0,group=NULL,smoother=FALSE,vars=TRUE,...)

Arguments

Details

Uses the generic biplot function to take the output of a factor analysis fa, fa.poly or principal components analysis principal and plot the factor/component scores along with the factor/component loadings.

This is an extension of the generic biplot function to allow more control over plotting points in a two space and also to plot three or more factors (two at time).

This will work for objects produced by fa, fa.poly or principal if they applied to the original data matrix. If however, one has a correlation matrix (e.g., based upon the output from tetrachoric or polychoric), and has done either fa or principal on the correlations, then obviously, we can not do a biplot.

However, both of those functions produce a weights matrix, which, in combination with the original data can be used to find the scores by using factor.scores. Since biplot.psych is looking for two elements of the x object: x$loadings and x$scores, you can create the appropriate object to plot, or add it to the factor object See the third and fourth examples.

In order to just plot the loadings, use fa.plot. Or, if we want to show the loadings as vectors, use pch = "".

Author(s)

William Revelle

See Also

fa, fa.poly, principal, fa.plot, pairs.panels

Examples

#the standard example
data(USArrests)
fa2 <- fa(USArrests,2,scores=TRUE)
biplot(fa2,labels=rownames(USArrests))

# plot the 3 factor solution
#data(bfi)
fa3 <- fa(bfi[1:200,1:15],3,scores=TRUE)
biplot(fa3)
#just plot factors 1 and 3 from that solution
biplot(fa3,choose=c(1,3))

#
fa2 <- fa(bfi[16:25],2)  #factor analysis
fa2$scores <- fa2$scores[1:100,]  #just take the first 100
#now plot with different colors and shapes for males and females
biplot(fa2,pch=c(24,21)[bfi[1:100,"gender"]],
group =bfi[1:100,"gender"],
   main="Biplot of Openness and Neuroticism by gender")

## An example from the correlation matrix
r <- cor(bfi[1:200,1:10], use="pairwise") #find the correlations
f2 <- fa(r,2) 
#biplot(f2)  #this throws an error    (not run)

#f2 does not have scores, but we can find them
f2$scores <- factor.scores(bfi[1:200,1:10],f2)

biplot(f2,main="biplot from correlation matrix and factor scores")


#or create a new object with the scores
 #find the correlations for all subjects
r <- cor(bfi[1:10], use="pairwise") 
f2 <- fa(r,2) 
x <- list() 
#find the scores for just the first 200 subjects
x$scores <- factor.scores(bfi[1:200,1:10],f2)
x$loadings <- f2$loadings
class(x) <- c('psych','fa')
biplot(x,main="biplot from correlation matrix combined with factor scores")

Description

Random assignment of n subjects with an equal number in all of N conditions may done by block randomization, where the block size is the number of experimental conditions. The number of Independent Variables and the number of levels in each IV are specified as input. The output is a the block randomized design.

Usage

block.random(n, ncond = NULL)

Arguments

Value

Note

Prepared for a course on Research Methods in Psychology https://personality-project.org/courses/205/205.syllabus.html

Author(s)

William Revelle

Examples

br <- block.random(n=24,c(2,3))
pairs.panels(br)
br <- block.random(96,c(time=4,drug=3,sex=2))
pairs.panels(br)

Description

An example data set used by McDonald (1999) as well as other discussions of Item Response Theory makes use of a data table on 10 items (two sets of 5) from the Law School Admissions Test (LSAT). Included in this data set is the original table as well as the reponses for 1000 subjects on the first set (Figure Classification) and second set (Debate).

Usage

data(bock)

Format

A data frame with 32 observations on the following 8 variables.

index

32 response patterns

Q1

Responses to item 1

Q2

Responses to item 2

Q3

Responses to item 3

Q4

Responses to item 4

Q5

Responses to item 5

Ob6

count of observations for the section 6 test

Ob7

count of observations for the section 7 test

Two other data sets are derived from the bock dataset. These are converted using the table2df function.

lsat6

reponses to 5 items for 1000 subjects on section 6

lsat7

reponses to 5 items for 1000 subjects on section 7

Details

The lsat6 data set is analyzed in the ltm package as well as by McDonald (1999). lsat7 is another 1000 subjects on part 7 of the LSAT. Both sets are described by Bock and Lieberman (1970). Both sets are useful examples of testing out IRT procedures and showing the use of tetrachoric correlations and item factor analysis using the irt.fa function.

Source

R. Darrell Bock and M. Lieberman (1970). Fitting a response model for dichotomously scored items. Psychometrika, 35(2):179-197.

References

R.P. McDonald. Test theory: A unified treatment. L. Erlbaum Associates, Mahwah, N.J., 1999.

Examples

data(bock)
responses <- table2df(bock.table[,2:6],count=bock.table[,7],
        labs= paste("lsat6.",1:5,sep=""))
describe(responses)
## maybe str(bock.table) ; plot(bock.table) ...

Description

Rindskopf and Rose (1988) use this data set to demonstrate confirmatory second order factor models. It is a nice example data set to explore hierarchical structure and alternative factor solutions. It contains measures of fluid and crystallized intelligence.

Usage

data("cattell")

Format

A correlation matrix of the following 12 variables from 277 7th and 8th graders

Verbal

A verbal ability test from Thurstone

Verbal2

A verbal ability test from Thurstone

Space1

A Spatial ability test from Thurstone

Space2

A Spatial ability test from Thurstone

Reason1

A reasoning test from Thurstone

Reason2

A reasoning test from Thurstone

Number1

A Numerical ability test from Thurstone

Number2

A Numerical ability test from Thurstone

IPATSer

A "culture fair" series from the IPAT

IPATCLAS

A "culture fair" classification test from the IPAT

IPATMatr

A "culture fair" matrix reasoning test from the IPAT

IPATTop

A "culture fair" topology test from the IPAT

Details

Cattell (1963) reported on 8 cognitive variables from Thurstone and four from the Institute for Personality Assessment Test (IPAT). Rindskopf and Rose (1988) use this data set as an example of second order factor analysis. It is thus a nice set for examining alternative solutions such as bifactor rotation, omega hierarchical, as well as esem and interbattery factor analysis.

Source

David Rindskopf and Tedd Rose, (1988) Some Theory and Applications of Confirmatory Second- Order Factor Analysis, Multivariate Behavioral Research, 23, 51-67.

References

Cattell, R. B. (1963).Theory of fluid and crystallized intelligence: A critical experiment. Journal of Educational Psychology, 54, 1-22.

David Rindskopf and Tedd Rose, (1988) Some Theory and Applications of Confirmatory Second- Order Factor Analysis, Multivariate Behavioral Research, 23, 51-67.

Examples

data(cattell)
corPlot(cattell,numbers=TRUE,upper=FALSE,diag=FALSE,
             main="12 cognitive variables from Cattell (1963)",xlas=2)

Description

Rotations of factor analysis and principal components analysis solutions typically try to represent correlation matrices as simple structured. An alternative structure, appealing to some, is a circumplex structure where the variables are uniformly spaced on the perimeter of a circle in a two dimensional space. Generating these data is straightforward, and is useful for exploring alternative solutions to affect and personality structure.

Usage

circ.tests(loads, loading = TRUE, sorting = TRUE)

Arguments

Details

“A common model for representing psychological data is simple structure (Thurstone, 1947). According to one common interpretation, data are simple structured when items or scales have non-zero factor loadings on one and only one factor (Revelle & Rocklin, 1979). Despite the commonplace application of simple structure, some psychological models are defined by a lack of simple structure. Circumplexes (Guttman, 1954) are one kind of model in which simple structure is lacking.

“A number of elementary requirements can be teased out of the idea of circumplex structure. First, circumplex structure implies minimally that variables are interrelated; random noise does not a circumplex make. Second, circumplex structure implies that the domain in question is optimally represented by two and only two dimensions. Third, circumplex structure implies that variables do not group or clump along the two axes, as in simple structure, but rather that there are always interstitial variables between any orthogonal pair of axes (Saucier, 1992). In the ideal case, this quality will be reflected in equal spacing of variables along the circumference of the circle (Gurtman, 1994; Wiggins, Steiger, & Gaelick, 1981). Fourth, circumplex structure implies that variables have a constant radius from the center of the circle, which implies that all variables have equal communality on the two circumplex dimensions (Fisher, 1997; Gurtman, 1994). Fifth, circumplex structure implies that all rotations are equally good representations of the domain (Conte & Plutchik, 1981; Larsen & Diener, 1992). (Acton and Revelle, 2004)

Acton and Revelle reviewed the effectiveness of 10 tests of circumplex structure and found that four did a particularly good job of discriminating circumplex structure from simple structure, or circumplexes from ellipsoidal structures. Unfortunately, their work was done in Pascal and is not easily available. Here we release R code to do the four most useful tests:

1 The Gap test of equal spacing

2 Fisher's test of equality of axes

3 A test of indifference to Rotation

4 A test of equal Variance of squared factor loadings across arbitrary rotations.

To interpret the values of these various tests, it is useful to compare the particular solution to simulated solutions representing pure cases of circumplex and simple structure. See the example output from circ.simulation and compare these plots with the results of the circ.test.

Value

A list of four items is returned. These are the gap, fisher, rotation and variance test results.

Note

Of the 10 criterion discussed in Acton and Revelle (2004), these tests operationalize the four most useful.

Author(s)

William Revelle

References

Acton, G. S. and Revelle, W. (2004) Evaluation of Ten Psychometric Criteria for Circumplex Structure. Methods of Psychological Research Online, Vol. 9, No. 1 https://personality-project.org/revelle/publications/acton.revelle.mpr110_10.pdf

See Also

To understand the results of the circ.tests it it best to compare it to simulated values. Thus, see circ.simulation, sim.circ

Examples

circ.data <- circ.sim(24,500)
circ.fa <- fa(circ.data,2)
plot(circ.fa,title="Circumplex Structure")
ct <- circ.tests(circ.fa)
#compare with non-circumplex data
simp.data <- item.sim(24,500)
simp.fa <- fa(simp.data,2)
plot(simp.fa,title="Simple Structure")
st <- circ.tests(simp.fa)
res <- rbind(ct[1:4],st[1:4])
rownames(res) <- c("circumplex","Simple")
print(res,digits=2)

Description

How well does the cluster model found by ICLUST fit the original correlation matrix? A similar algorithm factor.fit is found in VSS. This function is internal to ICLUST but has more general use as well.

In general, the cluster model is a Very Simple Structure model of complexity one. That is, every item is assumed to represent only one factor/cluster. Cluster fit is an analysis of how well this model reproduces a correlation matrix. Two measures of fit are given: cluster fit and factor fit. Cluster fit assumes that variables that define different clusters are orthogonal. Factor fit takes the loadings generated by a cluster model, finds the cluster loadings on all clusters, and measures the degree of fit of this somewhat more complicated model. Because the cluster loadings are similar to, but not identical to factor loadings, the factor fits found here and by factor.fit will be similar.

Usage

cluster.fit(original, load, clusters, diagonal = FALSE)

Arguments

Details

The cluster model is similar to the factor model: R is fitted by C'C. Where C <- Cluster definition matrix x the loading matrix. How well does this model approximate the original correlation matrix and how does this compare to a factor model?

The fit statistic is a comparison of the original (squared) correlations to the residual correlations. Fit = 1 - r*2/r2 where r* is the residual correlation of data - model and model = C'C.

Value

Author(s)

Maintainer: William Revelle [email protected]

References

https://personality-project.org/r/r.ICLUST.html

See Also

VSS, ICLUST, factor2cluster, cluster.cor, factor.fit

Examples

r.mat<- Harman74.cor$cov
 iq.clus <- ICLUST(r.mat,nclusters =2)
 fit <- cluster.fit(r.mat,iq.clus$loadings,iq.clus$clusters)
 fit

Description

Given a n x n correlation matrix and a n x c matrix of -1,0,1 cluster weights for those n items on c clusters, find the correlation of each item with each cluster. If the item is part of the cluster, correct for item overlap. Part of the ICLUST set of functions, but useful for many item analysis problems.

Usage

cluster.loadings(keys, r.mat, correct = TRUE,SMC=TRUE)

Arguments

Details

Given a set of items to be scored as (perhaps overlapping) clusters and the intercorrelation matrix of the items, find the clusters and then the correlations of each item with each cluster. Correct for item overlap by replacing the item variance with its average within cluster inter-item correlation.

Although part of ICLUST, this may be used in any SAPA (https://www.sapa-project.org/) application where we are interested in item-whole correlations of items and composite scales.

For information about SAPA see Revelle et al, 2010, 2016. For information about SAPA based measures of ability, see https://icar-project.org.

These loadings are particularly interpretable when sorted by absolute magnitude for each cluster (see ICLUST.sort).

Value

Note

Although part of ICLUST, this may be used in any SAPA application where we are interested in item- whole correlations of items and composite scales.

Author(s)

Maintainer: William Revelle [email protected]

References

ICLUST: https://personality-project.org/r/r.ICLUST.html

Revelle, W., Wilt, J., and Rosenthal, A. (2010) Individual Differences in Cognition: New Methods for examining the Personality-Cognition Link In Gruszka, A. and Matthews, G. and Szymura, B. (Eds.) Handbook of Individual Differences in Cognition: Attention, Memory and Executive Control, Springer.

Revelle, W, Condon, D.M., Wilt, J., French, J.A., Brown, A., and Elleman, L.G. (2016) Web and phone based data collection using planned missing designs. In Fielding, N.G., Lee, R.M. and Blank, G. (Eds). SAGE Handbook of Online Research Methods (2nd Ed), Sage Publcations.

See Also

ICLUST, factor2cluster, cluster.cor

Examples

r.mat<- Harman74.cor$cov
 clusters <- matrix(c(1,1,1,rep(0,24),1,1,1,1,rep(0,17)),ncol=2)
 cluster.loadings(clusters,r.mat)

Description

Cluster analysis and factor analysis are procedures for grouping items in terms of a smaller number of (latent) factors or (observed) clusters. Graphical presentations of clusters typically show tree structures, although they can be represented in terms of item by cluster correlations.

Cluster.plot plots items by their cluster loadings (taken, e.g., from ICLUST) or factor loadings (taken, eg., from fa). Cluster membership may be assigned apriori or may be determined in terms of the highest (absolute) cluster loading for each item.

If the input is an object of class "kmeans", then the cluster centers are plotted.

Usage

cluster.plot(ic.results, cluster = NULL, cut = 0, labels=NULL,
          title = "Cluster plot",pch=18,pos,show.points=TRUE,choose=NULL,...)
fa.plot(ic.results, cluster = NULL, cut = 0, labels=NULL,title, 
    jiggle=FALSE,amount=.02,pch=18,pos,show.points=TRUE,choose=NULL,main=NULL,...)
factor.plot(ic.results, cluster = NULL, cut = 0, labels=NULL,title,jiggle=FALSE,
                  amount=.02,pch=18,pos,show.points=TRUE,...)  #deprecated

Arguments

Details

Results of either a factor analysis or cluster analysis are plotted. Each item is assigned to its highest loading factor, and then identified by variable name as well as cluster (by color). The cluster assignments can be specified to override the automatic clustering by loading. Both of these functions may be called directly or by calling the generic plot function. (see example).

Value

Graphical output is presented.

Author(s)

William Revelle

See Also

ICLUST, ICLUST.graph, fa.graph, plot.psych

Examples

circ.data <- circ.sim(24,500)
circ.fa <- fa(circ.data,2)
plot(circ.fa,cut=.5)
f5 <- fa(bfi[1:25],5) 
plot(f5,labels=colnames(bfi)[1:25],show.points=FALSE)
plot(f5,labels=colnames(bfi)[1:25],show.points=FALSE,choose=c(1,2,4))

Description

The output of the kmeans clustering function produces a vector of cluster membership. The score.items and cluster.cor functions require a matrix of keys. cluster2keys does this.

May also be used to take the output of an ICLUST analysis and find a keys matrix. (By doing a call to the factor2cluster function.

Usage

cluster2keys(c)

Arguments

Details

Note that because kmeans will not reverse score items, the clusters defined by kmeans will not necessarily match those of ICLUST with the same number of clusters extracted.

Value

Author(s)

William Revelle

See Also

cluster.cor,score.items, factor2cluster, make.keys

Examples

test.data <- Harman74.cor$cov
kc <- kmeans(test.data,4)
keys <- cluster2keys(kc)
keys  #these match those found by ICLUST
cluster.cor(keys,test.data)

Description

Given a data.frame or matrix, find the standardized mean difference (Cohen's d) and confidence intervals for each variable depending upon a grouping variable. Convert the d statistic to the r equivalent, report the student's t statistic and associated p values, and return statistics for both values of the grouping variable. The Mahalanobis distance between the centroids of the two groups in the space defined by all the variables ia also found. Confidence intervals for Cohen d for one group (difference from 0) may also be found. Several measures of the distributional overlap (e.g. OVL, OVL2, etc.) are available.

Usage

cohen.d(x, group,alpha=.05,std=TRUE,sort=NULL,dictionary=NULL,MD=TRUE,data=NULL)
d.robust(x,group,trim=.2)
cohen.d.ci(d,n=NULL,n2=NULL,n1=NULL,alpha=.05)
d.ci(d,n=NULL,n2=NULL,n1=NULL,alpha=.05)
cohen.d.by(x,group,group2,alpha=.05,MD=TRUE)
d2r(d)
r2d(rho)
d2t(d,n=NULL,n2=NULL,n1=NULL)
t2d(t,n=NULL,n2=NULL,n1=NULL)
m2t(m1,m2,s1,s2,n1=NULL,n2=NULL,n=NULL,pooled=TRUE)  #returns d invisibily
m2d(m1,m2,s1,s2,n1=NULL,n2=NULL,n=NULL,pooled=TRUE)
d2OVL(d)  #Percent overlap for 1 distribtion
d2OVL2(d)  #Percent overlap joint distribution
d2CL(d)   #Common language effect size
d2U3(d)   #Proportion in higher group exceedding median of lower group
cd.validity(d, keys, abs=TRUE)

Arguments

Details

There are many ways of reporting how two groups differ. Cohen's d statistic is just the differences of means expressed in terms of the pooled within group standard deviation. This is insensitive to sample size. r is the a universal measure of effect size that is a simple function of d, but is bounded -1 to 1. The t statistic is merely d * sqrt(n)/2 and thus reflects sample size.

$d = \frac{M2 - M1}{Sp}$

where Sp is the pooled standard deviation.

$Sp = \sqrt{\frac{(n1-1)*s1^2 + (n2-1)* s2^2}{N} }$

Cohens d uses N as the divisor for the pooled sums of squares. Hedges g uses N-2.

Confidence intervals for Cohen's d are found by converting the d to a t, finding the confidence intervals for t, and then converting those back to ds. This take advantage of the uniroot function and the non-centrality parameter of the t distribution.

The results of cohen.d may be displayed using the error.dots function. This will include the labels provided in the dictionary.

In the case of finding the confidence interval (using cohen.d.ci for a comparison against 0 (the one sample case), specify n1. This will yield a d = t/sqrt(n1) whereas in the case of the difference between two samples, d = 2*t/sqrt(n) (for equal sample sizes n = n1+ n2) or d = t/sqrt(1/n1 + 1/n2) for the case of unequal sample sizes.

Since we find d and then convert this to t, using d2t, the question is how to pool the variances. Until 7/14/21 I was using the total n to estimate the t and thus the p values. In response to a query (see news), I switched to using the actual sample size ns (n1 and n2) and then finding t based upon the hedges g value. This produces t values as reported by t.test with the var.equal = TRUE option.

It is probably useful to comment that the various confidence intervals reported are based upon normal theory and should be interpreted cautiously.

cohen.d.by will find Cohen's d for groups for each subset of the data defined by group2. The summary of the output produces a simplified listing of the d values for each variable for each group. May be called directly from cohen.d by using formula input and specifying two grouping variables.

d.robust follows Algina et al. 2005) to find trimmed means (trim =.2) and Winsorize variances (trim =.2). Supposedly, this provides a more robust estimate of effect sizes.

m2t reports Student's t.test for two groups given their means, standard deviations, and sample size. This is convenient when checking statistics where those estimates are provided, but the raw data are not available. By default, it gives the pooled estimate of variance, but if pooled is FALSE, it applies Welch's correction.

The Mahalanobis Distance combines the individual ds and weight them by their unique contribution: $D = \sqrt{d' R^{-1}d}$. By default, cohen.d will find the Mahalanobis distance between the two groups (if there is more than one DV.) This requires finding the correlation of all of the DVs and can fail if that matrix is not invertible because some pairs do not exist. Thus, setting MD=FALSE will prevent the Mahalanobis calculation.

Marco del Giudice (2019) has a very helpful paper discussing how to interpret d and Md in terms of various overlap coefficients. These may be found by the use of the d2OVL (percent overlap for 1 distribution), d2OVL2 percent overlap of joint distributions, d2CL (the common language effect size), and d2U3 (proportion in higher group exceeding median of the lower group).

$OVL = 2\phi(-d/2)$

is the proportion of overlap (and gets smaller the larger the d). where Phi is the cumulative density function of the normal distribution.

$OVL_2 = \frac{OVL}{2-OVL}$

The proportion of individuals in one group above the median of the other group is U3

$U_3 = \phi_d$

.

The Common Language Effect size

$CL = \phi (d *\sqrt{2})$

These last two get larger with (abs (d)). For graphic displays of Cohen's d and Mahalanobis D, see the scatterHist examples, or the example from the psychTools::GERAS data set.

Value

Note

Cohen and Hedges differ in they way they calculate the pooled within group standard deviation. I find the treatment by McGrath and Meyer to be most helpful in understanding the differences.

Author(s)

William Revelle

References

Cohen, Jackob (1988) Statistical Power Analysis for the Behavioral Sciences. 2nd Edition, Lawrence Erlbaum Associates.

Algina, James and Keselman, H. J. and Penfield, Randall D. (2005) An Alternative to Cohen's Standardized Mean Difference Effect Size: A Robust Parameter and Confidence Interval in the Two Independent Groups Case. Psychological Methods. 10, 317-328.

Goulet-Pelletier, Jean-Christophe and Cousineau, Denis.(2018) A review of effect sizes and their confidence intervals, Part I: The Cohen's d family. The Quantitative Methods for Psychology, 14, 242-265.

Marco Del Giudice (2019) Measuring Sex Differences and Similarities, (in VanderLaan and Wong (ed. ) Gender and sexuality development: Contemporary theory and research.)

McGrath, Robert E and Meyer, Gregory J. (2006) When effect sizes disagree: the case of r and d. Psychological methods, 11, 4, 386-401.

See Also

describeBy, describe error.dots to display the results. scatterHist to show d and MD for pairs of variables. (See in particular the use of scatterHist on psychTools::GERAS daa set.)

Examples

cohen.d(sat.act,"gender")
#robust version
round(d.robust(sat.act,"gender")$robust.d,2)

#formula input is nicer
cohen.d(sat.act ~ gender) #formula input version
#if we want to report the group means, we grab the data in descriptive
cd <- cohen.d(sat.act ~ gender)
cd.df <- data.frame(d = cd$cohen.d[,"effect"], male = cd$descriptive$mean[1,cd$order[-1]],
      female = cd$descriptive$mean[2, cd$order[-1]])
#report cohen.d by another group
cd <- cohen.d.by(sat.act,"gender","education")
cohen.d(SATV + SATQ ~ gender, data=sat.act) #just choose two variables
summary(cd)  #summarize the output

#formula version combines these functions
cd <- cohen.d(sat.act ~ gender + education)  #find d by gender for each level of education
summary(cd)

#now show several examples of confidence intervals
#one group (d vs 0)
#consider the t from the cushny data set
t2d( -4.0621,n1=10)
d.ci(-1.284549,n1=10)  #the confidence interval of the effect of drug on sleep
#two groups
d.ci(.62,n=64)  #equal group size
d.ci(.62,n1=35,n2=29) #unequal group size
#several examples of d and t from data
m2d(52.58,-70.65,49.9,47.5) #Terman and Miles 1936

#graphically show the various overlap statistics
curve(d2OVL2(x),0,3,xlab="d",ylab="",lty="dashed",
       main="Four representations of effect size (d) ")
curve(d2OVL(x),0,3,xlab="d",add=TRUE,)
curve(d2CL(x),0,3,add=TRUE)
curve(d2U3(x), add=TRUE,lty="dotted")
text(1,.37,"OVL2")
text(2,.37,"OVL")
text(1,.88,"U3")
text(2, .88,"CL")

Description

Cohen's kappa (Cohen, 1960) and weighted kappa (Cohen, 1968) may be used to find the agreement of two raters when using nominal scores. Light's kappa is just the average cohen.kappa if using more than 2 raters.

weighted.kappa is (probability of observed matches - probability of expected matches)/(1 - probability of expected matches). Kappa just considers the matches on the main diagonal. Weighted kappa considers off diagonal elements as well.

Usage

cohen.kappa(x, w=NULL,n.obs=NULL,alpha=.05,levels=NULL,w.exp=2)  
wkappa(x, w = NULL)    #deprectated

Arguments

Details

When cateogorical judgments are made with two cateories, a measure of relationship is the phi coefficient. However, some categorical judgments are made using more than two outcomes. For example, two diagnosticians might be asked to categorize patients three ways (e.g., Personality disorder, Neurosis, Psychosis) or to categorize the stages of a disease. Just as base rates affect observed cell frequencies in a two by two table, they need to be considered in the n-way table (Cohen, 1960).

Kappa considers the matches on the main diagonal. A penalty function (weight) may be applied to the off diagonal matches. If the weights increase by the square of the distance from the diagonal, weighted kappa is similar to an Intra Class Correlation (ICC).

Derivations of weighted kappa are sometimes expressed in terms of similarities, and sometimes in terms of dissimilarities. In the latter case, the weights on the diagonal are 1 and the weights off the diagonal are less than one. In this case, if the weights are 1 - squared distance from the diagonal / k, then the result is similar to the ICC (for any positive k).

cohen.kappa may use either similarity weighting (diagonal = 0) or dissimilarity weighting (diagonal = 1) in order to match various published examples.

The input may be a two column data.frame or matrix with columns representing the two judges and rows the subjects being rated. Alternatively, the input may be a square n x n matrix of counts or proportion of matches. If proportions are used, it is necessary to specify the number of observations (n.obs) in order to correctly find the confidence intervals.

The confidence intervals are based upon the variance estimates discussed by Fleiss, Cohen, and Everitt who corrected the formulae of Cohen (1968) and Blashfield.

Some data sets will include data with numeric categories with some category values missing completely. In the sense that kappa is a measure of category relationship, this should not matter. But when finding weighted kappa, the number of categories weighted will be less than the number of categories potentially in the data. This can be remedied by specifying the levels parameter. This is a vector of the levels potentially in the data (even if some are missing). See the examples.

If there are more than 2 raters, then the average of all raters is known as Light's kappa. (Conger, 1980).

Following a request from Julius Pfadt, the weights matrix may be formed by squared distances (the default) or linear distances (w.exp=1)

Value

Note

As is true of many R functions, there are alternatives in other packages. The Kappa function in the vcd package estimates unweighted and weighted kappa and reports the variance of the estimate. The input is a square matrix. The ckappa and wkappa functions in the psy package take raw data matrices. The kappam.light function from the irr package finds Light's average kappa.

To avoid confusion with Kappa (from vcd) or the kappa function from base, the function was originally named wkappa. With additional features modified from psy::ckappa to allow input with a different number of categories, the function has been renamed cohen.kappa.

Unfortunately, to make it more confusing, the weights described by Cohen are a function of the reciprocals of those discucssed by Fleiss and Cohen. The cohen.kappa function uses the appropriate formula for Cohen or Fleiss-Cohen weights.

There are some cases where the large sample size approximation of Fleiss et al. will produce confidence intervals exceeding +/- 1. Clearly, for these cases, the upper (or lower for negative values) should be set to 1. Boot strap resampling shows the problem is that the values are not symmetric. See the last (unrun) example.

It is also possible to have more than 2 raters. In this case, cohen.kappa is reported for all pairs of raters (e.g. R1 and R2, R1 and R3, ... R3 and R4). To see the confidence intervals for these cohen.kappas, use the print command with the all=TRUE option. (See the exmaple of multiple raters.)

Author(s)

William Revelle

References

Banerjee, M., Capozzoli, M., McSweeney, L and Sinha, D. (1999) Beyond Kappa: A review of interrater agreement measures The Canadian Journal of Statistics / La Revue Canadienne de Statistique, 27, 3-23

Cohen, J. (1960). A coefficient of agreement for nominal scales. Educational and Psychological Measurement, 20 37-46

Cohen, J. (1968). Weighted kappa: Nominal scale agreement provision for scaled disagreement or partial credit. Psychological Bulletin, 70, 213-220.

Conger, A. J. (1980) Integration and generalization of kappas for multiple raters, Psychological Bulletin,, 88, 322-328.

Fleiss, J. L., Cohen, J. and Everitt, B.S. (1969) Large sample standard errors of kappa and weighted kappa. Psychological Bulletin, 72, 332-327.

Light, R. J. (12971) Measures of response agreement for qualitative data: Some generalizations and alternatives, Psychological Bulletin, 76, 365-377.

Zwick, R. (1988) Another look at interrater agreement. Psychological Bulletin, 103, 374 - 378.

Examples

#rating data (with thanks to Tim Bates)
rater1 = c(1,2,3,4,5,6,7,8,9) # rater one's ratings
rater2 = c(1,3,1,6,1,5,5,6,7) # rater two's ratings
cohen.kappa(x=cbind(rater1,rater2))

#data matrix taken from Cohen
cohen <- matrix(c(
0.44, 0.07, 0.09,
0.05, 0.20, 0.05,
0.01, 0.03, 0.06),ncol=3,byrow=TRUE)

#cohen.weights  weight differences
cohen.weights <- matrix(c(
0,1,3,
1,0,6,
3,6,0),ncol=3)


cohen.kappa(cohen,cohen.weights,n.obs=200)
#cohen reports .492 and .348 

#another set of weights
#what if the weights are non-symmetric
wc <- matrix(c(
0,1,4,
1,0,6,
2,2,0),ncol=3,byrow=TRUE)
cohen.kappa(cohen,wc)  
#Cohen reports kw = .353

cohen.kappa(cohen,n.obs=200)  #this uses the squared weights

fleiss.cohen <- 1 - cohen.weights/9
cohen.kappa(cohen,fleiss.cohen,n.obs=200)

#however, Fleiss, Cohen and Everitt weight similarities
fleiss <- matrix(c(
106, 10,4,
22,28, 10,
2, 12,  6),ncol=3,byrow=TRUE)

#Fleiss weights the similarities
weights <- matrix(c(
 1.0000, 0.0000, 0.4444,
 0.0000, 1.0000, 0.6667,
 0.4444, 0.6667, 1.0000),ncol=3)
 
 cohen.kappa(fleiss,weights,n.obs=200)
 
 #another example is comparing the scores of two sets of twins
 #data may be a 2 column matrix
 #compare weighted and unweighted
 #also look at the ICC for this data set.
 twins <- matrix(c(
    1, 2, 
    2, 3,
    3, 4,
    5, 6,
    6, 7), ncol=2,byrow=TRUE)
  cohen.kappa(twins)
  
#data may be explicitly categorical
x <- c("red","yellow","blue","red")
y <- c("red",  "blue", "blue" ,"red") 
xy.df <- data.frame(x,y)
ck <- cohen.kappa(xy.df)
ck
ck$agree

#Example for specifying levels
#The problem of missing categories (from Amy Finnegan)
#We need to specify all the categories possible using the levels option
numbers <- data.frame(rater1=c(6,3,7,8,7),
                      rater2=c(6,1,8,5,10))
cohen.kappa(numbers)  #compare with the next analysis
cohen.kappa(numbers,levels=1:10)  #specify the number of levels 
              #   these leads to slightly higher weighted kappa
  
#finally, input can be a data.frame of ratings from more than two raters
ratings <- matrix(rep(1:5,4),ncol=4)
ratings[1,2] <- ratings[2,3] <- ratings[3,4] <- NA
ratings[2,1] <- ratings[3,2] <- ratings[4,3] <- 1
ck <- cohen.kappa(ratings)
ck  #just show the raw and weighted kappas
print(ck, all=TRUE)  #show the confidence intervals as well

 
 #In the case of confidence intervals being artificially truncated to +/- 1, it is 
 #helpful to compare the results of a boot strap resample
 #ck.boot <-function(x,s=1:nrow(x)) {cohen.kappa(x[s,])$kappa}
 #library(boot)
 #ckb <- boot(x,ck.boot,R=1000)
 #hist(ckb$t)

Description

In medicine and clinical psychology, diagnoses tend to be categorical (someone is depressed or not, someone has an anxiety disorder or not). Cooccurrence of both of these symptoms is called comorbidity. Diagnostic categories vary in their degree of comorbidity with other diagnostic categories. From the point of view of correlation, comorbidity is just a name applied to one cell in a four fold table. It is thus possible to analyze comorbidity rates by considering the probability of the separate diagnoses and the probability of the joint diagnosis. This gives the two by two table needed for a phi, Yule, or tetrachoric correlation.

Usage

comorbidity(d1, d2, com, labels = NULL)

Arguments

Value

Author(s)

William Revelle

See Also

phi, phi2tetra ,Yule, Yule.inv Yule2phi, tetrachoric and polychoric, as well as AUC for graphical displays

Examples

comorbidity(.2,.15,.1,c("Anxiety","Depression"))

Description

The congruence coefficient two matrices is just the cross product of their respective values divided by the square root of their sums of squares. If the columns are zero centered, this is just the correlation. If the columns are centered around the scale neutral point, this is Cohen's profile correlation. A set of distances (city block, euclidean, Minkowski) may be found by the distance function.

Usage

congruence(x,y=NULL)
cohen.profile(x,y=NULL ,M=NULL)
distance(x,y=NULL,r=2)

Arguments

Details

Congruences are the cosines of pairs of vectors defined by a matrix and based at the origin. Thus, for values that differ only by a scaler the congruence will be 1.

For two matrices, F1 and F2, the measure of congruence, phi, is

$\phi = \frac{\sum F_1 F_2}{\sqrt{\sum(F_1^2)\sum(F_2^2)}} .$

It is an interesting exercise to compare congruences with the correlations of the respective values. Congruences are based upon the raw cross products, while correlations are based upon centered cross products. That is, correlations of items are cosines of the vectors based at the mean loading for each column.

$\phi = \frac{\sum (F_1-a) (F_2 - b)}{\sqrt{\sum((F_1-a)^2)\sum((F_2-b)^2)}} .$

.

For congruence coefficients, a = b= 0. For correlations a=mean F1, b= mean F2.

Input may either be one or two matrices.

For congruences of factor or component loading matrices, use factor.congruence.

Normally, all factor loading matrices should be complete (have no missing loadings). In the case where some loadings are missing, if the use option is specified, then variables with missing loadings are dropped.

If the data are zero centered, this is the correlation, if the data are centered around the scale midpoint (M), this is Cohen's Similarity coefficient. See examples. If M is not specified, it is found as the midpoint of the items in x and y.

cohen.profile applies the congruence function to data centered around M. M may be specified, or found from the data. The last example is taken from Cohen (1969).

distance finds the generalized distance as a function of r. City block (r=1), Euclidean (r=2) or weighted towards maximimum (r >2).

Value

A matrix of congruences or distances.

Author(s)

William Revelle

References

Burt, Cyril (1948) Methods of factor-analysis with and without successive approximation. British Journal of Educational Psychology, 7 (2) 172-195.

Burt, Cyril (1948) The factorial study of temperamental traits. British Journal of Statistical Psychology, 1(3) 178-203.

Cohen, Jacob (1969), rc: A profile similarity coefficient invariant over variable reflection. Psychological Bulletin, 71 (4) 281-284.

See Also

factor.congruence.

Examples

#cohen's example
# a and b have reversed one item around the midpoint
co <-  data.frame(ira=c(2,6,5,6,4),
       jim=c(1,3,5,4,4),
      a=c(5,6,5,6,4),b=c(6,3,5,4,4))

lowerMat(congruence(co-3.5)) # congruence around the midpoint is insensitive to reflection
lowerCor(co)   #the correlation is not
lowerMat(congruence(scale(co,scale=FALSE))) #zero centered congruence is  r
cohen.profile(co)

Description

Factor analysis requires positive definite correlation matrices. Unfortunately, with pairwise deletion of missing data or if using tetrachoric or polychoric correlations, not all correlation matrices are positive definite. cor.smooth does a eigenvector (principal components) smoothing. Negative eigen values are replaced with 100 * eig.tol, the matrix is reproduced and forced to a correlation matrix using cov2cor.

Usage

cor.smooth(x,eig.tol=10^-12)
cor.smoother(x,cut=.01)

Arguments

.

Details

The smoothing is done by eigen value decomposition. eigen values < eig.tol are changed to 100 * eig.tol. The positive eigen values are rescaled to sum to the number of items. The matrix is recomputed (eigen.vectors %*% diag(eigen.values) %*% t(eigen.vectors) and forced to a correlation matrix using cov2cor. (See Bock, Gibbons and Muraki, 1988 and Wothke, 1993).

This does not implement the Knol and ten Berge (1989) solution, nor do nearcor and posdefify in sfmsmisc, not does nearPD in Matrix. As Martin Maechler puts it in the posdedify function, "there are more sophisticated algorithms to solve this and related problems."

cor.smoother examines all of nvar minors of rank nvar-1 by systematically dropping one variable at a time and finding the eigen value decomposition. It reports those variables, which, when dropped, produce a positive definite matrix. It also reports the number of negative eigenvalues when each variable is dropped. Finally, it compares the original correlation matrix to the smoothed correlation matrix and reports those items with absolute deviations great than cut. These are all hints as to what might be wrong with a correlation matrix.

Value

The smoothed matrix with a warning reporting that smoothing was necessary (if smoothing was in fact necessary).

Author(s)

William Revelle

References

R. Darrell Bock, Robert Gibbons and Eiji Muraki (1988) Full-Information Item Factor Analysis. Applied Psychological Measurement, 12 (3), 261-280.

Werner Wothke (1993), Nonpositive definite matrices in structural modeling. In Kenneth A. Bollen and J. Scott Long (Editors),Testing structural equation models, Sage Publications, Newbury Park.

D.L. Knol and JMF ten Berge (1989) Least squares approximation of an improper correlation matrix by a proper one. Psychometrika, 54, 53-61.

See Also

tetrachoric, polychoric, fa and irt.fa, and the burt data set.

See also nearcor and posdefify in the sfsmisc package and nearPD in the Matrix package.

Examples

if(require(psychTools)) {

burt <- psychTools::burt
bs <- cor.smooth(psychTools::burt)  #burt data set is not positive definite
plot(burt[lower.tri(burt)],bs[lower.tri(bs)],ylab="smoothed values",xlab="original values")
abline(0,1,lty="dashed")

round(burt - bs,3) 
fa(burt,2) #this throws a warning that the matrix yields an improper solution
#Smoothing first throws a warning that the matrix was improper, 
#but produces a better solution 
fa(cor.smooth(burt),2)  
}

#this next example is a correlation matrix from DeLeuw used as an example 
#in Knol and ten Berge.  
#the example is also used in the nearcor documentation
 cat("pr is the example matrix used in Knol DL, ten Berge (1989)\n")
 pr <- matrix(c(1,     0.477, 0.644, 0.478, 0.651, 0.826,
		0.477, 1,     0.516, 0.233, 0.682, 0.75,
		0.644, 0.516, 1,     0.599, 0.581, 0.742,
		0.478, 0.233, 0.599, 1,     0.741, 0.8,
		0.651, 0.682, 0.581, 0.741, 1,     0.798,
		0.826, 0.75,  0.742, 0.8,   0.798, 1),
	      nrow = 6, ncol = 6)
	      
sm <- cor.smooth(pr)
resid <- pr - sm
# several goodness of fit tests
# from Knol and ten Berge
tr(resid %*% t(resid)) /2

# from nearPD
sum(resid^2)/2