#### Transcript Document

Ordinal data, matrix algebra &
factor analysis
Sarah Medland – Boulder 2008
Thursday morning
This morning


Fitting the regression model with
ordinal data
Factor Modelling


Continuous
Ordinal
Binary Data… 1 variable

Thresholds T ; t11 
Standard normal
distribution
Mean
=0
SD
=1
Non Smokers
=53%
Threshold
=.074

Thresholds T + D*B ;
 Age 
 t11   
*   age  sex 

 Sex 
 t11  Age *  age  Sex *  sex 
  .1118  Age *.007  Sex * .050 
if Age = 22 and Sex =1 (Male)
  .1118  (22*.007)  (1* .050) 
 .0422
.0422
51.6%
What about more than 2 categories?

Thresholds = L*T;
anxiety
Valid
.00
1.00
2.00
Total
Frequency
153
710
137
1000
Percent
15.3
71.0
13.7
100.0
Valid Percent
15.3
71.0
13.7
100.0
Cumulative
Percent
15.3
86.3
100.0
~15% in each tail
Thresholds:
~-1.03
~1.03
Displacement = ~2.06
What about more than 2 categories?

Thresholds = L*T;
1 0   t11 

* 

1 1  t21 
1* t11  0* t21 


1*
t

1*
t
21 
 11
 1.03 



1.03

2.06


 1.03


 1.03 
~15% in each tail
Thresholds:
~-1.03
~1.03
Displacement = ~2.06

L*T + [email protected](D*B);

maxth =2, ndef=2, nsib=1, nthr=2
1
 sex 
G  D
B    sex  age

1
 age
1
 sex 
G  D
B    sex  age

1
 age
B*D =   sex * sex1   age * age1
  sex * sex1   age * age1
[email protected](B*D) = 
  sex * sex1   age * age1




L*T + [email protected](B*D) =
 t11   sex * sex1   age * age1
(t11  t 21)   sex * sex1   age * age1




Multivariate Threshold Models
Specification in Mx
Thanks Kate Morley for these slides
#define
#define
#define
#define
#define
T
B
L
G
K
nsib 1
maxth 2
nvar 2
ndef 1
nthr 2
!
!
!
!
!
number of siblings = 1
Maximum number of thresholds
Number of variables
Number of definition variables
nsib x nvar
Full maxth nthr Free
Full nvar ndef Free
lower maxth maxth
Full maxth 1
Full ndef nsib
!
!
!
!
!
Thresholds
Regression betas
For converting incremental to cumulative thresholds
For duplicating regression betas across thresholds
Contains definition variables
Thresholds = L*T [email protected]((\vec(B*K))’)
Threshold model for multivariate, multiple
category data with definition variables:
Part 2
Part 1
L*T [email protected]((\vec(B*K))’)
We will break the algebra into two parts:
1 - Definition variables;
2 - Uncorrected thresholds;
and go through it in detail.
Twin 1 Twin 2
Threshold correction
Twin 1
Variable 1
Threshold correction
Twin 1
Variable 2
Definition
variables
Threshold correction
Twin 2
Variable 1
Threshold correction
Twin 2
Variable 2
Transpose:
Thresholds 1 & 2
Twin 2
Variable 2
Thresholds 1 & 2
Twin 1
Variable 1
Thresholds 1 & 2
Twin 1
Variable 2
Thresholds 1 & 2
Twin 2
Variable 1
=
Factor Analysis

Suppose we have a theory that the
covariation between self reports of
depression, anxiety and stress
levels is due to one underlying
factor
C
Depression
R1
Anxiety
R2
Stress
R3
Factor Analysis….

Our data (simulated)



Five variables – Three traits
Depression, Anxiety & Stress
Transformed to Z-scores
In Spss…
And we get…
c_factor.mx
c_factor.mx
C=L*L'+R*R'
 rdep.
 ldep. 

  lanx.  * ldep. lanx. lstress    0
 0
lstress 

 ldep.2

  ldep. .lanx.
ldep. .lstress

ldep. .lanx.
lanx.2
lanx. .lstress
ldep.2  rdep.2

  ldep. .lanx.
 ldep. .lstress

0
rdep.
0
ldep. .lstress   rdep.2
 
lanx. .lstress    0
lstress 2   0
ldep. .lanx.
lanx.2  ranx.2
lanx. .lstress
ldep. .lstress 

lanx. .lstress 
lstress 2  ranx.2 
0   rdep.
 
0 * 0
rdep.   0
0
rdep.2
0
0 

0 
rdep.2 
0
rdep.
0
0 

0 
rdep. 
c_factor.mx

Plus a standardisation group so that
our estimates can be compared to
those from spss
What do we get?
Factor Matrixa
depression
anxiety
stress
Factor
1
.880
.639
.565
Extraction Method: Maximum Likelihood.
a. 1 factors extracted. 5 iterations required.
What if our data was ordinal?

Depression


Yes/No
0/1
Anxiety and Stress

Low / Average / High
0/1/2
Spss says no
Mx can do this

Data file: ord.dat

Five variables
ID, Depression, Anxiety, Stress, Sex

Data is sorted to make it run faster!!!


Script file: o_factor.mx
O_factor.mx
O_factor.mx
Set to 0 because
depression has 2
categories
O_factor.mx