Dimension reduction, by means of Principal Component Analysis (PCA), is often employed to obtain a reduced set of components preserving the largest possible part of the total variance of the observed variables. Several methodologies have been proposed either to improve the interpretation of PCA results (e.g., by means of orthogonal, oblique rotations, shrinkage methods), or to model oblique components or factors with a hierarchical structure, such as in Bi-factor and High-Order Factor analyses. In this paper, we propose a new methodology, called Hierarchical Disjoint Principal Component Analysis (HierDPCA), that aims at building a hierarchy of disjoint principal components of maximum variance associated with disjoint groups of observed variables, from Q up to a unique, general one. HierDPCA also allows choosing the type of the relationship among disjoint principal components of two sequential levels, from the lowest upwards, by testing the component correlation per level and changing from a reflective to a formative approach when this correlation turns out to be not statistically significant. The methodology is formulated in a semiparametric least-squares framework and a coordinate descent algorithm is proposed to estimate the model parameters. A simulation study and two real applications are illustrated to highlight the empirical properties of the proposed methodology.

Hierarchical disjoint principal component analysis / Cavicchia, Carlo; Vichi, Maurizio; Zaccaria, Giorgia. - In: ASTA ADVANCES IN STATISTICAL ANALYSIS. - ISSN 1863-8171. - (2022), pp. 1-38.

Hierarchical disjoint principal component analysis

Carlo Cavicchia;Maurizio Vichi;Giorgia Zaccaria
2022

Abstract

Dimension reduction, by means of Principal Component Analysis (PCA), is often employed to obtain a reduced set of components preserving the largest possible part of the total variance of the observed variables. Several methodologies have been proposed either to improve the interpretation of PCA results (e.g., by means of orthogonal, oblique rotations, shrinkage methods), or to model oblique components or factors with a hierarchical structure, such as in Bi-factor and High-Order Factor analyses. In this paper, we propose a new methodology, called Hierarchical Disjoint Principal Component Analysis (HierDPCA), that aims at building a hierarchy of disjoint principal components of maximum variance associated with disjoint groups of observed variables, from Q up to a unique, general one. HierDPCA also allows choosing the type of the relationship among disjoint principal components of two sequential levels, from the lowest upwards, by testing the component correlation per level and changing from a reflective to a formative approach when this correlation turns out to be not statistically significant. The methodology is formulated in a semiparametric least-squares framework and a coordinate descent algorithm is proposed to estimate the model parameters. A simulation study and two real applications are illustrated to highlight the empirical properties of the proposed methodology.
2022
dimension reduction; hierarchical models; parsimonious trees; reflective models; formative models
01 Pubblicazione su rivista::01a Articolo in rivista
Hierarchical disjoint principal component analysis / Cavicchia, Carlo; Vichi, Maurizio; Zaccaria, Giorgia. - In: ASTA ADVANCES IN STATISTICAL ANALYSIS. - ISSN 1863-8171. - (2022), pp. 1-38.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1652360
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