Re: Principal Component Analysis- Do I need to scale (i.e. normalize) my variables?
- From: Kerry <kbrownk@xxxxxxxxx>
- Date: Sat, 16 May 2009 13:07:20 -0700 (PDT)
On May 16, 9:46 am, Art Kendall <Arthur.Kend...@xxxxxxxxxxx> wrote:
When you tell the software to use the covariance matrix in any type of
factor analysis (principal components, principal factors, alpha, image,
etc) the scales are important. In the more routine situation, where you
tell the software to use the correlation matrix the variables are
implicitly standardized. z = (value of x-mean of x) /(standard deviation
of x).
I don't know what the substantive meaning of x's would be if you used
the absolute value of the z-scores aka standardized variables.
This is a correlation matrix on 4 z-scores. (it is the same as for raw
variables).
x1 x2 x3 x4
x1 1 .646 -.303 -.533
x2 .646 1 -.437 -.399
x3 -.303 -.437 1 .327
x4 -.533 -.399 .327 1
This is a correlation on the absolute value of the z-scores
abs1 abs2 abs3 abs4
abs1 1 .535 -.269 .125
abs2 .535 1 -.324 .117
abs3 -.269 -.324 1 .022
abs4 .125 .117 .022 1
Art Kendall
Social Research Consultants
Kerry wrote:
Hi,
I need to perform PCA on 20 or so variables (ex. height of say a tree,
weight of a tree, age, etc), many with different units and/or value
ranges. Will this bias my results? I noticed in a past PCA I did that
I converted all of my values to z scores [i.e. ((abs(value-mean))/std
dev)], but not sure why or if this was even a correct way to
normalize. If I do need to normalize my values, wouldn't it make more
sense to convert them to value/mean? Or what about value/sum(values)?
To be clear, I am referring to making my values unitless prior to
adding them all to my PCA.
Thanks,
K
Thank you both Ray and Art, this is very clear. I'm using SPSS so I'd
assume (but will still double-check) that it standardizes the values.
I also now get why I was scaling using variance. Thanks for finding my
abs value mistake too, that was a typo here that I fortunately was not
putting in my analysis.
I am a bit confused about the log transformation suggested by Ray. You
mention that standardization undoes any previous linear but not non-
linear transformations. But if I allow SPSS to do its inherent
standardization, then I won't need to be doing any standardization
beforehand right? I'll just be putting my raw values for all my
variables directly into the PCA. Should I still consider log
transformation of certain variables prior to PCA implementation (i.e.
SPSS standardization)? I have some variables that are integers, some
that are real, natural, and some ratios. The distribution shape also
varies greatly from variable to variable, and I'll be concerned if
this is a potential confound that I need to correct for prior to PCA
analysis.
Also, I'm not sure what the difference is in meaning for using
correlation vs covariance, but I'm going to be spending some time
looking into the additional PCA options SPSS provides so hopefully
I'll know soon.
My purpose of the analysis is to explore which variables best define
object shape which I'll then by throwing into a cluster analysis and
possibly Kolmogorov-Smirnov testing to look for multimodality.
Thanks again,
K
.
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