Pages AFM
Pages AFM
sets 1 j J
variables 1 K1 1 k Kj 1 KJ
1
individuals i xik
I
Figure 1. Data table.
xik : value of variable k for individual i. If k is a continue variable, xik is a real
number ; if k is a categorical variable, xik is a number of category. The jth set is
denoted by j or Kj.
If we consider the whole table: individuals are denoted i (i =1, I); they constitute
the cloud NI lying in the K-dimensional space RK ; the K variables constitute the
cloud NK lying in the I-dimensional space RI.
In we consider the only (sub-)table j : individuals are denoted ij (i =1, I); they
constitute the cloud NIj lying in the Kj-dimensional space RKj ; the Kj variables
constitute the cloud NKj lying in the I-dimensional space RI.
Examples
Survey. An individual is a person ; a variable is a question. Questions are gathered
according to the different themes of the questionnaire. Each theme defines one set.
Sensory analysis. An individual is a food product. A first set of variables includes
sensory variables (sweetness, bitterness, etc.); a second one includes chemical
variables (pH, glucose rate, etc.).
Ecology. An individual is a observation place. A first set of variables describes soil
characteristics ; a second one describes flora.
Times series. Several individuals are observed at different dates. In such a case,
there is often two ways of defining sets of variables : generally, each set gathers
variables observed at one date ; but, when variables are the same from one date to
the other, each set can gather the different dates for one variable.
2
Fs F Gs G
zs = = s us = = s
Fs λs Gs λs
1 1 1
Fs (i ) =
λs
∑ xik Gs (k ) Gs (k ) =
λs
∑ I xik Fs (i)
k i
Since Benzecri (1973), these formulae are especially known in the case of
correspondence analysis (often under the name of barycentric properties); they are
seldom quoted in the case of PCA but are implicit during the interpretation.
6) Principal Components Analysis (PCA), Correspondence analysis (CA) and
Multiple Correspondences Analysis (MCA) can be viewed as particular cases of
GFA.
3
4. Balancing the sets of variables
If all the sets of variables are introduced, as active elements, without balancing
their influence, a single set can contribute quite by itself to the construction of the
first axes. In such a case, the user want to analyse all the sets and, in fact, analyses
only one of them.
Thus, the global analysis, in which several sets of variables are simultaneously
introduced as active ones, requires balancing the influences of these sets. The
influence of one set j derives from its structure, in the sense of its inertia
distribution (of the two clouds NIj and NKj it induces) in the different space
directions. For example, if a set presents a high inertia in one direction, this
direction will strongly influence the first axis of the global analysis.
This suggests to normalise the highest axial inertia of each set. Technically, it is
done by weighting each variable of the set j by 1/λ1j, denoting λ1j the first
eigenvalue of factor analysis applied to set j.
This weighting can be easily interpreted : considering the two clouds (NIj et NKj)
induced by the set j of variables, MFA weighting normalises each of these two
clouds by making its highest axial inertia equal to 1. This weighting does not
balance total inertia of the different sets. Thus, a set having a high dimensionality
will have a high global influence in that sense that this set will contribute to
numerous axes. But such a set has no reason to contribute particularly to the first
axes. Correlatively, a one-dimensional set can strongly contribute to only one axis,
but this axis can be the first one.
4
• For each category, co-ordinate (and test-value in the sense of Spad software
2002) of the centre of gravity of individuals belonging to this category.
Remark about categories inside MFA.
In MFA, categories are represented by exact centres of gravity (as in PCA and
differently from MCA). For each category, we can calculate the inertia of the
corresponding centre of gravity in per cent of the total inertia ; this ratio is named
contribution. It is proportional to the contribution usually defined in MCA for the
active variables and possesses the following property : its sum, for all the
categories of the variable k and for axis s, equals to the correlation ratio between
the variable k and the factor s. This ratio can be calculated for all categorical
variables (active and illustrative).
5
K Kj
R R
Kh
R
ij
ih
i j
NI
h
NI
NI
K Kj
R R
Kh j
R NI
ij
i
h ih
NI
NI us
6
The superimposed representation of MFA is not optimal, in the sense that the Fsj
do not satisfy a global criterion. But it posseses the very useful following property.
It can be easily shown that the co-ordinate Fs(ij) can be calculated from the
coordinates of the variables Gs(k), k∈Kj, by the way of the following relationship :
1 1
Fs j (i ) = Fs (i j ) =
λs
∑ xik Gs (k )
λ1j k∈K j
We recognise here the usual transition formula (see § 2) but restricted to the
variables of the group Kj.
Ratio to measure the global similarity between axial representations of the clouds
NIj
When the different sets induce similar structures on individuals, homologous
points {i j, j=1, J} are close one to the other. This global property is measured, per
axis, through the ratio described below.
Let’s consider all the points of all the clouds NIj (j = 1, J) and a partition of these I
×J points in I classes, such as the J homologous points {i j, j=1, J} corresponding
to the same individual i belong to the same class. When axis s brings out a
structure common to the different sets of variables, the homologous points i j,
corresponding to the same individual i, are close one to the other and this partition
has a low within-inertia (along axis s). The ratio (between-inertia) / (total-inertia)
can be calculated for each axis. This ratio is close to 1 when the axis represents a
structure common to the different sets.
Be careful: 1) this ratio does not decrease with axis rank order since it is not the
criterion optimised by MFA; 2) it cannot be summerised for several axes.
Detailed examination of axial representations of NIj
The distance between each point i j and the corresponding mean point i gives an
idea about the position of i (among I) in the cloud NIj compared to the one in the
cloud NI. These distances can be examined visually, or by selecting the projections
of i j having the highest contributions to the within inertia. This allows to detect :
• Individuals having their homologous points close one to the other (low within
inertia) ; they illustrate the common structure represented by axis s ;
• Individuals having their homologous points far one from the other (high within
inertia) ; they constitute exceptions to the common structure represented by
axis s.
Case of categories
In factor analysis, when the individuals are numerous, it is the case in surveys for
example, they aren’t studied directly but by means of categorical variables, active
and/or illustrative (students, old people, etc.). Thus :
7
• In PCA, each category k is represented by the centre of gravity of individuals
that belong to this category k ;
• In MCA, the co-ordinates of points representing the categories are only
proportional to those of the corresponding centres of gravity (application of the
correspondence analysis centroid property to indicator matrix)
In MFA, the categories are represented by their associated centres of gravity. This
allows to work with categories as with individuals. Particularly, each category (e.g.
student in a survey) can be represented by a global point (centre of gravity of the
students) and by one partial point for each set of variables (e.g. the centre of
gravity of partial points representing the students according to set j).
8
Due to MFA weighting, (z, Kj)≤1 ; (z, Kj)=1 when z is the first principal
component of Kj.
General variables
The first factor of MFA (as defined in §5) maximises projected inertia of all the
sets of variables, that is :
∑j (z, Kj) maximum
In that sense, MFA factors (denoted Fs §6) can be considered as general variables
of a multicanonical analysis (in CARROLL’s method, relationship between one
variable and one set of variables is measured by means of multiple correlation
coefficient).
Canonical variables
The coherence between the multicanonical point of view and the superimposed
representation point of view suggests to use the previously defined Fsj as
canonical variables. It can be shown (Pagès & Tenenhaus, 2001) that Fsj is the
first component in the PLS regression between the general variable zs and the data
table Xj. This result reinforces the superimosed representation: it induces that the
Fsj j=1,J must be correlated one to the other since each Fsj expresses the same
structure Fs in the group Kj.
Canonical correlation coefficients in MFA
In MFA, factors of global analysis (denoted Fs) are the common factors and factors
of partial points (denoted Fsj) represent common factors in each set j of variables.
In order to judge if factors of global analysis really are common to the different
sets, it is possible to calculate, for each set j and each factor s, the correlation
coefficient between general variable Fs and canonical variable Fsj. If this
coefficient (named canonical correlation coefficient and always positive) is high,
then the structure brought out by variable Fs does “ exist ” in the set j. If not, it
does not. The synthesis of all these correlation coefficients shows factors common
to all the sets, common to some sets, specific to only one set.
9
To each set of variables Kj, we associate the I×I matrix Wj of scalar products
between individuals (Wj=Xj X′j). Each scalar product matrix Wj can be represented
by one point in the I²-dimensional Euclidean space (denoted RI² ). Thus, in this
space, one set is represented by one point: the J points constitute the set cloud,
denoted NJ. In this cloud NJ, the distance between two points Wj and Wl decreases
as the similarity between the structures (defined upon individuals) induced by the
sets Kj and Kl increases. For this reason, it is interesting to get a representation of
the cloud NJ.
The Statis method (Lavit, 1988) is based on such a representation, obtained by
projecting NJ onto its main inertia directions. But these directions cannot be
interpreted (they are linear combinations of couples of individuals) (Pagès 1996).
The representation provided by MFA is obtained by projecting NJ upon vectors (in
RI²) induced by I-factors of global analysis (one factor may be considered as a set
including a single variable; it is possible to associate to this set a scalar product
matrix and thus a vector in RI²).
The normalised factor of rank s in RK, previously denoted zs, induces ws = zszs′ in
RI². Some properties of zs induce corresponding properties for ws :
zs′ zt = 0 ⇒ 〈 ws , wt 〉 = 0
zs = 1 ⇒ ws = 1
j
NK
Wj D
z zz'D
coordinate
Projected inertia
Space RI Space RI
2
Figure 4. The representation of the groups and its links with the one of variables
The main interest of this projection space is that its axes (upon which NJ is
projected) are interpretable and, above all, possess the same interpretation that axes
of global analysis (in the same manner, due to factor analysis duality, axis of rank s
upon which individuals are projected and axis of rank order s upon which
variables are projected possess the same interpretation).
This representation has the following property: it ca be shown (Escofir & Pagès
1998 p 167) that co-ordinate of set j upon axe of rank s is equal to (zs, Kj). Thus:
10
• Set co-ordinates are always comprised between 0 and 1;
• A small distance between two sets along axe s means that these two sets
include the structure expressed by factor s each one with the same intensity. In
other words, set representations shows which ones are similar (or different)
from the point of view of global analysis factors.
This representation has been introduced as an aid to the interpretation of
representations of individuals and variables. But it possesses its own optimality:
axes upon which NJ is projected, taking into account the usual orthogonality
constraint but also the constraint to be of order 1 (i.e. induced by one direction in
RI), make the sum (and not the sum of squares) of co-ordinates maximum (for axis
s, this sum is equal to the sth eigenvalue of the global analysis). Thus, from the RI²
point of view, the contribution of the set j to axis s is equal to the set j co-ordinate
divided by the sum of co-ordinates (this contribution is equal to the sum of
contributions to axis s, in RI, of variables belonging to the set j).
The set study can be completed by squared cosines computed in RI².
10.1 Data
11
Six pure orange juices (P1 to P6) were selected from the main brands on the
French market. These juices were pasteurised in two ways: thus, three of them
must be stored in refrigerated conditions (R) while the others can be stored at
ambient temperature (A). Here is the list of the six orange juices: Pampryl at
ambient temperature (P1), Tropicana at ambient temperature (P2), refrigerated
Fruivita (P3), Joker at ambient temperature (P4), refrigerated Tropicana (P5),
refrigerated Pampryl (P6).
Ninety-six students in food science, both trained to evaluate foodstuffs and
consumers of orange juice, described each of these six products on the basis of
seven attributes: intensity and typical nature of its smell, intensity of the taste, pulp
content, sweetness, sourness and bitterness.
The serving order design was a juxtaposition of Latin squares balanced for carry-
over effects (MacFie, Bratchell, Greenhoff and Vallis, 1989).
In addition to the sensory investigation, chemical measurements (pH, citric acid,
overall acidity, saccharose, fructose, glucose, vitamin C and sweetening power -
defined as : saccharose + .6 glucose + 1.4 fructose) were carried out.
The data are gathered in a table using the format shown in figure 5. The complete
data table is in the appendix.
Chemical var. Sensory var.
1 k K1=9 1 k K2=7
1
I=6
Figure 5. The orange juices data table
For juice i : xik is the panel average of the sensory variable k or the chemical
measurement k
The ouputs described below come from Spad 2002 software.
12
This data set is interesting from a methodological point of view: the similarity
between the two groups of variables justifies their simultaneous analysis; the
differences between the two groups are sufficiently important to justify the use of
a specific method to highlight common and specific features.
13
• the opposition between fructose and glucose on the one hand and saccharose
and pH on the other hand, connected with the hydrolysis of saccharose,
facilitated in an acid medium;
• the correlation between acidity, pH and sourness;
• the absence of correlation between sweetening power and sweetness : a high
level of sweetness is associated with a low level of sourness (this refers to the
concept of gustatory balance). Thus the strong correlation between saccharose
and sweetness is not due to the direct influence of saccharose but to a high pH.
F1 F2 F3 F4 F5
ratio 0.90 0.80 0.22 0.51 0.35
Table 4. Ratio [(between-inertia) / (total-inertia)]; cf. § 6
14
This representation allows a precise comparison of the clouds NIj. Thus, the figure
9 suggests that the product 5 is highly characteristic from a sensory point of view
though it is not the case from a chemical point of view; conversely, product 2 is
characteristic from the chemical point of view but that does not induce a particular
sensory evaluation.
This can be directly verified in the data (cf. appendix), preferably in the
standardised data that can be compared from one variable to the other. Thus, the
standardised data table shows that product 5 has absolute values higher for the
sensory attributes than for the chemical variables. It is the reverse for he product 2.
In these data, in which the two first factors from MFA are highly correlated to the
corresponding ones from each separate analysis, the superimposed representation
gives a good idea of the representation from separate analysis. This can be
illustrated by the comparison between the representation of partial individuals in
MFA and the representation of individuals from separate PCA (cf. Fig. 10). Thus,
for exemple, the opposition between the products P2 and P4 is much bigger from a
chemical point of view than for a sensory point of view.
15
Regarding the first two MFA factors, these three groups are very similar: the
clouds of individuals they induce (previously denoted NIj ) are very similar. In
particular, removing pH2 and vitamin C has had a weak influence.
11. Conclusion
MFA allows to take into account several sets of variables as active elements in a
unique factor analysis. Its main features are:
• the balancing of the sets of variables;
• outputs specific of the partition of the variables in differents sets ; mainly 1)
the superimposed representations of individuals and of categories 2) the
groups representation.
F2 - 16.29 %
P2 tropicana amb.
1.0
0.5
P1 pampryl amb.
P5 tropicana refr.
-0.5
P3 fruvita refr.
P6 pampryl refr.
-1.0
-2 -1 0 1 2
16
F2 - 16.29 %
0.8
0.4
Vitamin C
pH1
Bitter
pH2
Acidity
Sw eet
0
Citric acid
Saccharose
-0.4 Fructose
-0.8 Pulpy
Sw eetening pow er
F1 - 61.24 %
-0.8 -0.4 0 0.4 0.8
Figure 7. First factorial map from MFA : chemical and sensory variables
17
F2 - 16.29 %
G1F2
0.8
0.4
G2F3
G2F4
G1F3
0
G1F4 G2F1
G1F1 G1F5
G2F5
-0.4
-0.8
G2F2
F1 - 61.24 %
-0.8 -0.4 0 0.4 0.8
F2 - 16.29 %
C
P2 tropicana amb.
1.0
S S
0.5 S
P1 pampryl amb.
C C
P4 joker amb. F1 - 61.24 %
0
P5 tropicana refr.
C
-0.5
C P3 fruvita refr. S
C S
P6 pampryl refr.
-1.0
S
-2 -1 0 1 2
18
PCA on chemical data
F2 - 15.67 % P2 tropicana amb.
1.50
P1 pampryl amb.
0.75
P4 joker amb.
F1 - 69.04 %
0
P5 tropicana refr.
-0.75
Vitamin0.4C -0.4
Acidity Sweet
F1 - 69.04 %
pH1 F1 - 67.77 %
Citric acid
0.8 0.4 -0.4 -0.8 -0.8 -0.4 0.4 0.8
Bitter
pH2
Fructose Odor typicity
Saccharose 0.4
-0.4 Sour
Glucose Taste intensity
Pulpy
0.8
-0.8 Odor intensity
Sweetening power
F2 - 19.05 %
-0.75
P4 joker amb.
P1 pampryl amb.
P3 fruivita refr.
0
F1 - 67.77 %
P5 tropicana refr.
0.75
1.50
P6 pampryl refr.
19
S F2 - 16.29 %
Ambient
0.4
C C
Florida
S
0
0.4 C C
Refrigerated
S
-1.0 -0.5 0 0.5 F11.0- 61.24 %
1.00
F2 - 16.29 %
0.75
0.50
Sensory
0.25
Chem. partim
Chemical
F1 - 61.24 %
0
0 0.25 0.50 0.75 1.00
20
12. References
CARROLL J.D. (1968). A generalization of canonical correlation analysis to three or
more sets of variables, Proc. 76th Conv. Amer. Psych. Assoc., pp. 227-228.
ESCOFIER B. & PAGÈS J. (1994). Multiple Factor Analysis (AFMULT package).
Computational statistics & data analysis 18 121-140
ESCOFIER B., PAGES J. (1988-1998). Analyses factorielles simples et multiples ;
objectifs, méthodes et interprétation. Dunod. Paris.
HOTELLING H. (1936). Relations between two sets of variables. Biometrika, 28, p
129-149.
MACFIE H. J., BRATCHELL N., GREENHOFF, VALLIS L. V. (1989). Designs to balance
the effect of order of presentation and first-order carry-over effects in hall tests.
Journal of Sensory Studies 4 129-148.
PAGÈS J. (1996). Eléments de comparaison entre l’Analyse Factorielle Multiple et
la méthode STATIS. Revue de Statistique appliquée XLIV (4) 81-95.
PAGÈS J. (2002). Analyse factorielle multiple appliquée aux variables qualitatives
et aux données mixtes. Rev Statistique appliquée, L (4), 5-37.
SPAD rel. 5.5, (2002). Système pour l’analyse des données. Logiciel diffusé par
Decisia, Levallois-Perret, 92532 France.
21
Appendix : raw data and standardised data
Joker amb.
Tropicana
Tropicana
deviation
Standard
Pampryl
pampryl
Fruivita
mean
amb.
amb.
refr.
refr.
refr.
Raw data
P1 P2 P3 P4 P5 P6
Glucose 25,32 17,33 23,65 32,42 22,7 27,16 24,76 4,57
Fructose 27,36 20 25,65 34,54 25,32 29,48 27,06 4,41
Saccharose 36,45 44,15 52,12 22,92 45,8 38,94 40,06 9,16
Pouvoir sucrant 89,95 82,55 102,22 90,71 94,87 96,51 92,80 6,11
PH brut 3,59 3,89 3,85 3,6 3,82 3,68 3,74 0,12
PH après centrif. 3,55 3,84 3,81 3,58 3,78 3,66 3,70 0,11
Titre 13,98 11,14 11,51 15,75 11,8 12,21 12,73 1,62
Acide citrique 0,84 0,67 0,69 0,95 0,71 0,74 0,77 0,10
Vitamine C 43,44 32,7 37 36,6 39,5 27 36,04 5,18
Saccharose % 0,41 0,54 0,51 0,26 0,49 0,41 0,44 0,10
Intensité odeur 2,82 2,76 2,83 2,76 3,2 3,07 2,91 0,17
Typicité odeur 2,53 2,82 2,88 2,59 3,02 2,73 2,76 0,17
Pulpy 1,66 1,91 4 1,66 3,69 3,34 2,71 0,99
Intensité goût 3,46 3,23 3,45 3,37 3,12 3,54 3,36 0,14
Caractère acide 3,15 2,55 2,42 3,05 2,33 3,31 2,80 0,38
Caractère amer 2,97 2,08 1,76 2,56 1,97 2,63 2,33 0,42
Caractère sucré 2,6 3,32 3,38 2,8 3,34 2,9 3,06 0,30
Joker amb.
Tropicana
Tropicana
deviation
Standard
Pampryl
pampryl
Fruivita
mean
amb.
amb.
refr.
refr.
refr.
Standardised
Data
P1 P2 P3 P4 P5 P6
Glucose 0,12 -1,63 -0,24 1,67 -0,45 0,52 0 1
Fructose 0,07 -1,60 -0,32 1,70 -0,39 0,55 0 1
Saccharose -0,39 0,45 1,32 -1,87 0,63 -0,12 0 1
Pouvoir sucrant -0,47 -1,68 1,54 -0,34 0,34 0,61 0 1
PH brut -1,23 1,26 0,93 -1,15 0,68 -0,49 0 1
PH après centrif. -1,36 1,21 0,94 -1,09 0,68 -0,38 0 1
Titre 0,77 -0,98 -0,75 1,86 -0,57 -0,32 0 1
Acide citrique 0,75 -0,98 -0,78 1,86 -0,58 -0,27 0 1
Vitamine C 1,43 -0,65 0,19 0,11 0,67 -1,75 0 1
Saccharose % -0,28 1,11 0,82 -1,90 0,55 -0,30 0 1
Intensité odeur -0,52 -0,87 -0,46 -0,87 1,75 0,97 0 1
Typicité odeur -1,38 0,35 0,71 -1,03 1,54 -0,19 0 1
Pulpy -1,06 -0,81 1,30 -1,06 0,99 0,64 0 1
Intensité goût 0,68 -0,91 0,61 0,06 -1,67 1,24 0 1
Caractère acide 0,91 -0,66 -1,00 0,65 -1,24 1,33 0 1
Caractère amer 1,52 -0,59 -1,35 0,55 -0,85 0,71 0 1
Caractère sucré -1,50 0,87 1,06 -0,85 0,93 -0,52 0 1
22
23