What is

Multidimensional
•
Scaling [MDS] ?
Anthony P.M. Coxon
– Emeritus Professor of Sociological Research Methods, University
of Wales
– Honorary Professor, Cardiff University
– Honorary Professorial Research Fellow, University of Edinburgh
– Co-founder & Co- Director of MDS software packages,
• MDSX [OS] (freeware)and
• NewMDSX for Windows (not-for-profit)
• Website: www.newmdsx.com
• Course materials: http://apmc.newmdsx.com/
• see my entry on multidimensional scaling in
Lewis-Beck, M.S. et al, eds (2004) The Sage Encyclopaedia of
Social Science Research Methods. London Sage Publications )

What is MDS?
Mod: 11/ 2009 Prof APM Coxon, U Cardiff
1
 ORIGINS / DEVELOPMENT OF MDS

• MDS (aka “Smallest Space Analysis”)

– Has origins in Psychometrics in 1920-’60s:
• Scale construction and dimensionality reduction
• Underwent major burst of development in 1960s due to
“non-metric revolution”(Coombs) and computing
developments allowing iterative estimation
– Originally designed for analysis of LTM of dis/similarities data ,
taking a range of measures (not just PM correlations):
• “anything which, by an act of faith, can be considered a similarity”
(Shepard)
– Extended rapidly to deal with wide range of other types of data
• Rectangular matrices ; triads, pair-comparisons, free-sorting
• “stacks” of matrices (3-way scaling – INDSCAL)

What is MDS?
U Winchester 12/09 Prof APM Coxon, Cardiff U 2
 CONSTRUCTING A MAP …
– Given a map, it’s easy to calculate the distances between
the points …
– MDS operates the other way round:
• Given the data [ interpreted as quasi “distances” ] it
attempts to find the configuration [location of
points] which generated the distances
» This is “Classic MDS”: developed in 1930s – but
imperfect, not robust, & works only if data are ratio.
• Whereas more recent MDS can work when only the
ordinal information exists: “Non-metric” = ordinal
MDS (Coombs / Kruskal “non-metric revolution” )
• What?? You can create an accurate map from only
the rank –order of the distances???

Yes! And it works!!  

3
 The RANK of distances can recover the Map…
though not the coastline 
NEWMDSX (RUNSCRIPT + SYNTAX)
RUN NAME Rank of Scottish distances,
COMMENT 1 = smallest; 120 = max; dissimilarity data
F3.3, p48 The User’s Guide to MDS
N OF STIMULI 16
PARAMETERS DATA TYPE(1)
LABELS BERWICK
EDINBURGH
GLASGOW
STRANRAER
AYR
PERTH
DUNDEE
ABERDEEN
STIRLING
OBAN
FORT_WM
INVERNESS
KYLE_LOCHALSH
BRAEMAR
ULLAPOOL
THURSO
READ MATRIX
17
53 11
92 68 36
70 30 4 11
34 7 19 83 45
27 8 29 93 58 1= Perth-Dundee
63 56 83 115 103 35 24
43 4 2 58 21 3 14 66
99 57 26 72 36 43 63 98 28
96 60 39 89 62 41 49 79 33 6
100 75 75 112 97 45 49 48 60 52 22
111 89 78 107 89 72 81 94 70 26 9 23
67 36 51 106 80 15 10 19 30 65 30 15 54
114 105 101 119 109 85 87 86 88 68 40 16 17 55
117 113 115 120 119 103 102 77 110 107 95 47 62 74 42
COMPUTE
= Stranraer - Thurso

U. Winchester What is MDS? 4

12/09 Prof APM Coxon, Cardiff U
 WHAT IS MULTIDIMENSIONAL
SCALING?
A student’s definition:
– If you are interested in how certain objects relate to each
other … and if you would like to present these relationships
in the form of a map then MDS is the technique you need”
(Mr Gawels, KUB) A good start!

– MDS provides …
• a useful and easily-assimilable graphic visualisation of all
sorts of data
– Tukey: “A picture is worth a thousand words”
• In a user-chosen (small) # of dimensions
• providing a graphical representation of the structure
underlying a complex data set
• And measure how well / badly the solution distances match
the data dissimilarities (Stress)

What is MDS?
Prof APM Coxon, Cardiff Uni
Uni Winchester 12/09 5
 MDS is a family of models
differentiated by …
– (DATA) the empirical inter-relationships between
a set of “objects”/variables which are given in a
set of dis/similarity data
» Basically, type of input data, defined by their “Way” and
“Mode” [e.g. 2W1M]. (Cf observations vs data)

– (FUNCTION) data are then optimally re-scaled

(according to permissible trans-formations for the
data) in terms of …
» Choice of level of measurement [e.g. ordinal ]

– (MODEL) the assumptions of the model chosen to

represent the data
» Usually (Euclidean) Distance model

What is MDS?
Prof APM Coxon, Cardiff U
U Winchester, 12/2009 6
 VARIANTS OF MDS due to type of
data
MDS can be used with a wide variety of DATA
e.g.: SORTS OF DATA
– direct data (pair comparisons, ratings, rankings,
triads, counts)
– derived data (profiles, co-occurrence matrices,
textual data, aggregated data)
– measures of association etc derived from simpler
data, and
– tables of data.
• TYPES of DATA
• Described by WAY (2W=matrix; 3W=stack of matrices …)
• And MODE (# sets of distinct objects – eg variables,
subjects)
– E.G. 2W1M; 2W2M; 3W2M … 7W4M

Uni Winchester 12/09 What is MDS? 7

Prof APM Coxon, Cardiff Uni
 VARIANTS OF MDS MODELS due to
TRANSFORMATIONS
MDS can also be used with a wide variety of:
Transformations (“levels of measurement”)
• monotonic (ordinal),
• linear/metric (interval),

… but also

– Splines (SPSS PROXSCAL)

• local preservation of distance

– log-interval (MRSCAL),
– Power (MULTISCALE)
– “smoothness”

What is MDS?
Prof APM Coxon, Cardiff U
Uni Winchester 12/09 8
 VARIANTS OF MDS due to type of MODEL
• DISTANCE “Minkowski-r”
– Usually Euclidean (r=2)
• Less often “City Block”, r=1
– Sometimes “Dominance”,
r=∞≈ 32
• SCALAR PRODUCTS/Factor
• scalar product : a ・ b = |a| |b| cos θ
– E.g. Covariance, PM Correlation
– As used in PCA, FA, MDPREF
• COMPOSITION
– Most usually, Additive (cf ANOVA), as in
Impression Formation:
– X(i.j) = a(i) + b(j) + …
• nb Ordinal.non-metric ANOVA
– But also, difference, product, mixed

What is MDS?
Prof APM Coxon, Cardiff Uni
Uni Winchester 12/09 9
 HOW DOES MDS WORK?
• Iteratively!
• START: Produce Init. “Guestimate” Configuration
• (a) FIT
– Calculate distances (d)
– Compare with data (δ) [via Ordinal regression]
– Calculate overall badness -of-fit measure
» Stress (d- δ) … well, almost! Actually more complex
» Perfect/Acceptable?  EXIT
• (b) IMPROVE: For each point,
– find direction of improvement (don’t ask: calculus! Derivatives!)
– How far to move? Step-size (call it ‘heuristic’ ; “parachute & mist”)
• (c) MOVE configuration/points
• BACK TO (a)

What is MDS?
Prof APM Coxon, Cardiff Uni
Uni Winchester 12/09 10
 MDS PROGRAMS:
1. Usually either “General Purpose” Package (SPSS )
– Basic Model for 2W1M data: PROXSCAL and 3W2M INDSCAL
– Also contains CORRESP, HICLUS and (in >SPSS13 ) PREFSCAL (2W2M)
2. or “Library” : set of programs, each specific to Data-
shape, Trans & Model (e.g. NewMDSX for Windows); includes
– BASIC 2W1M SCALING:
• Non-metric (ordinal) MINISSA , Metric (MRSCAL) linear,
• Clustering (Hierarchical & Non-hierarchical)
– 2W2M (“Rectangular”) SCALING:
• Multidimensional … Preference, Triads, Unfolding, Sorting
– 3W2M (and higher) SCALING:
• Individual Differences (INDSCAL), (Tucker) Points-of-View
• Procrustean IndDiffs (Lingoes’ PINDIS)
• Or “ Interactive “ Package (PERMAP via NewMDSX)
• primarily for basic model
• Visually animated
• Superb diagnostic procedures

What is MDS?
Uni Winchester 12/2009 Prof APM Coxon, Cardiff Uni 11
 SITES & SOFTWARE:
SITES
– NEWMDSX AND DOCUMENTATION:
http://www.newmdsx.com

– INTERACTIVE PERMAP (Heady)

» (presently obtained via NewMDSX)

– THREE-WAY SCALING (Kroonenberg)

– http://www.leidenuniv.nl/fsw/three-mode/content.htm

– FORREST YOUNG’S VISTA (Visual Statistics)

http://forrest.psych.unc.edu/research/index.html

What is MDS?
Prof APM Coxon, Cardiff Uni
Uni Winchester, 12/09 12
 WHAT IS MDS?

… and now for an

example!

What is MDS?
Prof APM Coxon, Cardiff Uni
UniWinchester 12/09 13
 APPENDICES

1. Interpretation: Headlines
2. MVA & MDS

Professor APM Coxon 14

MDS: Interpretation: Headlines
 For Euclidean Distance MDS: "What information is
stable/significant?“
 Beware Local minima [PERMAP]
 Remember: You may translate, reflect, (rigidly) rotate
the configuration: do so! [e.g. NewMDSX Graphics;
PERMAP]
 “CLEARING UP” Configuration: [PERMAP]
 Map Evaluation & Diagnostics; Points and Links;
selective removal and hints of structure via Waern’s
Graphic links.
 BASIC STRUCTURES:
 Regional: what points are close to each other and distant
from others? CLUSTERING [(HI)CLUS, SPSS]
 Linear: directions in space where some property is
increasing: External properties [PRO-FIT NewMDSX],
 If you must ... dimensions -- remember changing the
origin or dimensional orientation has no effect on
relative distance. Most MDS rotated at end to PCA ...
Unlike FA, dimensions may/ may not have importance.
 SIMPLE STRUCTURES
 dimensions, yes -- but also other simple structures
(“horseshoes”, radex/circumplex).
Professor APM Coxon 15
 MDS & other “Dimensional”
Multivariate Analysis models

What is MDS?
Prof APM Coxon, Cardiff Uni
Uni Winchester 12/09 16
SOME POSSIBLE WEAKNESSES in
MDS
Thereproperties
• Relative ignorance of the sampling/inferential ARE any??!of
stress
• But, simulation (Spence), MLE estimation
• Prone-ness to local minima solutions
• but less so, and multiple starts & interactive programs like PERMAP allow
thousands of runs to check
• A few forms of data/models are prone to degeneracies
– especially MD Unfolding, but see new PREFSCAL in SPSS14)
• difficulty in representing the asymmetry of causal models
– though external analysis is very akin to dependent-independent
modelling,
– there are convergences with GLM in hybrid models such as CLASCAL
(INDSCAL with parameterization of latent classes)

What is MDS?
Research Methods Prof APM Coxon, U Edinburgh
Festival 2006 17