Multiblock principal component analysis with instrumental variables
Multiblock principal component analysis with instrumental variables
Function to perform a multiblock redundancy analysis of several explanatory blocks (X1,…,Xk), defined as an object of class ktab, to explain a dependent dataset Y, defined as an object of class dudi
dudiY: an object of class dudi containing the dependent variables
ktabX: an object of class ktab containing the blocks of explanatory variables
scale: logical value indicating whether the explanatory variables should be standardized
option: an option for the block weighting. If uniform, the block weight is equal to 1/K for (X1,…,XK) and to 1 for X and Y. If none, the block weight is equal to the block inertia
scannf: logical value indicating whether the eigenvalues bar plot should be displayed
nf: integer indicating the number of kept dimensions
Returns
A list containing the following components is returned: - call: the matching call
tabY: data frame of dependent variables centered, eventually scaled (if scale=TRUE ) and weighted (if option="uniform" )
tabX: data frame of explanatory variables centered, eventually scaled (if scale=TRUE ) and weighted (if option="uniform" )
TL, TC: data frame useful to manage graphical outputs
nf: numeric value indicating the number of kept dimensions
lw: numeric vector of row weights
X.cw: numeric vector of column weighs for the explanalatory dataset
blo: vector of the numbers of variables in each explanatory dataset
rank: maximum rank of the analysis
eig: numeric vector containing the eigenvalues
lX: matrix of the global components associated with the whole explanatory dataset (scores of the individuals)
lY: matrix of the components associated with the dependent dataset
Yc1: matrix of the variable loadings associated with the dependent dataset
Tli: matrix containing the partial components associated with each explanatory dataset
Tl1: matrix containing the normalized partial components associated with each explanatory dataset
Tfa: matrix containing the partial loadings associated with each explanatory dataset
cov2: squared covariance between lY and Tl1
Yco: matrix of the regression coefficients of the dependent dataset onto the global components
faX: matrix of the regression coefficients of the whole explanatory dataset onto the global components
XYcoef: list of matrices of the regression coefficients of the whole explanatory dataset onto the dependent dataset
bip: block importances for a given dimension
bipc: cumulated block importances for a given number of dimensions
vip: variable importances for a given dimension
vipc: cumulated variable importances for a given number of dimensions
References
Bougeard, S., Qannari, E.M. and Rose, N. (2011) Multiblock Redundancy Analysis: interpretation tools and application in epidemiology. Journal of Chemometrics, 23 , 1-9
Bougeard, S. and Dray S. (2018) Supervised Multiblock Analysis in R with the ade4 Package. Journal of Statistical Software, 86 (1), 1-17. tools:::Rd_expr_doi("10.18637/jss.v086.i01")