Parallel Analysis of a Correlation or Covariance Matrix
Parallel Analysis of a Correlation or Covariance Matrix
This function gives the distribution of the eigenvalues of correlation or a covariance matrices of random uncorrelated standardized normal variables. The mean and a selected quantile of this distribution are returned.
parallel(subject =100, var =10, rep =100, cent =0.05, quantile = cent, model ="components", sd = diag(1, var),...)
Arguments
subject: numeric: nmber of subjects (default is 100)
var: numeric: number of variables (default is 10)
rep: numeric: number of replications of the correlation matrix (default is 100)
cent: depreciated numeric (use quantile instead): quantile of the distribution on which the decision is made (default is 0.05)
quantile: numeric: quantile of the distribution on which the decision is made (default is 0.05)
model: character: "components" or "factors"
sd: numeric: vector of standard deviations of the simulated variables (for a parallel analysis on a covariance matrix)
...: variable: other parameters for the "mvrnorm", corr
or cov functions
Returns
eigen: Data frame consisting of the mean and the quantile of the eigenvalues distribution - eigenmevpea∗∗:Meanoftheeigenvaluesdistribution−∗∗eigensevpea: Standard deviation of the eigenvalues distribution - eigen$qevpea: quantile of the eigenvalues distribution
eigen$sqevpea: Standard error of the quantile of the eigenvalues distribution - subject: Number of subjects - variables: Number of variables - centile: Selected quantile Otherwise, returns a summary of the parallel analysis.
Details
Note that if the decision is based on a quantile value rather than on the mean, care must be taken with the number of replications (rep). In fact, the smaller the quantile (cent), the bigger the number of necessary replications.
Examples
## SIMPLE EXAMPLE OF A PARALLEL ANALYSIS## OF A CORRELATION MATRIX WITH ITS PLOT data(dFactors) eig <- dFactors$Raiche$eigenvalues
subject <- dFactors$Raiche$nsubjects
var <- length(eig) rep <-100 quantile <-0.95 results <- parallel(subject, var, rep, quantile)
results
## IF THE DECISION IS BASED ON THE CENTILE USE qevpea INSTEAD## OF mevpea ON THE FIRST LINE OF THE FOLLOWING CALL plotuScree(x = eig, main ="Parallel Analysis") lines(1:var, results$eigen$qevpea, type="b", col="green")## ANOTHER SOLUTION IS SIMPLY TO plotParallel(results)
References
Drasgow, F. and Lissak, R. (1983) Modified parallel analysis: a procedure for examining the latent dimensionality of dichotomously scored item responses. Journal of Applied Psychology, 68(3), 363-373.
Hoyle, R. H. and Duvall, J. L. (2004). Determining the number of factors in exploratory and confirmatory factor analysis. In D. Kaplan (Ed.): The Sage handbook of quantitative methodology for the social sciences. Thousand Oaks, CA: Sage.
Horn, J. L. (1965). A rationale and test of the number of factors in factor analysis. Psychometrika, 30, 179-185.
See Also
plotuScree, nScree, plotnScree, plotParallel
Author(s)
Gilles Raiche
Centre sur les Applications des Modeles de Reponses aux Items (CAMRI)