8.5 Principal loading analysis
# devtools::install_github("Ronho/prinvars")
library(prinvars)
library(AER)
data("OECDGrowth")
pla(OECDGrowth,cor=TRUE,thresholds = 0.5)## Explained Variances for each block with threshold 0.5 and mode cutoff :
## Block 1: Features (randd) explain 5.76% of the overall explained variance
## Block 2: Features (gdp85, gdp60) explain 46.07% of the overall explained variance
## Block 3: Features (invest, school, popgrowth) explain 48.17% of the overall explained variance
##
## All blocks together explain 100% of the total variance.
##
## Loadings:
## [,1] [,2] [,3] [,4] [,5] [,6]
## gdp85 0.585 0.743
## gdp60 0.536 -0.622
## invest 0.565 -0.645
## school -0.588 0.701
## randd 0.790
## popgrowth -0.748## $x
## gdp85 gdp60 invest school popgrowth
## Canada 6115.363636 3444.18182 -3.438636e-02 0.015136364 0.0095954545
## USA 8069.363636 7447.18182 -4.888636e-02 0.028136364 0.0052954545
## Japan 724.363636 -4268.81818 7.721364e-02 0.018136364 0.0022954545
## Austria -298.636364 -1089.81818 -5.786364e-03 -0.010863636 -0.0065045455
## Belgium -68.636364 -307.81818 -2.408636e-02 0.002136364 -0.0056045455
## Denmark 2461.363636 1598.18182 2.913636e-03 0.016136364 -0.0043045455
## Finland 831.363636 -286.81818 9.661364e-02 0.024136364 -0.0025045455
## France 1601.363636 733.18182 8.613636e-03 -0.001863636 -0.0002045455
## Germany 1024.363636 902.18182 2.091364e-02 -0.006863636 -0.0051045455
## Greece -7452.636364 -5752.81818 -8.636364e-05 -0.011863636 -0.0031045455
## Ireland -4890.636364 -3462.81818 -8.863636e-04 0.023136364 0.0003954545
## Italy -889.636364 -1830.81818 2.531364e-02 -0.019863636 -0.0037045455
## Netherlands -7.636364 1091.18182 -9.686364e-03 0.016136364 0.0036954545
## Norway 5162.363636 60.18182 6.081364e-02 0.009136364 -0.0033045455
## Portugal -9019.636364 -5951.81818 -2.778636e-02 -0.032863636 -0.0041045455
## Spain -5068.636364 -4000.81818 -6.886364e-03 -0.010863636 -0.0011045455
## Sweden 3881.363636 2447.18182 -2.498636e-02 -0.011863636 -0.0070045455
## Switzerland 5483.363636 5615.18182 2.561364e-02 -0.042863636 -0.0017045455
## Turkey -11794.636364 -6032.81818 -5.628636e-02 -0.035863636 0.0169954545
## United Kingdom 89.363636 1087.18182 -8.188636e-02 -0.001863636 -0.0068045455
## Australia 3672.363636 3907.18182 2.421364e-02 0.007136364 0.0098954545
## New Zealand 374.363636 4652.18182 -2.058636e-02 0.028136364 0.0068954545
##
## $conditional_matrix
## [,1]
## [1,] 1.550556## $x
## gdp85 gdp60 invest school popgrowth
## Canada 6115.363636 3444.18182 -3.438636e-02 0.015136364 0.0095954545
## USA 8069.363636 7447.18182 -4.888636e-02 0.028136364 0.0052954545
## Japan 724.363636 -4268.81818 7.721364e-02 0.018136364 0.0022954545
## Austria -298.636364 -1089.81818 -5.786364e-03 -0.010863636 -0.0065045455
## Belgium -68.636364 -307.81818 -2.408636e-02 0.002136364 -0.0056045455
## Denmark 2461.363636 1598.18182 2.913636e-03 0.016136364 -0.0043045455
## Finland 831.363636 -286.81818 9.661364e-02 0.024136364 -0.0025045455
## France 1601.363636 733.18182 8.613636e-03 -0.001863636 -0.0002045455
## Germany 1024.363636 902.18182 2.091364e-02 -0.006863636 -0.0051045455
## Greece -7452.636364 -5752.81818 -8.636364e-05 -0.011863636 -0.0031045455
## Ireland -4890.636364 -3462.81818 -8.863636e-04 0.023136364 0.0003954545
## Italy -889.636364 -1830.81818 2.531364e-02 -0.019863636 -0.0037045455
## Netherlands -7.636364 1091.18182 -9.686364e-03 0.016136364 0.0036954545
## Norway 5162.363636 60.18182 6.081364e-02 0.009136364 -0.0033045455
## Portugal -9019.636364 -5951.81818 -2.778636e-02 -0.032863636 -0.0041045455
## Spain -5068.636364 -4000.81818 -6.886364e-03 -0.010863636 -0.0011045455
## Sweden 3881.363636 2447.18182 -2.498636e-02 -0.011863636 -0.0070045455
## Switzerland 5483.363636 5615.18182 2.561364e-02 -0.042863636 -0.0017045455
## Turkey -11794.636364 -6032.81818 -5.628636e-02 -0.035863636 0.0169954545
## United Kingdom 89.363636 1087.18182 -8.188636e-02 -0.001863636 -0.0068045455
## Australia 3672.363636 3907.18182 2.421364e-02 0.007136364 0.0098954545
## New Zealand 374.363636 4652.18182 -2.058636e-02 0.028136364 0.0068954545
##
## $cc_matrix
## [,1]
## [1,] 1.550556Referências
Bauer, Jan O, and Bernhard Drabant. 2021. “Principal Loading Analysis.” Journal of Multivariate Analysis 184: 104754. https://arxiv.org/abs/2007.05215.