Weighted Euclidean Biplots

Michael Greenacre and Patrick Groenen ()

Journal of Classification, 2016, vol. 33, issue 3, No 5, 442-459

Abstract: Abstract We construct a weighted Euclidean distance that approximates any distance or dissimilarity measure between individuals that is based on a rectangular cases-by-variables data matrix. In contrast to regular multidimensional scaling methods for dissimilarity data, our approach leads to biplots of individuals and variables while preserving all the good properties of dimension-reduction methods that are based on the singular-value decomposition. The main benefits are the decomposition of variance into components along principal axes, which provide the numerical diagnostics known as contributions, and the estimation of nonnegative weights for each variable. The idea is inspired by the distance functions used in correspondence analysis and in principal component analysis of standardized data, where the normalizations inherent in the distances can be considered as differential weighting of the variables. In weighted Euclidean biplots, we allow these weights to be unknown parameters, which are estimated from the data to maximize the fit to the chosen distances or dissimilarities. These weights are estimated using a majorization algorithm. Once this extra weight-estimation step is accomplished, the procedure follows the classical path in decomposing the matrix and displaying its rows and columns in biplots.

Keywords: Biplot; Correspondence analysis; Distance; Majorization; Multidimensional scaling; Singular value decomposition; Weighted least squares (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (3)

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Working Paper: Weighted Euclidean Biplots (2015)
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DOI: 10.1007/s00357-016-9213-7

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