Sparse STATIS-Dual via Elastic Net

Carmen C. Rodríguez-Martínez, Mitzi Cubilla-Montilla, Purificación Vicente-Galindo and Purificación Galindo-Villardón
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Carmen C. Rodríguez-Martínez: Departamento de Estadística, Universidad de Panamá, Panamá 0824, Panama
Mitzi Cubilla-Montilla: Departamento de Estadística, Universidad de Panamá, Panamá 0824, Panama
Purificación Vicente-Galindo: Department of Statistics, University of Salamanca, 37008 Salamanca, Spain
Purificación Galindo-Villardón: Department of Statistics, University of Salamanca, 37008 Salamanca, Spain

Mathematics, 2021, vol. 9, issue 17, 1-15

Abstract: Multi-set multivariate data analysis methods provide a way to analyze a series of tables together. In particular, the STATIS-dual method is applied in data tables where individuals can vary from one table to another, but the variables that are analyzed remain fixed. However, when you have a large number of variables or indicators, interpretation through traditional multiple-set methods is complex. For this reason, in this paper, a new methodology is proposed, which we have called Sparse STATIS-dual. This implements the elastic net penalty technique which seeks to retain the most important variables of the model and obtain more precise and interpretable results. As a complement to the new methodology and to materialize its application to data tables with fixed variables, a package is created in the R programming language, under the name Sparse STATIS-dual. Finally, an application to real data is presented and a comparison of results is made between the STATIS-dual and the Sparse STATIS-dual. The proposed method improves the informative capacity of the data and offers more easily interpretable solutions.

Keywords: sparse; STATIS-dual; elastic net; multivariate analysis; multiway tables; regularization (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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