A NNALES DE LA FACULTÉ DES SCIENCES DE T OULOUSE
S IMPLICE D OSSOU -G BÉTÉ A XEL G RORUD
Biplots for matched two-way tables
Annales de la faculté des sciences de Toulouse 6
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o4 (2002), p. 469-483
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- 469 -
Biplots for matched two-way tables
(*)SIMPLICE
DOSSOU-GBÉTÉ (1),
AXEL GRORUD (2)Annales de la Faculte des Sciences de Toulouse Vol. XI, n° 4, 2002
pp. 469-483
RESUME. - Cet article a pour objet l’analyse exploratoire de tableaux apparies a deux entrees et leur representation par des « biplots ». Ce faisant, nous revoyons la decomposition en valeurs singulieres des matri-
ces reelles et complexes. 11 est montre comment des methodes classiques, initialement introduites pour analyser des tableaux carres, s’etendent a ce
cadre plus general. L’interpretation en terme de modele de ces « biplots »
est aussi tiree au clair.
ABSTRACT. - This paper is an investigation into the exploratory analy-
ses of matched two-way tables and their biplot visualizations. In doing so, we revisit the singular value decomposition of real and complex matrices.
It is shown how standard methods, initially derived for the analysis of
square tables, extend to this more general setting. The modeling inter- pretation of these biplots is also elicited.
(*) > Recu le 18 septembre 2001, accepte le 18 septembre 2002
(1) Universite de Pau et des Pays de l’Adour, Laboratoire de Mathematiques Ap- pliquees, Avenue de l’Université, 64012 Pau Cedex.
E-mail: [email protected]
2 ~ Universite de Provence, Centre de Mathematique et d’Informatique, 39 rue Joliot Curie, 13453 Marseille Cedex 3.
E-mail: [email protected]
1. Introduction
A central
concept
in theanalysis
of square tables is that ofsymmetry and, consequently,
that ofdeparture
fromsymmetry (Caussinus [2]).
This isillustrated in several
analyses:
some are model based(Caussinus [2]
and vander
Heijden
andMooijaart [20]),
some are matrix based(Constantine
andGower
[5],
Escoufier and Grorud[8],
and Greenacre[14]),
some are mixed(van
derHeijden
et al.[19]).
In theexploratory approaches
the square ta- ble underconsideration, possibly pre-processed,
issplit
into twomatrices,
asymmetric part
and askew-symmetric part.
In thegeneralized
linear mod-eling approach, analogous decompositions
are considered for thepredictor (see
van derHeijden
andMooijaart [20]).
A similar
decomposition
can be elaborated for a set of two matchedtwo-way
tables. Theconcept
ofsymmetry
translates into theconcept
of a"common"
part,
whiledeparture
fromsymmetry
intodeparture
from thecommon
part,
that is the"specific" part.
Most statisticalanalyses
addressedto square tables can then be extended. As
expected by
the aficionados of squaretables,
it turns out thatdescriptive
andmodeling points
of view areclosely
intertwined.What follows is an
investigation
into theexploratory analysis
of a setof two matched
two-way
tables and theirbiplot
visualizations. It is shown how standardmethods, initially
derived for theanalysis
of squaretables,
extend to this more
general setting.
This is illustrated on a data set that wepresent
in section 2. Theconcepts
of extendedsymmetry (the
"common"part)
and extendedskew-symmetry (the "specific" part)
are defined in sec-tion 3. In section
4,
we consider thesingular
valuedecomposition
of realand
complex
matrices for theanalysis
of extendedsymmetry
and extendedskew-symmetry.
Thecorresponding biplot
visualizations andinterpretations
are
presented
in section 5. Asexpected,
thesedescriptive techniques develop
into intermediate models in a
hierarchy
of well-known linear models. The last section is devoted to thisdevelopment.
2. Data
We consider the results of the two referenda held in New Caledonia in 1988 and 1998 taken from an article of Jean-Louis Saux in "Le Monde"
dated
Tuesday
10 November 1998(see
Table1 ) .
The size of this data set is rather small but this is intended to balance theintricacy
of the statisticalinterpretation
of thebiplots
that wepresent
here.2.1. Matched
two-way
tablesTable 1
exemplifies
the situation where a set of two matchedtwo-way
tables is of interest: thepotential
voters are cross-classifiedaccording
totheir vote
( abstention, blanc, oui, non)
and theirprovince (iles, Nord, Sud)
on these two occasions. This will appear as a
simple
extension of theconcept
of squaretables, namely two-way
tables which are cross-classifiedaccording
to two
homologous
factors(with
levels in one-to-onerelationship).
Howeverin our case,
nothing
is squareexcept
for the unobservedgeographical
mo-bility
table andvoting
transition table which would be ofgreat
interest! A similar butsimpler
situation isinvestigated
inMcCullagh
and Nelder[17,
subsection
9.3.3]
where the estimation of voter transitionprobabilities
frommarginal frequencies
is considered.Here,
theanalysis
aims atdetecting
vote(I)
xprovince (J)
interactionsand, possibly,
their evolutions over occasion(T
=1, 2).
Table 1. - Referenda in New Caledonia in 1988 and 1998.
2.2.
Pre-processing
Since we are
dealing
with countdata,
it isquite
natural tokeep
in minda Poisson kernel.
Approximate normality
is then derivedby using
the square root transformation. Such apre-processing provides
two matchedmatrices,
the entries of which are
normally
distributed with constant variance of~.
Normality
and matrix form are here ofspecial
interest since we want to useleast-square methods, namely
thesingular
valuedecomposition
of matrices.Finally,
each table is double-centred to filter(additive)
main effects whilepreserving higher
order interactions. A model basedinterpretation
of thispre-processing
will begiven
in section 6.In
passing
we note that the square root transformation has been also advocated on differentgrounds
for thesingular
valuedecomposition
of amatrix of row
profiles (Domenges
and Volle[6]).
3. Extended
symmetry
and extendedskew-symmetry
Let A and B denote the
resulting
matched matrices. Let C= 2 A -I- 2 B
and D
= 2 A - 2 B.
Matrix C isinterpreted
as the "common"part
of the matched t ables A and B while D( - D )
is the"specific" part
of A over B(B
overA).
.It is
easily
seen that these extend bothconcepts
ofsymmetry
and skew-symmetry
for a square matrix. If A is a squarematrix, possibly pre-processed,
let B= A’,
thetranspose
of A. Then C and D reduce to thedecomposi-
tion of a square matrix A into its
symmetric
andskew-symmetric parts:
C= 2A-~ 2A’ 2A’
with D = -D’.Considering
a square table A as a set of matched tables Aand A’
is notnew: this "trick" is used in a
modeling
context forfitting quasi-symmetry (see
the "three dimensionalrepresentation
ofquasi-symmetry"
inBishop, Fienberg
and Holland[1]).
It turns out that it can also be used to fit reduced rank models(Falguerolles [9]
andFalguerolles
and van derHeijden [12]).
The "common" matrix C and the
"specific"
matrix D for theexample
are
given
in Table 2.Table 2. - Matrices C and D for the example.
4.
Singular
valuesdecompositions
Biplot
visualizations for agiven
data matrix AI are derived from reduced rankapproximations
obtainedby (generalized) singular
valuedecomposi- tion,
where theseapproximations
areleast-squares optimal (Gabriel [13]).
We review some of the
singular
valuedecompositions
which can be consid-ered for
the joint analysis
of tables A and B(or
of C andD).
. We omitall discussion
pertaining
to metric choice in thepossible
use ofgeneralized singular
valuedecomposition although
werecognize
that thesepotentially
affect the visual
aspects
of associatedbiplots.
4.1.
Concatenating
A and BOne obvious
strategy
is toanalyse
the(pre-processed)
block matrices:In the
example
the firstanalysis
may reveal thechange
of votecategories
for fixed
provinces
and the second the difference betweenprovinces
for fixedvote
categories.
Thisapproach
is notpursued further, mainly
for its lack ofsymmetry
withrespect
to thecross-classifying
factors I and J.4.2. Extended Constantine-Gower
decomposition
This
approach
concentrates onseparate analyses
ofC,
the "common"part,
andD,
the"specific" part.
See Constantine and Gower[5]
for theanalysis
of a square table A where C= 2 A -I- 2 A’
and D= 2 A - 2 A’.
.Indeed,
wehave ~A~2+~B~2 = !!C1p + IIDI12 (for
the Frobeniusnorm).
In the
example,
since C and D are double-centred(by heredity)
andsince
they
each have smallest dimensionequal
to3,
C and D have maximalorder 2 which is here the case.
Applying
thesingular
valuedecomposition
to matrices C andD,
it turnsout that C has
general
form:while D has:
with standard notation. The ranks of C and D
being 2,
eachsingular
valuedecomposition gives
rise to a two-dimensionalbiplot
whichfully
visualizesits
corresponding
matrix.Table 3. - The squared singular values of C and D.
The
squared singular
values of C and D arereported
in Table 3 as wellas their total. The
modeling interpretation
of the latter will begiven
insection 6. The first
singular
value of D isquite large
and evenlarger
thanthe second
singular
value of C. This indicatessignificant changes
betweenthe two referenda. This was noted in "Le Monde" where Jean-Louis Saux stated that "l’evolution est donc considerable" .
Note that the
singular
valuedecomposition
of the block matrix:collects the
singular
elements of both C andD,
thusordering
the dimensionsattributable to each
aspect (Greenacre [14, 15]).
.4.3. Extended
complex decomposition
The idea is to
analyse
thecomplex
matrix C + iDby complex singular
value
decomposition (Steward [18]).
We have +and
complex singular
valuedecomposition provides complex
left andright singular
vectors and realpositive singular
values. Note that eachpair
ofassociated
complex
left andright singular
vectors aregiven
up to aproduct by complex conjugate
scalars with unit norm. This lack ofidentifiability
isovercome
by introducing
one constraint. Escoufier and Grorud[8]
used thisapproach
for theanalysis
of a square table A where C =2 A
+2 A’
andD
= 2 A - 2 A’.
See alsoChino,
Grorud and Yoshino[4].
Again,
considerations of dimensions and calculations show thatC-E-iD
is of order 2. Thesquared
realsingular
values obtained in thecomplex singular decomposition
ofC + iD
aregiven
in Table 4 as well as their sum ofsquared
values.
Table 4. - The singular values of C + iD.
The order one
complex approximation
of C + iD is :which can be rewritten as:
In
(2),
the realpart approximates C,
the "common"part,
while theimag- inary part approximates D,
the"specific" part. Interestingly,
it turns out that the entries of theapproximation
of C can be read as an innerproduct
in a two-dimensional Euclidean space while the entries of the
approximation
of D as
signed
areas in the same space. Remember that D is the"specific"
part
of A over B and -D the"specific" part
of B over A: thissign change
translates as an orientation
change
wheninterpreting corresponding
areasin the
biplot (see Figure 3).
Thus the I levels and the J levels will be
represented
in the form of aunique biplot
with tworeadings:
one for the "common"part C,
and one forthe
"specific" parts
D(and -D)
..Note that the
singular
elements ofC + iD
can be obtainedby performing
the
singular
valuedecomposition
of(see
Durand[7,
page33-34],
Chakak et al.[3]
and Grorud[16]).
Thesingular
values occur in constant
pairs
and the order 2approximation
of AI has thefollowing
structure:The
complex
order 1 reconstruction of C + iD obtained in(1)
can thus beeasily
recovered. In otherwords,
the order onecomplex approximation
ofC + iD is
nothing
else but the order two realapproximation
of the blockmatrix M.
Thus,
in asingle operation,
either thecomplex singular
value decom-position
of C + iD or the realsingular
valuedecomposition
of Mproduces
reduced rank
approximations
for C and D. Inthese,
a one-dimensional com-plex singular
element of C + iDprovides
bi-dimensional elements for theapproximation
of C and D.5.
Biplot
visualizationsWe consider
biplot
visualizations for theexample
and discuss their prac- tical use.Figure 1. - Biplot of C: I, N, S are province categories
(A)
and a, b, n, n vote categories
(+).
Figure 2. - Biplot of D.
Figure 3. - Biplot of the approximations of C and D given by the first order approximation
of C + iD: the first bi-dimension.
The rank 2
biplots
for C and D aregiven
inFigure
1 andFigure
2. Therank 1
biplot
for C + iD isgiven
inFigure
3.All
visualizations, Figure
1 andFigure
2 on the one hand andFigure
3on the
other,
tellbasically
the samestory. And, given
the small size of theexample,
thestory
could have been readdirectly
from Table 2: the overallstrong
non attitude and lack of abstention and blanc in the Province duSud,
with an increase in oui and a decrease of abstention from 1988 to
1998;
the overallstrong
abstention attitude and lack of non in the Province desÎles,
with an increase of abstention and decrease of oui from 1988 to 1998 ...
As an illustration of the
reading
of thecomplex biplot (see Figure 3),
we consider the vote oui in the Province du Nord. The
corresponding
valuesin Table 2 are 11.06 for matrix C
(a positive
attitude in bothreferenda)
and -5.21 for matrix D
(a declining
attitude in 1998compared
to1988).
An
approximation
of these two numbers can be recovered from thecomplex biplot (Figure 3).
Thereading
goes as follows. Let 0 be theorigin.
Forthe "common"
part,
it is the innerproduct
betweenON
andOo
whichapproximates 11.06;
the acuteangle
tells thepositivity
of thecorresponding
value and it turns out that the
approximation
isequal
to 1.85. For the"specific" part
it is twice the area oftriangle
ONO whichapproximates
- 5.21;
The fact that we go clockwise from N to o tells thenegativity
ofthe
corresponding
values and it turns out that theapproximation
isequal
to -3.99. These different
readings
on a commonbiplot
are visualized onFigure
3.5.2. Two for one better than one for two?
Are two different
readings
on the samebiplot
better than the samereading
on two differentbiplots?
Firstly,
we note that thecomparison
betweenbiplots
ofFigure
1 andFigure
2 on the onehand,
and ofFigure
3 on the other is biased: a faircomparison
would oppose two rank 1biplots,
one for C and one forD,
tothe rank 1
biplot
of C + iD which isrepresented
in dimension 2!Table 5. - Constantine-Gower approach: order 1 approximations
of matrices C and D for the example.
Table 6. - Escoufier-Grorud approach: order 1 approximations of matrices C and D for the example.
Table 5 and 6
report
the numerical values of theapproximations given by
the first
singular
elements for both methods. An overall measure of residualerror for each
approach
is the total of two sums ofsquared
differences: thesum of
squared
differences between C and its order 1approximation
andthe sum of
squared
differences between D and its order 1approximation.
The Constantine-Gower
approach gives
342.51 while the Escoufier-Grorud 312.21. In thisexample,
thecomplex biplot
iswinning by
a hair’s breadth!This is
certainly
factual. The naturalbi-dimensionality
ofbiplots
con-structed under the
complex approach
is moreimportant
in thiscomparison:
biplots
are bestdisplayed
in two-dimensions. But theprice
to pay is theprovocative
constraint to look at onepicture
with two differentpairs
ofglasses.
6. The
modeling
connectionIn this
section,
amodeling point
of view is taken up forcomparing
thetwo
approaches.
As
already
mentioned in subsection2.2,
under a Poisson kernel for theinitial
data,
the square root transformationgives
data which are approx-imately
Gaussian with constant variance~.
Thedesign
iscomplete
andbalanced: there is one observation for each cell of the I x J x T classification where I denotes the vote
categories,
J the Provincecategories
and T thetwo occasions.
In this Gaussian context with
complete
and balanceddesign:
1. the double
centring
of each table isnothing
else butconsidering
theresiduals
of an I * T + J * T
model fitted under theidentity link,
2. the "common"
part
C contains the I x J interaction.3. the
"specific" parts
D and -D contain residuals from the modeltwo-way
interactions.The
biplot analyses
of C and D are interleaved in the above-mentioned linear models andcorrespond
to bilinear models(see Falguerolles
and Fran-cis
[11]
andFalguerolles [10]).
Inparticular,
twice the sum ofsquared
sin-gular
values of C(and D)
isequal
to the difference of sum ofsquared
residuals between models
I * T + J * T + I * J and I * T + J * T (I * J * T
and
7~T+J~r+7~J).
This factor of 2 occurs since the size of the data set(A
andB)
is twice the number of entries in eitherC,
D or C + iD.The
biplot analysis
of C + iD is also interleaved in the linear models I * T + J * T and I * J * T. But now, thecomplex singular
valuedecompo-
sition of C + iD
gives
rise to twobi-dimensions,
each bi-dimensiondefining
an
approximation
of C and D. Due to theidentifiability constraints,
the in- troduction of the kth ordercomplex singular
elements toprevious
elementsresults in the
specification
of 2 *(1
+ J -dk)
newindependant parameters where dk
= + 2 if k > 1 andd1
= 3.The usual
goodness-of-fit
measures are summarized in Table 7 whichpresents
in amodeling
context the resultsalready
obtained in thebiplot exploration
of the data(compare
Table 3 and Table4).
Although
sandwiched between the linear models and7~J~T,
,the model obtained
by adding
thepredictors
derived from the first orderapproximation
of C and D to the baseline linear modelnot included in Table 7. Its sum of
squared
residuals isequal
to 685.02(663.78
+21.24)
with 4degrees
of freedom. But it turns out that aslightly
better fit is obtained with the model where the
predictors
derived from thefirst order
approximation
ofC + iD
are added to to the baseline linear model7~+J~r:
as seen in Table7,
the sum ofsquared
residuals is thenequal
to624.43 with 4
degrees
of freedom. Twlice the hair’s breadth of subsection 5.2!In
passing
we note that themodeling approach
is best suited when thereare
missing
or structural values in the data. In this case, real orcomplex
sin-gular
valuedecompositions
cannot bedirectly applied
and iterative methods must be considered.7.
Concluding
remarksThe central trick in this paper is the Gaussian
assumption
with iden-tity
link in a balanceddesign.
Under theseassumptions,
a reduced rankapproximation
for both the "common"part
and the"specific" part
can besimultaneously attempted:
thesingular
elements are embedded. It is well- known that thisproperty
does not hold in othersettings.
Inparticular,
forsquare tables and under a Poisson
assumption
withlog link,
a morerigid point
of view is often recommended:. If
quasi-symmetry
isrejected
thenonly departure
fromquasi-symmetry
is to be modelled
by
a reduced rank model.. If
quasi-symmetry
isaccepted
thenonly
thesymmetric part
is to be modelledby
a reduced rank model.See,
forexample,
the discussions in van derHeijden
andMooijart [20],
Greenacre
[14]
andFalguerolles
and van derHeijden [12]
which caneasily
beextended to matched tables. A more flexible
approach
is tokeep
thespirit
of
complex conjoint approximation
of C and D but this is another debate which is similar to that oftype I,
II and III sum of squares in varianceanalysis.
The two for one
approach
seems hard togeneralize
further than the Gaussian case. Inprinciple,
Escoufier-Groruddecomposition (see
subsec-tion
4.2)
could beincorporated
in thepredictor
ontop
of the baseline linear model I * T + J * T. . But estimationprocedures
are not available at themoment.
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