Internet Publikation für Allgemeine und Integrative Psychotherapie
(ISSN 1430-6972)
IP-GIPT DAS=23.10.2002 Letzte Änderung: 14.05.15
Impressum: Diplom-PsychologInnen Irmgard Rathsmann-Sponsel und Dr. phil. Rudolf Sponsel
Stubenlohstr. 20 D-91052 Erlangen Mail:Sekretariat@sgipt.org
Anfang _ Trapezoid (7.3) _ Überblick _ Relativ Aktuelles _ Rel. Beständiges _ Titelblatt _ Konzept _ Archiv _ Region _ Service iec-verlag _ Zitierung & Copyright _
___Wichtige Hinweise zu Links und Empfehlungen
Willkommen in der Abteilung Wissenschaftstheorie, Methodologie und Statistisch-Mathematische Methoden in der Allgemeinen und Integrativen Psychologie, Psychodiagnostik und Psychotherapiehier zu Matrizen in der Psychologie und Psychotherapie:Dokumentation Rundungsfehler & Kollinearität
am THURSTONEschen Trapezoid- Beispiel
Zur korrigierten Version (23.10.2)von Rudolf Sponsel, Erlangen [Quelle Kap. 7.3]
Internet-Erstausgabe 15.6.2001, letzte Änderung 23.10.2002Es wird gezeigt, daß der Verlust der Positiven Definitheit der Korrelationsmatrix des Thurstone'schenein Trapezoids ein Ergebnis des Zusammenwirkens von Kollinearität und Rundungsfehler ist.
Inhalts-Überblick
0. Ergebnis: Zusammenfassung - Abstract
1. Einführung
2. TRAPEZOID Illustration
3. Übersicht der Ergebnisse & Bibliografische Belege
4. Detail Analysen
(1) Values measured with 2-digit input accuray calculed
(2) Values are computed and not measured with 17-digit-input-accuracy & calculed
(3) Values are computed and not measured with 4-digit-input-accuracy calculed
(4) Values are computed and not measured with 3-digit-input-accuracy read
(5) Values are computed and not measured with 2-digit-input-accuracy read
(6) Values measured with 2-digit input accuracy read
5. Überblick der berechneten Trapezoid-Parameter
6. OMIKRON-Basic-Programm zur Berechnung der Parameter des THURSTONEschen Trapezoids
7. Querverweise
0. Ergebnis: Zusammenfassung - Abstract
Die Parameter des THURSTONEsche Trapezoid Beispiels werden nicht wie bei THURSTONE empirisch gemessen, sondern mit 17-stelliger-Genaugikeit berechnet. Das Beispiel THURSTONEs hat 4 negative Eigenwerte und seine positive Definitheit verloren. Das mit 17-stelliger Genauigkeit berechnete Trapezoid und die mit 17-stelliger Genauigkeit berechneten Korrelationskoeffizienten produzieren keinen negativen Eigenwert mehr, gewinnen die positive Definitheit also zurück; die numerische Instabilität nimmt ansonsten - paradoxerweise? - eher zu: Rundet man die 17-stellig genauen Korrelationskoeffizienten beim Einlesen auf, so werden beim Runden auf 3 oder 4 Stellen je ein negativer, beim Runden auf nur zwei Stellen wieder 4 negative Eigenwerte produziert. Das ist ein Beweis dafür, daß der Verlust der Positiven Definitheit hier auf das Zusammenwirken von Kollinearität und Rundungsfehlern zurückgeführt werden kann. 1. Einführung
Thurstone, der Begründer der multiplen Faktorenanalyse, hat aus didaktischen und argumentativen Gründen einige Beispiele ersonnen, um die Idee der Faktorenanalyse plausibel und anschaulich zu begründen. Eines seiner berühmtesten Beispiele ist die Messung (nicht Berechnung, das haben wir hier ergänzend gemacht) der verschiedenen abgeleiteten Parameter eines Trapezoids. Die Messung und Nicht-Berechnung sollte die empirische Situation simulieren. Die verschiedenen Messungen und Vorgaben sorgen dann auch dafür, daß es genügend unterschiedliche Werte und damit auch unterschiedliche Korrelationskoeffizienten gibt. Das Trapezoid wird nun durch die vier Parameter a,b,c,h vollständig bestimmt. Alle anderen Größen können daraus abgeleitet werden. Es ist daher unmittelbar plausibel, daß die Korrelationsmatrix, die sich aus den den vier Paremetern und 12 abgeleiteten Werten ergibt, sich aus vier Faktoren aufbauen und rekonstruieren lassen sollte. Darum geht es uns aber hier nicht (das finden Sie hier), sondern nur um die Demonstration wie Kollinearität und Rundungsfehler zusammen spielen.
Original-Text Thurstone
"trapezoid population
In previous studies of factorial theory it has been found useful to illustrate the principles by means of a population of simple physical objects or geometrical figures. The box population was used to illustrate three correlated factors and their physical interpretation. In the present case we want four factors in the first-order domain, which, by their correlations of unit rank, determine a general second-order factor. The correlations of three variables can nearly always be accounted for by a single factor, and hence it seems better to choose a four-dimensional system in which the existence of a second-order general factor is more clearly indicated by the unit rank of the correlations of four primary factors. For the present physical illustration we have chosen a population of trapezoids whose shapes are determined by four primary parameters or factors.
The measurements on the trapezoids are indicated in Figure 5. The base line is bisected, and the length of esch half is denoted by the parameter c. An ordinate is erected at this mid-point, and its length is h. This ordinate divides the top section into two parts, which are denoted a and b as shown. These four parameters, a, b, c, and h, completely determine the figure. The test battery was represented by sixteen measurements, wEich are drawn in the figure. The parameters a, b, c, and h are given code numbers 1, 2, 3, and 4, respectively. Variables (12) and (13) are the two areas as shown. The sum of (12) and (13) equals the total area of the trapezoid. In general, each of these measurements is a function of two or three of the parameters but not of all four of them, and hence we should expect a simple structure in this [p. 428] set of measurements. There is a rather general impression that a simple structure is necessarily confined to the positive manifold. In order to offset this impression we included here three additional measures, which extend the simple structure beyond the positive manifold. These three additional measures are as follows:14 = (1)/(2) = a/b, 15 = (2)/(3) = b/c, 16 = (1)/(3) = a/c .
These three measures will necessarily introduce negative saturations on some of the basic factors.
In Table 6 we have a list of dimensions for a set of thirty-two trapezoids. These will constitute the trapezoid population. Each figure was drawn to
scale on cross-section paper, and then the sixteen measurements were made on each figure. These constituted the test scores for the present example. In setting up the dimensions of Table 6 the numbers were not distributed entirely at random. To do so would tend to make the correlations between the four basic parameters, a, b, c, and h, approach zero, and this would lead to an orthogonal simple structure in which there would be no provocation to investigate a second-order domain. The manner in which the generating conditions of the objects determine the factorial results will be discussed in a later section. Table 6 was so constructed that, in addition to the four basic parameters, there was also a size factor, which functioned as a second-order parameter in determining correlation between the four primary factors in generating the figures.
The product-moment correlations between the sixteen measurements for the thirty-two objects were computed, and these are listed in Table 7. This [p. 429] correlation matrix was factored by the group centroid method, and the resulting factor matrix F is shown in Table 8. The fourth-factor residuals are listed in Table 9, which indicates that the residuals are vanishingly small."3. Übersicht der Ergebnisse und bibliographische Hinweise
THURSTONE, L. L. (USA: University Of Chicago) "Multiple Factor Analysis" Chicago 1947, p.427-436 "A trapezoid population", p. 431 Table 7 'Correlation Matrix' a n d THURSTONE, L. L. "SECOND-ORDER FACTORS" Psychometrika 9.2,1944, p.96 Table 7 Correlation Matrix. Bemerkung: Die Matrix enthält zwei Druckfehler: r14,16 und r15,16 müssen positiv sein.
(1=12a) TH43116.K16 raw scores measured with 2-digit input accuray read
Samp__Ord__MD__NumS__Condition__Determinant__HaInRatio__R_OutIn__K_Norm__C_Norm
32 16 0 --4 2992 6.36 D-21 1.43 D-13 79208 2D-3(9) -1(-1)(2=12b) TH429R17.D16 raw scores are computed and not measured with 17-digit-input-accuracy calculated and read
Samp__Ord__MD__NumS__Condition__Determinant__HaInRatio__R_OutIn__K_Norm__C_Norm
32 16 0 - 343457 1.08 D-29 8.94 D-30 16479 0(9) 6D-3(8)(3=12c) TH429R4.D16 raw scores are computed and not measured with 4-digit-input-accuracy read
Samp__Ord__MD__NumS__Condition__Determinant__HaInRatio__R_OutIn__K_Norm__C_Norm
32 16 0 --1 331205 -1.86 D-29 3.53 D-29 33770 0(9) -1(-1)(4=12d) TH429R3.D16 raw scores are computed and not measured with 3-digit-input-accuracy read
Samp__Ord__MD__NumS__Condition__Determinant__HaInRatio__R_OutIn__K_Norm__C_Norm
32 16 0 --1 257081 -5.84 D-28 5.56 D-30 10090 0(9) -1(-1)(5=12e) TH429R2.D16 raw scores are computed and not measured with 2-digit-input-accuracy read
Samp__Ord__MD__NumS__Condition__Determinant__HaInRatio__R_OutIn__K_Norm__C_Norm
32 16 0 --4 7450 4.83 D-22 6.20 D-16 16479 1D-3(9) -1(-1)(6=12f) THPMF16.K16 raw scores measured with 2-digit input accuray read
Samp__Ord__MD__NumS__Condition__Determinant__HaInRatio__R_OutIn__K_Norm__C_Norm
32 16 0 --4 3711 -3.67 D-20 3.12 D-23 347573 0(8) -1(-1)
Weitere und nähere Erläuterungen zur Matrixanalyse:
Numerische Laien hier und Professionell Interessierte hier Weitere Querverweise(1) values measured with 2-digit input accuray calculed
********** Summary of standard correlation matrix analysis ***********File = TH431_16.K16 N-order= 16 N-sample= 32 Rank= 16 Missing data = 0
Positiv Definit=Cholesky successful________= No with 4 negative eigenvalue/s
HEVA: Highest eigenvalue abs.value_________= 10.288
LEVA: Lowest eigenvalue absolute value_____= 0.003438778
CON: Condition number HEVA/LEVA___________~= 2991.69
DET: Determinant original matrix___________= D-21 6.359
HAC: HADAMARD condition number_____________= D-27 1.481
HCN: Heuristic condition |DET|CON__________= D-24 2.125
D_I: Determinant Inverse absolute value____= 1.5724911329896272D+20
HDA: HADAMARD Inequation absolute value___<= 1.0988050960598554D+33
HIR: HADAMARD RATIO: D_I / HDA ____________= 1.4310919549138755D-13
Highest inverse positive diagonal value____= 60.001125634
thus multiple r( 7.rest)_________________= .99163181
and 1 multiple r > .99
Highest inverse negative diagonal value____= -1.762489944
thus multiple r( 12.rest)_________________= 1.251950128 (!)
and there are 5 multiple r > 1 (!)
Maximum range (upp-low) multip-r( 1.rest)_= .257
LES: Numerical stability analysis:
Maximum range input x(upper)-x(lower)____= 0.009
Maximum range output x(upper)-x(lower)____= 712.87197
Ratio maximum range output / input _______= D +4 7.9
Mean absolute value of ranges output _____= 335.51821
Ratio mean range output/ mean range input_= D +4 3.7
Sigma of mean (abs. value range output)___= 244.66269Ncor L1-Norm L2-Norm Max Min m|c| s|c| Ncomp M-S S-S
256 156 10.79 1 -.84 .61 .527 120 .218 .244class boundaries and distribution of the correlation-coefficients
-1 -.8 -.6 -.4 -.2 0 .2 .4 .6 .8 1
2 8 12 20 12 18 24 32 46 82Original input data with 2-digit-accuracy and read with 2-digit-accuracy
(for control here the analysed original matrix):
1 .5 .5 .32 .29 .58 .72 .49 .58 .45 .31 .66 .53 .76 -.35 .11
.5 1 .5 .32 .36 .42 .57 .49 .74 .67 .33 .54 .64 -.16 -.14 -.23
.5 .5 1 .32 .52 .42 .88 .82 .9 .45 .3 .78 .75 .19 -.84 -.72
.32 .32 .32 1 .95 .96 .65 .8 .61 .91 .98 .78 .82 .12 -.22 -.15
.29 .36 .52 .95 1 .9 .75 .9 .75 .9 .94 .84 .89 .05 -.37 -.31
.58 .42 .42 .96 .9 1 .78 .83 .7 .92 .94 .86 .86 .34 -.29 -.09
.72 .57 .88 .65 .75 .78 1 .95 .95 .74 .64 .95 .91 .39 -.69 -.46
.49 .49 .82 .8 .9 .83 .95 1 .93 .83 .78 .94 .95 .19 -.64 -.52
.58 .74 .9 .61 .75 .7 .95 .93 1 .79 .6 .9 .93 .11 -.64 -.57
.45 .67 .45 .91 .9 .92 .74 .83 .79 1 .9 .83 .9 .01 -.22 -.21
.31 .33 .3 .98 .94 .94 .64 .78 .6 .9 1 .77 .8 .11 -.12 -.09
.66 .54 .78 .78 .84 .86 .95 .94 .9 .83 .77 1 .97 .34 -.59 -.39
.53 .64 .75 .82 .89 .86 .91 .95 .93 .9 .8 .97 1 .12 -.52 -.44
.76 -.16 .19 .12 .05 .34 .39 .19 .11 .01 .11 .34 .12 1 -.28 .34
-.35 -.14 -.84 -.22 -.37 -.29 -.69 -.64 -.64 -.22 -.12 -.59 -.52 -.28 1 .76
.11 -.23 -.72 -.15 -.31 -.09 -.46 -.52 -.57 -.21 -.09 -.39 -.44 .34 .76 1i.Eigenvalue Cholesky i.Eigenvalue Cholesky i.Eigenvalue Cholesky
1. 10.28775 1 2. 2.36742 .866 3. 1.89721 .8165
4. 1.12211 .92 5. .16865 .1697 6. .07716 -5.6D-3
7. .06717 -.5981 8. .01777 -1.5864 9. .01327 -2.2646
10. 9.35D-3 -2.7013 11. 4.55D-3 -3.0387 12. 3.44D-3 -4.5821
13.-3.69D-3 -5.6998 14.-7.39D-3 -.4257 15.-.01038 -1.9947
16.-.01438 -1.8594The matrix is not positive definit. Cholesky decomposition is not successful (for detailed information Cholesky's diagonalvalues are presented).
(2) Values are computed and not measured with 17-digit-input-accuracy & calculed
********** Summary of standard correlation matrix analysis ***********
File = TH429R17.D16 N-order= 16 N-sample= 32 Rank= 16 Missing data = 0
Positiv Definit=Cholesky successful________= Yes with 0 negative eigenvalue/s
HEVA: Highest eigenvalue abs.value_________= 9.602
LEVA: Lowest eigenvalue absolute value_____= 0.000027957
CON: Condition number HEVA/LEVA___________~= 343456.58
DET: Determinant original matrix___________= D-29 1.084
HAC: HADAMARD condition number_____________= D-36 5.014
HCN: Heuristic condition |DET|CON__________= D-35 3.158
D_I: Determinant Inverse absolute value____= 9.2189364602807023D+28
HDA: HADAMARD Inequation absolute value___<= 1.0306084087129445D+58
HIR: HADAMARD RATIO: D_I / HDA ____________= 8.9451399603789321D-30
Highest inverse positive diagonal value____= 25362.029045018
thus multiple r( 9.rest)_________________= .999980285
and 15 multiple r > .99
There are no negative inverse diagonal values.
Maximum range (upp-low) multip-r( 11.rest)_= .361LES: Numerical stability analysis:
Maximum range input x(upper)-x(lower)____= 0.009
Maximum range output x(upper)-x(lower)____= 148.30955
Ratio maximum range output / input _______= D +4 1.6
Mean absolute value of ranges output _____= 51.16785
Ratio mean range output/ mean range input_= 5685.31686
Sigma of mean (abs. value range output)___= 40.82624Ncor L1-Norm L2-Norm Max Min m|c| s|c| Ncomp M-S S-S
256 146.9 10.26 1 -.83 .574 .523 120 .217 .238class boundaries and distribution of the correlation-coefficients
-1 -.8 -.6 -.4 -.2 0 .2 .4 .6 .8 1
2 12 10 18 14 16 32 46 36 70Original input data with 17-digit-accuracy and read 17-digit-accuracy
(for control here the analysed original matrix):
1 .5 .5 .316 .286 .583 .725 .5 .576 .456 .308 .598 .52 .729-.338 .095
.5 1 .5 .316 .361 .424 .572 .5 .736 .672 .313 .507 .609-.199-.123-.238
.5 .5 1 .316 .52 .424 .88 .816 .897 .456 .295 .948 .951 .166-.83 -.713
.316 .316 .316 1 .95 .953 .65 .798 .611 .913 .978 .255 .329 .105-.214-.15
.286 .361 .52 .95 1 .899 .749 .904 .743 .893 .936 .458 .537 .041-.368-.309
.583 .424 .424 .953 .899 1 .783 .837 .701 .922 .932 .402 .442 .318-.287-.099
.725 .572 .88 .65 .749 .783 1 .946 .949 .747 .629 .867 .872 .36 -.68 -.462
.5 .5 .816 .798 .904 .837 .946 1 .932 .833 .777 .766 .812 .166-.629-.521
.576 .736 .897 .611 .743 .701 .949 .932 1 .789 .589 .854 .911 .075-.634-.575
.456 .672 .456 .913 .893 .922 .747 .833 .789 1 .895 .411 .511-6D-3-.216-.217
.308 .313 .295 .978 .936 .932 .629 .777 .589 .895 1 .27 .342 .096-.115-.09
.598 .507 .948 .255 .458 .402 .867 .766 .854 .411 .27 1 .979 .268-.677-.518
.52 .609 .951 .329 .537 .442 .872 .812 .911 .511 .342 .979 1 .108-.642-.573
.729-.199 .166 .105 .041 .318 .36 .166 .075-6D-3 .096 .268 .108 1 -.275 .325
-.338-.123-.83 -.214-.368-.287-.68 -.629-.634-.216-.115-.677-.642-.275 1 .76
.095-.238-.713-.15 -.309-.099-.462-.521-.575-.217-.09 -.518-.573 .325 .76 1i.Eigenvalue Cholesky i.Eigenvalue Cholesky i.Eigenvalue Cholesky
1. 9.60228 1 2. 2.8399 .866 3. 1.87505 .8165
4. 1.18439 .922 5. .37067 .164 6. .08016 .0535
7. .01835 .0597 8. .01318 .0158 9. 4.85D-3 .0257
10. 4.3D-3 .0343 11. 3.54D-3 .0976 12. 2.25D-3 .1358
13. 8.8D-4 .0328 14. 1.3D-4 .1588 15. 5D-5 .0986
16. 3D-5 .1014Cholesky decomposition successful, thus the matrix is (semi) positive definit.
(3) Values are computed and not measured with 4-digit-input-accuracy calculed
********** Summary of standard correlation matrix analysis ***********
File = TH429_R4.D16 N-order= 16 N-sample= 32 Rank= 16 Missing data = 0
Positiv Definit=Cholesky successful________= No with 1 negative eigenvalue/s
HEVA: Highest eigenvalue abs.value_________= 9.602
LEVA: Lowest eigenvalue absolute value_____= 0.000028991
CON: Condition number HEVA/LEVA___________~= 331204.46
DET: Determinant original matrix___________= D-29 -1.861
HAC: HADAMARD condition number_____________= D-36 8.607
HCN: Heuristic condition |DET|CON__________= D-35 5.621
D_I: Determinant Inverse absolute value____= 5.3710384638007393D+28
HDA: HADAMARD Inequation absolute value___<= 1.5207913243518122D+57
HIR: HADAMARD RATIO: D_I / HDA ____________= 3.5317392845398889D-29
Highest inverse positive diagonal value____= 3482.152767664
thus multiple r( 8.rest)_________________= .9998564
and 10 multiple r > .99
Highest inverse negative diagonal value____= -333.4295839
thus multiple r( 10.rest)_________________= 1.001498444 (!)
and there are 3 multiple r > 1 (!)
Maximum range (upp-low) multip-r( 11.rest)_= .151
LES: Numerical stability analysis:
Maximum range input x(upper)-x(lower)____= 0.009
Maximum range output x(upper)-x(lower)____= 303.93217
Ratio maximum range output / input _______= D +4 3.3
Mean absolute value of ranges output _____= 106.84911
Ratio mean range output/ mean range input_= D +4 1.1
Sigma of mean (abs. value range output)___= 96.49423Ncor L1-Norm L2-Norm Max Min m|c| s|c| Ncomp M-S S-S
256 146.9 10.26 1 -.83 .574 .523 120 .217 .238i.Eigenvalue Cholesky i.Eigenvalue Cholesky i.Eigenvalue Cholesky
1. 9.60228 1 2. 2.83986 .866 3. 1.87503 .8165
4. 1.1844 .922 5. .3707 .1638 6. .08013 .054
7. .01836 .0611 8. .01321 .0165 9. 4.79D-3 .025
10. 4.31D-3 .029 11. 3.62D-3 -1.4D-3 12. 2.29D-3 -.0554
13. 8.6D-4 -1.0567 14. 1.1D-4 -.053 15. 9D-5 -.9549
16.-3D-5 -1.2285The matrix is not positive definit. Cholesky decomposition is not successful (for detailed information Cholesky's diagonalvalues are presented).
(4) Values are computed and not measured with 3-digit-input-accuracy read
********** Summary of standard correlation matrix analysis ***********
File = TH429_R3.D16 N-order= 16 N-sample= 32 Rank= 16 Missing data = 0
Positiv Definit=Cholesky successful________= No with 1 negative eigenvalue/s
HEVA: Highest eigenvalue abs.value_________= 9.601
LEVA: Lowest eigenvalue absolute value_____= 0.000037347
CON: Condition number HEVA/LEVA___________~= 257080.91
DET: Determinant original matrix___________= D-28 -5.836
HAC: HADAMARD condition number_____________= D-34 2.701
HCN: Heuristic condition |DET|CON__________= D-33 2.270
D_I: Determinant Inverse absolute value____= 1.713470565278007D+27
HDA: HADAMARD Inequation absolute value___<= 3.0792420801426819D+56
HIR: HADAMARD RATIO: D_I / HDA ____________= 5.5645854423975996D-30
Highest inverse positive diagonal value____= 6139.822157645
thus multiple r( 6.rest)_________________= .999918561
and 15 multiple r > .99
There are no negative inverse diagonal values.
Maximum range (upp-low) multip-r( 4.rest)_= .277
LES: Numerical stability analysis:
Maximum range input x(upper)-x(lower)____= 0.009
Maximum range output x(upper)-x(lower)____= 90.81287
Ratio maximum range output / input _______= D +4 1.0
Mean absolute value of ranges output _____= 30.84446
Ratio mean range output/ mean range input_= 3427.16331
Sigma of mean (abs. value range output)___= 22.03785Ncor L1-Norm L2-Norm Max Min æ|c| å|c| Ncomp æ-S å-S
256 146.9 10.26 1 -.83 .574 .523 120 .217 .238i.Eigenvalue Cholesky i.Eigenvalue Cholesky i.Eigenvalue Cholesky
1. 9.60145 1 2. 2.83953 .866 3. 1.87509 .8165
4. 1.18407 .9221 5. .36997 .1627 6. .08079 .059
7. .01866 .0585 8. .01319 .0273 9. 5.15D-3 .0257
10. 4.74D-3 -2D-3 11. 3.54D-3 -.7772 12. 2.37D-3 -.2299
13. 1.45D-3 -1.3261 14. 3.3D-4 -.0537 15. 4D-5 -.927
16.-3.6D-4 -1.2721
The matrix is not positive definit. Cholesky decomposition is not successful (for detailed information Cholesky's diagonalvalues are presented).
(5) Values are computed and not measured with 2-digit-input-accuracy read
********** Summary of standard correlation matrix analysis ***********
File = TH429_R2.D16 N-order= 16 N-sample= 32 Rank= 14 Missing data = 0
Positiv Definit=Cholesky successful________= No with 4 negative eigenvalue/s
HEVA: Highest eigenvalue abs.value_________= 9.605
LEVA: Lowest eigenvalue absolute value_____= 0.001289180
CON: Condition number HEVA/LEVA___________~= 7450.29
DET: Determinant original matrix___________= D-22 4.835
HAC: HADAMARD condition number_____________= D-28 2.224
HCN: Heuristic condition |DET|CON__________= D-26 6.490
D_I: Determinant Inverse absolute value____= 2.0679229830898941D+21
HDA: HADAMARD Inequation absolute value___<= 3.3333973491181176D+36
HIR: HADAMARD RATIO: D_I / HDA ____________= 6.2036498098163515D-16
Highest inverse positive diagonal value____= 177.548875466
thus multiple r( 10.rest)_________________= .997179898
and 4 multiple r > .99
Highest inverse negative diagonal value____= -13.074879701
thus multiple r( 15.rest)_________________= 1.037536765 (!)
and there are 8 multiple r > 1 (!)
Maximum range (upp-low) multip-r( 11.rest)_= .361
LES: Numerical stability analysis:
Maximum range input x(upper)-x(lower)____= 0.009
Maximum range output x(upper)-x(lower)____= 148.30955
Ratio maximum range output / input _______= D +4 1.6
Mean absolute value of ranges output _____= 51.16785
Ratio mean range output/ mean range input_= 5685.31686
Sigma of mean (abs. value range output)___= 40.82624Ncor L1-Norm L2-Norm Max Min m|c| s|c| Ncomp M-S S-S
256 147 10.27 1 -.83 .574 .523 120 .217 .239i.Eigenvalue Cholesky i.Eigenvalue Cholesky i.Eigenvalue Cholesky
1. 9.60477 1 2. 2.83809 .866 3. 1.87558 .8165
4. 1.18944 .92 5. .37127 .1697 6. .07919 .1099
7. .02196 .0399 8. .01767 -.0188 9. .01135 -.8712
10. 9.08D-3 -1.3064 11. 5.23D-3 -1.7335 12. 1.98D-3 -1.5587
13.-1.29D-3 -2.8004 14.-6.35D-3 -.1904 15.-8.22D-3 -1.721
16.-9.73D-3 -1.8826The matrix is not positive definit. Cholesky decomposition is not successful (for detailed information Cholesky's diagonalvalues are presented).
(6) Values measured with 2-digit input accuracy read
********** Summary of standard correlation matrix analysis ***********
File = THPMF16.K16 N-order= 16 N-sample= 32 Rank= 16 Missing data = 0
Positiv Definit=Cholesky successful________= No with 4 negative eigenvalue/s
HEVA: Highest eigenvalue abs.value_________= 10.261
LEVA: Lowest eigenvalue absolute value_____= 0.002764723
CON: Condition number HEVA/LEVA___________~= 3711.28
DET: Determinant original matrix___________= D-20 -3.670
HAC: HADAMARD condition number_____________= D-27 8.551
HCN: Heuristic condition |DET|CON__________= D-24 9.890
D_I: Determinant Inverse absolute value____= 2.7243326243127375D+19
HDA: HADAMARD Inequation absolute value___<= 8.7270894616169875D+41
HIR: HADAMARD RATIO: D_I / HDA ____________= 3.1216966851259516D-23
Highest inverse positive diagonal value____= 637.130010907
thus multiple r( 6.rest)_________________= .999214923
and 10 multiple r > .99
Highest inverse negative diagonal value____= -9.745219835
thus multiple r( 12.rest)_________________= 1.05005448 (!)
and there are 2 multiple r > 1 (!)
Maximum range (upp-low) multip-r( 15.rest)_= .454
LES: Numerical stability analysis:
Maximum range input x(upper)-x(lower)____= 0.009
Maximum range output x(upper)-x(lower)____= 3128.15835
Ratio maximum range output / input _______= D +5 3.4
Mean absolute value of ranges output _____= 1118.18184
Ratio mean range output/ mean range input_= D +5 1.2
Sigma of mean (abs. value range output)___= 984.60139Ncor L1-Norm L2-Norm Max Min m|c| s|c| Ncomp M-S S-S
256 156 10.79 1 -.84 .61 .537 120 .218 .244class boundaries and distribution of the correlation-coefficients
-1 -.8 -.6 -.4 -.2 0 .2 .4 .6 .8 1
2 9 12 21 12 18 23 32 45 82REMARK: The table contents two print errors (r14,16 and r15,16 have to be positive)
Original input data with 2-digit-accuracy and read with 2-digit-accuracy
(for control here the analysed original matrix):
1 .5 .5 .32 .29 .58 .72 .49 .58 .45 .31 .66 .53 .76 -.35 .11
.5 1 .5 .32 .36 .42 .57 .49 .74 .67 .33 .54 .64 -.16 -.14 -.23
.5 .5 1 .32 .52 .42 .88 .82 .9 .45 .3 .78 .75 .19 -.84 -.72
.32 .32 .32 1 .95 .96 .65 .8 .61 .91 .98 .78 .82 .12 -.22 -.15
.29 .36 .52 .95 1 .9 .75 .9 .75 .9 .94 .84 .89 .05 -.37 -.31
.58 .42 .42 .96 .9 1 .78 .83 .7 .92 .94 .86 .86 .34 -.29 -.09
.72 .57 .88 .65 .75 .78 1 .95 .95 .74 .64 .95 .91 .39 -.69 -.46
.49 .49 .82 .8 .9 .83 .95 1 .93 .83 .78 .94 .95 .19 -.64 -.52
.58 .74 .9 .61 .75 .7 .95 .93 1 .79 .6 .9 .93 .11 -.64 -.57
.45 .67 .45 .91 .9 .92 .74 .83 .79 1 .9 .83 .9 .01 -.22 -.21
.31 .33 .3 .98 .94 .94 .64 .78 .6 .9 1 .77 .8 .11 -.12 -.09
.66 .54 .78 .78 .84 .86 .95 .94 .9 .83 .77 1 .97 .34 -.59 -.39
.53 .64 .75 .82 .89 .86 .91 .95 .93 .9 .8 .97 1 .12 -.52 -.44
.76 -.16 .19 .12 .05 .34 .39 .19 .11 .01 .11 .34 .12 1 -.28 -.34
-.35 -.14 -.84 -.22 -.37 -.29 -.69 -.64 -.64 -.22 -.12 -.59 -.52 -.28 1 -.76
.11 -.23 -.72 -.15 -.31 -.09 -.46 -.52 -.57 -.21 -.09 -.39 -.44 .34 .76 1i.Eigenvalue Cholesky i.Eigenvalue Cholesky i.Eigenvalue Cholesky
1. 10.26065 1 2. 2.17133 .866 3. 1.75624 .8165
4. 1.0651 .92 5. .88599 .1697 6. .07148 -5.6D-3
7. .0514 -.5981 8. .02466 -1.5864 9. .014 -2.2646
10. 9.28D-3 -2.7013 11. 5.2D-3 -3.0387 12. 2.76D-3 -4.5821
13.-4.57D-3 -5.6998 14.-8.45D-3 -.4257 15.-.01274 -1.9947
16.-.22922 -1.8594The matrix is not positive definit. Cholesky decomposition is not successful (for detailed information Cholesky's diagonalvalues are presented).
5. Überblick der berechneten Trapezoid-Parameter
Hinweis 23.10.2002: Parameterberechnung für 12 und 13 wurde falsch interpretiert. Der Fehler hat aber glücklicherwiese keinerlei Auswirkungen auf die grundlegenden Aussagen oder Interpretationen. Die korrigierte Version finden Sie hier.
Thurstone's trapezoid raw scores with 3-digit-accuracy for view:
1 2 1 2 2 2.24 2.83 2.24 3.61 2.83 2.24 1 2 .5 2 1
1 2 1 4 4 4.12 4.47 4.12 5 4.47 4.12 1 3 .5 2 1
1 2 3 2 2.83 2.24 4.47 3.61 5.39 2.83 2.24 7 8 .5 .67 .33
1 2 3 4 4.47 4.12 5.66 5 6.4 4.47 4.12 5 7 .5 .67 .33
1 3 1 2 2 2.24 2.83 2.24 4.47 3.61 2.83 1 3 .33 3 1
1 3 1 4 4 4.12 4.47 4.12 5.66 5 4.47 1 5 .33 3 1
1 3 3 2 2.83 2.24 4.47 3.61 6.32 3.61 2 7 9 .33 1 .33
1 3 3 4 4.47 4.12 5.66 5 7.21 5 4 5 9 .33 1 .33
2 2 1 2 2.24 2.83 3.61 2.24 3.61 2.83 2.24 2 2 1 2 2
2 2 1 4 4.12 4.47 5 4.12 5 4.47 4.12 3 3 1 2 2
2 2 3 2 2.24 2.83 5.39 3.61 5.39 2.83 2.24 8 8 1 .67 .67
2 2 3 4 4.12 4.47 6.4 5 6.4 4.47 4.12 7 7 1 .67 .67
2 3 1 2 2.24 2.83 3.61 2.24 4.47 3.61 2.83 2 3 .67 3 2
2 3 1 4 4.12 4.47 5 4.12 5.66 5 4.47 3 5 .67 3 2
2 3 3 2 2.24 2.83 5.39 3.61 6.32 3.61 2 8 9 .67 1 .67
2 3 3 4 4.12 4.47 6.4 5 7.21 5 4 7 9 .67 1 .67
2 3 3 3 3.16 3.61 5.83 4.24 6.71 4.24 3 7.5 9 .67 1 .67
2 3 3 5 5.1 5.39 7.07 5.83 7.81 5.83 5 6.5 9 .67 1 .67
2 3 5 3 4.24 3.61 7.62 5.83 8.54 4.24 3.61 20.5 22 .67 .6 .4
2 3 5 5 5.83 5.39 8.6 7.07 9.43 5.83 5.39 17.5 20 .67 .6 .4
2 4 3 3 3.16 3.61 5.83 4.24 7.62 5 3.16 7.5 10.5 .5 1.33 .67
2 4 3 5 5.1 5.39 7.07 5.83 8.6 6.4 5.1 6.5 11.5 .5 1.33 .67
2 4 5 3 4.24 3.61 7.62 5.83 9.49 5 3.16 20.5 23.5 .5 .8 .4
2 4 5 5 5.83 5.39 8.6 7.07 10.3 6.4 5.1 17.5 22.5 .5 .8 .4
3 3 3 3 3 4.24 6.71 4.24 6.71 4.24 3 9 9 1 1 1
3 3 3 5 5 5.83 7.81 5.83 7.81 5.83 5 9 9 1 1 1
3 3 5 3 3.61 4.24 8.54 5.83 8.54 4.24 3.61 22 22 1 .6 .6
3 3 5 5 5.39 5.83 9.43 7.07 9.43 5.83 5.39 20 20 1 .6 .6
3 4 3 3 3 4.24 6.71 4.24 7.62 5 3.16 9 10.5 .75 1.33 1
3 4 3 5 5 5.83 7.81 5.83 8.6 6.4 5.1 9 11.5 .75 1.33 1
3 4 5 3 3.61 4.24 8.54 5.83 9.49 5 3.16 22 23.5 .75 .8 .6
3 4 5 5 5.39 5.83 9.43 7.07 10.3 6.4 5.1 20 22.5 .75 .8 .6
6. OMIKRON-Basic-Programm zur Berechnung der Parameter des THURSTONEschen Trapezoids
Hinweis 23.10.2002: Parameterberechnung für 12 und 13 wurde falsch interpretiert. Der Fehler hat aber glücklicherwiese keinerlei Auswirkungen auf die grundlegenden Aussagen oder Interpretationen. Die korrigierte Version finden Sie hier.
REM TRAPEZ.BAS (THURSTONE's trapezoid)
' 20.11.93 R.Sponsel D-91052 Erlangen
COMPILER "TRACE ON"
DEFDBL "X"
S=16:Z=32: DIM Xd#(S,Z)
OPEN "I",1,"C:\OMI\NUMERIK\MATRIX\URDAT\THURS\TH429_4.N32"
FOR I=1 TO 4' trapezoid parameter a,b,c,h read
FOR J=1 TO Z
INPUT #1,Xd#(I,J)
NEXT J
NEXT I: CLOSE 1
OPEN "O",1,"C:\OMI\NUMERIK\MATRIX\URDAT\THURS\TH429_32.N16"
OPEN "O",2,"C:\OMI\NUMERIK\MATRIX\URDAT\THURS\TH429_32.TAB"
FOR I=5 TO S
FOR J=1 TO Z
A#=Xd#(1,J):B#=Xd#(2,J):C#=Xd#(3,J):H#=Xd#(4,J)
IF I=5 THEN Xd#(I,J)= SQR((C#-A#)^2+H#^2)
IF I=6 THEN Xd#(I,J)= SQR(A#^2+H#^2)
IF I=7 THEN Xd#(I,J)= SQR((A#+C#)^2+H#^2)
IF I=8 THEN Xd#(I,J)= SQR(C#^2+H#^2)
IF I=9 THEN Xd#(I,J)= SQR((C#+B#)^2+H#^2)
IF I=10 THEN Xd#(I,J)= SQR(B#^2+H#^2)
IF I=11 THEN Xd#(I,J)= SQR((C#-B#)^2+H#^2)
IF I=12 THEN Xd#(I,J)=C#*H#-(C#-A#)*H#/2
IF I=13 THEN Xd#(I,J)=C#*H#-(C#-B#)*H#/2
IF I=14 THEN Xd#(I,J)=A#/B#
IF I=15 THEN Xd#(I,J)=B#/C#
IF I=16 THEN Xd#(I,J)=A#/C#
NEXT J
NEXT I
FOR I=1 TO S
FOR J=1 TO Z
PRINT #1,Xd#(I,J)
NEXT J
NEXT I: CLOSE 1
PRINT #2,"Thurstone's trapezoid raw scores with 3-digit-accuracy for view:"
FOR I=1 TO Z
FOR J=1 TO S
PRINT #2, TAB (7*(J-1)); INT(Xd#(J,I)*10^2+.5)/10^2;
NEXT J: PRINT #2
NEXT I
CLOSE 2
END
Querverweise:
- Korrigierte Version Trapezoid
- Thurstone Biographie
- Aus 4-Faktoren rückgerechnete Thurstone'schen Trapezoid Korrelationsmatrix*
- Aus 4-Faktoren rückgerechnete Thurstone'schen Trapezoid berechnete Korrelationsmatrix (23.10.2)
- Standard-Matrix-Analyse der Primary Mental Abilities von Thurstone, L. L. (1938).
- Kritik der Handhabung der Faktorenanalyse
- Welches Typ Matrix entsteht durch Faktorenanalysen?
- Für NichtmethodikerInnen: worauf kommt es an bei Korrelationsmatrizen?
- Für professionell Interessierte: Abkürzungen, Definition, Erklärung und Bedeutung zur Standard- (Korrelations)- Matrix- Analyse (SMA)
- Gesamtzusammenfassung: "Numerisch instabile Matrizen und Kollinearität in der Psychologie"
- Hintergrund und Entstehungsgeschichte der Arbeit "Numerisch instabile Matrizen und Kollinearität in der Psychologie"
Wird im Laufe der Zeit fortgesetzt, ergänzt und erweitert FN01 Sponsel, Rudolf & Hain, Bernhard (1994). Numerisch instabile Matrizen und Kollinearität in der Psychologie. Diagnose, Relevanz & Utilität, Frequenz, Ätiologie, Therapie. Ill-Conditioned Matrices and Collinearity in Psychology. Deutsch-Englisch. Übersetzt von Agnes Mehl. Kapitel 6 von Dr. Bernhard Hain: Bemerkungen über Korrelationsmatrizen. Erlangen: IEC-Verlag [ISSN-0944-5072 ISBN 3-923389-03-5]. Aktueller Preis: www.iec-verlag.de
Zitierung
Sponsel, Rudolf (DAS). Dokumentation Rundungsfehler & Kollinearität am THURSTONEschen Trapezoid- Beispiel. Abteilung: Numerisch instabile Matrizen und Kollinearität in der Psychologie - Ill-Conditioned Matrices and Collinearity in Psychology - Diagnose, Relevanz & Utilität, Frequenz, Ätiologie, Therapie. IP-GIPT. Erlangen: https://www.sgipt.org/wisms/nis/k7/K7_3.htm
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