Standard -Matrix-Analyse
Gesamtmatrix Körperliche Beeinträchtigungen und Seelische
Gesundheit
Schwarz, Michael & Hünerfauth, Thomas (2000)
"Das Klinisch-Psychologische Diagnosesystem KPD 2000
Verfahren zur psychometrischen Dokumentation therapeutischer
Prozesse und Ergebnisse."
https://www.idq.de/Modell/Korrelationen.htm
downloaded Dec 2000
Zusammenfassung: Die Korrelationsmatrix
ist hochgradig indefinit („psychotisch") und produziert zwei negative Eigenwerte(am
Ort Variablen-Nr. 26. mit -.3093 und am Variablenort Nr. 27 mit -1.07956).
Da die Matrix "Körperliche Beeinträchtigungen" positiv definit
war, muß die Quelle dieser Indefinitheit aus der Matrix "Seelische
Gesundheit" herrühren. Man beachte, daß aus dem Ort (Skala,
Variable), an dem die negativen Eigenwerte auftreten, keine Schlüsse
auf die Quelle der Entstehung gezogen werden kann, weil die Eigenwerte
einer Korrelationsmatrix unabhängig von Zeilen- oder Spaltenvertauschungen
gelten. Die Matrix entgleist extrem, indem sie 4 multiple
Korrelations-koeffizienten mit Werten über 1 produziert, der höchste
davon mit dem sagenhaften Wert multiple r(26.rest)= 3.747093982
(!)). Dies zeigt, zu welch unsinnigen Werten Korrelationsmatrizen führen
können, wenn sie negative Eigenwerte enthalten. Die hohen negativen
Eigenwerte können nicht durch die eingebauten Kollinearitäten
durch identische Itempaare erklärt werden, sondern es müssen
massive Ver-arbeitungsfehler vorliegen, wahrscheinlich unzulässige
und fatale Missing-Data-Lösungen oder/ und Mixturen aus unterschiedlichen
Stichproben mit unterschiedlichen Stichprobenumfängen..
Querverweise: Für
NichtmethodikerInnen: worauf kommt es an bei Korrelationsmatrizen
|
Result abstract - Zusammenfassung KPD_27.K27
**** Summary
of standard correlation matrix analysis by R. Sponsel ****
File = KPD_G.K27 N-order= 27 N-sample=
3612 Rank= 27 Missing data = ?
Positiv Definit=Cholesky successful________= No with 2 negat.
eigenvalue/s
HEVA: Highest eigenvalue abs.value_________=
11.205117363146054
LEVA: Lowest eigenvalue absolute value_____=
.083074861050055141
CON: Condition number HEVA/LEVA___________~=
134.87976051376877
DET: Determinant original matrix (OMIKRON)_=
5.4464536504838898D-8
DET: Determinant (CHOLESKY-Diagonal^2)_____= -999 (not
positive definit)
DET: Determinant (PESO-CHOLESKY)___________= -999 (not
positive definit)
DET: Determinant (product eigenvalues)_____=
5.4464536504838631D-8
DET: Determ.abs.val.(PESO prod.red.norms)__=
5.4464536504838897D-8
HAC: HADAMARD condition number_____________=
9.4897412529733148D-18
HCN: Heuristic condition |DET|CON__________=
4.0380066139929912D-10
D_I: Determinant Inverse absolute value____=
18360571
HDA: HADAMARD Inequality absolute value___<=
9159000483668
HIR: HADAMARD RATIO: D_I / HDA ____________=
2.0046479117354464D-6
Highest inverse positive diagonal value____=
8.543376988
thus multiple r( 2.rest)_________________=
.939654333
Highest inverse negative diagonal value____= -.076682922
thus multiple r( 26.rest)_________________=
3.747093982 (!)
and there are 4 multiple r > 1 (!)
Maximum range (upp-low) multip-r( 26.rest)_=
.177
LES: Numerical stability analysis:
Ratio maximum range output / input _______=
27.941522970507888
PESO-Analysis correlation least Ratio RN/ON=
.038489 (<-> Angle = 2.21 )
Number of Ratios correlation RN/ON < .01__ =
0
PESO-Analysis Cholesky least Ratio RN/ON__ = (Not positiv definit)
Ncor L1-Norm L2-Norm Max
Min m|c| s|c| N_comp
M-S S-S
729 289.6 12.33
1 -.85 .374
.196 61425 .225 .161
class boundaries and distribution of the correlation coefficients
-1 -.8 -.6 -.4 -.2 0
.2 .4 .6 .8 1
2 38 70
94 58 104 142 124 66
31
Original data with 2, input read with 2, computet with
19,
and showed with 2 digit accuracy
(for control here the analysed original matrix):
Abkürzungen
Skalen
Schw Pers Körp Arbe Ersc Kont Psyw
Reiz Ment Affe Sozu Netz Sarb Soab Ange Sois
Schw 1 .76 .59 .6 .55
.42 .19 .44 .28 .47 .04 .07 .2
-.1 .13 .17
Pers .76 1 .76 .67 .81
.47 .44 .67 .46 .7 .01 .01
.32 -.22 .29 .33
Körp .59 .76 1 .7
.71 .46 .31 .49 .43 .57 -.11 .09
.19 -.14 .19 .2
Arbe .6 .67 .7 1
.54 .43 .27 .46 .38 .53 -.06 .09
.3 -.1 .17 .19
Ersc .55 .81 .71 .54 1
.33 .42 .54 .5 .51 .04 .04
.31 -.22 .26 .3
Kont .42 .47 .46 .43 .33 1
.22 .37 .33 .56 0 .03 .15
-.09 .18 .23
Psyw .19 .44 .31 .27 .42 .22
1 .54 .47 .56 .09 .05 .44
-.47 .64 .58
Reiz .44 .67 .49 .46 .54 .37
.54 1 .5 .71 .11 .11
.31 -.24 .38 .44
Ment .28 .46 .43 .38 .5 .33
.47 .5 1 .48 .08 .09
.3 -.25 .33 .38
Affe .47 .7 .57 .53 .51 .56
.56 .71 .48 1 .02 .02 .31
-.26 .35 .46
Sozu .04 .01 -.11 -.06 .04 0
.09 .11 .08 .02 1 .8
.12 -.12 .13 .43
Netz .07 .01 .09 .09 .04 .03
.05 .11 .09 .02 .8 1
.11 -.08 .08 .38
Sarb .2 .32 .19 .3 .31
.15 .44 .31 .3 .31 .12 .11
1 -.22 .37 .34
Soab-.1 -.22 -.14 -.1 -.22 -.09 -.47 -.24 -.25 -.26
-.12 -.08 -.22 1 -.51 -.39
Ange .13 .29 .19 .17 .26 .18
.64 .38 .33 .35 .13 .08 .37 -.51
1 .49
Sois .17 .33 .2 .19 .3
.23 .58 .44 .38 .46 .43 .38 .34
-.39 .49 1
Sodi .09 .23 .18 .12 .21 .2
.39 .28 .31 .31 .18 .2 .27 -.24
.43 .5
Soun-.12 -.13 -.04 -.06 -.12 -.12 -.15 -.18 -.19 -.14 -.63 -.66
-.12 .12 -.19 -.48
Sewe-.12 -.3 -.2 -.18 -.29 -.2 -.64 -.43 -.43
-.49 -.17 -.16 -.33 -.47 -.49 -.64
Erre .19 .34 .21 .19 .31 .2
.54 .61 .38 .47 .15 .16 .3 -.27
.38 .48
Ängs .21 .41 .29 .26 .36 .29
.71 .54 .46 .62 .08 .05 .35 -.45
.51 .55
Nerv .25 .46 .31 .3 .45 .28
.75 .61 .49 .57 .15 .12 .46 -.46
.51 .54
Zufr-.32 -.43 -.28 -.29 -.39 -.25 -.49 -.56 -.34 -.52 -.31 -.31
-.26 .24 -.34 -.57
Hand-.21 -.34 -.22 -.23 -.32 -.21 -.57 -.49 -.4 -.51 -.2
-.21 -.28 .35 -.37 -.59
Burn .32 .55 .38 .35 .54 .32
.74 .64 .53 .64 .2 .17 .45 -.45
.51 .64
Nega .28 .48 .34 .34 .4 .34
.7 .57 .43 .66 .11 .08 .35 -.42
.5 .58
Sinn-.27 -.46 -.32 -.32 -.38 -.35 -.59 -.55 -.41 -.63 -.22 -.19
-.33 .37 -.45 -.62
Sodi Soun Sewe Erre Ängs Nerv Zufr
Hand Burn Nega Sinn
Schw .09 -.12 -.12 .19 .21 .25 -.32 -.21
.32 .28 -.27
Pers .23 -.13 -.3 .34 .41 .46 -.43 -.34
.55 .48 -.46
Körp .18 -.04 -.2 .21 .29 .31 -.28
-.22 .38 .34 -.32
Arbe .12 -.06 -.18 .19 .26 .3 -.29 -.23
.35 .34 -.32
Ersc .21 -.12 -.29 .31 .36 .45 -.39 -.32
.54 .4 -.38
Kont .2 -.12 -.2 .2 .29 .28
-.25 -.21 .32 .34 -.35
Psyw .39 -.15 -.64 .54 .71 .75 -.49 -.57
.74 .7 -.59
Reiz .28 -.18 -.43 .61 .54 .61 -.56 -.49
.64 .57 -.55
Ment .31 -.19 -.43 .38 .46 .49 -.34 -.4
.53 .43 -.41
Affe .31 -.14 -.49 .47 .62 .57 -.52 -.51
.64 .66 -.63
Sozu .18 -.63 -.17 .15 .08 .15 -.31 -.2
.2 .11 -.22
Netz .2 -.66 -.16 .16 .05 .12 -.31 -.21
.17 .08 -.19
Sarb .27 -.12 -.33 .3 .35 .46 -.26 -.28
.45 .35 -.33
Soab-.24 .12 -.47 -.27 -.45 -.46 .24 .35 -.45
-.42 .37
Ange .43 -.19 -.49 .38 .51 .51 -.34 -.37
.51 .5 -.45
Sois .5 -.48 -.64 .48 .55 .54 -.57 -.59
.64 .58 -.62
Sodi 1 -.33 -.43 .28 .39 .32 -.32
-.32 .38 .37 -.38
Soun-.33 1 .23 -.2 -.14 -.17
.36 .29 -.23 -.17 .26
Sewe-.43 .23 1 -.5 -.69 -.6
.5 .72 -.67 -.61 .61
Erre .28 -.2 -.5 1 .62
.69 -.55 -.59 .63 .56 -.53
Ängs .39 -.14 -.69 .62 1 .74
-.52 -.66 .74 .76 -.66
Nerv .32 -.17 -.6 .69 .74 1
-.52 -.62 .85 .67 -.59
Zufr-.32 .36 .5 -.55 -.52 -.52 1
.66 -.64 -.6 .71
Hand-.32 .29 .72 -.59 -.66 -.62 .66 1
-.67 -.61 .63
Burn .38 -.23 -.67 .63 .74 .85 -.64 -.67
1 -.74 -.72
Nega .37 -.17 -.61 .56 .76 .67 -.6 -.61
-.74 1 -.85
Sinn-.38 .26 .61 -.53 -.66 -.59 .71 .63
-.72 -.85 1
i.Eigenvalue Cholesky i.Eigenvalue
Cholesky i.Eigenvalue Cholesky
1. 11.20512 1
2. 3.15499 .6499
3. 2.22111 .6496
4. 1.76903 .6691
5. 1.5204 .5563
6. 1.05966 .8525
7. .8836 .8634
8. .72272 .684
9. .68679 .7821
10. .58141 .547
11. .56721 .961
12. .48662 .5184
13. .45276 .8581
14. .43714 .8761
15. .38641 .7165
16. .36875 .6745
17. .324 .8212
18. .29634 .6712
19. .27051 -.5616 20.
.23798 .515
21. .20373 -.2594
22. .18995 -.6462 23.
.17231 -.3734 24. .10724
-1.4517
25. .08307 -2.5299 26.-.3093
-2.5049 27.-1.07956 -3.072
The matrix is not positive definit. Cholesky decomposition is not success-
Eigenvalues in per cent of trace = 26.999999999999998
1 .415 2 .1169 3 .0823
4 .0655 5 .0563 6 .0392
7 .0327 8 .0268 9 .0254
10 .0215 11 .021 12 .018
13 .0168 14 .0162 15 .0143 16 .0137
17 .012 18 .011
19 .01 20 8.8D-3 21 7.5D-3 22 7D-3
23 6.4D-3 24 4D-3
25 3.1D-3 26-.0115 27-.04
analysed: 12/14/00 00:10:12 PRG version 05/24/94
MA9.BAS
Gesamtzeit_____________ 197.925
Rang_____________ 0
Determinante_____ .25
Eigenwerte/Vekt__ 0
Peso Kor+Chol____ 45.98
NuStabAnalyse____ 2.24
Statistik________ 5.065
File = C:\OMI\NUMERIK\MATRIX\SMA\KPD_G\KPD_G.SMA
with data from C:\OMI\NUMERIK\MATRIX\SMA\KPD_G\KPD_G.K27
Date: 12/14/00 Time:00:10:12