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Lorenzo-Seva 1999 - Promin
Lorenzo-Seva 1999 - Promin
Urbano Lorenzo-Seva
To cite this article: Urbano Lorenzo-Seva (1999) Promin: A Method for Oblique Factor Rotation,
Multivariate Behavioral Research, 34:3, 347-365, DOI: 10.1207/S15327906MBR3403_3
A usual practice in factor analysis is the oblique rotation of the retained factors. For this
purpose, different rotation procedures have been proposed. The present article discusses
Promin, an alternative to Promaj (Trendafilov, 1994). It is easier to use than Simplimax
(Kiers, 1994) and the rotated solution obtained by Promin is very similar to the one
obtained by Simplimax. Promin also seems to perform better than other well-known
procedures.
The author is indebted to Henk A. L. Kiers for his helpful reviews and comments of an
earlier version about this article, and to an anonymous reviewer for his useful suggestions.
rotation seems much more appropriate. Third, the final position of the rotated
factors depends on the power that is used. There is no rule to determine the
best value of the power for each pattern, although a power equal to four
seems to give the best results.
Promaj was proposed by Trendafilov (1994) to counter some of the
limitations in Promax. Promaj also starts from an orthogonal simple pattern
(Varimax is also advised), which is majorized to become the truly simple
target matrix required in the final Procrustes rotation. The main merit of
Promaj is the procedure for building the truly simple target matrix from the
prerotated orthogonal position. It is based on the principle that a simple
structure is one in which a large number of loadings have zero values. So the
main point is to find which loadings should be zero values and make them zero
in the truly simple target matrix. To do this, a majorization procedure is
applied to the orthogonal pattern. Trendafilov (1994) proposed a general
procedure to build a truly simple target matrix when the exact number of zero
values required in the final matrix is unknown.
A brief description of how to carry out majorization is given below, but
for a fuller version see Trendafilov (1994). Let A(n × 1) be the vector to be
majorized and H the majorized solution of A so that,
(1) H = f (A)
Promax which remains unsolved is that the final oblique rotation heavily
depends on the previous orthogonal rotation.
Simplimax was developed by Kiers (1994) also to solve the problems in
Promax. The truly simple target matrix and the best target rotation are found
simultaneously in this method. The method does not depend on the previous
orthogonal pattern, because a random number of orthogonal patterns with a
specified number of zeros are taken as the starting point (it is also advisable
to take the Varimax position as a starting point). When building the best
simple target, no subjective decisions are needed, but the target is objectively
the best simple target with a specified number of zeros. The rotation used
is the semi-specified oblique Procrustes rotation (Browne, 1972), where the
specified values are the values that are zero values in the target matrix.
It should be said that Simplimax can give good results even with complex
solutions, where many of the variables have a complexity bigger than one.
Kiers (1994) gives a rotated solution for Thurstone’s 26 Box data (1947),
which is a good rotated solution indeed.
Simplimax solves all the problems in Promax, but finds some difficulties.
Even though Kiers (1994) gives some procedures to help the user to
determine the best number of zeros in the truly simple target, it can
sometimes be difficult to decide. As a reviewer pointed out, the method
requires a number of solutions to be computed and the user to choose from
these solutions. This problem of choise is similar to the decision of how many
factors to retain when applying factor analysis. The conclusion is that
Simplimax is a powerful and efficient rotation method but difficult to use.
This article proposes a variation of Promaj. As has been seen above,
Promaj makes the user free to decide on the orthogonal prerotation method
and the last oblique rotation method. In fact, all the available oblique rotation
methods need some decisions to be taken (some parameters, and the
prerotation or the postrotation method need to be specified). The rotation
procedure presented here needs no specifications, as all the decisions have
already been taken in advance or as a function of the pattern to be rotated.
These decisions seem to lead to a useful rotation method, called Promin.
(3) a f
f T, B = AT − B
2
where T is subject to
(5) P = AW
(6) V = diag(PP9)-1/2
(7) F = VP
where the F matrix is now the row-normalized matrix of the P matrix. Finally,
the mean and the standard deviation of the squared elements of each column
of the F matrix is computed. Let m( r ×1) be the vector with these means and
let s(r ×1) be the vector with these standard deviations. So the B(m × r) semi-
specified target matrix is built as follows:
1. if f2ij < (m j + –4sj) then the corresponding element of B is given by bij = 0.
2. if f 2ij > (m j + –4sj) then bij is unspecified.
The matrix B has two different kinds of value: values equal to zero and
values that are unspecified. The values equal to zero are the specified values,
while the unspeficied values will be free values in the rotation.
The constant value (m j + –4sj), used to decide what elements are to be taken
as specified zero values in the target, considers the mean and the standard
deviation of the square elements of each column. This mean can easily
350 MULTIVARIATE BEHAVIORAL RESEARCH
U. Lorenzo-Seva
decrease when a huge number of variables have very low values, as is the case
in large patterns with a clear Simple Structure. If the mean is very small,
some low values, that should be specified to be zero values, will be taken as
unspecified values, which will cause led Promin to give bad results when
computing with very large matrices. Considering the standard deviation helps
to correct this effect. As the standard deviation will be large (because some
of the values will be close to one) the cut point can be increased by
considering a proportion of this standard deviation. After some tests, it was
decided that the proportion 1/4 gave acceptable results. If the solution to be
rotated is a complex one (where variables have significant loadings on more
than a factor), this standard deviation will not be so large (as there will be few
values that are close to zero in the columns), so the cut point will not be
increased too much over the mean.
Once the simple semi-specified target is known, the f function becomes
the function g,
First Study
The first study tests the performance of different rotation methods as the
correlation between factors gets progressively higher. To test the rotation
procedures, a sample of 250 artificial oblique solutions was built.
A sample of 250 oblique patterns (P) was built. Each of these patterns
had 5 factors and 100 variables (all of which had a perfect complexity of
one). The non-zero loadings were uniform randomly chosen between 0.40
and 1. Finally, the number of variables with non-zero loadings on each factor
was uniform randomly chosen, with the constraint that each factor had at
least five non-zero loadings.
Then 250 interfactor correlation matrices (F) were built. All the non-
diagonal elements in the first sample of 50 matrices were equal to 0.10, in the
second sample they were all equal to 0.20, etc. So the correlations between
factors rang from 0.1 to 0.5 in this study.
Once these True Oblique Patterns P(100 × 5) and True Interfactor
Correlation matrices F(5 × 5) had been built, an orthogonal pattern A was
computed for each pair of True Oblique Pattern and True Interfactor
Correlation matrix.
Let Q(100 × 5) and D(5 × 5) matrices be the eigendecomposition of F,
(9) F = QDQ9
with Q9Q = QQ9 = I and D diagonal. Let the T(5 × 5) matrix be a random
orthogonal transformation matrix (T9T = TT9 = I). So the orthogonal pattern
A(100 × 5) is computed as,
Note that the parameters for each rotation procedure were the following:
1. In Promaj, the orthogonal prerotation was Normalized Varimax with
20 random starts and the oblique rotation was a fully specified Procrustes
rotation. For the Procrustes rotation, Browne’s (1972) method was used.
However, note that the target was a fully-specified target.
2. In Promax the orthogonal prerotation was Normalized Varimax with
20 random starts and the parameter k = 4.
3. In Direct Oblimin the parameter g was 0, so the method tested was in
fact Direct Quartimin (Clarkson & Jennrich, 1988).
4. Promin was computed in the way described above.
Finally, all the convergence criteria were set to 0.00001.
Once the oblique patterns and the interfactor correlation matrices had
been computed by each rotation method from each A orthogonal pattern, the
factors were permuted and reflected (if necessary) to obtain optimal
congruence between the oblique patterns obtained and the True Oblique
Patterns (P). Next, the Root Mean Square of the Residual (RMSR) between
the rotated patterns and the True Oblique Patterns was computed. The
RMSR was also computed between the obtained interfactor correlation
matrices and the True Interfactor Correlation matrices. To summarize the
information, the mean of the RMSR for each set of 50 True Oblique Patterns
(each set with a different correlation between factors) was computed. The
mean of the RMSR for each set of 50 True Interfactor Correlation matrices
was also computed. Table 1 (next page) shows the results.
This table seems to show that:
1. Promax and Promaj have difficulties in recovering the oblique
solution as the true correlation between factors gets higher. Promax seems to
fail to recover mainly the True Oblique Pattern, whereas Promaj seems to fail
to recover mainly the interfactor correlation matrix. Table 2 shows one of the
obtained interfactor correlation matrices obtained where the True Interfactor
Table 1
Mean of the 50 RMSR Computed for True and Rotated Oblique Patterns and
for the True and Obtained Interfactor Correlation Matrices (first study)
Mean of the RMSR between true and the obtained interfactor correlation
matrices
Table 2
An Interfactor Correlation Matrix Obtained by Promaj When the True
Interfactor Correlations were 0.5 (first study)
1 2 3 4 5
Second Study
The first study worked with solutions that are quite unnatural in the usual
application of the factor rotation: it is not usual for factors to have similar
correlation values with all the others in the solution. So a second study was
carried out, but this time the True Interfactor Correlation matrices had
random values.
For this study, a sample of 50 True Oblique Patterns P(100 × 5) were
computed in the same way as they were computed in the previous study.
Fifty True Interfactor Correlation matrices F(5 × 5) were also computed.
Now the values of the off-diagonal elements were uniform randomly chosen
between 0.00 and 0.50.
For each pair of True Oblique Patterns and True Interfactor Correlation
matrices, an orthogonal pattern A(100 × 5) was computed as in the previous
study. The matrix A wil now be obliquely rotated using all the rotation
methods tested in the experiment.
The rotation methods tested in this second study are the same as in the
previous study, and they were computed in the same way.
Table 3 shows the mean, the worst and the best of the RMSR for the patterns
and for the interfactor correlation matrices.
This table seems to show that:
1. Even though Promax and Promaj still have difficulties in recovering
the oblique solution, their performance seems better than in the previous
study. Promax still has more problems recovering the True Oblique Pattern,
while Promaj seems to have difficulties in recovering the True Interfactor
Correlation matrices. It should be said that, on average, Promaj is better than
in study 1, although it still gives some bad results.
2. Direct Oblimin (g = 0) and Promin are still similar, while the rotated
solution given by Promin also seems to recover the true solution better.
Third Study
In the two previous studies, the performance of the rotation methods was
tested by rotating solutions where all the variables are variables with a
complexity one. That is to say, solutions that have a Simple Structure
Table 3
Mean of the 50 RMSR Computed for True and Rotated Oblique Patterns and
for the True and Obtained Interfactor Correlation Matrices [The worst and
the best RMSR obtained are also shown (Second Study)]
The rotation methods tested in this third study are the same as in the
previous study, and they were computed in exactly the same way.
Table 4 shows the mean, the worst and the best of the RMSR for the patterns
and for the interfactor correlation matrices.
This table seems to show that:
1. Whereas Promax has serious difficulty in recovering the True Oblique
Pattern and the True Interfactor Correlation matrix, the performance of
Promaj seems to be better than in study 2. However, they both go to worse
results than Promin.
2. Whereas Direct Oblimin (g = 0) and Promin give similar results in the
previous studies, here Direct Oblimin fails to recover the True solution with
the precision that Promin does.
3. Promin does not perform as well as in the previous studies, but it still
gave acceptable results. Note that the worst oblique pattern obtained by
Promin is much better than any of the patterns obtained by any of the other
rotation methods. Also note that only when using Promin can the True
solution sometimes be perfectly obtained by rotation.
Table 4
Mean of the 50 RMSR Computed for True and Rotated Oblique Patterns and
for the True and Obtained Interfactor Correlation Matrices [The worst and
the best RMSR obtained are also shown (Third Study)]
Table 5
Pattern Matrices by Promin and Direct Oblimin (g = 0) (24 Psychological
Tests) [Elements larger than 0.30 or smaller than -0.30 set in bold face]
Table 6
RMSR Between the Oblique Patterns Obtained by Each Rotation Method for
the 24 Psychological Tests
pattern obtained by Kiers (1994) using Simplimax are shown in Table 7 (next
page).
Note that in Table 7 the elements of the pattern that were specified to be
zero values in the semi-specificed target are bold face. Clearly, Simplimax
built the best semi-specified target matrix. The Simplimax solution shown in
Table 7 was computed by Kiers (1994) who chose the values p = 25...30.
Because there is a large jump in Simplimax optimal function values after the
analysis for p = 27 (see Kiers, 1994, p. 575 for details), the number of zeros
in the semi-specified pattern was set to 27. So the number of zero values
expected for to Thurstone’s construction formulas was found. Promin sets
42 zero values. Obviously, Promin sets more zero values than the number of
zero values expected, and fails to find the proper unspecified loadings in two
kind of variables:
1. Variables with significant loadings different from, but still close to,
zero values or at least small when compared to the larger loading in the same
component. For example, variables such as (x2 + y2 + z2)1/2 or x2 y. This kind
of loadings is difficult to detect by Promin as unspecified loadings because
they are smaller than the means of the squared elements of each column of the
orthogonal pattern F, where the unspecified values are computed. However,
as these loadings are close to zero values and are specified to be zero values
in the semi-specified target matrix B, this kind of mistake is not very
significant.
2. Variables with two large loadings on both components. For example,
variables such as x/y or x/z. Promin fails to detect them because in the
orthogonal pattern F, where the unspecified loadings are computed, these
Table 7
Pattern Matrices Obtained by Promin and Simplimax for the 26 Box Problem
Elements Specified to be Zero in the Semi-specified Target Matrix Set in Bold Face
Promin Simplimax
Discussion
orthogonal pattern. Note that Promin does not seem to have this dependence,
even though a previous Weighted Varimax rotation is performed.
3. When working with the real data tested here, Promin and Direct
Oblimin (g = 0) reach very similar solutions. As there seems to be an
interaction between the data and the oblique rotation procedures (Hakstian
and Abell, 1974), it is good that two methods reach similar oblique solutions
using different procedures if (a) the rotated solutions are indeed at least as
simple and interpretable as the solutions obtained using other rotation
procedures, and (b) both methods reach the same solutions using very
different procedures. Promin and Direct Oblimin (g = 0) have both
conditions.
4. When working with very complex data (such as the 26 Box Problem),
the rotated pattern obtained by Promin is similar to the one obtained by
Simplimax. Note that Promin uses Weighted Varimax as a pre-rotation
orthogonal method. This means that; (a) Promin can deal with solutions in
which variables have a complexity which is bigger than one, and; (b) Promin
can fail (as Weighted Varimax can fail, Kiers, 1994) if the solution has a very
high obtuse configuration, which is very unusual in real data (Cureton &
Mulaik, 1975). Note that Simplimax does not have this limitation. However,
Promin will usually obtain good results and it is simpler to use than
Simplimax.
To sum up, Promin reaches solutions which are as good as the solutions
given by using other well-known procedures, and is simpler to use. Although
Promin and Direct Oblimin can obtain very similar solutions when working
with simple data, Promin should be preferred if some variables in the solution
have a complexity bigger than one. Finally, even though Promin can deal with
very complex solutions, it would be advisable to use Simplimax for these
cases (specially if an obtuse configuration is expected).
A Windows 95 program (WPROMIN.EXE) for computing PROMIN
rotations and a short manual can be obtained from the author by sending an
e-mail to the author (uls@fcep.urv.es).
References
Bentler, P. M. (1977). Factor simplicity index and transformations. Psychometrika, 42, 277-295.
Browne, M. W. (1972). Oblique rotation to a partially specified target. British Journal of
Mathematical and Statistical Psychology, 25, 207-212.
Clarkson, D. B. & Jennrich, R. I. (1988). Quartic rotation criteria and algorithms.
Psychometrika, 53, 251-259.
Cureton, E. E. & Mulaik, S. (1975). The weighted varimax rotation and the promax rotation.
Psychometrika, 40, 183-195.