Factor Analysis

Variable
Supermarket Data
3 amspent (mountly ammount spent)
4 meat (meat expenditure)
5 fish (fish expenditure)
6 vegetable (vegetable expenditure)
7 own brand (% spent in own brand product)
9 organic (% spent in organic food)
16 income (yearly household income)
17 age (age of respondent)
 Factor Analysis using R
• library(foreign)
• supermarket=read.spss("d:\\supermarket.sav", to.data.frame=TRUE)
• supermarket
• supermarket=supermarket[,c(3,4,5,6,7,9,16,17)]
• supermarket
• kmo <- function(x)
• {
• x <- subset(x, complete.cases(x))
• r <- cor(x)
• r2 <- r^2
• i <- solve(r)
• d <- diag(i)
• p2 <- (-i/sqrt(outer(d, d)))^2
• diag(r2) <- diag(p2) <- 0
• KMO <- sum(r2)/(sum(r2)+sum(p2))
• MSA <- colSums(r2)/(colSums(r2)+colSums(p2))
• return(list(KMO=KMO, MSA=MSA))
• }
uji_bart <- function(x)
{
method <- "Bartlett's test of sphericity"
data.name <- deparse(substitute(x))
x <- subset(x, complete.cases(x))
n <- nrow(x)
p <- ncol(x)
chisq <- (1-n+(2*p+5)/6)*log(det(cor(x)))
df <- p*(p-1)/2
p.value <- pchisq(chisq, df, lower.tail=FALSE)
names(chisq) <- "Khi-squared"
names(df) <- "df"
return(structure(list(statistic=chisq, parameter=df, p.value=p.value,
method=method, data.name=data.name),
class="htest"))
}
cor(supermarket)
uji_bart(supermarket)
kmo(supermarket)
aku <- function(data,cor = TRUE){
##Menentukan matriks korelasi atau kovarian berdasarkan masukan
# user
if (cor == TRUE){
mat = cor(data)}
else mat = cov(data)

##Menghitung eigenvalue dan eigenvector

pc <- eigen(mat)
p <- ncol(data)

##Menghitung proporsi varians dan kumulatifnya

sumvar <- sum(pc$values)
var <- matrix(c(0),p,1)
cumvar <- matrix(c(0),p,1)
for(i in 1:p){
var[i] <- pc$values[i]/sumvar
if (i == 1) {cumvar[i] <- var[i]}
else
cumvar[i] <- var[i] + cumvar[i-1]
}

##Membentuk scree-plot
#par(new = TRUE)
plot(pc$values,type="l",xlab="Components",ylab="Variances")
plot(pc$values,type="o",xlab="Components",ylab="Variances")
##Mengeluarkan output
cat("\neigenvalues\tproportion\tcumulative")
for(i in 1:p){
cat("\n",pc$values[i],"\t",var[i],"\t",cumvar[i],"\n")
}
cat("\n")
return(list(eigenvectors = pc$vectors))
}

# Menjalankan fungsi aku

aku(supermarket,cor=T)

anafak <- function (data, factors=NULL, cor=TRUE){

##Menentukan matriks korelasi atau kovarian berdasarkan masukan

# user
if (cor == TRUE){mat = cor(data)}
else mat = cov(data)

##Menghitung akar dari eigenvalues dan eigenvectors

stdev <- sqrt(eigen(mat)$values)
eigenvec <- eigen(mat)$vectors

##Menentukan faktor apabila user tidak memberi inisiasi

if (is.null(factors)) factors <- sum(eigen(mat)$values >= 1)
##Menghitung nilai-nilai pada matriks loading factors
loadings <- eigenvec[,1:factors] %*% diag(stdev[1:factors])
##Melakukan rotasi orthogonal terhadap loading factors, silakan
# gunakan metode rotasi lainnya, R menyediakan beberapa fungsi
# untuk kepentingan tersebut
rotated.loadings <- varimax(loadings)
##Menghitung nilai communality
communality <- as.matrix(apply(loadings,1,function(x)sum(x^2)))
##Menampilkan output
result <-list(Communality = communality, Rotated_loadings = rotated.loadings,
Original_loadings_factor = loadings)
return(result)
}
anafak(supermarket,factors=3,cor=T)
 Barlett’s and KMO test
Bartlett’s test should be performed to d
among variables, while KMO test deter
Kaiser-Meyer-Olkin Indices H0 : (factor analysis is not appropriate )
0.7675852
H1 : (factor analysis is appropriate)

Chi-Square 690.94614

Bartlett
Sphericity Test Derajat bebas 28

P-value 0,000

Berdasarkan tabel diatas , uji barlett’s digunakan untuk menguji ada tidaknya interpendensi
antar variabel
Sedangkan KMO menguji apakah variabel layak dianalsis dengan analsis faktor.
H0 : (variabel tidak layak dianalsis dengan analisis faktor)
H1 : (variabel layak dianalsis dengan analisis faktor)
 Principal Component Analysis
Cumulative Proportion
eigenvalues proportion cumulative
3.784452 0.4730566 0.4730566
1.101634 0.1377043 0.6107609
0.9496053 0.1187007 0.7294615
0.7788023 0.09735029 0.8268118
0.585972 0.0732465 0.9000583
0.5201532 0.06501915 0.9650775
0.2411582 0.03014477 0.9952222
0.03822207 0.004777759 1

Proporsi kumulatif yang harus dicapai sebesar lebih dari 70% atau dapat pula dilihat
dari nilai eigen yang lebih dari 1. dari tiga komponen dapat menjelaskan keberagaman
sebesar 72,95%.
The cumulative proportion which has to be attained is greater than 70% or the eigen value is
greater than 1. The first three component could summarize the variation 72,95%.
 Principal Component Analysis
Scree Plot
 Principal Component Analysis
Principal Component Models
PC1  Y1  0, 45 x1  0, 25 x 2  0,3 x3  0,13 x 4  0,35 x5  0, 27 x6  0, 46 x7  0, 46 x8

PC2  Y2  0,14 x1  0,39 x 2  0, 23 x3  0, 66 x 4  0, 22 x5  0, 42 x6  0, 22 x7  0, 25 x8

PC3  Y3  0, 02 x1  0, 65 x 2  0,56 x3  0,51x 4  0, 04 x5  0, 0008 x6  0, 08 x7  0, 07 x8

 Factor Analysis
Communalities

Besarnya keragaman yang dapat dijelaskan oleh tiga

communalities komponen pada variabel
X1 0.8075453 X1 sebesar 80,75%, X2 sebesar 80,64% dan seterusnya.
X2 0.8064619
X3 0.6996657
X4 0.7847645
X5 0.5319849
X6 0.480846
X7 0.8633671
X8 0.8610568
 Factor Analysis
Variansi yang Dapat Dijelaskan
Komponen
1 2 3
Nilai eigen 3.78 1.1 0.95
Proporsi varians 0.473 0.137 0.119
Sebelum Rotasi Kumulatif varians 0.473 0.61 0.729
Nilai eigen 3.266 1.308 1.262
Proporsi varians 0.408 0.163 0.158
Setelah Rotasi Kumulatif varians 0.408 0.572 0.729

Variansi yang dapat dijelaskan dengan menggunakan tiga komponen adalah 72,9%
 Factor Analysis
Loading Factor Matrik faktor loading setelah
rotasi
Matrik faktor loading sebelum rotasi
Komp.1 Komp.2 Komp.3 Komp.1 Komp.2 Komp.3
X1 -0.8854315 -0.15163 -0.023775134 X1 -0.733 -0.402 0.33
X2 -0.4907554 -0.40785 0.631886237 X2 -0.206 -0.109 0.867
X3 -0.5884393 0.242994 -0.542548439
X3 -0.684 -0.299 -0.377
X4 -0.256088 -0.68988 -0.493197424
X5 -0.6898408 0.233119 0.041956847 X4 -0.886 0 0
X6 -0.531372 -0.44552 -0.000813588 X5 -0.716 0.14 0
X7 -0.8954701 0.235153 0.078762964 X6 -0.287 -0.506 -0.378
X8 -0.8875122 0.263033 0.064751061 X7 -0.898 0.233 0
X8 -0.904 0.206 0
X1 : amspent (mountly ammount spent)
Comp 1 Comp 2 Comp 3
X2 : meat (meat expenditure) X1, X3, X4,
X3 : fish (fish expenditure) X5, X7, X8 X6 X2
X4 : vegetable (vegetable expenditure)
X5 : own brand (% spent in own brand product) Matriks Loading digunakan untuk
X6 : organic (% spent in organic food) menentuakan suatu faktor Masuk
X7 : income (yearly household income) kedalam komponen 1, 2 atau 3
X8 : age (age of respondent) berdasarkan loading factor.