MCAoiv: Multiple Correspondence Analysis with Orthogonal Instrumental Variables
Description
Multiple Correspondence Analysis with Orthogonal Instrumental Variables
Usage
MCAoiv(X, Z, excl = NULL, row.w = NULL, ncp = 5)
Value
An object of class PCA from FactoMineR package, with X as supplementary variables, and an additional item :
ratio
the share of inertia not explained by the instrumental variables
.
Arguments
X
data frame with only factors
Z
data frame of instrumental variables, which can be numeric or factors. It must have the same number of rows as X.
excl
numeric vector indicating the indexes of the "junk" categories (default is NULL). See getindexcat or use ijunk interactive function to identify these indexes. It may also be a character vector of junk categories, specified in the form "namevariable.namecategory" (for instance "gender.male").
row.w
Numeric vector of row weights. If NULL (default), a vector of 1 for uniform row weights is used.
ncp
number of dimensions kept in the results (by default 5)
Author
Nicolas Robette
Details
Multiple Correspondence Analysis with Orthogonal Instrumental Variables consists in three steps :
1. Specific MCA of Y, keeping all the dimensions of the space
2. Computation of one linear regression for each dimension in the specific MCA, with individual coordinates as response and all variables in X as explanatory variables.
3. Principal Component Analysis of the set of residuals from the regressions in 2.