Drop variables if their MSA_i valus is lower than a threshold, in order to increase the overall KMO (MSA) value.
Usage
fs.KMO(data,min_MSA=0.5,cor.mtx=FALSE)
Value
data
Cleaned data or the cleaned correlation matrix.
Arguments
data
A numeric data frame
min_MSA
A numeric value. Minimal MSA value for variable i
cor.mtx
Boolean value. The input is either a correlation matrix (cor.mtx=TRUE), or not (cor.mtx=FALSE)
Author
Zsolt T. Kosztyan*, Marcell T. Kurbucz, Attila I. Katona
e-mail*: kosztyan.zsolt@gtk.uni-pannon.hu
Details
Low Kaiser-Meyer-Olkin (KMO) measure of sampling adequacy does not suggest using principal component or factor analysis. Therefore, this function drop variables with low KMO/MSA values.
References
Abonyi, J., Czvetkó, T., Kosztyán, Z. T., & Héberger, K. (2022). Factor analysis, sparse PCA, and Sum of Ranking Differences-based improvements of the Promethee-GAIA multicriteria decision support technique. Plos one, 17(2), e0264277. doi:10.1371/journal.pone.0264277