The Special Sign Indeterminacy of the Direct-Fitting Parafac2 Model: Some Implications, Cautions, and Recommendations for Simultaneous Component Analysis

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Abstract

Parafac2 is the most flexible Simultaneous Component Analysis (SCA) model that produces an essentially unique solution. In this paper, we discuss how Parafac2's special sign indeterminacy affects applications of SCA, and we reveal how an external criterion variable can be used to ensure that estimated Parafac2 weights are meaningfully signed across the levels of the nesting mode. We present an example with real data from clinical psychology that illustrates the importance of Parafac2's special sign indeterminacy, as well as the effectiveness of our proposed solution. We also discuss the implications of our results for general applications of SCA.

Original languageEnglish (US)
Pages (from-to)725-739
Number of pages15
JournalPsychometrika
Volume78
Issue number4
DOIs
StatePublished - Oct 2013
Externally publishedYes

Bibliographical note

Funding Information:
The author would like to thank Sungjin Hong for helpful comments regarding an early draft of this paper, and the associate editor for helpful comments throughout the review process. This work was funded by the Campus Research Board at the University of Illinois (grant #11243) and the NSF (grant #DMS-1055815).

Keywords

  • Parafac2
  • Parafac2 sign indeterminacy
  • Parafac2 uniqueness
  • SCA
  • SCA uniqueness
  • simultaneous component analysis

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