Computation of Multiple Correspondence Analysis, with Code in R
UPF Working Paper No. 887
23 Pages Posted: 15 Nov 2005
Date Written: September 1, 2005
The generalization of simple correspondence analysis, for two categorical variables, to multiple correspondence analysis where they may be three or more variables, is not straighforward, both from a mathematical and computational point of view. In this paper we detail the exact computational steps involved in performing a multiple correspondence analysis, including the special aspects of adjusting the principal inertias to correct the percentages of inertia, supplementary points and subset analysis. Furthermore, we give the algorithm for joint correspondence analysis where the cross-tabulations of all unique pairs of variables are analysed jointly. The code in the R language for every step of the computations is given, as well as the results of each computation.
Keywords: Adjustment of principal inertias, Burt matrix, correspondence analysis, multiple correspondence analysis, R language, singular value decomposition, subset analysis
JEL Classification: C19, C88
Suggested Citation: Suggested Citation