################################################## ### Load libraries ################################################## library(broom) library(car) library(corrr) library(tidyverse) library(patchwork) ################################################## ### Import and prepare data ################################################## eeo = read_csv("~/Documents/github/epsy-8264/data/equal-education-opportunity.csv") head(eeo) ################################################## ### Source the residual_plots() function from the script file ################################################## source("../../scripts/residual_plots.R") ################################################## ### Rotating observation by changing basis vectors ################################################## # Coordinates in original predictor space (row vector) old = t(c(0.608, 0.0351)) # Matrix of new basis vectors basis = matrix(c(0.7625172, 0.6469680, 0.6469680, -0.7625172), nrow = 2) # Coordinates in rotated predictor space old %*% basis ################################################## ### Matrix Algebra to Carry Out the PCA using Spectral Decomposition ################################################## # Create predictor matrix X_p = eeo %>% select(peer, faculty) %>% data.matrix() # Spectral decomposition spec_decomp = eigen(t(X_p) %*% X_p) spec_decomp # Matrix of basis vectors for rotated predictor space rot_basis = spec_decomp$vectors # Compute rotated values under the new basis rot_pred = X_p %*% rot_basis head(rot_pred) # Compute variances of PCs var_pc = spec_decomp$values / (70 - 1) var_pc # Compute proportion of variation var_pc / sum(var_pc) ################################################## ### Using princomp() ################################################## # Select predictors eeo_pred = eeo %>% select(faculty, peer) # Create princomp object my_pca = princomp(eeo_pred) # View output summary(my_pca, loadings = TRUE) # Compute variance of PC1 1.4002088 ^ 2 # Compute variance of PC2 0.19725327 ^ 2 # Compute total variation accounted for total_var = 1.4002088 ^ 2 + 0.19725327 ^ 2 total_var # Compute variation accounted for by PC1 (1.4002088 ^ 2) / total_var # Compute variation accounted for by PC2 (0.19725327 ^ 2) / total_var # Get PC scores pc_scores = my_pca$scores head(pc_scores) ################################################## ### Mimic scores from princomp() using matrix algebra ################################################## # Mimic scores from princomp() old = t(c(0.608 - mean(eeo$faculty), 0.0351 - mean(eeo$peer))) # Compute PC scores old %*% basis ################################################## ### Visualize principal components ################################################## # Create data frame of scores pc_scores = pc_scores %>% data.frame() # Plot the scores ggplot(data = pc, aes(x = Comp.1, y = Comp.2)) + geom_point() + geom_hline(yintercept = 0, color = "lightgrey") + geom_vline(xintercept = 0, color = "lightgrey") + scale_x_continuous(name = "Principal Component 1", limits = c(-4, 4)) + scale_y_continuous(name = "Principal Component 2", limits = c(-4, 4)) + theme_bw() + theme( panel.grid.major = element_blank(), panel.grid.minor = element_blank() ) ################################################## ### Use all 3 predictors in PCA ################################################## # Select predictors eeo_pred = eeo %>% select(faculty, peer, school) # Create princomp object my_pca = princomp(eeo_pred) # View output summary(my_pca, loadings = TRUE, cutoff = 0)