Homogeneity analysis withk sets of variables: An alternating least squares method with optimal scaling features

Abstract

Homogeneity analysis, or multiple correspondence analysis, is usually applied tok separate variables. In this paper we apply it to sets of variables by using sums within sets. The resulting technique is called OVERALS. It uses the notion of optimal scaling, with transformations that can be multiple or single. The single transformations consist of three types: nominal, ordinal, and numerical. The corresponding OVERALS computer program minimizes a least squares loss function by using an alternating least squares algorithm. Many existing linear and nonlinear multivariate analysis techniques are shown to be special cases of OVERALS. An application to data from an epidemiological survey is presented.