There is, I think, something ethereal about i —the square root of minus one. I remember first hearing about it at school. It seemed an odd beast at that time—an intruder hovering on the edge of reality.

Usually familiarity dulls this sense of the bizarre, but in the case of i it was the reverse: over the years the sense of its surreal nature intensified. It seemed that it was impossible to write mathematics that described the real world in …

I and i

Collinearity refers to the non independence of predictor variables, usually in a regression-type analysis. It is a common feature of any descriptive ecological data set and can be a problem for parameter estimation because it inflates the variance of regression parameters and hence potentially leads to the wrong identification of relevant predictors in a statistical model. Collinearity is a severe problem when a model is trained on data from one region or time, and predicted to another with a different or unknown structure of collinearity. To demonstrate the reach of the problem of collinearity in ecology, we show how relationships among predictors differ between biomes, change over spatial scales and through time. Across disciplines, different approaches to addressing collinearity problems have been developed, ranging from clustering of predictors, threshold-based pre-selection, through latent variable methods, to shrinkage and regularisation. Using simulated data with five predictor-response relationships of increasing complexity and eight levels of collinearity we compared ways to address collinearity with standard multiple regression and machine-learning approaches. We assessed the performance of each approach by testing its impact on prediction to new data. In the extreme, we tested whether the methods were able to identify the true underlying relationship in a training dataset with strong collinearity by evaluating its performance on a test dataset without any collinearity. We found that methods specifically designed for collinearity, such as latent variable methods and tree based models, did not outperform the traditional GLM and threshold-based pre-selection. Our results highlight the value of GLM in combination with penalised methods (particularly ridge) and threshold-based pre-selection when omitted variables are considered in the final interpretation. However, all approaches tested yielded degraded predictions under change in collinearity structure and the ‘folk lore’-thresholds of correlation coefficients between predictor variables of |r| >0.7 was an appropriate indicator for when collinearity begins to severely distort model estimation and subsequent prediction. The use of ecological understanding of the system in pre-analysis variable selection and the choice of the least sensitive statistical approaches reduce the problems of collinearity, but cannot ultimately solve them.

https://onlinelibrary.wiley.com/doi/pdf/10.1111/j.1600-0587.2012.07348.x

Collinearity: a review of methods to deal with it and a simulation study evaluating their performance

1. Introduction and Overview. 2. Detecting Influential Observations and Outliers. 3. Detecting and Assessing Collinearity. 4. Applications and Remedies. 5. Research Issues and Directions for Extensions. Bibliography. Author Index. Subject Index.

Regression Diagnostics: Identifying Influential Data and Sources of Collinearity

This article addresses Ronkko and Evermann’s criticisms of the partial least squares (PLS) approach to structural equation modeling. We contend that the alleged shortcomings of PLS are not due to problems with the technique, but instead to three problems with Ronkko and Evermann’s study: (a) the adherence to the common factor model, (b) a very limited simulation designs, and (c) overstretched generalizations of their findings. Whereas Ronkko and Evermann claim to be dispelling myths about PLS, they have in reality created new myths that we, in turn, debunk. By examining their claims, our article contributes to reestablishing a constructive discussion of the PLS method and its properties. We show that PLS does offer advantages for exploratory research and that it is a viable estimator for composite factor models. This can pose an interesting alternative if the common factor model does not hold. Therefore, we can conclude that PLS should continue to be used as an important statistical tool for management and organizational research, as well as other social science disciplines.

/pdf/common-beliefs-and-reality-about-pls-comments-on-ronkko-and-54uzsgllfa.pdf

Common Beliefs and Reality About PLS: Comments on Rönkkö and Evermann (2013)

The advent of high throughput technologies has led to a wealth of publicly available 'omics data coming from different sources, such as transcriptomics, proteomics, metabolomics. Combining such large-scale biological data sets can lead to the discovery of important biological insights, provided that relevant information can be extracted in a holistic manner. Current statistical approaches have been focusing on identifying small subsets of molecules (a 'molecular signature') to explain or predict biological conditions, but mainly for a single type of 'omics. In addition, commonly used methods are univariate and consider each biological feature independently. We introduce mixOmics, an R package dedicated to the multivariate analysis of biological data sets with a specific focus on data exploration, dimension reduction and visualisation. By adopting a systems biology approach, the toolkit provides a wide range of methods that statistically integrate several data sets at once to probe relationships between heterogeneous 'omics data sets. Our recent methods extend Projection to Latent Structure (PLS) models for discriminant analysis, for data integration across multiple 'omics data or across independent studies, and for the identification of molecular signatures. We illustrate our latest mixOmics integrative frameworks for the multivariate analyses of 'omics data available from the package.

/pdf/mixomics-an-r-package-for-omics-feature-selection-and-gvvb0imdct.pdf

mixOmics: An R package for 'omics feature selection and multiple data integration

Clustering of variables around latent components is investigated as a means to organize multivariate data into meaningful structures. The coverage includes (i) the case where it is desirable to lump together correlated variables no matter whether the correlation coefficient is positive or negative; (ii) the case where negative correlation shows high disagreement among variables; (iii) an extension of the clustering techniques which makes it possible to explain the clustering of variables taking account of external data. The strategy basically consists in performing a hierarchical cluster analysis, followed by a partitioning algorithm. Both algorithms aim at maximizing the same criterion which reflects the extent to which variables in each cluster are related to the latent variable associated with this cluster. Illustrations are outlined using real data sets from sensory studies.

Clustering of Variables Around Latent Components

Defining the underlying sensory dimensions

Discrimination on latent components with respect to patterns. Application to multicollinear data

Ridge regression (RR) and principal component regression (PCR) are two popular methods intended to overcome the problem of multicollinearity which arises with spectral data. The present study compares the performances of RR and PCR in addition to ordinary least squares (OLS) and partial least squares (PLS) on the basis of two data sets. An alternative procedure that combines both PCR and RR is also introduced and is shown to perform well. Furthermore, the performance of the combination of RR and PCR is stable in so far as sufficient information is taken into account. This result suggests discarding those components that are unquestionably identified as noise, when the ridge constant tackles the degeneracy caused by components with small variances.

El Mostafa Qannari

Papers

Clustering of Variables Around Latent Components

Defining the underlying sensory dimensions

Discrimination on latent components with respect to patterns. Application to multicollinear data

Principal component regression, ridge regression and ridge principal component regression in spectroscopy calibration

Common components and specific weights analysis: A chemometric method for dealing with complexity of food products