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03_Multivariate_Analysis_of_Omic

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03_Multivariate_Analysis_of_Omic The principal componentN = number of observations K = number of variables A = number of principal components ws = scaling weights t1, t2,..., tA scores (forming matrix T) p1, p2,..., pA loadings (forming matrix P)t1 t2KXNp’1 p’2MKS Confidential3 Data pre-...

03_Multivariate_Analysis_of_Omic
The principal componentN = number of observations K = number of variables A = number of principal components ws = scaling weights t1, t2,..., tA scores (forming matrix T) p1, p2,..., pA loadings (forming matrix P)t1 t2KXNp’1 p’2MKS Confidential3 Data pre-processing - CenteringInvestigate changes relative to the mean of the data Mean center data– Calculate the mean of each variable (column) and subtract it from each value.meanMean Center DataX_ xMKS Confidential4 Unit Variance (UV) Scaling1/SDIf variables are measured in different units, data are scaled to give each variable equal chance to influence the model Divide each variable by its standard deviation – Variance of scaled variables = 1 If variables are measured on the same scale data are generally centredXUV = x−x sdws meanUV scalingCtrMKS Confidential5 PCA - Geometric Interpretationx3t1 t2PC1xiKxiXN PC2x2x1Projections are calculated for ALL observations. The PCA model is the projections on the plane. Each projection is defined by t1 and t2.MKS Confidential 12 PCA - Geometric Interpretationt1 t2PC1PC2These projections form the score plot. Now only t1 and t2 values are used.MKS Confidential13 PCA - Geometric Interpretationx3t1PC1cos(α3)KXNp’1α3 α2 α1cos(α1) cos(α2)x2x1The direction of PC1 (and all PCs) are given by the cosine of the angles. These values are correlation coefficients and indicate how the variables “load” into PC1.MKS Confidential14 Summaryt1 t2KXNws mean p’1 p’2T and P are new matrices which summarize the original X matrixX = 1* x ¯´ + T*P´ + Eleft overEWhat’s left over is the residual (or error) matrix– This contains the unexplained variationMKS Confidential15 PCA Example - HealthIncreased risk for Heart ProblemsObservations, Scores plotVariables, Loadings plotMKS Confidential 17
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