BIOL 582 Supplemental Material Matrices, Matrix calculations, GLM using matrix algebra.

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BIOL 582

Supplemental Material

Matrices, Matrix calculations,

GLM using matrix algebra

• Compact method of expressing mathematical operations (including statistics)

• Generalize from one to many variables (i.e. vectors to matrices)

• Matrix operations have geometric interpretations in data spaces

• Many data types (e.g., morphometric data) cannot be measured with a single variable, so multivariate methods are required to properly address hypotheses

BIOL 582 Why bother with matrices?

•Scalar: a number•Vector: an ordered list (array) of scalars (nrows x 1cols)

•Matrix: a rectangular array of scalars (nrows x pcols)

3b 11 1

BIOL 582 Scalars, vectors, and matrices

• Reverse rows and columns• Represent by At or A′• Vector transpose works identically

A ' a b c

tA = A

BIOL 582 Matrix transpose

• Matrices must have same dimensions• Add/subtract element-wise• Vector addition/subtraction works identically

2 4 6 8

1 3 5 9

8 12A B =

2 4 6 8

1 3 5 9

-4 -4A B =

Addition

Subtraction

BIOL 582 Matrix addition and subtraction

• Scalar multiplication: Multiply scalar by each element in matrix or vector

• Matrix/vector multiplication is a summed multiplication

• Inner dimensions allow multiplication• Outer dimensions determine size of result• Order of matrices makes a difference: AB BA

BIOL 582 Matrix multiplication

n1 × p1 * n2 × p2

•Scalar multiplication:

•Matrix multiplication:

3 7 21

1 1 1 21 1

2 1 2 21 1

i i i ii i

a b a b

2 11 2 3 2 6 12 1 6 6

3 34 5 6 8 15 24 4 15 12

20 13AB =

Inner dimensions MUST AGREE!!!

BIOL 582 Matrix multiplication

• Inner (scalar) product: vector multiplication resulting in a scalar (weighted linear combination)

• Outer (matrix) product: vector multiplication resulting in a matrix

1 2 3 5 28

ta b =

1 6 5 4

2 6 5 4 12 10 8

3 18 15 12

Inner Product

Outer Product

Inner dimensions MUST AGREE!!!

BIOL 582 Matrix multiplication: inner and outer products

• I: Identity matrix (equivalent to ‘1’ for matrices)• 1: A matrix of all ones• 0: A matrix of all zeros• Diagonal: diagonal contains non-zero elements • Square: n = p• Symmetric: off-diagonal elements same:

np pnX X

BIOL 582 Special matrices

2 1 1 0 2 1:

3 4 0 1 3 4

• Orthogonal: square matrix with property: • VERY useful for statistics and other fields (e.g,

morphometrics)

• Orthogonal matrices can be thought of as rigid rotations of data sets (shown later)

t AA I

.7071 .7071 .7071 .7071 1 0:

.7071 .7071 .7071 .7071 0 1t

AA IOrthonormal Example:

• Can’t divide matrices , so calculate the inverse (reciprocal) of denominator and multiply

• Inverses have property that: • Inverses are tedious to calculate, so in practice we use a computer• Only works for square matrices whose determinant 0!!!

• Determinant: combination of diagonal and off-diagonal elements

• A matrix whose determinant = 0 is Singular (has no inverse)

1 AA I

det( )a ad bc Aa b

BIOL 582 Matrix inversion

•For the 2 x 2 case:

Example:

Confirm:

c a c a

det( )a ad bc A2 3

4 34 3 0.8 0.61 5 51 2 1 2 0.2 0.44*2 3*1

1 2 3 .8 .6 1 0

1 4 .2 .4 0 1

BIOL 582 Matrix inversion: example

• Multiplying data and other matrices has geometric interpretations

• XI=X: No change to X• cIX=Y: Change of scale (e.g, enlargement)• XD=Y: Stretching if D is diagonal• XT=Y: Rigid rotation if T is p×p orthogonal• XT=Y: Shear if T is not orthogonal

(T can be decomposed into rotation, dilation, rotation)

• X = data matrix

BIOL 582 Matrix multiplication: geometric interpretations

(images from C.A.B. Smith, 1969)

Original

Scalar (2)

Scalar (1/2)

Rotations

Shears and Projections

BIOL 582 Matrix multiplication: visual examples

•The GLM model:

•Independent Variable/s:

•Dependent Variable/s:

•Solve for ‘regression coefficients’

• found from:

BIOL 582 GLM in matrix form

Note, in general vectors are lower case and matrices are upper case, but using upper case is more encompassing

Multiply by inverse:

•Why this equation? 1ˆ t tβ X X X Y

Start with:

t tX Y X Xβ

t t t t

X X X Y X X X Xβ

X X X Y β

Make ‘X’ a square matrix:

BIOL 582 GLM in matrix form: Solving for β

ˆY = XβY = Xβ + ε This is the model

Y = Xβ

and:Y = Xβ + ε

1. Expand matrixes:

where:

2. Begin rewrite:

BIOL 582 GLM in matrix form: Deriving univariate regression

2. From before: 1ˆ t t

β X X X Y

1=n X Y

X X X Y X XY

n X X n X X n X XY

X XY n XY X Yn

n X X n X X n X X

4. Multiply

n X X n X X

X X3. Calculate inverse:

BIOL 582 GLM in matrix form: Deriving univariate regression

• F-ratio is: SSM/SSE (with df corrections)• Need to calculate full and reduced model SS• Full model (contains all terms)

• Reduced model (X# has 1 less term – column of x values – in it)

• Significance based on:

• Or one can always use a random permutation approach…

2 ˆ ˆˆt

iSSEf y y Y X Y X

# #ˆ ˆt

SSEr Y X Y X

SSEr SSEfk

BIOL 582 GLM in matrix form: Calculating sums of squares (SS)

•The Data: (for matrix form):1

0.9348 0.1413 15 0.3152ˆ0.1413 0.0272 97 0.5163

β X X X Y

0.1902t

SSEf Y X Y X

# # 10.0000t

SSEr Y X Y X

Source df SS MS (SS/df) F P

Regression Δk = 1 SSEr -SSEf = 9.8098 9.8098 154.71 < 0.0001

Error n - Δk – 1 = 3 SSEf = 0.1902 0.0634

Total n – 1 = 4 SST = SSEr = 10

ˆ 0.315 0.516

BIOL 582 Regression example

BIOL 582 Using GLM for ANOVA

• Analysis of Variance (ANOVA) is the standard way of comparing means among multiple groups.

• ANOVA is the cornerstone of most applied stats courses in life science fields

• Linear regression equation

• ANOVA equation

0 1i i iy b b x

i i ij jy

• Same idea, but must use special X-matrix coding• Recode k groups in k-1 dummy variables columns) of X

• Generally, column 1 yields , column 2 yields deviation from for mean of group 1, etc.

BIOL 582 Using GLM for ANOVA

•The Data:5

ˆ 5ˆˆ 1

β X X X Y

SSEf Y X Y X # # 14

tSSEr Y X Y X

2 6y n1=5

BIOL 582 Using GLM for ANOVA: Example 1

Source df SS MS (SS/df) F P

Group Δk = 1 SSEr -SSEf = 10 10 20 0.0021

Error n - Δk – 1 = 8 SSEf = 4 5

Total n – 1 = 9 SST = SSEr = 14

(Reduced model is one column of 1s)

BIOL 582 GLM final comments

• As we will learn, ANOVA, ANCOVA, Multiple Regression, MANOVA, MANCOVA, and Multivariate Multiple Regression, are all variants of the same GLM procedure.

• All of these “different” analytical approaches are no different to a computer using matrix calculations to perform GLM

• If there are 4 groups, then 4 – 1 = 3 dummy variables are needed. If there are 88 groups, then 88 – 1 = 87 dummy variables are needed. ALWAYS, there are a -1 “factor” levels for a groups.

BIOL 582 GLM final comments

• Dummy variables are “indicator” variables

• E.g., can be written as

where Z is an indicator: 1 if in the group; 0 if not in the group.

• There are two ways to form the design matrix (X):1 1 0 0

1 1 0 0

1 0 1 0

1 0 0 1

1 1 1 1

1 0 0 0

1 1 0 0

1 0 1 0

1 0 0 1

y b b Z

Groups 2-4 means are expressed as deviations from the first group mean

All group means are expressed as deviations from the overall group mean

Analytically, these are no different, but different software packages use different approaches!

BIOL 582 Supplemental Material Matrices, Matrix calculations, GLM using matrix algebra.

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