Detecting which variables alter component interpretation across multiple groups: A resampling-based method.

In psychology, many studies measure the same variables in different groups. In the case of a large number of variables when a strong a priori idea about the underlying latent construct is lacking, researchers often start by reducing the variables to a few principal components in an exploratory way. Herewith, one often wants to evaluate whether the components represent the same construct in the different groups. To this end, it makes sense to remove outlying variables that have significantly different loadings on the extracted components across the groups, hampering equivalent interpretations of the components. Moreover, identifying such outlying variables is important when testing theories about which variables behave similarly or differently across groups. In this article, we first scrutinize the lower bound congruence method (LBCM; De Roover, Timmerman, & Ceulemans in Behavior Research Methods, 49, 216-229, 2017), which was recently proposed for solving the outlying-variable detection problem. LBCM investigates how Tucker's congruence between the loadings of the obtained cluster-loading matrices improves when specific variables are discarded. We show that LBCM has the tendency to output outlying variables that either are false positives or concern very small, and thus practically insignificant, loading differences. To address this issue, we present a new heuristic: the lower and resampled upper bound congruence method (LRUBCM). This method uses a resampling technique to obtain a sampling distribution for the congruence coefficient, under the hypothesis that no outlying variable is present. In a simulation study, we show that LRUBCM outperforms LBCM. Finally, we illustrate the use of the method by means of empirical data.

How to detect which variables are causing differences in component structure among different groups.

When comparing the component structures of a multitude of variables across different groups, the conclusion often is that the component structures are very similar in general and differ in a few variables only. Detecting such "outlying variables" is substantively interesting. Conversely, it can help to determine what is common across the groups. This article proposes and evaluates two formal detection heuristics to determine which variables are outlying, in a systematic and objective way. The heuristics are based on clusterwise simultaneous component analysis, which was recently presented as a useful tool for capturing the similarities and differences in component structures across groups. The heuristics are evaluated in a simulation study and illustrated using cross-cultural data on values.