Multidimensional

Scaling (MDS)
Angelina Anastasova
Natalia Jaworska

PSY5121 March 18/2008

Multidimensional Scaling (MDS):

What Is It?

Generally regarded as exploratory data analysis (Ding, 2006).

Reduces large amounts of data into easy-to-visualize structures.
Attempts to find structure (visual representation) in a set of
distance measures, e.g. dis/similarities, between objects/cases.
Shows

how variables/objects are related perceptually.

How? By assigning cases to specific locations in space.

Distances between points in space match dis/similarities as closely
as possible:
Similar objects: Close points Dissimilar objects: Far apart points

MDS Example: City Distances

Distances
Matrix:
Symmetric

Cluster

Spatial Map
Dimensions
1: North/South
2: East/West

The Process of MDS: The Data

Data

of MDS: similarities, dissimilarities, distances,

or proximities reflects amount of dis/similarity or
distance between pairs of objects.
Distinction between similarity and dissimilarity data
dependent on type of scale used:
Dissimilarity scale: Low #=high similarity &
High #=high dissimilarity.
Similarity scale: Opposite of dissimilarity.
E.g.

On a scale of 1-9 (1 being the same and 9

completely different) how similar are chocolate bars A
and B? Dissimilarity scale.

SPSS

requires dissimilarity scales.

Data Collection for MDS (1)

Direct/raw data: Proximities values directly obtained

empirical, subjective scaling.

E.g. Rating or ranking dis/similarities (Likert scales).

Indirect/derived data: Computed from other measurements:

correlations or confusion data (based on mistakes) (Davidson, 1983).

from

E.g. Letters of alphabet presented briefly and must be identified. Rarely confused
letters given high dissimilarity values, those that are confused get low values.

Data collection: Pairwise comparison, grouping/sorting tasks, direct

ranking, objective method (e.g. city distances).
Pairwise comparisons: All object pairs randomly presented:
# of pairs = n(n-1)/2, n = # of objects/cases
Can be tedious and inefficient process.

Data Collection for MDS (2)

Facilitation of pairwise comparison task:
1) Incomplete similarity task: random or cyclic
deletion of comparison pairs.
2) Simplification of pair comparisons (binary scale).
3) Choosing grouping/sorting tasks (Tsogo et al., 2000).
Pre-specified # of groups or not specified.
Appropriateness

of a data collection
technique is dependent on stimuli and,
in some cases, hypothesis and theory.

Type of MDS Models (1)

MDS model classified according to:
1) Type of proximities:

Metric/quantitative: Quantitative information/interval data about

objects proximities e.g. city distance.
Non-metric/qualitative: Qualitative information/nominal data
about proximities e.g. rank order.

2) Number of proximity matrices (distance, dis/similarity

matrix).
Proximity matrix is the input for MDS.
The above criteria yield:

1) Classical MDS: One proximity matrix (metric or non-metric).

2) Replicated MDS: Several matrices.
3) Weighted MDS/Individual Difference Scaling: Aggregate
proximities and individual differences in a common MDS space.

Types of MDS (2)

More typical in Social Sciences is the classification of

MDS based on nature of responses:
1) Decompositional MDS: Subjects rate objects on an
overall basis, an impression, without reference to
objective attributes.
Production of a spatial configuration for an individual and
a composite map for group.
2) Compositional MDS: Subjects rate objects
on a variety of specific, pre-specified attributes
(e.g. size).
No maps for individuals, only composite maps.

The MDS Model

Classical MDS uses Euclidean principles to model

data proximities in geometrical space, where distance
(dij) between points i and j is defined as:
xi and xj specify coordinates of points i
and j on dimension a, respectively.

The modeled Euclidean distances are related to the observed

proximities, ij, by some transformation/function (f).

Most MDS models assume that the data have the form:
ij = f(dij)

All MDS algorithms are a variation of the above (Davidson,

1983).

Output of MDS

MDS Map/Perceptual Map/Spatial Representation:

1) Clusters: Groupings in a MDS spatial
representation.

These may represent a domain/subdomain.

2) Dimensions: Hidden structures in data. Ordered

groupings that explain similarity between items.
Axes are meaningless and orientation is arbitrary.
In theory, there is no limit to the number of
dimensions.
In reality, the number of dimensions that can be
perceived and interpreted is limited.

Diagnostics of MDS (1)

MDS attempts to find a spatial configuration X such

that the following is true: f(ij) dij(X)
Stress (Kruskals) function: Measures degree of
correspondence between distances among points on the MDS
map and the matrix input.
Proportion of variance of disparities
not accounted for by the model:
Range 0-1: Smaller stress = better representation.
None-zero stress: Some/all distances in the map are distortions
of the input data.
Rule of thumb: 0.1 is excellent; 0.15 not tolerable.

Diagnostics of MDS (2)

R2 (RSQ): Proportion of variance of the disparities accounted for

by the MDS procedure.

Weirdness Index: Correspondence of subjects map and the

aggregate map outlier identification.

R20.6 is an acceptable fit.

Range 0-1: 0 indicates that subjects weights are proportional to the average
subjects weights; as the subjects score becomes more extreme, index
approaches 1.

Shepard Diagram: Scatterplot of input proximities (X-axis)

against output distances (Y-axis) for every pair of items.

Step-line produced. If map distances fall on the step-line this indicates that
input proximities are perfectly reproduced by the MDS model (dimensional
solution).

Interpretation of Dimensions

Squeezing data into 2-D enables readability but may

not be appropriate: Poor, distorted representation of the
data (high stress).
Scree plot: Stress vs.
number of dimensions.
E.g. cities distance
Primary objective in dimension interpretation: Obtain
best fit with the smallest number of possible
dimensions.
How does one assign meaning to dimensions?

Meaning of Dimensions
Subjective

Procedures:
Labelling the dimensions by
visual inspection, subjective
interpretation, and information
from respondents.
Experts evaluate and identify
the dimensions.

Validating MDS Results

Split-sample

comparison:

Original sample is divided and a correlation between the

variables is conducted.
Multi-sample

comparison:

New sample is collected and a correlation is conducted

between the old and new data.

Comparisons

are done visually or with a simple

correlation of coordinates or variables.
Assessing whether MDS solution
(dimensionality
extraction) changes in a
substantial way.

MDS Caveats
Respondents

probably perceive stimuli differently. In

non-aggregate data, different dimensions may
emerge.
Respondents may attach different levels of
importance to a dimension.
Importance of a dimension may change over time.
Interpretation of dimensions is subjective.
Generally, more than four times as many objects as
dimensions should be compared for the MDS model
to be stable.

Advantages of MDS
An

alternative to the GLM.

Does not require assumptions of linearity,
metricity, or multivariate normality.
Can be used to model nonlinear relationships.
Dimensionality solution can be obtained from
individuals; gives insight into how individuals
differ from aggregate data.
Reveals dimensions without the need for defined
attributes.
Dimensions that emerge from MDS can be
incorporated into regression analysis to assess
their relationship with other variables.

Disadvantages of MDS
Provides

a global measure of dis/similarity but

does not provide much insight into subtleties (Street
et al., 2001).

Increased

dimensionality: Difficult to represent

and decreases intuitive understanding of the data.
As such, the model of the data becomes as
complicated as the data itself.
Determination of meanings of dimensions is
subjective.

A Tiny Break . . .

SPSSing MDS
In the SPSS Data Editor window, click: Analyze >
Scale > Multidimensional Scaling

 Select four or more Variables that you want to test.

You may select a single variable for the Individual
Matrices for window (depending on the distances option
selected).

 If Data are distances (e.g. cities distances) option is

selected, click on the Shape button to define
characteristic of the dissimilarities/proximity matrices.

If Create distance from data

is selected, click on the
Measure button to control the
computation of dissimilarities,
to transform values, and to
compute distances.

 In the Multidimensional Scaling dialog box, click on the

Model button to control the level of measurement,
conditionality, dimensions, and the scaling model.

Click on the Options button to control the

display options, iteration criteria, and
treatment of missing values.

MDS: A Psychological Example

Multidimensional scaling modelling approach to latent profile
analysis in psychological research (Ding, 2006)
Basic premise: Utilize MDS to investigate types or profiles
of people.
Profile: From applied psych where test batteries are used to
extract and construct distinctive features/characteristics in
people.
MDS method was used to:

Derive profiles (dimensions) that could provide information

regarding psychosocial adjustment patterns in adolescents.
Assess if individuals could follow different profile patterns than
those extracted from group data, i.e. deviations from the
derived normative profiles.

Study Details: Methodology

Participants: College students (=23 years, n=208).

Instruments:
Self-Image Questionnaire for Young Adolescents
(SIQYA). Variables:

Body Image (BI), Peer Relationships (PR), Family Relationships

(FR), Mastering & Coping (MC), Vocational-Educational Goals
(VE), and Superior Adjustment (SA)

Three mental health measures of well-being:

Kandel Depression Scale
UCLA Loneliness Scale
Life Satisfaction Scale

Data for MDS

Scored data for MDS profile analysis

Sample data for 14 individuals:

BI=body image, PR=peer relations, FR=family relations, MC=mastery & coping,

VE=vocational & educational goal, SA=superior adjustment, PMI-1=profile match
index for Profile 1, PMI-2=profile match index for Profile 2, LS=life satisfaction,
Dep=depression, PL=psychological loneliness

The Analysis: Step by Step

Step

1: Estimate the number of profiles

(dimensions) from the latent variables.

MDS map
Euclidean distance model

Kruskal's stress = 0.00478

2.0
pr
1.5

Excellent stress value.

RSQ = 0.9998
Configuration derived in 2
dimensions.

1.0
.5
ve

0.0

mc sa

bi

Profile 2

-.5
-1.0

fr

-1.5
-2

Profile 1

-1

Scale values of two MDS profiles (dimensions) in

psychosocial adjustment.
MDS map
Euclidean distance model
2.0
pr
1.5
1.0
.5
ve

0.0

mc sa

bi

-.5

Profile 2

-1.0

fr

-1.5
-2

-1

Profile 1

Normative profiles of
psychosocial adjustments
in young adults.

Each profile represents

prototypical individual.

 Step

2: Using the estimated scale values as

independent variables and observed variables
as dependent variables estimate:

Individual profile match index (PMI):

The extent of individual variability along a profile.
Intra-individual variability across profiles.
Fit

index:
The proportion of variance
in the individuals observed
data that can be accounted
for by the profiles.

PMI-1=profile match index for Profile 1, PMI-2=profile

match index for Profile 2, LS=life satisfaction,
Dep=depression, PL=psychological loneliness

Individual Profiles vs. Aggregate

Profile 1

Profile 2

Subject 1

Subject 2

Subject 4

Body Image (BI)

2.28

-0.5

2.82

3.82

5.09

Peer Relations (PR)

0.23

1.49

5.1

5.3

Subject 1

-0.73

0.29

0.94

0.7

-1.2

4.71

4.69

Subject 2

-0.38

0.23

0.99

Mastery & Coping (MC)

-0.25

0.14

4.6

4.9

Subject 4

-0.16

0.24

0.32

Voc-Ed Goals (VE)

-1.49

5.7

5.4

Superior Adjust. (SA)

-0.08

0.08

4.3

4.9

5.5

Family Relations (FR)

PMI-1

PMI-2

FIT

Step 3: Assess the association between profiles

and other factors by regression.

Profile 1: -High scores on Body Image - higher degree of life satisfaction.

-High scores on the Vocational-Educational Goal - higher degree of depression.
Profile 2: -Higher scores on the family relationships profile - higher degree of psychological
loneliness.
Level:
-Average scores of individuals psychosocial adjustment.
-Overall positive psychosocial adjustment scores suggest less depression or
psychological loneliness and higher degree of life satisfaction.

Commentary on MDS Profile

Analysis
Strength

Provides representation of what typical

configurations or profiles of variables exist in the
population and how individuals differ with respect
to these profiles.

Enables

of MDS profile analysis:

identification/analysis of:

Individuals who develop in an idiographic (specific

and subjective) manner; not consistent with
aggregate profiles.

Limitations of MDS Profile

Analysis
MDS profile analysis is exploratory: Determination
of the number of profiles is subjective.
Because of subjectivity involved, the best methods
for model selection should be based on theoretical
grounds.
Interpretation of the statistical significance of the
scale values (i.e. variable parameter estimates) is
somewhat arbitrary. There are no objective criteria for
decision-making regarding which scale values are
salient.
Not know to what degree the profiles obtained from
MDS can be generalized across populations.

Thank You!

Questions?

References

Davidson, M. L. (1983). Multidimensional scaling. New York: J. Wiley

and Sons.
Ding, C. S. (2006). Multidimensional scaling modelling approach to latent
profile analysis in psychological research. International Journal of
Psychology 41 (3), 226-238.
Kruskal, J.B. & Wish M.1978. Multidimensional Scaling. Sage.
Street, H., Sheeran, P., & Orbell, S. (2001). Exploring the relationship
between different psychosocial determinants of depression: a
multidimensional scaling analysis. Journal of Affective Disorders 64, 53
67.
Takane, Y., Young, F.W., & de Leeuw, J. (1977). Nonmetric individual
differences multidimensional scaling: An alternating least squares method
with optimal scaling features, Psychometrika 42 (1), 767.
Young, F.W., Takane, Y., & Lewyckyj, R. (1978). Three notes on ALSCAL,
Psychometrika 43 (3), 433435.
http://www.analytictech.com/borgatti/profit.htm
http://www2.chass.ncsu.edu/garson/pa765/mds.htm
http://www.terry.uga.edu/~pholmes/MARK9650/Classnotes4.pdf