Dew Stats for .NET
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The stress factor for multidimensional scaling.
Parameters |
Description |
[In] TMtx D |
Data distance matrix. |
[In] TMtx DHat |
Estimated distance matrix. |
The stress factor.
Calculates the GOF statistics for multidimensional scaling. The stress factor is defined as:
where hat(d(i,j)) is the predicted distance based on the MDS model. In his original paper on multi dimensional scaling, Kruskal (1964) gave following advise about stress values based on his experience:
Stress |
Goodness-of-fit |
0.2 |
poor |
0.1 |
fair |
0.05 |
good |
0.025 |
excellent |
0.000 |
perfect |
More recent articles caution against using a table like this since acceptable values of stress depends on the quality of the distance matrix and the number of objects in that matrix.
D stores data distance matrix, DHat stores reduced dimension estimated distance matrix.
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