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Number of dimension in Multidimensional Scaling

On 12/9/2010 7:26 AM, Petar Milin wrote:
In nonmetric MDS, goodness of fit is assessed by a Stress statistic 
(actually, there are several), measuring normalized
SS (observed distances - fitted distances)
There is no significance test of adequacy of 2, 3, 4, ... dimensions,
so it is common practice to plot Stress vs # dimensions and look for
an elbow, as in the Scree plot for exploratory factor analysis.

I can't think of anyone who says 2 dimensions are typical, but
they are certainly easier to plot and interpret graphically,
or at least were before dynamic interactive graphics allowed one
to easily plot in 3D and rotate by direct manipulation (rgl, rggobi+ggobi)

My favorite recent book:

  Borg, I. and Groenen, P.: "Modern Multidimensional Scaling: theory and 
applications" (2nd ed.), Springer-Verlag New York, 2005