Three-mode principal components analysis: choosing the numbers of components and sensitivity to local optima

A method that indicates the numbers of components to use in fitting the three-mode principal components analysis (3MPCA) model is proposed. This method, called DIFFIT, aims to find an optimal balance between the fit of solutions for the 3MPCA model and the numbers of components. The achievement of DIFFIT is compared with that of two other methods, both based on two-way PCAs, by means of a simulation study. It was found that DIFFIT performed considerably better than the other methods in indicating the numbers of components. The 3MPCA model can be estimated by the TUCKALS3 algorithm, which is an alternating least squares algorithm. In a study of how sensitive TUCKALS3 is at hitting local optima, it was found that, if the numbers of components are specified correctly, TUCKALS3 never hits a local optimum. The occurrence of local optima increased as the difference between the numbers of underlying components and the numbers of components as estimated by TUCKALS3 increased. Rationally initiated TUCKALS3 runs hit local optima less often than randomly initiated runs.