SMHS PCA ICA FA
Scientific Methods for Health Sciences - Dimensionality Reduction: PCA, ICA, FA
Overview
- PCA (principal component analysis) is a mathematical procedure that transforms a number of possibly correlated variables into a fewer number of uncorrelated variables through a process known as orthogonal transformation.
- ICA (independent component analysis) is a computational tool to separate a multivariate signal into additive subcomponents by assuming that the subcomponents are non-Gaussian signals and are statistically independent from each other.
- Factor analysis is a statistical method, which describes variability among observed correlated variables in terms of potentially lower number of unobserved variables. It is related to PCA but they are not identical. In this section, we are going to introduce to these three commonly used statistical tools and illustrate their application in various studies with examples and R code samples.
Motivation
Suppose we have a set of observable correlated random variables, and we want to reduce the dimensionality of the data into a reasonable new set. How can we achieve dimensionality reduction? Principal component analysis, independent component analysis and factor analysis may be the answers here. How does each of them work? What would be the differences among those statistical methods, their strengthens and weaknesses? How can we decide on the right method regarding a specific dataset?
Theory
PCA (principal component analysis)
PCA is a statistical technique, which uses an orthogonal transformation to convert a set of observations of possibly correlated variables into set of values variables, which are linearly uncorrelated. The resulting uncorrelated variables are called principal components. The first principal component accounts for as much of the variability in the data as possible, and each succeeding component accounts for the remaining variability. PCA is the simplest of true eigenvector-based multivariate analyses to reveal the internal structure of the data in a way that best explains the variance in the data. It is a useful statistical technique that has found application many fields, including computer networks and image processing, and is a powerful method for finding patterns high-dimension dataset.
Consider a data matrix X with column-wise zero empirical mean (the sample mean of each column has been shifted to zero), where each of the n rows represents a different repetition of the experiment, and each of the p columns gives a particular kind of datum. Mathematically the transformation is defined by a set of p dimensional vectors of weights w_((k))=〖(w_1,w_2,…,w_p)〗_((k)) that map each row vector X_((i)) of X to a new vector of principal component scores t_((i))=〖(t_1,t_2,…,t_p)〗_((i)), given by t_(k(i))=X_((i)) w_((k)) in such a way that the individual variable of t considered over the data set successively inherit the maximum possible variance from x with each loading vector w constrained to be a unit vector.
- First component: the first loading vector w_((1))=〖argmax〗_(|(|w|)|=1) {∑_i▒(t_1 )_((i))^2 }= 〖argmax〗_(|(|w|)|=1) {∑_i▒(x_((i)) w)^2 }, in matrix form: w_((1))=〖argmax〗_(|(|w|)|=1) {|(|Xw|)|^2 }=〖argmax〗_(|(|w|)|=1) {w^T X^T Xw}.
- Further components: the k^th component can be found by subtracting the first k-1 principal components from X. X ̂_(k-1)=X-∑_(s=1)^(k-1)▒〖Xw_((s)) w_((s))^T 〗 and then finding the loading vector which extract the maximum variance from this new data matrix: w_((k))=〖argmax〗_(|(|w|)|=1) {|(|X ̂_(k-1) w|)|^2 }=argmax{(w^T 〖X ̂_(k-1)〗^T X ̂_(k-1) w)/(w^T w)}. This gives the remaining eigenvectors of X^T X with the maximum values for the quantity in brackets given by other corresponding eigenvalues. The full principal components decomposition of X can therefore be given as T=XW where W is a p-by-p matrix whose columns are the eigenvectors of X^T X.
- Dimensionality reduction: The faithful transformation T = X W maps a data vector x_((i)) from an original space of p variables to a new space of p variables which are uncorrelated over the dataset. However, not all the principal components need to be kept. Keeping only the first L principal components, produced by using only the first L loading vectors, gives the truncated transformation T_L=XW_L where T_L has n rows but only L columns. This dimensionality reduction is very useful for visualizing and processing high-dimensional dataset while still retaining as much of the variance in the dataset as possible.
- Singular value decomposition (SVD): the SVD of X=UΣW^T where Σ is a n-by-p rectangular diagonal matrix of positive numbers σ_((k)), the singular values of X; U is an n-by-n matrix, the columns of which are orthogonal until vector of length n called the left singular vectors of X; and W is a p-by-p whose columns are orthogonal until vector of length p and called the right singular vectors of X. With factorization, the matrix X^T X=WΣU^T UΣW^T=WΣ^2 W^T; with singular value decomposition the score matrix T=XW=UΣW^T W=UΣ, where each column of T is given by one of the left singular vectors of X multiplied by the corresponding singular value.
- Computational details of PCA:
- Begin with a dataset, which contains at least two dimensions (variables). The dataset can contain as many observations (dimensions) as possible;
- Normalize the observations for each variable. To do this, simply subtract the mean (average) from each observation in a given variable. For example, let X and Y be the two variables from the original dataset, with variable X containing observations X_1,X_2,…,X_n, and variable Y containing observations Y_1,Y_2,…,Y_n. Let X ̅be the average of the n X observations, i.e. X ̅=(X_1+X_2+⋯+X_n)/n, and similarly let Y ̅ be the average of the Y observations. Then the normalized dataset would be: for variable X: X_1-X ̅,X_2-X ̅,…,X_n-X ̅; for variable Y: Y_1-Y ̅,Y_2-Y ̅,…,Y_n-Y ̅;
- Calculate the covariance matrix between the variables of the normalized dataset;
- Calculate the Eigenvalue and Eigenvectors of the covariance matrix (the eigenvectors must be normalized to a length of 1);
- (5) Choose the most significant principal component, which is simply the Eigenvector with the highest Eigenvalue.
- PCA Properties:
- For any integer q,1≤q≤p, consider the orthogonal linear transformation y=B'x, where y is a q-element vector and B' is a q-by-q matrix and let Σ_y=B'ΣB be the variance-covariance matrix for y. Then the trace of Σ_y,tr(Σ_y) is maximized by taking B=A_q, where A_q consists of the first q columns of A; (
- y=B'x, and the tr(Σ_y) is minimized by taking B=A_q^* where A_q^* consists of last q columns of A. The last few principal components are not simply unstructured left-overs after removing the important ones;
- Σ=λ_1 α_1 α_1^'+λ_2 α_2 α_2^'+⋯+λ_p α_p α_p'. Given that var(x_i )=∑_(k=1)^P▒〖λ_k α_kj^2 〗, the elements of λ_k α_k α_k^' tends to become smaller as k increases as λ_k α_k α_k^' decreases for increasing k whereas the elements of α_k tends to stay about the same size because α_k^' α_k=1,k=1,2,…p.
- PCA Limitations:
- The results of PCA depend on the scaling of the variables; (
- The applicability of PCA is limited by certain assumptions made in its derivation.
- PCA in R:
require(graphics)
## The variances of the variables in the
## USArrests data vary by orders of magnitude, so scaling is appropriate
(pc.cr <- princomp(USArrests)) # inappropriate
Call:
princomp(x = USArrests)
Standard deviations:
Comp.1 Comp.2 Comp.3 Comp.4
82.890847 14.069560 6.424204 2.45783
princomp(USArrests, cor = TRUE) # =^= prcomp(USArrests, scale=TRUE)
Call:
princomp(x = USArrests, cor = TRUE)
Standard deviations:
Comp.1 Comp.2 Comp.3 Comp.4
1.5748783 0.9948694 0.5971291 0.4164494
## Similar, but different:
## The standard deviations differ by a factor of sqrt(49/50)
summary(pc.cr <- princomp(USArrests, cor = TRUE))
Importance of components:
Comp.1 Comp.2 Comp.3 Comp.4
Standard deviation 1.5748783 0.9948694 0.5971291 0.41644938
Proportion of Variance 0.6200604 0.2474413 0.0891408 0.04335752
Cumulative Proportion 0.6200604 0.8675017 0.9566425 1.00000000
loadings(pc.cr) # note that blank entries are small but not zero
## The signs of the columns are arbitrary
Loadings:
Comp.1 Comp.2 Comp.3 Comp.4
Murder -0.536 0.418 -0.341 0.649
Assault -0.583 0.188 -0.268 -0.743
UrbanPop -0.278 -0.873 -0.378 0.134
Rape -0.543 -0.167 0.818
Comp.1 Comp.2 Comp.3 Comp.4
SS loadings 1.00 1.00 1.00 1.00
Proportion Var 0.25 0.25 0.25 0.25
Cumulative Var 0.25 0.50 0.75 1.00
plot(pc.cr) # shows a screeplot.
# The histogram distribution presents a vivid picture of the variance attributable to the first four significant principal
# components respectively.
biplot(pc.cr) ## shows the plot of PCA in a different format
From the chart above, we can see the distribution variance attributed to different variables on the four principal components.
ICA (independent component analysis)
ICA is a computational method separating a multivariate signal into additive subcomponents by assuming that the subcomponents are non-Gaussian signals and are statistically independent from each other.
- ICA Assumptions:
- The source signals are independent of each other;
- The distribution of the values in each source signals are non-Gaussian.
- Independence: the source of signals are assumed to be independent but their signal mixture are not independent because they share the same source signals;
- Normality: based on CLT, the distribution of a sum of independent random variables approximate a Gaussian distribution;
- Complexity: the temporal complexity of any signal mixture is greater than that of its simplest constituent source signal.
ICA maximizes the statistical independence of the estimated components to find the independent components. In general, ICA can’t identify the actual number of source signals nor can it identify the proper scaling of the source signals. Suppose the data is represented by the random vector $x=(x_1,x_2,…,x_m )^t$ and the components denoted as $s=(s_1,s_2,…,s_n )^t$. We need to transform the observed data $x$ using a linear transformation $w$, $s=Wx$, into maximally independent components $s$ measured by some functions of independence. There are alternative models for ICA:
- Linear noiseless ICA: the components x_i of the data x=(x_1,x_2,…,x_m )^T are generated as a sum of the independent components s_k,k=1,…,n; x_i=a_(i,1) s_1+⋯+a_(i,k) s_k+⋯+a_(i,n) s_n, weighted by the mixing weights a_(i,k).
- Linear noisy ICA: with additional assumption of zero-mean and uncorrelated Gaussian noise n~N(0,diag(Σ)), the ICA model takes the form x=As+n.
- Nonlinear ICA: the mixing of the sources is not necessarily linear. Using a nonlinear mixing function f(.|θ) with parameter θ the nonlinear ICA model is x=f(s│θ)+n.
- Identifiability: the independent components are identifiable up to a permutation and scaling of the sources, which requires: (1) at most one of the sources s_k is Gaussian; (2) the number of observed mixtures, m, must be at least as large as the number of estimated components: n: m≥n, that is the mixing matrix A must be of full rank in order to have inverse.
- ICA in R using package fastICA. This example shows un-mixing two mixed independent uniforms:
library(fastICA)
S <- matrix(runif(10000), 5000, 2)
A <- matrix(c(1, 1, -1, 3), 2, 2, byrow = TRUE)
X <- S %*% A
a <- fastICA(X, 2, alg.typ = "parallel", fun = "logcosh", alpha = 1,
method = "C", row.norm = FALSE, maxit = 200,
tol = 0.0001, verbose = TRUE)
par(mfrow = c(1, 2))
plot(a$X, main = "Pre-processed data")
plot(a$S, main = "ICA components")
- Another example of un-mixing two independent signals is shown below:
S <- cbind(sin((1:1000)/20), rep((((1:200)-100)/100), 5))
A <- matrix(c(0.291, 0.6557, -0.5439, 0.5572), 2, 2)
X <- S %*% A
a <- fastICA(X, 2, alg.typ = "parallel", fun = "logcosh", alpha = 1,
method = "R", row.norm = FALSE, maxit = 200,
tol = 0.0001, verbose = TRUE)
par(mfcol = c(2, 3))
plot(1:1000, S[,1 ], type = "l", main = "Original Signals",
xlab = "", ylab = "")
plot(1:1000, S[,2 ], type = "l", xlab = "", ylab = "")
plot(1:1000, X[,1 ], type = "l", main = "Mixed Signals",
xlab = "", ylab = "")
plot(1:1000, X[,2 ], type = "l", xlab = "", ylab = "")
plot(1:1000, a$S[,1 ], type = "l", main = "ICA source estimates",
xlab = "", ylab = "")
plot(1:1000, a$S[, 2], type = "l", xlab = "", ylab = "")
Factor analysis (FA)
FA is a statistical method, which describes variability among observed correlated variables in terms of potentially lower number of unobserved variables. Consider a set of $p$ observable random variables, $x_1,x_2,…,x_p$ with means $μ_1,μ_2,…,μ_p$, respectively. Suppose for some unknown constants $l_{i,j}$ and k unobserved random variables F_j, where i∈1,…,p and j∈1,…,k where k<p. We have x_i-μ_i=l_i1 F_1+⋯+l_ik F_k+ε_i, where ε_i are independently distributed error terms with mean zero and finite variance. In matrix form, we have x-μ=LF+ε, with n observations, we have x is a p-by-n matrix, L is a p-by-k matrix and F is k-by-n matrix. Assumptions: (1) ε and F are independent; (2) E(F)=0; (3) cov(F)=I to make sure the factors are uncorrelated. Solutions to the equations above gives F, the factors; L, the loading matrix.
- Example: In the following, matrices will be indicated by indexed variables. "Subject" indices will be indicated using letters a,b and c, with values running from 1 to N_a, which is equal to 10 in the above example. "Factor" indices will be indicated using letters p,q and r, with values running from 1 to N_p which is equal to 2 in the above example. "Instance" or "sample" indices will be indicated using letters i,j and k, with values running from 1 to N_i. In the example above, if a sample of N_i=1000 students responded to the N_a=10 questions, the i^th student's score for the a^th question are given by x_ai. The purpose of factor analysis is to characterize the correlations between the variables of which the x_ai is a particular instance, or set of observations. In order that the variables be on equal footing, they are standardized: z_ai=(x_ai- μ_a)/σ_a , where μ_ais the sample mean and sample variance σ_a^2=1/N_a ∑_i▒(x_ai-μ_a )^2 . The factor analysis model is then: z_(1,i)=l_1,1 F_(1,i)+l_1,2 F_(2,i)+ε_(1,i),…,z_(10,i)=l_10,1 F_(1,i)+l_10,2 F_(2,i)+ε_(10,i), or more precisely z_ai=∑_p▒〖l_ap F_pi+〗 ε_ai,where F_(1,i) is the i^th student’s “verbal intelligence”, F_(2,i) is the i^th student’s “mathematical intelligence”; l_ap are the factor loadings for the a^th subject for p=1,2. (matrix form: Z=LF+ϵ).
- FA in R: using factanal()
# Maximum Likelihood Factor Analysis # entering raw data and extracting 3 factors, # with varimax rotation fit <- factanal(mydata, 3, rotation="varimax") # mydata can be a raw data matrix or a covariance matrix. Pairwise deletion of missing data is used. Rotation can be "varimax" or "promax". print(fit, digits=2, cutoff=.3, sort=TRUE) # plot factor 1 by factor 2 load <- fit$loadings[,1:2] plot(load,type="n") # set up plot text(load,labels=names(mydata),cex=.7) # add variable names # Principal Axis Factor Analysis library(psych) fit <- factor.pa(mydata, nfactors=3, rotation="varimax") fit # print results # Determine Number of Factors to Extract library(nFactors) ev <- eigen(cor(mydata)) # get eigenvalues ap <- parallel(subject=nrow(mydata),var=ncol(mydata), rep=100,cent=.05) nS <- nScree(x=ev$values, aparallel=ap$eigen$qevpea) plotnScree(nS)
PCA, ICA, FA: SImilarities and Differences
- PCA is closely related to factor analysis. The later typically incorporates more domain specific assumptions about the underlying structure and solves eigenvectors of a slightly different matrix. Principal components create variables that are linear combinations of the original variables. The new variables have the property that the variables are all orthogonal. The principal components can be used to find clusters in a set of data.
- PCA is a variance-focused approach seeking to reproduce the total variable variance, in which components reflect both common and unique variance of the variable. It is generally preferred for purposes of data reduction (i.e., translating variable space into optimal factor space) but not when detect the latent construct or factors. Factor analysis is similar to principal component analysis, in that factor analysis also involves linear combinations of variables.
- Different from PCA, factor analysis is a correlation-focused approach seeking to reproduce the inter-correlations among variables, in which the factors “represent the common variance of variables, excluding unique variance. Factor analysis is generally used when the research purpose is detecting data structure (i.e., latent constructs or factors) or causal modeling.
Applications
- This SOCR Activity demonstrated the utilization of SOCR analyses package for statistical computing in the SOCR environment. It presents a general introduction to PCA and the theoretical background of this statistical tool and shows how to use PCA and how to read and interpret the outcome. It introduced students to input data in the correct format, read the results of PCA and make interpretation of the resulting transformed data.
- article presents a general introduction to PCA. Principal component analysis of a data matrix extracts the dominant patterns in the matrix in terms of a complementary set of score and loading plots. It is the responsibility of the data analyst to formulate the scientific issue at hand in terms of PC projections, PLS regressions, etc. Ask yourself, or the investigator, why the data matrix was collected, and for what purpose the experiments and measurements were made. Specify before the analysis what kinds of patterns you would expect and what you would find exciting. The results of the analysis depend on the scaling of the matrix, which therefore must be specified. Variance scaling, where each variable is scaled to unit variance, can be recommended for general use, provided that almost constant variables are left unscaled. Combining different types of variables warrants blockscaling. In the initial analysis, look for outliers and strong groupings in the plots, indicating that the data matrix perhaps should be “polished” or whether disjoint modeling is the proper course. For plotting purposes, two or three principal components are usually sufficient, but for modeling purposes the number of significant components should be properly determined, e.g. by cross-validation. Use the resulting principal components to guide your continued investigation or chemical experimentation, not as an end in itself.
- This article introduced the Akaike Information Criterion (AIC) to extend the method of maximum likelihood to the multi-model situation. It related the successful experience of the order determination of an autoregressive model to the determination of the number of factors in the maximum likelihood factor analysis. The use of the AIC criterion in the factor analysis is particularly interesting when it is viewed as the choice of a Bayesian model. This observation shows that the area of application of AIC can be much wider than the conventional i.i.d. type models on which the original derivation of the criterion was based. The observation of the Bayesian structure of the factor analysis model leads us to the handling of the problem of improper solution by introducing a natural prior distribution of factor loadings.
- This article contains a good introduction to the application of ICA. Independent component models have gained increasing interest in various fields of applications in recent years. The basic independent component model is a semi-parametric model assuming that a p-variate observed random vector is a linear transformation of an unobserved vector of p independent latent variables. This linear transformation is given by an unknown mixing matrix, and one of the main objectives of independent component analysis (ICA) is to estimate an unmixing matrix by means of which the latent variables can be recovered. In this article, we discuss the basic independent component model in detail, define the concepts and analysis tools carefully, and consider two families of ICA estimates. The statistical properties (consistency, asymptotic normality, efficiency, robustness) of the estimates can be analyzed and compared via the so called gain matrices. Some extensions of the basic independent component model, such as models with additive noise or models with dependent observations, are briefly discussed. The article ends with a short example.
Software
- SOCR ANalyses
- SOCR_EduMaterials_AnalysisActivities_PCA SOCR PCA Activity
- R princomp package
- R fastICA package and documentation
Problems
R Example 1
# Install package ‘fastICA’ > library(fastICA) # Using the SOCR 1981-2006 CPI Data (http://wiki.socr.umich.edu/index.php/SOCR_Data_Dinov_021808_ConsumerPriceIndex), # save the table in ASCII text file “CPI_Data.dat” > CPI_Data <- as.matrix(read.table("CPI_Data.dat",header=T)) > # compare PCA and FA analyses > X <- CPI_Data[,-1] > pc.cor <- princomp(X,cor=T) > summary(pc.cor ) Importance of components: Comp.1 Comp.2 Comp.3 Comp.4 Comp.5 Comp.6 Comp.7 Standard deviation 2.1348817 1.1696678 0.71243186 0.54364890 0.38449985 0.31956304 0.145200770 Proportion of Variance 0.6511029 0.1954461 0.07250845 0.04222202 0.02112002 0.01458865 0.003011895 Cumulative Proportion 0.6511029 0.8465490 0.91905742 0.96127944 0.98239946 0.99698811 1.000000000 > ica <- fastICA(X,n.comp=7) > names(ica) [1] "X" "K" "W" "A" "S" # X: pre-processed data matrix (whitened/sphered data) # K: pre-whitening matrix that projects data onto the first n.comp # principal components. # W: estimated un-mixing matrix (XW = S) # A: estimated mixing matrix (X = SA) # S: estimated source matrix (factor scores, $\Theta$ in the notes) > windows() > biplot(pc.cor)
> S <- ica$S > dimnames(S) <- list(dimnames(X)1,paste("Cmp.",1:7,sep="")) > A <- ica$A > dimnames(A) <- list(dimnames(X)2,paste("Cmp.",1:7,sep="")) > windows() > biplot(S[,1:2],A[,1:2]) > loadings(pc.cor) Loadings: Comp.1 Comp.2 Comp.3 Comp.4 Comp.5 Comp.6 Electricity -0.415 -0.227 0.164 0.512 -0.373 -0.576 Fuel_Oil -0.351 0.547 -0.198 0.312 Bananas -0.373 -0.415 0.258 0.365 0.393 0.578 Tomatoes -0.369 -0.320 0.357 -0.738 -0.294 Orange_Juice -0.324 -0.311 -0.871 -0.119 Beef -0.424 0.220 -0.216 0.721 -0.449 Gasoline -0.380 0.479 -0.216 0.161 Comp.7 Electricity -0.131 Fuel_Oil -0.657 Bananas Tomatoes Orange_Juice 0.108 Beef Gasoline 0.733 Comp.1 Comp.2 Comp.3 Comp.4 Comp.5 Comp.6 SS loadings 1.000 1.000 1.000 1.000 1.000 1.000 Proportion Var 0.143 0.143 0.143 0.143 0.143 0.143 Cumulative Var 0.143 0.286 0.429 0.571 0.714 0.857 Comp.7 SS loadings 1.000 Proportion Var 0.143 Cumulative Var 1.000 > field <- function(x) { substr(paste(x," ",sep=""),1,6) } > A.str <- ifelse(abs(A)<2,field(" "),field(round(A,2))) > dimnames(A.str) <- list(dimnames(X)2,paste("Cmp.",1:7,sep="")) > write.table(A.str[,1:4],"",quote=F,row.names=T,col.names=NA) Cmp.1 Cmp.2 Cmp.3 Cmp.4 Electricity Fuel_Oil Bananas -2.59 Tomatoes -2.9 Orange_Juice -2.66 Beef Gasoline > L <- pc.cor$loadings > L.str <- ifelse(abs(L)<0.3,field(" "),field(round(L,2))) > dimnames(L.str) <- list(dimnames(X)2,paste("Cmp.",1:7,sep="")) > write.table(L.str[,1:4],"",quote=F,row.names=T,col.names=T) Cmp.1 Cmp.2 Cmp.3 Cmp.4 Electricity -0.41 0.51 Fuel_Oil -0.35 0.55 Bananas -0.37 -0.41 0.37 Tomatoes -0.37 -0.32 0.36 -0.74 Orange_Juice -0.32 -0.31 -0.87 Beef -0.42 Gasoline -0.38 0.48
References
- A tutorial on Principal Components Analysis
- Sampling / Steven K. Thompson
- Sampling theory and methods / S. Sampath
- Factor Analysis details
Appendix
| Year | Electricity | Fuel_Oil | Bananas | Tomatoes | Orange_Juice | Beef | Gasoline |
|---|---|---|---|---|---|---|---|
| 1981 | 31.552 | 1.15 | 0.343 | 0.792 | 1.141 | 1.856 | 1.269 |
| 1982 | 36.006 | 1.254 | 0.364 | 0.763 | 1.465 | 1.794 | 1.341 |
| 1983 | 37.184 | 1.194 | 0.332 | 0.726 | 1.418 | 1.756 | 1.214 |
| 1984 | 38.6 | 1.122 | 0.344 | 0.854 | 1.408 | 1.721 | 1.2 |
| 1985 | 38.975 | 1.078 | 0.35 | 0.697 | 1.685 | 1.711 | 1.145 |
| 1986 | 40.223 | 1.126 | 0.337 | 1.104 | 1.756 | 1.662 | 1.19 |
| 1987 | 40.022 | 0.817 | 0.374 | 0.871 | 1.512 | 1.694 | 0.868 |
| 1988 | 40.195 | 0.89 | 0.394 | 0.797 | 1.638 | 1.736 | 0.947 |
| 1989 | 40.828 | 0.883 | 0.429 | 1.735 | 1.868 | 1.806 | 0.944 |
| 1990 | 41.663 | 1.259 | 0.438 | 0.912 | 1.817 | 1.907 | 1.09 |
| 1991 | 43.226 | 1.235 | 0.428 | 0.936 | 2.005 | 1.996 | 1.304 |
| 1992 | 44.501 | 0.985 | 0.426 | 1.141 | 1.879 | 1.926 | 1.135 |
| 1993 | 46.959 | 0.969 | 0.44 | 1.604 | 1.677 | 1.97 | 1.182 |
| 1994 | 48.2 | 0.919 | 0.503 | 1.323 | 1.674 | 1.892 | 1.109 |
| 1995 | 48.874 | 0.913 | 0.463 | 1.103 | 1.583 | 1.847 | 1.19 |
| 1996 | 48.538 | 1.007 | 0.497 | 1.213 | 1.577 | 1.799 | 1.186 |
| 1997 | 49.245 | 1.136 | 0.473 | 1.452 | 1.737 | 1.85 | 1.318 |
| 1998 | 46.401 | 0.966 | 0.489 | 1.904 | 1.601 | 1.818 | 1.186 |
| 1999 | 45.061 | 0.834 | 0.49 | 1.443 | 1.753 | 1.834 | 1.031 |
| 2000 | 45.207 | 1.189 | 0.5 | 1.414 | 1.823 | 1.903 | 1.356 |
| 2001 | 47.472 | 1.509 | 0.509 | 1.451 | 1.863 | 2.037 | 1.525 |
| 2002 | 47.868 | 1.123 | 0.526 | 1.711 | 1.876 | 2.152 | 1.209 |
| 2003 | 47.663 | 1.396 | 0.512 | 1.472 | 1.848 | 2.131 | 1.557 |
| 2004 | 49.159 | 1.508 | 0.485 | 1.66 | 1.957 | 2.585 | 1.635 |
| 2005 | 50.847 | 1.859 | 0.49 | 2.162 | 1.872 | 2.478 | 1.866 |
| 2006 | 57.223 | 2.418 | 0.505 | 1.621 | 1.853 | 2.607 | 2.359 |
- SOCR Home page: http://www.socr.umich.edu
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