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Department of Statistics
Virginia Polytechnic Institute
and State University
Blacksburg, VA 24061
( bwoodall@vt.edu; pkoudeli@vt.edu)
Zachary G. Stoumbos
Christos P. Carvounis, MD
The MahalanobisTaguchi system (MTS) is a relatively new collection of methods proposed for diagnosis and forecasting using multivariate data. The primary proponent of the MTS is Genichi Taguchi, who
is very well known for his controversial ideas and methods for using designed experiments. The MTS
results in a Mahalanobis distance scale used to measure the level of abnormality of abnormal items
compared to a group of normal items. First, it must be demonstrated that a Mahalanobis distance
measure based on all available variables on the items is able to separate the abnormal items from the
normal items. If this is the case, then orthogonal arrays and signal-to-noise ratios are used to select
an optimal combination of variables for calculating the Mahalanobis distances. Optimality is de ned
in terms of the ability of the Mahalanobis distance scale to match a prespeci ed or estimated scale
that measures the severity of the abnormalities. In this expository article, we review the methods of
the MTS and use a case study based on medical data to illustrate them. We identify some conceptual,
operational, and technical issues with the MTS that lead us to advise against its use.
KEY WORDS: Classi cation analysis; Discriminant analysis; Medical diagnosis; Multivariate analysis; Pattern recognition; Signal-to-noise ratio; Taguchi methods.
1.
INTRODUCTION
S5 S 1
Zij D 4Vij V
i D 11 21 : : : 1 p1
j D 11 21 : : : 1 m1
i
i
(1)
where
SD
V
i
and
Si D
m
X
jD1
m
X
j D1
Vij m
S 52 4m 150
4Vij V
i
Next, the values of the MDs, MDj , j D 11 21 : : : 1 m, are calculated for the normal items using
MDj D 41 p5zTj S1 zj 1
(2)
X
S D 1 4m 15 zj zTj 0
jD1
Taguchi and Rajesh (2000) stated that the MDj values in (2)
have an average value of unity. For this reason, they also refer
to the Mahalanobis space as the unit space.
In stage 2, abnormal items must be selected. There is no
uncertainty incorporated into the MTS regarding the status of
each item used for determining the MTS measurement scale.
As in discriminant analysis, it is assumed that each item is
known to be either normal or abnormal.
The MDs of the abnormals with data vectors denoted by vj ,
j D m C 11 m C 21 : : : 1 m C t are calculated after the variables
are standardized using the normal-group means and standard
deviations. Thus we have MDj , j D m C 11 m C 21 : : : 1 m C t,
with MDj de ned in (2), where the ith element of zj in
(2), Zij , is calculated using (1), for i D 11 21 : : : 1 p and
j D m C 11 m C 21 : : : 1 m C t.
According to the MTS, the resulting MD scale is good if
the MDj values for the abnormal items are higher than those
for the normal items.
In stage 3, OAs and S/N ratios are used to identify the most
useful set of variables. An OA is a design matrix that contains
the levels of various factors in the runs of an experiment to
investigate the effects of the variables on a response of interest. Each factor of the experiment is assigned to a column of
the OA, and the rows of the matrix correspond to the experimental runs. The MTS has p factors in the experiment, each
with two levels. The level of a factor signi es the inclusion
or exclusion of a variable in the MTS analysis. The p factors
are assigned to the rst p columns of the OA, with the other
columns ignored. Thus the OA selected must initially have
at least p columns. Each row of the OA determines which
variables are included in any given experimental run. For each
of these runs, the MD values are calculated for the abnormals
as in stage 2, but using only the indicated variables. These
MD values are then used to calculate the value of a S/N ratio,
which becomes the response for the run.
Many different S/N ratios are used in Taguchis analysis
of designed experiments. These are de ned in such a way
that larger S/N ratio values are preferred. One option mentioned in the MTS is to use Taguchis larger-is-better S/N ratio,
de ned as
"
2 #
mCt
X
1
10 log 41=t5
1
jDmC1 MD j
because larger MD values further separate the abnormals from
the normal group. Taguchi and Rajesh (2000) recommended
using the dynamic type S/N ratio instead. For the dynamic
S/N ratio to be calculated, the severity value of each abnormal
item must be established. These severity levels are denoted by
Mj , j D m C 11 m C 21 : : : 1 m C t. Larger values of Mj indicate
a greater degree of abnormality. The goal of this stage is to
select a subset of the original variables such that the resulting MDj values of the abnormals most appropriately re ect
the levels of severity Mj . If the values of Mj are unknown,
Taguchi and Rajesh (2000) recommended grouping the abnormal items into classes based on a general level of severity,
perhaps obtained subjectively. The value of Mj used for each
member of a class is the average value of the square roots
of the MDs for the members in the class. These MDs are
Yj D M j 1
j D m C 11 m C 21 : : : 1 m C t1
(3)
p
where Yj D MD j , j D m C 11 m C 21 : : : 1 m C t, to evaluate
the agreement between the two scales. Thus a regression line
through the origin is recommended.
As explained by Lunani, Nair, and Wasserman (1997) and
Tsui (1999), the justi cation of the dynamic S/N ratio can
be best understood by considering the analysis of variance
(ANOVA) table corresponding to the tting of a straight line
through the origin. Brownlee (1965, pp. 358361), for example, gave the ANOVA table with the expected mean squares
included. In the ANOVA calculations, the total sum of squares
is given by
SST D
mCt
X
Yj2 1
jDmC1
!2 ,
mCt
mCt
X
X
SSR D
M j Yj
Mj2 0
jDmC1
We also have
jDmC1
E4SSR5 D 2 C 2 r 1
where we assume that the variance of the usual error term for
the model in (3) is 2 , and
rD
mCt
X
Mj2 0
jDmC1
This S/N ratio tends to be large when the square roots of the
abnormal MDi values are proportional to the corresponding
Mi values with a large value of the slope. Taguchi et al. (2001,
p. 30) referred to O 2 =MSE as the reciprocal of the forecasting
error.
For a given variable Vi , the average value of the S/N ratio is
C
determined over all runs with the variable present, say S=N i ,
and with the variable absent, say S=Ni . The gain is the
C
The nal stage, stage 4, involves future diagnosis and forecasting with the MTS scale based on the useful variables.
Depending on the value of MD, it is advocated that corrective
and other actions be taken. A quadratic loss function is used
to compute thresholds for the values of the MD, such that
losses due to the two types of classi cation errors are balanced
in some sense. The determination of the threshold under the
MTS is illustrated in Section 4.
3.
Conceptual Issues
Operational Issues
Technical Issues
Taguchi and Rajesh (2000) and Taguchi et al. (2001) justi ed their MTS approach solely through the use of case studies.
In this section we consider a medical diagnosis case study
of Taguchi and Rajesh (2000) involving liver disease. The
study group comprised a healthy group of 200 people and
an unhealthy group of 17 people. This healthy group was
also used in a case study presented by Taguchi et al. (2001,
chap. 3).
The data variables consist of age (V1 ), gender (V2 ), and the
15 blood test measurements listed in Table 1. The data are
available in EXCEL format from the rst author.
4.1
As described by Taguchi and Rajesh (2000), the MD values were calculated in stage 1 for the healthy group, forming
the Mahalanobis space. The reported MD values ranged from
.3784 to 2.3581. The average MD value is given as .9951,
which is, apart from rounding error, equal to (m 15=m D
199=200 D 0995, as expected. In stage 2, the MD values calculated using the observations from the unhealthy group were
higher, ranging from 7.7274 to 135.6978, so the measurement
scale was said to be good. We note that such a wide, clear
separation between the groups of interest is often not possible
in many applications of traditional statistical methods.
Because there were 17 variables, Taguchi and Rajesh
(2000) selected an L32 (231 5 OA in stage 3. This fractional
factorial design can accommodate up to 31 factors with 32
runs. Taguchi and Rajesh assigned the 17 variables to the rst
17 columns of the array. The remaining columns are ignored.
The MD values were calculated for all 17 unhealthy patients,
Variables
Symbol
Acronym
Normal ranges
V3
V4
V5
TP
Alb
ChE
6.57.5 g/dL
3.54.5 g/dL
.601.00 dpH
V6
GOT
6.08.3 g/dL
3.45.4 g/dL
Depends on technique;
818 U/mL
1034 IU/L
V7
GPT
659 U/L
022 U
V8
V9
LDH
Alp
130250 U
2.010.0 U
r-glutamyl transpeptidase
(gamma-glutamate transferase)
Leucine aminopeptidase
V10
r-GPT
105333 IU/L
0250 U/L, normal; 250750 U/L,
moderate elevation
051 IU/L
V11
LAP
Total cholesterol
V12
TCh
Triglyceride
Phospholipid
Creatinine
Blood urea nitrogen
Uric acid
V13
V14
V15
V16
V17
TG
PL
Cr
BUN
UA
225 U
068 U
Mild
Mild
Mild
Mild
Mild
Mild
Mild
Mild
Mild
Mild
Medium
Medium
Medium
Medium
Medium
Medium
Medium
MTS
130937
140726
170342
100804
180379
80605
130896
270910
280110
350741
200828
180578
340127
850564
740175
1040424
1230022
Optimal in OA Optimal
80058
70485
90500
40951
90367
60643
70794
80162
100278
200992
160517
140607
350229
130105
90560
290200
440742
130329
80616
80002
120311
120042
60139
60139
220666
260000
140422
200833
190312
440614
320720
280560
310810
570226
.
.. ::
: .
+---------+---------+---------+---------+---------+-------MTS
..
.
.
.
.
.
+---------+---------+---------+---------+---------+-------MTS
.
:.
.::
.
+---------+---------+---------+---------+---------+-------OA Optimal
....
. .
.
+---------+---------+---------+---------+---------+-------OA Optimal
.
:: :. ..
+---------+---------+---------+---------+---------+-------Optimal
Figure 1.
: . :
.
.
+---------+---------+---------+---------+---------+-------Optimal
0
25
50
75
100
125
Dotplot of MD Values for MTS, OA Optimal, and Optimal Combinations By Group (1 D mild; 2 D moderate).
Variable number
12, 13
None
None
13
10
7
7
13
12, 13
4, 12
10, 12
10
10
10, 13
6, 7, 13
3, 6, 7, 10, 12
6, 7, 8, 10, 13
350
V14 PL
250
150
100
200
300
V12 TCh
Figure 3.
, 3).
Medical Considerations
200
V10 r-GPT
150
V2 Gender
10
100
50
0
0
100
200
300
400
500
600
700
V5 ChE
100
200
V10 r-GPT
5.1
Forecasting
Taguchi et al. (2001, chap. 5) pointed out that clinical trials involve large numbers of subjects, require quite a long
time, and are very expensive. The two reasons given for this
are the large individual differences between patients and the
use of attribute data, not continuous variables. It is stated
that if continuous variables, such as the MD, could be used,
then the study could be conducted by observing only one or
two patients in a short period. Statisticians would nd this
claim astounding, because clinical trials must have sample
sizes suf ciently large for investigators to measure effectiveness relative to other treatments, determine dosage, assess the
side effects of the treatment being studied, and to determine
which types of patients in a very heterogeneous population
bene t most from the treatment. Taguchi et al. (2001, p. 4)
considered use of the MTS in clinical trials to be its most
exciting potential application.
Taguchi et al. (2001, chap. 5) proposed a method for comparing the effectiveness of two treatments. Only one patient
is used for each treatment. The MD values of each patient
are recorded over time during treatment. The MD values of
the two patients are scaled using the corresponding initial
MD values, and regression equations are tted to show the
changes in the transformed MD values over time. The treatments are compared by comparing the estimated slopes of
the two lines. In statistical terminology, this corresponds to
a repeated-measurements experiment for two treatments, but
with only one subject in each treatment group. Statisticians
would never recommend this practice, however, because variation between subjects cannot be assessed. The treatment effect
is confounded with the difference between subjects.
5.3
Taguchi and Rajesh (2000) pointed out that in some applications of the MTS, there are two types of abnormalities present.
For example, in the graduate student admission process there
could be very good, as well as very bad, applicants. Thus,
they noted that it is important to identify the direction of the
abnormality. They stated further that this cannot be done with
the MD values calculated using the inverse of the correlation
matrix, but it can be done using the GramSchmidt orthogonalization process.
The GramSchmidt process is recommended for obtaining
a set of mutually perpendicular vectors from a set of linearly
independent standardized original vectors. It appears that this
is a recommendation for obtaining the values of the principal
components of the abnormal items based on the correlation
matrix of the normal group. The discussion is not clear, however, for several reasons. First, the classi cation into the good
and bad categories is based on the signs of the principal components. Often this would not be any more helpful than using
the signs of the standardized original variables. Second, the
threshold of the MD values shown on bivariate plots should
correspond to an ellipse, but instead linear limits are drawn.
Third, the axes, corresponding to what appear to be the principal components in the bivariate plots, are not drawn along
the major and minor axes of the MD contour ellipse and are
not centered at the origin, as would be expected.
6.
CONCLUDING REMARKS
As statisticians, we much prefer the multivariate statistical approaches based on underlying probability models to the
MTS. Mahalanobis (1950) also greatly valued the use of probability, stating that statistics supplies the basis for choosing a
particular course of action in practical problems by balancing
the risks of gain and loss using the calculus of probability. He
also held that the cross-examination of the data was the rst
responsibility of the statistician (Mahalanobis 1965). Questioning the validity of the data and the use of exploratory data
analysis is not mentioned as part of the MTS.
Statistical methods are better designed to account for
variation between units in the groups and to account for
sampling variation. The MTS does not adequately address
the issue of variation between items, because this variation
TECHNOMETRICS, FEBRUARY 2003, VOL. 45, NO. 1
10
further development of the basic approach, one would eventually need to incorporate methods based on probability. Despite
such serious shortcomings, however, we expect the MTS to
become more widely used in industry. Many practitioners will
understand the advantages of using multivariate data, but will
lack the expertise required to implement statistical approaches.
ACKNOWLEDGMENTS
The research of W. H. Woodall, R. Koudelik, K.-L. Tsui,
and S. B. Kim was partially supported by National Science
Foundation-DMI grant 9908013. K.-L. Tsuis work was also
partially supported by The Logistic InstituteAsia Paci c,
Singapore. The work of Z. G. Stoumbos was funded in part
by the Law School Admission Council (LSAC) and by a
2001 Rutgers Faculty of Management Research Fellowship.
The opinions and conclusions contained in this publication
are those of the authors and do not necessarily re ect the
position or policy of LSAC. We thank Rajesh Jugulum and
Genichi Taguchi for providing the medical case study dataset
and allowing us to distribute it. We also thank the referees and
the associate editor for their helpful comments.
Status
20
30
40
50
60
V1 Age
Figure A.1.
Status
V2 Gender
Each dot represents up to 3 observations.
10
11
Status
V3 TP
Figure A.3.
Status
3.8
4.8
5.8
3.8
4.8
5.8
V4 Alb
Figure A.4. Dotplot of V4 (Albumin) by Patient Status.
Status
100
200
300
400
500
600
700
V5 ChE
Figure A.5. Dotplot of V5 (Cholinesterase) by Patient Status.
12
Status
50
100
150
V6 GOT
Figure A.6.
Status
20
70
120
170
V7 GPT
Figure A.7. Dotplot of V7 (Glutamate P Transaminase) by Patient Status.
Status
100
200
300
400
V8 LHD
Figure A.8. Dotplot of V8 (Lactic Dehydrogenase) by Patient Status.
Status
100
200
300
V9 Alp
Figure A.9.
13
Status
00
200
V10 r-GPT
Status
40
50
60
70
80
90
100
110
120
V11 LAP
Figure A.11. Dotplot of V11 (Leucine Aminopeptidase) by Patient Status.
Status
100
200
300
V12 TCh
Figure A.12.
Status
100
200
300
400
V13 TG
Figure A.13. Dotplot of V13 (Triglyceride) by Patient Status.
14
Status
150
250
350
V14 PL
Status
1.0
1.5
2.0
V15 Cr
Figure A.15. Dotplot of V15 (Creatinine) by Patient Status.
Status
13
18
V16 BUN
Figure A.16. Dotplot of V16 (Blood Urea Nitrogen) by Patient Status.
23
15
Status
2.5
3.5
4.5
5.5
6.5
7.5
8.5
V17 UA
Figure A.17. Dotplot of V17 (Uric Acid) by Patient Status.
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