Introduction to multivariate analysis. (2018)

• Record Type: Book
• Further Information: Note: Christopher Chatfield, Alexander J. Collins.
• Other Names: Chatfield, Christopher; Collins, Alexander J
• Contents: Preface; Part One: Introduction; 1 Introduction; Examples; Notation; 1.1 Review of Objectives and different approaches; 1.2 Some general comments; 1.3 Review of books on multivariate analysis; 1.4 Some matrix algebra revision; 1.5 The general linear model; Exercises; 2 Multivariate distributions; 2.1 Multivariate, marginal and conditional distributions; 2.2 Means, variances, covariances and correlations; 2.3 The multivariate normal distribution; 2.4 The bivariate normal distribution; 2.5 Other multivariate distributions; 2.5.1 Multivariate discrete distributions; 2.5.2 Multivariate continuous distributions; Exercises; 3. Preliminary data analysis; 3.1 Processing the data; 3.1.1 Data editing; 3.2 Calculating summary statistics; 3.2.1 Interpreting the sample correlation matrix; 3.2.2 The rank of R; 3.3 Plotting the data; 3.4 The analysis of discrete data; Exercises; Part Two: Finding New Underlying Variables; 4. Principal component analysis; 4.1 Introduction; 4.2 Derivation of principal components; 4.3.1 Principal components from the correlation matrix; 4.2.2 Estimating the principal components; 4.3 Further results on PCA; 4.3.1 Mean-corrected component scores; 4.3.2 The inverse transformation; 4.3.3 Zero eigenvalues; 4.3.4 Small eigenvalues; 4.3.5 Repeated roots; 4.3.6 Orthogonality; 4.3.7 Component loadings/component correlations; 4.3.8 Off-diagonal structure; 4.3.9 Uncorrelated variables; 4.4 The problem of scaling in PCA; 4.5 Discussion; 4.5.1 The identification of important components; 4.5.2 The use of components in subsequent analyses; 4.6 PCA for multivariate normal data; 4.7 Summary; Exercises; 5. Factor analysis; 5.1 Introduction; 5.2 The factor-analysis model; 5.3 Estimating the factor loadings; 5.4 Discussion; Part Three: Procedures Based on the Multivariate Normal Distribution; 6. The multivariate normal dist
• Publisher Details: Place of publication not identified : Routledge
• Publication Date: 2018
• Extent: 1 online resource (248 pages)
• Subjects: 519.53; Multivariate analysis; Analyse multivariée; Multivariate analysis; Multivariate analyse; Multivariate Analyse; Multivariate Analysis; Mutivariate Analyse; Mutivariate Analyse
• Languages: English
• ISBNs: 9781351436786; 1351436783
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.