Cover image for Applied multivariate statistical analysis
Title:
Applied multivariate statistical analysis
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Edition:
3rd ed.
Publication Information:
New York : Prentice Hall, 1992
ISBN:
9780130418074
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30000000154124 QA278 J63 1992 Open Access Book Book
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Summary

Summary

An updated edition, this book provides explanations of the results needed to understand output from the standard multivariate analysis computer packages and prepares readers to make proper interpretations, select appropriate techniques and understand their strengths and weaknesses.


Author Notes

Richard A. Johnson is the curator of the Sports Museum of New England & the author of "Young at Heart: The Story of Johnny Kelly." He lives in Boston, Massachusetts.

(Bowker Author Biography)


Table of Contents

I Getting Started
1 Aspects of Multivariate Analysis
Applications of Multivariate Techniques
The Organization of Data
Data Displays and Pictorial Representations
Distance
Final Comments
2 Matrix Algebra and Random Vectors
Some Basics of Matrix and Vector Algebra
Positive Definite Matrices
A Square-Root Matrix
Random Vectors and Matrices
Mean Vectors and Covariance Matrices
Matrix Inequalities and Maximization
Supplement 2 A Vectors and Matrices: Basic Concepts
3 Sample Geometry and Random Sampling
The Geometry of the Sample
Random Samples and the Expected Values of the Sample Mean and Covariance Matrix
Generalized Variance
Sample Mean, Covariance, and Correlation as Matrix Operations
Sample Values of Linear Combinations of Variables
4 The Multivariate Normal Distribution
The Multivariate Normal Density and Its Properties
Sampling from a Multivariate Normal Distribution and Maximum Likelihood Estimation
The Sampling Distribution of 'X and S
Large-Sample Behavior of 'X and S
Assessing the Assumption of Normality
Detecting Outliners and Data Cleaning
Transformations to Near Normality
II Inferences About Multivariate Means And Linear Models
5 Inferences About a Mean Vector
The Plausibility of âÇ m0 as a Value for a Normal Population Mean
Hotelling's T
2 and Likelihood Ratio Tests
Confidence Regions and Simultaneous Comparisons of Component Means
Large Sample Inferences about a Population Mean Vector
Multivariate Quality Control Charts
Inferences about Mean Vectors When Some Observations Are Missing
Difficulties Due To Time Dependence in Multivariate Observations
Supplement 5 A Simultaneous Confidence Intervals and Ellipses as Shadows of the p-Dimensional Ellipsoids
6 Comparisons of Several Multivariate Means
Paired Comparisons and a Repeated Measures Design
Comparing Mean Vectors from Two Populations
Comparison of Several Multivariate Population Means (One-Way MANOVA)
Simultaneous Confidence Intervals for Treatment Effects
Two-Way Multivariate Analysis of Variance
Profile Analysis
Repealed Measures, Designs, and Growth Curves
Perspectives and a Strategy for Analyzing Multivariate Models
7 Multivariate Linear Regression Models
The Classical Linear Regression Model
Least Squares Estimation
Inferences About the Regression Model
Inferences from the Estimated Regression Function
Model Checking and Other Aspects of Regression
Multivariate Multiple Regression
The Concept of Linear Regression
Comparing the Two Formulations of the Regression Model
Multiple Regression Models with Time Dependant Errors
Supplement 7 A The Distribution of the Likelihood Ratio for the Multivariate Regression Model
III Analysis Of A Covariance Structure
8 Principal Components
Population Principal Components
Summarizing Sample Variation by Principal Components
Graphing the Principal Components
Large-Sample Inferences
Monitoring Quality with Principal Components
Supplement 8 A The Geometry of the Sample Principal Component Approximation
9 Factor Analysis and Inference for Structured Covariance Matrices
The Orthogonal Factor Model
Methods of Estimation
Factor Rotation
Factor Scores
Perspectives and a Strategy for Factor Analysis
Structural Equation Models
Supplement 9 A Some Computational Details for Maximum Likelihood Estimation
10 Canonical Correlation Analysis
Canonical Variates and Canonical Correlations
Interpreting the Population Canonical Variables
The Sample Canonical Variates and Sample Canonical Correlations
Additional Sample Descriptive Measures
Large Sample Inferences
IV Classification And Grouping Techniques
11 Discrimination and Classification
Separation and Classification for Two Populations
Classifications with Two Multivariate Normal Populations
Evaluating Classification Functions
Fisher's Discriminant FunctionâǠñSeparation of Populations
Classification with Several Populations
Fisher's Method for Discriminating among Several Populations
Final Comments
12 Clustering, Distance Methods and Ordination
Similarity Measures
Hierarchical Clustering Methods
Nonhierarchical Clustering Methods
Multidimensional Scaling
Correspondence Analysis
Biplots for Viewing Sample Units and Variables
Procustes Analysis: A Method for Comparing Configurations
Appendix
Standard Normal Probabilities
Student's t-Distribution Percentage Points
âÇ c2 Distribution Percentage Points
F-Distribution Percentage Points
F-Distribution Percentage Points (âÇ a = .10)
F-Distribution Percentage Points (âÇ a = .05)
F-Distribution Percentage Points (âÇ a = .01)
Data Index
Subject Index