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Multivariate statistics

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3541: 3489: 3475: 43:. Multivariate statistics concerns understanding the different aims and background of each of the different forms of multivariate analysis, and how they relate to each other. The practical application of multivariate statistics to a particular problem may involve several types of univariate and multivariate analyses in order to understand the relationships between variables and their relevance to the problem being studied. 3513: 3501: 120:
Multivariate analysis can be complicated by the desire to include physics-based analysis to calculate the effects of variables for a hierarchical "system-of-systems". Often, studies that wish to use multivariate analysis are stalled by the dimensionality of the problem. These concerns are often eased
103:) is based on the principles of multivariate statistics. Typically, MVA is used to address situations where multiple measurements are made on each experimental unit and the relations among these measurements and their structures are important. A modern, overlapping categorization of MVA includes: 176:
is similar to PCA but allows the user to extract a specified number of synthetic variables, fewer than the original set, leaving the remaining unexplained variation as error. The extracted variables are known as latent variables or factors; each one may be supposed to account for covariation in a
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MVA was formerly discussed solely in the context of statistical theories, due to the size and complexity of underlying datasets and its high computational consumption. With the dramatic growth of computational power, MVA now plays an increasingly important role in data analysis and has wide
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Redundancy analysis (RDA) is similar to canonical correlation analysis but allows the user to derive a specified number of synthetic variables from one set of (independent) variables that explain as much variance as possible in another (independent) set. It is a multivariate analogue of
203:(CCA) for summarising the joint variation in two sets of variables (like redundancy analysis); combination of correspondence analysis and multivariate regression analysis. The underlying model assumes chi-squared dissimilarities among records (cases). 917:; Anderson, T. W.; Arnold, S. F.; Eaton, M. L.; Giri, N. C.; Gnanadesikan, R.; Kendall, M. G.; Kshirsagar, A. M.; et al. (June 1986). "Review: Contemporary Textbooks on Multivariate Statistical Analysis: A Panoramic Appraisal and Critique". 170:(PCA) creates a new set of orthogonal variables that contain the same information as the original set. It rotates the axes of variation to give a new set of orthogonal axes, ordered so that they summarize decreasing proportions of the variation. 159:
Multivariate regression attempts to determine a formula that can describe how elements in a vector of variables respond simultaneously to changes in others. For linear relations, regression analyses here are based on forms of the
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usually considered to be special cases of multivariate statistics because the analysis is dealt with by considering the (univariate) conditional distribution of a single outcome variable given the other variables.
125:, highly accurate approximations of the physics-based code. Since surrogate models take the form of an equation, they can be evaluated very quickly. This becomes an enabler for large-scale MVA studies: while a 197:(CA), or reciprocal averaging, finds (like PCA) a set of synthetic variables that summarise the original set. The underlying model assumes chi-squared dissimilarities among records (cases). 281:
consists in replacing a correlation matrix by a diagram where the “remarkable” correlations are represented by a solid line (positive correlation), or a dotted line (negative correlation).
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Izenman, Alan J. (2008). Modern Multivariate Statistical Techniques: Regression, Classification, and Manifold Learning. Springer Texts in Statistics. New York: Springer-Verlag.
164:. Some suggest that multivariate regression is distinct from multivariable regression, however, that is debated and not consistently true across scientific fields. 589: 275:
analysis (PRC) is a method based on RDA that allows the user to focus on treatment effects over time by correcting for changes in control treatments over time.
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assign objects into groups (called clusters) so that objects (cases) from the same cluster are more similar to each other than objects from different clusters.
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comprises various algorithms to determine a set of synthetic variables that best represent the pairwise distances between records. The original method is
919: 219:, or canonical variate analysis, attempts to establish whether a set of variables can be used to distinguish between two or more groups of cases. 129:
across the design space is difficult with physics-based codes, it becomes trivial when evaluating surrogate models, which often take the form of
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creates a decision tree that attempts to correctly classify members of the population based on a dichotomous dependent variable.
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finds linear relationships among two sets of variables; it is the generalised (i.e. canonical) version of bivariate correlation.
294:. Rather than discarding the whole data point, it is common to "fill in" values for the missing components, a process called " 1172: 1036: 859: 599: 356: 225:(LDA) computes a linear predictor from two sets of normally distributed data to allow for classification of new observations. 1188: 1525: 1225: 2129: 1277: 290:
It is very common that in an experimentally acquired set of data the values of some components of a given data point are
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used in multivariate analyses that play a similar role to the corresponding set of distributions that are used in
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Van Den Wollenberg, Arnold L. (1977). "Redundancy analysis an alternative for canonical correlation analysis".
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Malakooti, B. (2013). Operations and Production Systems with Multiple Objectives. John Wiley & Sons.
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There are an enormous number of software packages and other tools for multivariate analysis, including:
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to cover cases where there is more than one dependent variable to be analyzed simultaneously; see also
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involve more than one regression equation, with different dependent variables, estimated together.
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Unsophisticated analysts of bivariate Gaussian problems may find useful a crude but accurate
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Canoco reference manual and user's guide: software for ordination (version 5.0)
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extend regression and clustering methods to non-linear multivariate models.
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Many different models are used in MVA, each with its own type of analysis:
19:"Multivariate analysis" redirects here. For the usage in mathematics, see 3432: 3394: 3077: 2978: 2840: 2653: 2620: 2112: 2029: 2024: 1668: 1625: 1605: 1585: 1575: 1344: 459: 266: 33:
encompassing the simultaneous observation and analysis of more than one
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Simultaneous observation and analysis of more than one outcome variable
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how these can be used to represent the distributions of observed data;
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Handbook of Applied Multivariate Statistics and Mathematical Modeling
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has details on the packages available for multivariate data analysis
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In addition, multivariate statistics is concerned with multivariate
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is appropriate to a dataset. These multivariate distributions are:
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Certain types of problems involving multivariate data, for example
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International Encyclopedia of the Social & Behavioral Sciences
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InsightsNow: Makers of ReportsNow, ProfilesNow, and KnowledgeNow
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Statnotes: Topics in Multivariate Analysis, by G. David Garson
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Normal and general multivariate models and distribution theory
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Regression Analysis — Theory, Methods, and Applications
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of accurately gauging probability by simply taking the sum
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Tinsley, Howard E. A.; Brown, Steven D., eds. (2000).
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variables on their own and each other's lagged values.
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Autoregressive conditional heteroskedasticity (ARCH)
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An Introduction to Multivariate Statistical Analysis
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An Introduction to Multivariate Statistical Analysis
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Canonical (or "constrained") correspondence analysis
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Probability computations of multidimensional regions
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(2007). 1026: 727: 1219: 662:Soft independent modelling of class analogies 359:is a multivariate distribution, generalising 265:involves simultaneous regressions of various 1154: 1074: 849: 693: 730:"Multivariate or multivariable regression?" 1264: 1226: 1212: 1096:KV Mardia; JT Kent & JM Bibby (1979). 440:Classification and discrimination analysis 110:The study and measurement of relationships 1877: 1029:Applied Multivariate Statistical Analysis 980: 962: 753: 1131:Analysis of Incomplete Multivariate Data 1124:Multivariate Data Analysis with Readings 879:An Introduction to Multivariate Analysis 852:Analysis of Incomplete Multivariate Data 840:, p292. Microcomputer Power, Ithaca, NY. 792:at minimum, dividing this difference by 788:residuals' squares, subtracting the sum 694:Olkin, I.; Sampson, A. R. (2001-01-01), 85: 1119:. New Haven, CT: Yale University Press. 353:Bayesian multivariate linear regression 3554: 3190:Kaplan–Meier estimator (product limit) 1078:Interactive Graphics for Data Analysis 570:DataPandit (Free SaaS applications by 3263: 2830: 2577: 1876: 1646: 1263: 1207: 1098:Multivariate Analysis. Academic Press 600:Structured data analysis (statistics) 465: 3500: 3200:Accelerated failure time (AFT) model 1194:Mike Palmer: The Ordination Web Page 963:Schervish, Mark J. (November 1987). 689: 687: 136: 3512: 2795:Analysis of variance (ANOVA, anova) 1647: 965:"A Review of Multivariate Analysis" 335:Multivariate Student-t distribution 302:Important probability distributions 154:Multivariate analysis of covariance 13: 2890:Cochran–Mantel–Haenszel statistics 1516:Pearson product-moment correlation 1165:10.1016/B978-0-12-691360-6.X5000-9 1112:(M.A. level "likelihood" approach) 1020: 702:, Pergamon, pp. 10240–10247, 357:Hotelling's T-squared distribution 14: 3573: 1182: 1031:(Sixth ed.). Prentice Hall. 696:"Multivariate Analysis: Overview" 684: 595:Multivariate testing in marketing 585:Estimation of covariance matrices 146:Multivariate analysis of variance 3539: 3511: 3499: 3487: 3474: 3473: 3264: 641:Partial least squares regression 562:is a multivariate analysis tool. 436:Multivariate regression analysis 325:Multivariate normal distribution 59:how they can be used as part of 3149:Least-squares spectral analysis 1138:Applied Multivariate Techniques 1005: 728:Hidalgo, B; Goodman, M (2013). 572:Let's Excel Analytics Solutions 556:includes multivariate analysis. 420:Multivariate hypothesis testing 414: 363:, that is used in multivariate 2130:Mean-unbiased minimum-variance 1233: 956: 907: 868: 843: 830: 803: 770: 721: 211:principal coordinates analysis 181:Canonical correlation analysis 1: 3443:Geographic information system 2659:Simultaneous equations models 796:, multiplying the result by ( 678: 257:Simultaneous equations models 168:Principal components analysis 40:multivariate random variables 2626:Coefficient of determination 2237:Uniformly most powerful test 1140:. Wiley. (Informal, applied) 1049:; JT Kent; JM Bibby (1979). 651:Principal component analysis 605:Structural equation modeling 345:Inverse-Wishart distribution 286:Dealing with incomplete data 223:Linear discriminant analysis 177:group of observed variables. 7: 3195:Proportional hazards models 3139:Spectral density estimation 3121:Vector autoregression (VAR) 2555:Maximum posterior estimator 1787:Randomized controlled trial 578: 554:NCSS (statistical software) 279:Iconography of correlations 10: 3578: 2955:Multivariate distributions 1375:Average absolute deviation 854:. Chapman & Hall/CRC. 475:JMP (statistical software) 428:Latent structure discovery 370: 241:Artificial neural networks 89: 18: 3469: 3423: 3360: 3313: 3276: 3272: 3259: 3231: 3213: 3180: 3171: 3129: 3076: 3037: 2986: 2977: 2943:Structural equation model 2898: 2855: 2851: 2826: 2785: 2751: 2705: 2672: 2634: 2601: 2597: 2573: 2513: 2422: 2341: 2305: 2296: 2279:Score/Lagrange multiplier 2264: 2217: 2162: 2088: 2079: 1889: 1885: 1872: 1831: 1805: 1757: 1712: 1694:Sample size determination 1659: 1655: 1642: 1546: 1501: 1475: 1457: 1413: 1365: 1285: 1276: 1272: 1259: 1241: 631:Exploratory data analysis 450:Multidimensional analysis 375:Anderson's 1958 textbook, 308:probability distributions 273:Principal response curves 251:parallel coordinate plots 48:probability distributions 3438:Environmental statistics 2960:Elliptical distributions 2753:Generalized linear model 2682:Simple linear regression 2452:Hodges–Lehmann estimator 1909:Probability distribution 1818:Stochastic approximation 1380:Coefficient of variation 1126:, 4th ed. Prentice-Hall. 1115:Feinstein, A. R. (1996) 1092:, Wiley, New York, 1958. 746:10.2105/AJPH.2012.300897 668:Statistical interference 455:Multidimensional scaling 424:Dimensionality reduction 361:Student's t-distribution 207:Multidimensional scaling 71:simple linear regression 3562:Multivariate statistics 3098:Cross-correlation (XCF) 2706:Non-standard predictors 2140:Lehmann–ScheffĂ© theorem 1813:Adaptive clinical trial 1133:. CRC Press. (Advanced) 1122:Hair, J. F. Jr. (1995) 1067:A. Sen, M. Srivastava, 195:Correspondence analysis 27:Multivariate statistics 3494:Mathematics portal 3315:Engineering statistics 3223:Nelson–Aalen estimator 2800:Analysis of covariance 2687:Ordinary least squares 2611:Pearson product-moment 2015:Statistical functional 1926:Empirical distribution 1759:Controlled experiments 1488:Frequency distribution 1266:Descriptive statistics 1129:Schafer, J. L. (1997) 1117:Multivariable Analysis 387:and the properties of 385:likelihood ratio tests 235:Recursive partitioning 127:Monte Carlo simulation 21:Multivariable calculus 3410:Population statistics 3352:System identification 3086:Autocorrelation (ACF) 3014:Exponential smoothing 2928:Discriminant analysis 2923:Canonical correlation 2787:Partition of variance 2649:Regression validation 2493:(Jonckheere–Terpstra) 2392:Likelihood-ratio test 2081:Frequentist inference 1993:Location–scale family 1914:Sampling distribution 1879:Statistical inference 1846:Cross-sectional study 1833:Observational studies 1792:Randomized experiment 1621:Stem-and-leaf display 1423:Central limit theorem 1075:Cook, Swayne (2007). 1051:Multivariate Analysis 982:10.1214/ss/1177013111 850:J.L. Schafer (1997). 620:Design of experiments 263:Vector autoregression 217:Discriminant analysis 213:(PCoA; based on PCA). 148:(MANOVA) extends the 97:Multivariate analysis 86:Multivariate analysis 61:statistical inference 3333:Probabilistic design 2918:Principal components 2761:Exponential families 2713:Nonlinear regression 2692:General linear model 2654:Mixed effects models 2644:Errors and residuals 2621:Confounding variable 2523:Bayesian probability 2501:Van der Waerden test 2491:Ordered alternative 2256:Multiple comparisons 2135:Rao–Blackwellization 2098:Estimating equations 2054:Statistical distance 1772:Factorial experiment 1305:Arithmetic-Geometric 626:Dimensional analysis 330:Wishart distribution 247:Statistical graphics 162:general linear model 150:analysis of variance 29:is a subdivision of 3405:Official statistics 3328:Methods engineering 3009:Seasonal adjustment 2777:Poisson regressions 2697:Bayesian regression 2636:Regression analysis 2616:Partial correlation 2588:Regression analysis 2187:Prediction interval 2182:Likelihood interval 2172:Confidence interval 2164:Interval estimation 2125:Unbiased estimators 1943:Model specification 1823:Up-and-down designs 1511:Partial correlation 1467:Index of dispersion 1385:Interquartile range 969:Statistical Science 673:Univariate analysis 657:Regression analysis 646:Pattern recognition 316:normal distribution 312:univariate analysis 121:through the use of 92:Univariate analysis 75:multiple regression 50:, in terms of both 3425:Spatial statistics 3305:Medical statistics 3205:First hitting time 3159:Whittle likelihood 2810:Degrees of freedom 2805:Multivariate ANOVA 2738:Heteroscedasticity 2550:Bayesian estimator 2515:Bayesian inference 2364:Kolmogorov–Smirnov 2249:Randomization test 2219:Testing hypotheses 2192:Tolerance interval 2103:Maximum likelihood 1998:Exponential family 1931:Density estimation 1891:Statistical theory 1851:Natural experiment 1797:Scientific control 1714:Survey methodology 1400:Standard deviation 1159:. Academic Press. 1136:Sharma, S. (1996) 1053:. Academic Press. 881:, New York: Wiley 824:10.1007/BF02294050 734:Am J Public Health 615:Bivariate analysis 560:The UnscramblerÂź X 466:Software and tools 445:Variable selection 381:hypothesis testing 365:hypothesis testing 349:Bayesian inference 306:There is a set of 229:Clustering systems 3527: 3526: 3465: 3464: 3461: 3460: 3400:National accounts 3370:Actuarial science 3362:Social statistics 3255: 3254: 3251: 3250: 3247: 3246: 3182:Survival function 3167: 3166: 3029:Granger causality 2870:Contingency table 2845:Survival analysis 2822: 2821: 2818: 2817: 2674:Linear regression 2569: 2568: 2565: 2564: 2540:Credible interval 2509: 2508: 2292: 2291: 2108:Method of moments 1977:Parametric family 1938:Statistical model 1868: 1867: 1864: 1863: 1782:Random assignment 1704:Statistical power 1638: 1637: 1634: 1633: 1483:Contingency table 1453: 1452: 1320:Generalized/power 1174:978-0-12-691360-6 1038:978-0-13-187715-3 915:Sen, Pranab Kumar 861:978-1-4398-2186-2 351:, for example in 137:Types of analysis 3569: 3544: 3543: 3535: 3515: 3514: 3503: 3502: 3492: 3491: 3477: 3476: 3380:Crime statistics 3274: 3273: 3261: 3260: 3178: 3177: 3144:Fourier analysis 3131:Frequency domain 3111: 3058: 3024:Structural break 2984: 2983: 2933:Cluster analysis 2880:Log-linear model 2853: 2852: 2828: 2827: 2769: 2743:Homoscedasticity 2599: 2598: 2575: 2574: 2494: 2486: 2478: 2477:(Kruskal–Wallis) 2462: 2447: 2402:Cross validation 2387: 2369:Anderson–Darling 2316: 2303: 2302: 2274:Likelihood-ratio 2266:Parametric tests 2244:Permutation test 2227:1- & 2-tails 2118:Minimum distance 2090:Point estimation 2086: 2085: 2037:Optimal decision 1988: 1887: 1886: 1874: 1873: 1856:Quasi-experiment 1806:Adaptive designs 1657: 1656: 1644: 1643: 1521:Rank correlation 1283: 1282: 1274: 1273: 1261: 1260: 1228: 1221: 1214: 1205: 1204: 1178: 1111: 1088:T. W. Anderson, 1082: 1064: 1042: 1015: 1009: 1003: 1002: 984: 960: 954: 952: 927:(394): 560–564. 911: 905: 872: 866: 865: 847: 841: 834: 828: 827: 807: 801: 774: 768: 767: 757: 725: 719: 718: 717: 716: 691: 355:. Additionally, 347:is important in 131:response-surface 123:surrogate models 35:outcome variable 3577: 3576: 3572: 3571: 3570: 3568: 3567: 3566: 3552: 3551: 3550: 3538: 3530: 3528: 3523: 3486: 3457: 3419: 3356: 3342:quality control 3309: 3291:Clinical trials 3268: 3243: 3227: 3215:Hazard function 3209: 3163: 3125: 3109: 3072: 3068:Breusch–Godfrey 3056: 3033: 2973: 2948:Factor analysis 2894: 2875:Graphical model 2847: 2814: 2781: 2767: 2747: 2701: 2668: 2630: 2593: 2592: 2561: 2505: 2492: 2484: 2476: 2460: 2445: 2424:Rank statistics 2418: 2397:Model selection 2385: 2343:Goodness of fit 2337: 2314: 2288: 2260: 2213: 2158: 2147:Median unbiased 2075: 1986: 1919:Order statistic 1881: 1860: 1827: 1801: 1753: 1708: 1651: 1649:Data collection 1630: 1542: 1497: 1471: 1449: 1409: 1361: 1278:Continuous data 1268: 1255: 1237: 1232: 1185: 1175: 1108: 1061: 1039: 1023: 1021:Further reading 1018: 1010: 1006: 961: 957: 953:(Pages 560–561) 933:10.2307/2289251 912: 908: 873: 869: 862: 848: 844: 835: 831: 808: 804: 775: 771: 726: 722: 714: 712: 710: 692: 685: 681: 581: 529:The Unscrambler 468: 417: 407:application in 389:power functions 373: 304: 288: 249:such as tours, 174:Factor analysis 139: 94: 88: 24: 17: 12: 11: 5: 3575: 3565: 3564: 3549: 3548: 3525: 3524: 3522: 3521: 3509: 3497: 3483: 3470: 3467: 3466: 3463: 3462: 3459: 3458: 3456: 3455: 3450: 3445: 3440: 3435: 3429: 3427: 3421: 3420: 3418: 3417: 3412: 3407: 3402: 3397: 3392: 3387: 3382: 3377: 3372: 3366: 3364: 3358: 3357: 3355: 3354: 3349: 3344: 3335: 3330: 3325: 3319: 3317: 3311: 3310: 3308: 3307: 3302: 3297: 3288: 3286:Bioinformatics 3282: 3280: 3270: 3269: 3257: 3256: 3253: 3252: 3249: 3248: 3245: 3244: 3242: 3241: 3235: 3233: 3229: 3228: 3226: 3225: 3219: 3217: 3211: 3210: 3208: 3207: 3202: 3197: 3192: 3186: 3184: 3175: 3169: 3168: 3165: 3164: 3162: 3161: 3156: 3151: 3146: 3141: 3135: 3133: 3127: 3126: 3124: 3123: 3118: 3113: 3105: 3100: 3095: 3094: 3093: 3091:partial (PACF) 3082: 3080: 3074: 3073: 3071: 3070: 3065: 3060: 3052: 3047: 3041: 3039: 3038:Specific tests 3035: 3034: 3032: 3031: 3026: 3021: 3016: 3011: 3006: 3001: 2996: 2990: 2988: 2981: 2975: 2974: 2972: 2971: 2970: 2969: 2968: 2967: 2952: 2951: 2950: 2940: 2938:Classification 2935: 2930: 2925: 2920: 2915: 2910: 2904: 2902: 2896: 2895: 2893: 2892: 2887: 2885:McNemar's test 2882: 2877: 2872: 2867: 2861: 2859: 2849: 2848: 2824: 2823: 2820: 2819: 2816: 2815: 2813: 2812: 2807: 2802: 2797: 2791: 2789: 2783: 2782: 2780: 2779: 2763: 2757: 2755: 2749: 2748: 2746: 2745: 2740: 2735: 2730: 2725: 2723:Semiparametric 2720: 2715: 2709: 2707: 2703: 2702: 2700: 2699: 2694: 2689: 2684: 2678: 2676: 2670: 2669: 2667: 2666: 2661: 2656: 2651: 2646: 2640: 2638: 2632: 2631: 2629: 2628: 2623: 2618: 2613: 2607: 2605: 2595: 2594: 2591: 2590: 2585: 2579: 2571: 2570: 2567: 2566: 2563: 2562: 2560: 2559: 2558: 2557: 2547: 2542: 2537: 2536: 2535: 2530: 2519: 2517: 2511: 2510: 2507: 2506: 2504: 2503: 2498: 2497: 2496: 2488: 2480: 2464: 2461:(Mann–Whitney) 2456: 2455: 2454: 2441: 2440: 2439: 2428: 2426: 2420: 2419: 2417: 2416: 2415: 2414: 2409: 2404: 2394: 2389: 2386:(Shapiro–Wilk) 2381: 2376: 2371: 2366: 2361: 2353: 2347: 2345: 2339: 2338: 2336: 2335: 2327: 2318: 2306: 2300: 2298:Specific tests 2294: 2293: 2290: 2289: 2287: 2286: 2281: 2276: 2270: 2268: 2262: 2261: 2259: 2258: 2253: 2252: 2251: 2241: 2240: 2239: 2229: 2223: 2221: 2215: 2214: 2212: 2211: 2210: 2209: 2204: 2194: 2189: 2184: 2179: 2174: 2168: 2166: 2160: 2159: 2157: 2156: 2151: 2150: 2149: 2144: 2143: 2142: 2137: 2122: 2121: 2120: 2115: 2110: 2105: 2094: 2092: 2083: 2077: 2076: 2074: 2073: 2068: 2063: 2062: 2061: 2051: 2046: 2045: 2044: 2034: 2033: 2032: 2027: 2022: 2012: 2007: 2002: 2001: 2000: 1995: 1990: 1974: 1973: 1972: 1967: 1962: 1952: 1951: 1950: 1945: 1935: 1934: 1933: 1923: 1922: 1921: 1911: 1906: 1901: 1895: 1893: 1883: 1882: 1870: 1869: 1866: 1865: 1862: 1861: 1859: 1858: 1853: 1848: 1843: 1837: 1835: 1829: 1828: 1826: 1825: 1820: 1815: 1809: 1807: 1803: 1802: 1800: 1799: 1794: 1789: 1784: 1779: 1774: 1769: 1763: 1761: 1755: 1754: 1752: 1751: 1749:Standard error 1746: 1741: 1736: 1735: 1734: 1729: 1718: 1716: 1710: 1709: 1707: 1706: 1701: 1696: 1691: 1686: 1681: 1679:Optimal design 1676: 1671: 1665: 1663: 1653: 1652: 1640: 1639: 1636: 1635: 1632: 1631: 1629: 1628: 1623: 1618: 1613: 1608: 1603: 1598: 1593: 1588: 1583: 1578: 1573: 1568: 1563: 1558: 1552: 1550: 1544: 1543: 1541: 1540: 1535: 1534: 1533: 1528: 1518: 1513: 1507: 1505: 1499: 1498: 1496: 1495: 1490: 1485: 1479: 1477: 1476:Summary tables 1473: 1472: 1470: 1469: 1463: 1461: 1455: 1454: 1451: 1450: 1448: 1447: 1446: 1445: 1440: 1435: 1425: 1419: 1417: 1411: 1410: 1408: 1407: 1402: 1397: 1392: 1387: 1382: 1377: 1371: 1369: 1363: 1362: 1360: 1359: 1354: 1349: 1348: 1347: 1342: 1337: 1332: 1327: 1322: 1317: 1312: 1310:Contraharmonic 1307: 1302: 1291: 1289: 1280: 1270: 1269: 1257: 1256: 1254: 1253: 1248: 1242: 1239: 1238: 1231: 1230: 1223: 1216: 1208: 1202: 1201: 1196: 1191: 1184: 1183:External links 1181: 1180: 1179: 1173: 1152: 1141: 1134: 1127: 1120: 1113: 1107:978-0124712522 1106: 1093: 1086: 1083: 1072: 1065: 1059: 1043: 1037: 1022: 1019: 1017: 1016: 1004: 975:(4): 396–413. 955: 906: 867: 860: 842: 829: 818:(2): 207–219. 802: 769: 720: 708: 682: 680: 677: 676: 675: 670: 665: 659: 654: 648: 643: 638: 633: 628: 623: 617: 612: 610:RV coefficient 607: 602: 597: 592: 587: 580: 577: 576: 575: 568: 563: 557: 551: 546: 541: 536: 531: 526: 521: 516: 511: 502: 500:SAS (software) 497: 492: 487: 482: 477: 467: 464: 463: 462: 457: 452: 447: 442: 437: 434: 429: 426: 421: 416: 413: 372: 369: 341: 340: 339: 338: 332: 327: 303: 300: 287: 284: 283: 282: 276: 270: 260: 254: 244: 238: 232: 226: 220: 214: 204: 198: 192: 184: 178: 171: 165: 157: 138: 135: 118: 117: 114: 111: 108: 87: 84: 67: 66: 65: 64: 57: 15: 9: 6: 4: 3: 2: 3574: 3563: 3560: 3559: 3557: 3547: 3542: 3537: 3536: 3533: 3520: 3519: 3510: 3508: 3507: 3498: 3496: 3495: 3490: 3484: 3482: 3481: 3472: 3471: 3468: 3454: 3451: 3449: 3448:Geostatistics 3446: 3444: 3441: 3439: 3436: 3434: 3431: 3430: 3428: 3426: 3422: 3416: 3415:Psychometrics 3413: 3411: 3408: 3406: 3403: 3401: 3398: 3396: 3393: 3391: 3388: 3386: 3383: 3381: 3378: 3376: 3373: 3371: 3368: 3367: 3365: 3363: 3359: 3353: 3350: 3348: 3345: 3343: 3339: 3336: 3334: 3331: 3329: 3326: 3324: 3321: 3320: 3318: 3316: 3312: 3306: 3303: 3301: 3298: 3296: 3292: 3289: 3287: 3284: 3283: 3281: 3279: 3278:Biostatistics 3275: 3271: 3267: 3262: 3258: 3240: 3239:Log-rank test 3237: 3236: 3234: 3230: 3224: 3221: 3220: 3218: 3216: 3212: 3206: 3203: 3201: 3198: 3196: 3193: 3191: 3188: 3187: 3185: 3183: 3179: 3176: 3174: 3170: 3160: 3157: 3155: 3152: 3150: 3147: 3145: 3142: 3140: 3137: 3136: 3134: 3132: 3128: 3122: 3119: 3117: 3114: 3112: 3110:(Box–Jenkins) 3106: 3104: 3101: 3099: 3096: 3092: 3089: 3088: 3087: 3084: 3083: 3081: 3079: 3075: 3069: 3066: 3064: 3063:Durbin–Watson 3061: 3059: 3053: 3051: 3048: 3046: 3045:Dickey–Fuller 3043: 3042: 3040: 3036: 3030: 3027: 3025: 3022: 3020: 3019:Cointegration 3017: 3015: 3012: 3010: 3007: 3005: 3002: 3000: 2997: 2995: 2994:Decomposition 2992: 2991: 2989: 2985: 2982: 2980: 2976: 2966: 2963: 2962: 2961: 2958: 2957: 2956: 2953: 2949: 2946: 2945: 2944: 2941: 2939: 2936: 2934: 2931: 2929: 2926: 2924: 2921: 2919: 2916: 2914: 2911: 2909: 2906: 2905: 2903: 2901: 2897: 2891: 2888: 2886: 2883: 2881: 2878: 2876: 2873: 2871: 2868: 2866: 2865:Cohen's kappa 2863: 2862: 2860: 2858: 2854: 2850: 2846: 2842: 2838: 2834: 2829: 2825: 2811: 2808: 2806: 2803: 2801: 2798: 2796: 2793: 2792: 2790: 2788: 2784: 2778: 2774: 2770: 2764: 2762: 2759: 2758: 2756: 2754: 2750: 2744: 2741: 2739: 2736: 2734: 2731: 2729: 2726: 2724: 2721: 2719: 2718:Nonparametric 2716: 2714: 2711: 2710: 2708: 2704: 2698: 2695: 2693: 2690: 2688: 2685: 2683: 2680: 2679: 2677: 2675: 2671: 2665: 2662: 2660: 2657: 2655: 2652: 2650: 2647: 2645: 2642: 2641: 2639: 2637: 2633: 2627: 2624: 2622: 2619: 2617: 2614: 2612: 2609: 2608: 2606: 2604: 2600: 2596: 2589: 2586: 2584: 2581: 2580: 2576: 2572: 2556: 2553: 2552: 2551: 2548: 2546: 2543: 2541: 2538: 2534: 2531: 2529: 2526: 2525: 2524: 2521: 2520: 2518: 2516: 2512: 2502: 2499: 2495: 2489: 2487: 2481: 2479: 2473: 2472: 2471: 2468: 2467:Nonparametric 2465: 2463: 2457: 2453: 2450: 2449: 2448: 2442: 2438: 2437:Sample median 2435: 2434: 2433: 2430: 2429: 2427: 2425: 2421: 2413: 2410: 2408: 2405: 2403: 2400: 2399: 2398: 2395: 2393: 2390: 2388: 2382: 2380: 2377: 2375: 2372: 2370: 2367: 2365: 2362: 2360: 2358: 2354: 2352: 2349: 2348: 2346: 2344: 2340: 2334: 2332: 2328: 2326: 2324: 2319: 2317: 2312: 2308: 2307: 2304: 2301: 2299: 2295: 2285: 2282: 2280: 2277: 2275: 2272: 2271: 2269: 2267: 2263: 2257: 2254: 2250: 2247: 2246: 2245: 2242: 2238: 2235: 2234: 2233: 2230: 2228: 2225: 2224: 2222: 2220: 2216: 2208: 2205: 2203: 2200: 2199: 2198: 2195: 2193: 2190: 2188: 2185: 2183: 2180: 2178: 2175: 2173: 2170: 2169: 2167: 2165: 2161: 2155: 2152: 2148: 2145: 2141: 2138: 2136: 2133: 2132: 2131: 2128: 2127: 2126: 2123: 2119: 2116: 2114: 2111: 2109: 2106: 2104: 2101: 2100: 2099: 2096: 2095: 2093: 2091: 2087: 2084: 2082: 2078: 2072: 2069: 2067: 2064: 2060: 2057: 2056: 2055: 2052: 2050: 2047: 2043: 2042:loss function 2040: 2039: 2038: 2035: 2031: 2028: 2026: 2023: 2021: 2018: 2017: 2016: 2013: 2011: 2008: 2006: 2003: 1999: 1996: 1994: 1991: 1989: 1983: 1980: 1979: 1978: 1975: 1971: 1968: 1966: 1963: 1961: 1958: 1957: 1956: 1953: 1949: 1946: 1944: 1941: 1940: 1939: 1936: 1932: 1929: 1928: 1927: 1924: 1920: 1917: 1916: 1915: 1912: 1910: 1907: 1905: 1902: 1900: 1897: 1896: 1894: 1892: 1888: 1884: 1880: 1875: 1871: 1857: 1854: 1852: 1849: 1847: 1844: 1842: 1839: 1838: 1836: 1834: 1830: 1824: 1821: 1819: 1816: 1814: 1811: 1810: 1808: 1804: 1798: 1795: 1793: 1790: 1788: 1785: 1783: 1780: 1778: 1775: 1773: 1770: 1768: 1765: 1764: 1762: 1760: 1756: 1750: 1747: 1745: 1744:Questionnaire 1742: 1740: 1737: 1733: 1730: 1728: 1725: 1724: 1723: 1720: 1719: 1717: 1715: 1711: 1705: 1702: 1700: 1697: 1695: 1692: 1690: 1687: 1685: 1682: 1680: 1677: 1675: 1672: 1670: 1667: 1666: 1664: 1662: 1658: 1654: 1650: 1645: 1641: 1627: 1624: 1622: 1619: 1617: 1614: 1612: 1609: 1607: 1604: 1602: 1599: 1597: 1594: 1592: 1589: 1587: 1584: 1582: 1579: 1577: 1574: 1572: 1571:Control chart 1569: 1567: 1564: 1562: 1559: 1557: 1554: 1553: 1551: 1549: 1545: 1539: 1536: 1532: 1529: 1527: 1524: 1523: 1522: 1519: 1517: 1514: 1512: 1509: 1508: 1506: 1504: 1500: 1494: 1491: 1489: 1486: 1484: 1481: 1480: 1478: 1474: 1468: 1465: 1464: 1462: 1460: 1456: 1444: 1441: 1439: 1436: 1434: 1431: 1430: 1429: 1426: 1424: 1421: 1420: 1418: 1416: 1412: 1406: 1403: 1401: 1398: 1396: 1393: 1391: 1388: 1386: 1383: 1381: 1378: 1376: 1373: 1372: 1370: 1368: 1364: 1358: 1355: 1353: 1350: 1346: 1343: 1341: 1338: 1336: 1333: 1331: 1328: 1326: 1323: 1321: 1318: 1316: 1313: 1311: 1308: 1306: 1303: 1301: 1298: 1297: 1296: 1293: 1292: 1290: 1288: 1284: 1281: 1279: 1275: 1271: 1267: 1262: 1258: 1252: 1249: 1247: 1244: 1243: 1240: 1236: 1229: 1224: 1222: 1217: 1215: 1210: 1209: 1206: 1200: 1197: 1195: 1192: 1190: 1187: 1186: 1176: 1170: 1166: 1162: 1158: 1153: 1150: 1149:9780387781884 1146: 1142: 1139: 1135: 1132: 1128: 1125: 1121: 1118: 1114: 1109: 1103: 1099: 1094: 1091: 1087: 1084: 1080: 1079: 1073: 1070: 1066: 1062: 1060:0-12-471252-5 1056: 1052: 1048: 1044: 1040: 1034: 1030: 1025: 1024: 1013: 1008: 1000: 996: 992: 988: 983: 978: 974: 970: 966: 959: 950: 946: 942: 938: 934: 930: 926: 922: 921: 916: 910: 904: 900: 896: 892: 888: 884: 880: 876: 875:T.W. Anderson 871: 863: 857: 853: 846: 839: 833: 825: 821: 817: 813: 812:Psychometrika 806: 799: 795: 791: 787: 783: 779: 773: 765: 761: 756: 751: 747: 743: 739: 735: 731: 724: 711: 709:9780080430768 705: 701: 697: 690: 688: 683: 674: 671: 669: 666: 663: 660: 658: 655: 652: 649: 647: 644: 642: 639: 637: 634: 632: 629: 627: 624: 621: 618: 616: 613: 611: 608: 606: 603: 601: 598: 596: 593: 591: 588: 586: 583: 582: 573: 569: 567: 564: 561: 558: 555: 552: 550: 547: 545: 542: 540: 537: 535: 532: 530: 527: 525: 522: 520: 517: 515: 512: 510: 506: 503: 501: 498: 496: 493: 491: 488: 486: 483: 481: 478: 476: 473: 472: 471: 461: 458: 456: 453: 451: 448: 446: 443: 441: 438: 435: 433: 430: 427: 425: 422: 419: 418: 412: 410: 404: 402: 398: 394: 393:admissibility 390: 386: 382: 378: 368: 366: 362: 358: 354: 350: 346: 336: 333: 331: 328: 326: 323: 322: 321: 320: 319: 317: 313: 309: 299: 297: 293: 280: 277: 274: 271: 268: 264: 261: 258: 255: 252: 248: 245: 242: 239: 236: 233: 230: 227: 224: 221: 218: 215: 212: 208: 205: 202: 199: 196: 193: 190: 185: 182: 179: 175: 172: 169: 166: 163: 158: 155: 151: 147: 144: 143: 142: 134: 132: 128: 124: 115: 112: 109: 106: 105: 104: 102: 98: 93: 83: 80: 76: 72: 62: 58: 55: 54: 53: 52: 51: 49: 44: 42: 41: 36: 32: 28: 22: 3516: 3504: 3485: 3478: 3390:Econometrics 3340: / 3323:Chemometrics 3300:Epidemiology 3293: / 3266:Applications 3108:ARIMA model 3055:Q-statistic 3004:Stationarity 2900:Multivariate 2899: 2843: / 2839: / 2837:Multivariate 2836: 2835: / 2775: / 2771: / 2545:Bayes factor 2444:Signed rank 2356: 2330: 2322: 2310: 2005:Completeness 1841:Cohort study 1739:Opinion poll 1674:Missing data 1661:Study design 1616:Scatter plot 1538:Scatter plot 1531:Spearman's ρ 1493:Grouped data 1156: 1137: 1130: 1123: 1116: 1097: 1089: 1077: 1068: 1050: 1028: 1007: 972: 968: 958: 924: 918: 909: 897:; 3e (2003) 889:; 2e (1984) 878: 870: 851: 845: 837: 832: 815: 811: 805: 797: 793: 789: 785: 781: 772: 740:(1): 39–40. 737: 733: 723: 713:, retrieved 699: 469: 415:Applications 405: 401:monotonicity 397:unbiasedness 376: 374: 342: 305: 289: 140: 119: 100: 96: 95: 78: 68: 45: 38: 26: 25: 3546:Mathematics 3518:WikiProject 3433:Cartography 3395:Jurimetrics 3347:Reliability 3078:Time domain 3057:(Ljung–Box) 2979:Time-series 2857:Categorical 2841:Time-series 2833:Categorical 2768:(Bernoulli) 2603:Correlation 2583:Correlation 2379:Jarque–Bera 2351:Chi-squared 2113:M-estimator 2066:Asymptotics 2010:Sufficiency 1777:Interaction 1689:Replication 1669:Effect size 1626:Violin plot 1606:Radar chart 1586:Forest plot 1576:Correlogram 1526:Kendall's τ 460:Data mining 267:time series 133:equations. 3385:Demography 3103:ARMA model 2908:Regression 2485:(Friedman) 2446:(Wilcoxon) 2384:Normality 2374:Lilliefors 2321:Student's 2197:Resampling 2071:Robustness 2059:divergence 2049:Efficiency 1987:(monotone) 1982:Likelihood 1899:Population 1732:Stratified 1684:Population 1503:Dependence 1459:Count data 1390:Percentile 1367:Dispersion 1300:Arithmetic 1235:Statistics 903:0471360910 895:0471889873 887:0471026409 715:2019-09-02 679:References 524:STATISTICA 432:Clustering 296:imputation 189:regression 156:(MANCOVA). 90:See also: 31:statistics 2766:Logistic 2533:posterior 2459:Rank sum 2207:Jackknife 2202:Bootstrap 2020:Bootstrap 1955:Parameter 1904:Statistic 1699:Statistic 1611:Run chart 1596:Pie chart 1591:Histogram 1581:Fan chart 1556:Bar chart 1438:L-moments 1325:Geometric 1047:KV Mardia 991:0883-4237 941:0162-1459 314:when the 3556:Category 3480:Category 3173:Survival 3050:Johansen 2773:Binomial 2728:Isotonic 2315:(normal) 1960:location 1767:Blocking 1722:Sampling 1601:Q–Q plot 1566:Box plot 1548:Graphics 1443:Skewness 1433:Kurtosis 1405:Variance 1335:Heronian 1330:Harmonic 764:23153131 579:See also 539:SmartPLS 411:fields. 37:, i.e., 3506:Commons 3453:Kriging 3338:Process 3295:studies 3154:Wavelet 2987:General 2154:Plug-in 1948:L space 1727:Cluster 1428:Moments 1246:Outline 999:2245530 949:2289251 877:(1958) 784:of the 755:3518362 664:(SIMCA) 534:WarpPLS 480:MiniTab 371:History 292:missing 3532:Portal 3375:Census 2965:Normal 2913:Manova 2733:Robust 2483:2-way 2475:1-way 2313:-test 1984:  1561:Biplot 1352:Median 1345:Lehmer 1287:Center 1171:  1147:  1104:  1057:  1035:  997:  989:  947:  939:  901:  893:  885:  858:  778:method 762:  752:  706:  549:Eviews 544:MATLAB 509:Python 77:, are 2999:Trend 2528:prior 2470:anova 2359:-test 2333:-test 2325:-test 2232:Power 2177:Pivot 1970:shape 1965:scale 1415:Shape 1395:Range 1340:Heinz 1315:Cubic 1251:Index 995:JSTOR 945:JSTOR 653:(PCA) 622:(DoE) 566:SIMCA 519:Stata 505:SciPy 409:Omics 3232:Test 2432:Sign 2284:Wald 1357:Mode 1295:Mean 1169:ISBN 1145:ISBN 1102:ISBN 1055:ISBN 1033:ISBN 1012:CRAN 987:ISSN 937:ISSN 899:ISBN 891:ISBN 883:ISBN 856:ISBN 760:PMID 704:ISBN 514:SPSS 507:for 490:PSPP 485:Calc 399:and 383:via 343:The 73:and 2412:BIC 2407:AIC 1161:doi 977:doi 929:doi 820:doi 750:PMC 742:doi 738:103 636:OLS 298:". 101:MVA 79:not 3558:: 1167:. 1100:. 993:. 985:. 971:. 967:. 943:. 935:. 925:81 923:. 816:42 814:. 794:Sm 790:Sm 758:. 748:. 736:. 732:. 686:^ 403:. 395:, 391:: 367:. 3534:: 2357:G 2331:F 2323:t 2311:Z 2030:V 2025:U 1227:e 1220:t 1213:v 1177:. 1163:: 1151:. 1110:. 1081:. 1063:. 1041:. 1001:. 979:: 973:2 951:. 931:: 864:. 826:. 822:: 798:N 786:N 782:S 766:. 744:: 574:) 495:R 337:. 191:. 99:( 23:.

Index

Multivariable calculus
statistics
outcome variable
multivariate random variables
probability distributions
statistical inference
simple linear regression
multiple regression
Univariate analysis
surrogate models
Monte Carlo simulation
response-surface
Multivariate analysis of variance
analysis of variance
Multivariate analysis of covariance
general linear model
Principal components analysis
Factor analysis
Canonical correlation analysis
regression
Correspondence analysis
Canonical (or "constrained") correspondence analysis
Multidimensional scaling
principal coordinates analysis
Discriminant analysis
Linear discriminant analysis
Clustering systems
Recursive partitioning
Artificial neural networks
Statistical graphics

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