DATA ANALYSIS

Multivariate dependence methods

MULTIPLE REGRESSION

Used as a descriptive tool in three types of situations

It is used to develop a self weighing estimating equation by which to predict values for a criterion variable from the values for several predictor variables Controlling for confounding variables to better evaluate the contribution of other variables To test and explain the casual theories, which is often referred to as path analysis
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When there are two or more than two independent variables, the analysis concerning relationship is known as multiple correlation and the equation describing such relationship as the multiple regression equation When the independent variables are regressed jointly against the dependent variable, the individual correlations collapse into what is called a multiple r or multiple correlation The square of multiple r (R2) is the amount of variance explained in the dependent variable by the predictors Such analysis when more than one predictor is jointly regressed against the criterion variable is known as multiple regression
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MULTICOLLINEARITY

Where two or more of the independent variables are highly correlated can damage the effects on multiple regression multicollinearity or collinearity

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EXAMPLE

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DISCRIMINANT ANALYSIS

Researcher may classify individuals or objects into one of two or more mutually exclusive and exhaustive groups on the basis of a set of independent variables It requires interval independent variables and a nominal dependent variable Ex:- Brand preference and relationship to individuals age, income, education etc., is to be studied
Dependent variable brand preference Interval independent variable age, income, etc.,
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Discriminant analysis is considered an appropriate technique when single dependent variable happens to be non-metric and is to be classified into two or more groups, depending upon its relationship with several independent variables which all happen to be metric Objective to predict an objects likelihood of belonging to a particular group based on several independent variable i.e., to establish a procedure to find the predictors that best classify subjects In case the dependent variable is classified into more than two groups, we call multi Discriminant analysis. In case only two groups are to be formed, we call Discriminant analysis
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MULTIVARIATE ANALYSIS OF VARIANCE MANOVA

Assess the relationship between two or more dependent variables and classificatory variables or factors ANOVA tests the mean differences of more than two groups on one dependent variable, whereas MANOVA tests mean differences among groups across several dependent variables by using sum of squares and cross-product matrices The independent variable is measured on a nominal scale and the dependent variable is measured on an interval or ratio scale
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It is an appropriate one when several metric dependent variables are involved along with many non-metric explanatory variables MANOVA is specially applied whenever the researcher wants to test hypotheses concerning multivariate differences in group responses to experimental manipulations

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CANONICAL CORRELATION ANALYSIS

To simultaneously predict a set of criterion variables from their joint covariance with a set of explanatory variables To obtain a set of weights for the dependent and independent variables in such a way that linear composite of the criterion variables has a maximum correlation with the linear composite of the explanatory variables The relationship between two or more dependent variables and several
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Canonical correlation analysis (CCA) is a way of measuring the linear relationship between two multidimensional variables.
It finds two bases, one for each variable, that are optimal with respect to correlations and, at the same time, it finds the corresponding correlations. In other words, it finds the two bases in which the correlation matrix between the variables is diagonal and the correlations on the diagonal are maximized. The dimensionality of these new bases is equal to or less than the smallest dimensionality of the two variables. An important property of canonical correlations is that they are invariant with respect to affine transformations of the variables. This is the most important difference between CCA and ordinary correlation analysis which highly depend on the basis in which the variables are described. CCA was developed by H. Hotelling .

Although being a standard tool in statistical analysis, where canonical correlation has been used for example in economics, medical studies, meteorology and even in classification of malt whisky,
It is surprisingly unknown in the fields of learning and signal processing. 29 April 2012 11

Relate
Grade school adjustment to health and physical maturity of the child provided Each child has a adjustment scores (tests, teachers ratings, parents ratings and so on) Physical maturity scores (heart rate, height, weight, index of intensity of illness and so on)

Objective to discover factors separately in the two sets of variables such that the multiple correlation between sets of factors will be the maximum possible Common variance

Finding the weights requires factor analysis with two matrices Results in over all description of the presence or absence a relationship between the sets of variables
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