Methods of Multivariate Analysis

Передня обкладинка
John Wiley & Sons, 14 квіт. 2003 р. - 738 стор.
Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. Methods of Multivariate Analysis was among those chosen.

When measuring several variables on a complex experimental unit, it is often necessary to analyze the variables simultaneously, rather than isolate them and consider them individually. Multivariate analysis enables researchers to explore the joint performance of such variables and to determine the effect of each variable in the presence of the others. The Second Edition of Alvin Rencher's Methods of Multivariate Analysis provides students of all statistical backgrounds with both the fundamental and more sophisticated skills necessary to master the discipline.

To illustrate multivariate applications, the author provides examples and exercises based on fifty-nine real data sets from a wide variety of scientific fields. Rencher takes a "methods" approach to his subject, with an emphasis on how students and practitioners can employ multivariate analysis in real-life situations. The Second Edition contains revised and updated chapters from the critically acclaimed First Edition as well as brand-new chapters on:

  • Cluster analysis
  • Multidimensional scaling
  • Correspondence analysis
  • Biplots
Each chapter contains exercises, with corresponding answers and hints in the appendix, providing students the opportunity to test and extend their understanding of the subject. Methods of Multivariate Analysis provides an authoritative reference for statistics students as well as for practicing scientists and clinicians.
 

Зміст

1 Introduction
1
2 Matrix Algebra
5
3 Characterizing and Displaying Multivariate Data
43
4 The Multivariate Normal Distribution
82
5 Tests on One or Two Mean Vectors
112
6 Multivariate Analysis of Variance
156
7 Tests on Covariance Matrices
248
8 Discriminant Analysis Description of Group Separation
270
12 Principal Component Analysis
380
13 Factor Analysis
408
14 Cluster Analysis
451
15 Graphical Procedures
504
A Tables
549
B Answers and Hints to Problems
591
C Data Sets and SAS Files
679
References
681

9 Classification Analysis Allocation of Observations to Groups
299
10 Multivariate Regression
322
11 Canonical Correlation
361

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Про автора (2003)

ALVIN C. RENCHER, PhD, is Professor of Statistics at Brigham Young University and a Fellow of the American Statistical Association. He is the author of Linear Models in Statistics and Multivariate Statistical Inference and Applications, both available from Wiley.

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