OVERVIEW OF MULTIVARIATE STATISTICAL DATA ANALYSIS

EXPLORATORY/DESCRIPTIVE MULTIVARIATE ANALYSIS

DATA MINING

CONFIRMATORY/INFERENTIAL MULTIVARIATE ANALYSIS

DATA CRAFTING

DATA EXPLORATION PATTERN RECOGNITION

STATISTICAL INFERENCE

LOOKING FOR PATTERNS EXPLORING RELATIONSHIPS

TEST HYPOTHESES FIT & TEST THE MODELS

FORM HYPOTHESES SELECT MODELS

PATTERN RECOGNITION
UNSUPERVISED (NO PRIOR KNOWLEDGE) PATTERNS OF ORDINATION "SIMILARITY" PCA BETWEEN FACTOR ANALYSIS VARIABLES PATTERNS OF "SIMILARITY" BETWEEN INDIVIDUALS ORDINATION PRINCIPAL COMPONENT ANALYSIS MDS CLUSTER ANALYSIS SUPERVISED ( PRIOR KNOWLEDGE) DISCRIMINANT ANALYSIS GLM REGRESSION PATH ANALYSIS

MULTIVARIATE TECHNIQUE EXPLORATORY DATA TYPES VS Dependent/Independent CONFIRMATORY

Basic Numerical Multivariate Data Exploration Sample Mean Vector EXPLORATORY Interval, ratio Sample Covariance Sample Correlation

USE

* Data exploration, description, understanding relationships

Bssic Graphical Multivariate Data Exploration The scatterplot EXPLORATORY interval, ratio/interval, Scatterplot Matrix Enhanced Scatterplots

ratio interval, ratio/interval, ratio

Coplots and Trellis Graphics

interval, ratio/any

* Data exploration, description, understanding relationships * Assessment of many bivariate relationship at the same time * Add of univariate behaviour (boxplots, histograms, density estimates) * Simplify functional relation (data smoothing) * Summarize bivariate behaviour (bi-boxplots) * Understand Conditional joint relationship of two variables given another set of variables (coplots) * Understand higher dimensional dependence

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Probability Plots Other Plots: Star plots, Chernoff's Faces etc. Principal Components Analysis

interval, ratio interval, ratio/any

structure by using lower dimensional graphs (trellis graphics) * Check distributional assumptions * View the multivariate data in a easier way to understand * Reduce the dimension of the data, deal with less number of variables * Seek one- or two- dimensional projection of the data that maximizes some measure of "interestingness" (Projection Pursuit) * Ease the interpretation

EXPLORATORY interval, ratio

Correspondence Analysis

EXPLORATORY nominal,ordinal/nominal, * Display the association among ordinal a set of categorical variables in a type of scatterplot or map. * Obtain low dimensional representation of multivariate categorical data
Multidimensional Scaling (MDS)

EXPLORATORY any/any

* Extract a structure in observed proximity matrces * Identify the dimension on which the subjects make their similarity judgements * Classification of individuals to clusters

Cluster Analysis

EXPLORATORY any/any

The Generalized Linear Models (GLM)

CONFIRMATORY interval, ratio/any

* Predict and/or explain the relationship between explanatory and response variables linearly. * Explain the relationship between explanatory and response variables by using GLM with identity link function and a normal error term

Regression and MANOVA

CONFIRMATORY

Log-Linear and Logistic Models

CONFIRMATORY nominal, ordinal/nominal, * Examine the relationship ordinal between categorical variables
Multivariate Response Models Repeated Measures CONFIRMATORY Random Effects Logistic Models Marginal Models for Binary Response Marginal Modelling Generalized Random Effects Discrimination, Classification, and Pattern Recognition Allocation Rules CONFIRMATORY Logistic Discrimination Pattern Recognition, Neural Networks

* Predict multivariate response, not only single response given multiple explanatory variables

* For known groups, devise rules which can allocate previously unclassified objects or individuals into these groups

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Exploratory Factor Analysis

EXPLORATORY interval, ratio

* Investigate the relationship between measured/manifest variables and factors without making any prior assumptions about which manifest variables are related with to which factors * Test a specific factor structure in which particular manifest variables relate to particular factors NOTE: Factor analysis postulates a model for the data, PCA does not

Confirmatory Factor Analysis

CONFIRMATORY interval, ratio

Covariance Structure Models

Path Analysis

CONFIRMATORY interval, ratio

* Design FA model in which particular manifest variables are allowed to relate to particular latent variables

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