This action might not be possible to undo. Are you sure you want to continue?

BooksAudiobooksComicsSheet Music### Categories

### Categories

### Categories

Editors' Picks Books

Hand-picked favorites from

our editors

our editors

Editors' Picks Audiobooks

Hand-picked favorites from

our editors

our editors

Editors' Picks Comics

Hand-picked favorites from

our editors

our editors

Editors' Picks Sheet Music

Hand-picked favorites from

our editors

our editors

Top Books

What's trending, bestsellers,

award-winners & more

award-winners & more

Top Audiobooks

What's trending, bestsellers,

award-winners & more

award-winners & more

Top Comics

What's trending, bestsellers,

award-winners & more

award-winners & more

Top Sheet Music

What's trending, bestsellers,

award-winners & more

award-winners & more

Welcome to Scribd! Start your free trial and access books, documents and more.Find out more

Iligan Institute of Technology

Multivariate Analysis

Laboratory Exercise

Asaad, Al-Ahmadgaid B.

Student

**Baguio, Carolina Bancayrin
**

Instructor

June 13, 2012

I.

Questions

A. Obtain a Data with two and three response variable. I. Data with three response variables Source: Rencher, A. C. (2002), Methods of Multivariate Analysis, 2nd Edition. pg. 56 Table A.1 Calcium in Soil and Turnip Greens Location Number 1 2 3 4 5 6 7 8 9 10 35 35 40 10 6 20 35 35 35 30 3.5 4.9 30 2.8 2.7 2.8 4.6 10.9 8 1.6 2.8 2.7 4.38 3.21 2.73 2.8 2.88 2.9 3.28 3.2

Table A.1 gives partial data from Kramer and Jensen (1969a). Three variables were measured (in milliequivalents per 100 g) at 10 different locations in the South. The variables are y1 = available soil calcium, y2 = exchangeable soil calcium, and y3 = turnip green calcium. II. Data with two response variables Source: Hardle, W., et al. (2007), Multivariate Statistics: Exercises and Solutions. pg. 336 Sales 1 2 3 4 5 6 7 8 9 10 230 181 165 150 97 192 181 189 172 170 Price 125 99 97 115 120 100 80 90 95 125 Advert 200 55 105 85 0 150 85 120 110 130 Ass. Hours 109 107 98 71 82 103 111 93 86 78

This is a data set consisting of 10 measurements of 4 variables. The story: A textile shop manager is studying the sales of “classic blue” pullovers over 10 periods. He uses three different marketing methods and hopes to understand his sales as a fit of these variables using statistics. The variables measured are : Numbers of sold pullovers, : Price (in

EUR), : Advertisement costs in local newspapers (in EUR), assistant (in hours per period). B. Compute for the mean vectors

: Presence of a sales

To find the mean vector y, we simply calculate the average of each column and obtain the ̅ vector For 2 response variable, we have ̅ ( ), you can confirm this below using R programming codes

For 3 response variable, we have ̅ ( ), you can confirm this below using R programming codes

C. Find the inverse of the covariance matrix. Formulas: The sample variance of the jth variable, , is calculated as

∑(

̅)

(∑

̅ )

The sample covariance of the jth and kth variables,

, is calculated as

∑(

̅ )(

̅ )

(∑

̅ ̅ )

Check the output in the R Codes and the inverse of it. D. Calculate the determinant of the variance-covariance matrix Answer: For 2 Response Variables = 273601.3 - Refer to the R Codes For 3 Response Variables = 459.9555 - Refer to the R Codes

II.

R Codes Section

R Codes for 2 response variable #INPUT Res2Data <- read.table(header = TRUE, text = " Sales Price 230 125 181 99 165 97 150 115 97 120 192 100 181 80 189 90 172 95 170 125") #The mean of the data #INPUT colMeans(Res2Data) #OUTPUT Sales Price 172.7 104.6 #The variance-covariance matrix is #INPUT M <- var(Res2Data) M #OUTPUT Sales Price Sales 1152.45556 -88.91111 Price -88.91111 244.26667 #The generalized inverse of the variance-covariance matrix is #INPUT library(MASS) ginv(M) #OUTPUT [,1] [,2] [1,] 0.0008927833 0.000324966 [2,] 0.0003249660 0.004212171

#Now, computing the correlation #coefficient R we have, #INPUT cor(Res2Data) #OUTPUT Sales Price Sales 1.000000 -0.167576 Price -0.167576 1.000000 #Computing the determinant #INPUT det(M) #OUTPUT 273601.3 R Codes for 3 response variable #INPUT Res3Data <- read.table(header = y1 y2 35 3.5 35 4.9 40 30.0 10 2.8 6 2.7 20 2.8 35 4.6 35 10.9 35 8.0 30 1.6 #The mean of the data #INPUT colMeans(Res3Data) #OUTPUT y1 y2 28.100 7.180

matrix

with

entries

of

correlation

TRUE, text = " y3 2.80 2.70 4.38 3.21 2.73 2.81 2.88 2.90 3.28 3.20")

y3 3.089

#The variance-covariance matrix is #INPUT N <- var(Res3Data) N

#OUTPUT y1 y2 y3 y1 140.544444 49.680000 1.9412222 y2 49.680000 72.248444 3.6760889 y3 1.941222 3.676089 0.2501211

#The generalized inverse of the variance-covariance matrix is #INPUT Library(MASS) ginv(N) #OUTPUT [,1] [,2] [,3] [1,] 0.009907983 -0.01150092 0.09213458 [2,] -0.011500919 0.06823440 -0.91359688 [3,] 0.092134578 -0.91359688 16.71034335 #Now, computing the correlation #coefficient R we have, #INPUT cor(Res3Data) #OUTPUT y1 y2 y3 y1 1.0000000 0.4930154 0.327411 y2 0.4930154 1.0000000 0.864762 y3 0.3274110 0.8647620 1.000000 #Computing the determinant #INPUT det(M) #OUTPUT 459.9555 matrix with entries of correlation

A 1st laboratory exercise in Multivariate Laboratory exercise I

A 1st laboratory exercise in Multivariate Laboratory exercise I

Are you sure?

This action might not be possible to undo. Are you sure you want to continue?

We've moved you to where you read on your other device.

Get the full title to continue

Get the full title to continue listening from where you left off, or restart the preview.

scribd