Multivariate Data Analysis
LECTURE 2
What is multivariate data?
• Ambiguity
• Some say multivariate data analysis:
“any statistical techniques used to analyse data involving more
than one variable”
• Linear regression
• Multiple linear regression
• MANOVA
• Multivariable vs. Multivariate Analysis
What is Multivariate Data Analysis?
• The statistical analysis of the data collected on more than one
(response) variable:
• Examine variables simultaneously
• Variables may be correlated
• dependence is taken into account
• MDA more complex than univariate analysis
• Real world data usually multivariate data
• Foundation for Data Mining
Types of MDA
• Exploratory Data Analysis (EDA): Sometimes called data mining this
area is useful for gaining deeper insights into large, complex data sets.
• Regression analysis: Develops models to predict new and future
events. Is useful for predictive analytics applications.
• Classification for identifying new or existing classes: This area is
useful in research, development, market analysis, etc.
MDA Aims
1. Data reduction or structural simplification. To simplify without
loosing any valuable information and make interpretation easier.
2. Sorting and grouping. Similar objects or variables are grouped,
based upon the characteristics. Define rules for classifying objects
into well-defined groups.
3. Investigation of the dependence among variables. The nature of
the relationships among variables is of interest. Are all the variables
mutually dependent/ independent?
MDA Aims
4. Prediction. Relationships between variables must be determined
for the purpose of predicting the values of one or more variables on
the basis of observations on the other variables.
5. Hypothesis construction and testing. Specific statistical
hypotheses, formulated are tested.
R Example
• Univariate analysis
Matrix Plot
Star Plots: Background
https://andrewpwheeler.com/2012/03/14/reference-lines-for-star-plots-aid-interpretation/
Star Plots
https://andrewpwheeler.com/2012/03/14/reference-lines-for-star-plots-aid-interpretation/
Chernoff Faces
https://flowingdata.com/2010/08/31/how-to-visualize-data-with-cartoonish-faces/
Chernoff Faces
https://flowingdata.com/2010/08/31/how-to-visualize-data-with-cartoonish-faces/
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