Methods of Multivariate Analysis

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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.
  • Author(s): Alvin C. Rencher
    Series: Wiley series in probability and mathematical statistics
    Edition: 2nd ed
    Publisher: J. Wiley
    Year: 2002

    Language: English
    Pages: 738
    City: New York

    Cover......Page 1
    Contents......Page 6
    Preface......Page 16
    Ch1 Introduction......Page 24
    Ch2 Matrix Algebra......Page 28
    Ch3 Characterizing & Displaying Multivariate Data......Page 66
    Ch4 Multivariate Normal Distribution......Page 105
    Ch5 Tests on 1 or 2 Mean Vectors......Page 135
    Ch6 Multivariate Analysis of Variance......Page 179
    Ch7 Tests on Covariance Matrices......Page 271
    Ch8 Discriminant Analysis: Description of Group Separation......Page 293
    Ch9 Classification Analysis: Allocation of Observations to Groups......Page 322
    Ch10 Multivariate Regression......Page 345
    Ch11 Canonical Correlation......Page 384
    Ch12 Principal Component Analysis......Page 403
    Ch13 Factor Analysis......Page 431
    Ch14 Cluster Analysis......Page 474
    Ch15 Graphical Procedures......Page 527
    AppA Tables......Page 572
    AppB Answers & Hints to Problems......Page 614
    AppC Data Sets & SAS Files......Page 702
    References......Page 704
    Index......Page 718
    Wiley Series in Probability & Statistics......Page 732