Statistics MCQs, Data Analysis, Stat Software
Multivariate statistics includes topics of Multivariate variables, multivariate normal distribution, canonical correlation, PCA, FA, CFA, etc.
Multivariate Analysis term includes all statistics for more than two simultaneously analyzed variables. The post contains Multivariate Analysis MCQs. Let us start with the Online Multivariate Analysis MCQs test. Multivariate Analysis MCQs R Frequently Asked Questions and Interview Questions
Eigenvalues and eigenvectors of matrices are needed for some of the methods such as Principal Component Analysis (PCA), Principal Component Regression (PCR), and assessment of the input of collinearity. Eigenvalues and Eigenvectors For a real, symmetric matrix $A_{n\times n}$ there exists a set of $n$ scalars $\lambda_i$, and $n$ non-zero …
Given the covariances between variables, one can write an invertible linear transformation that “uncorrelated” the variables. Contrariwise, one can transform a set of uncorrelated variables into variables with given covariances. This transformation is called Cholesky Transformation; represented by a matrix that is the “Square Root” of the covariance matrix. The …
The post is about Principal Component Regression. The transformation of the original data set into a new set of uncorrelated variables is called principal components. This kind of transformation ranks the new variables according to their importance (that is, variables are ranked according to the size of their variance and eliminate …