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Multivariate Statistical Data Analysis with Its Applications

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Multivariate Statistical Data Analysis with Its Applications Hua-Kai Chiou Ph.D., Assistant Professor Department of Statistics, NDMC hkchiou_at_rs590.ndmc.edu.tw – PowerPoint PPT presentation

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Title: Multivariate Statistical Data Analysis with Its Applications


1
Multivariate Statistical Data Analysis with Its
Applications
  • Hua-Kai Chiou
  • Ph.D., Assistant Professor
  • Department of Statistics, NDMC
  • hkchiou_at_rs590.ndmc.edu.tw

September, 2005
2
Agenda
  1. Introduction
  2. Examining Your Data
  3. Sampling Estimation
  4. Hypothesis Testing
  5. Multiple Regression Analysis
  6. Logistic Regression
  7. Multivariate Analysis of Variance
  8. Principal Components Analysis

3
  1. Factor Analysis
  2. Cluster Analysis
  3. Discriminant Analysis
  4. Multidimensional Scaling
  5. Canonical Correlation Analysis
  6. Conjoint Analysis
  7. Structural Equation Modeling

4
1
  • Introduction

5
Some Basic Concept of MVA
  • What is Multivariate Analysis (MVA)?
  • Impact of the Computer Revolution
  • Multivariate Analysis Defined
  • Measurement Scales
  • Type of Multivariate Techniques

6
  • Dependence technique the objective is
    prediction of the dependent variable(s) by the
    independent variable(s), e.g., regression
    analysis.
  • Dependent variable presumed effect of, or
    response to, a change in the independent
    variable(s).
  • Dummy variable nometrically measured variable
    transformed into a metric variable by assigning 1
    or 0 to a subject, depending on whether it
    possesses a particular characteristic.
  • Effect size estimate of the degree to which the
    phenomenon being studied (e.g., correlation or
    difference in means) exists in population.

7
  • Indicator single variable used in conjunction
    with one or more other variables to form a
    composite measure.
  • Interdependence technique classification of
    statistical techniques in which the variables are
    not divided into dependent and independent sets
    (e.g., factor analysis).
  • Metric data also called quantitative data,
    interval data, or ratio data, these measurements
    identify or describe subjects (or objects) not
    only on the possession of an attribute but also
    by the amount or degree to which the subject may
    be characterized by attribute. For example, a
    persons age and weight are metric data.

8
  • Multicollinearity extent to which a variable
    can be explained by the other variables in the
    analysis. As multicollinearity increases, it
    complicates the interpretation of the variate as
    it is more difficult to ascertain the effect of
    any single variable, owing to their
    interrelationships.
  • Nonmetric data also called qualitative data.
  • Power probability of correctly rejecting the
    null hypothesis when it is false, that is,
    correctly finding a hypothesized relationship
    when it exists. Determined as a function of
    (1)the statistical significance level (a) set by
    the researcher for a Type I error, (2) the sample
    size used in the analysis, and (3) the effect
    size being examined.

9
  • Practical significance means of assessing
    multivariate analysis results based on their
    substantive findings rather than their
    statistical significance. Whereas statistical
    significance determines whether the result is
    attributable to chance, practical significance
    assesses whether the result is useful.
  • Reliability extent to which a variable or set
    of variables is consistent in what it is intended
    to measure. Reliability relates to the
    consistency of the measure(s).
  • Validity extent to which a measure or set of
    measures correctly represents the concept of
    study. Validity is concerned with how well the
    concept is defined by the measure(s).

10
  • Type I error probability of incorrectly
    rejecting the null hypothesis.
  • Type II error - probability of incorrectly
    failing to reject the null hypothesis, it meaning
    the chance of not finding a correlation or mean
    difference when it does exist.
  • Variate linear combination of variables formed
    in the multivariate technique by deriving
    empirical weights applied to a set of variables
    specified by the researcher.

11
  • The Relationship between Multivariate Dependence
    Methods
  • Analysis of Variance (ANOVA)
  • (metric) (nometric)
  • Multivariate Analysis of Variance (MANOVA)
  • (metric)
    (nometric)
  • Canonical Correlation
  • (metric, nometric)
    (metric, nometric)

12
  • Discriminant Analysis
  • (nometric) (metric)
  • Multiple Regression Analysis
  • (metric) (metric,
    nometric)
  • Conjoint Analysis
  • (metric, nometric)
    (nometric)

13
  • Structural Equation Modeling
  • (metric) (metric,
    nometric)

14
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15
A Structured Approach to Multivariate Model
Building
  • Stage 1 Define the research problem, objectives,
    and multivariate technique to be used
  • Stage 2 Develop the analysis plan
  • Stage 3 Evaluate the assumptions underlying the
    multivariate technique
  • Stage 4 Estimate the multivariate model and
    assess overall model fit
  • Stage 5 Interpret the variate(s)
  • Stage 6 Validate the multivariate model

16
2
  • Examining Your Data

17
  • HATCO Case
  • Primary Database
  • This example investigates a business-to-business
    case from existing customers of HATCO.
  • The primary database consists 100 observations on
    14 separate variables.
  • Three types of information were collected
  • The perceptions of HATCO, 7 attributes (X1 X7)
  • The actual purchase outcomes, 2 specific measures
    (X9,X10)
  • The characteristics of the purchasing companies,
    5 characteristics (X8, X11-X14).

18
Table 2.1 Description of Database Variables
(Hair et al., 1998)
19
Fig 2.1 Scatter Plot Matrix of Metric Variables
(Hair et al., 1998)
20
Fig 2.2 Examples of Multivariate Graphical
Displays (Hair et al., 1998)
21
Missing Data
  • A missing data process is any systematic event
    external to the respondent (e.g. data entry
    errors or data collection problems) or action on
    the part of the respondent (such as refusal to
    answer) that leads to missing values.
  • The impact of missing data is detrimental not
    only through its potential hidden biases of the
    results but also in its practical impact on the
    sample size available for analysis.

22
  • Understanding the missing data
  • Ignorable missing data
  • Remediable missing data
  • Examining the pattern of missing data

23
Table 2.2 Summary Statistics of Pretest Data
(Hair et al., 1998)
24
Table 2.3 Assessing the Randomness of Missing
Data through Group Comparisons of Observations
with Missing versus Valid Data (Hair et al., 1998)
25
Table 2.4 Assessing the Randomness of Missing
Data through Dichotomized Variable Correlations
and the Multivariate Test for Missing Completely
at Random (MCAR) (Hair et al., 1998)
26
Table 2.5 Comparison of Correlations Obtained
with All-Available (Pairwise), Complete Case
(Listwise), and Mean Substitution Approaches
(Hair et al., 1998)
27
Table 2.6 Results of the Regression and EM
Imputation Methods (Hair et al., 1998)
28
Outliers
  • Four classes of outliers
  • Procedural error
  • Extraordinary event can be explained
  • Extraordinary observations has no explanation
  • Observations fall within the ordinary range of
    values on each of the variables but are unique in
    their combination of values across the variables.
  • Detecting outliers
  • Univariate detection
  • Bivariate detection
  • Multivariate detection

29
Outliers detection
  • Univariate detection threshold
  • For small samples, within 2.5 standardized
    variable values
  • For larger samples, within 3 or 4 standardized
    variable values
  • Bivariate detection threshold
  • Varying between 50 and 90 percent of the ellipse
    representing normal distribution.
  • Multivariate detection
  • The Mahalanobis distance D2

30
Table 2.7 Identification of Univariate and
Bivariate Outliers (Hair et al., 1998)
31
Fig 2.3 Graphical Identification of Bivariate
Outliers (Hair et al., 1998)
32
Table 2.8 Identification of Multivariate
Outliers (Hair et al., 1998)
33
Testing the Assumptions of Multivariate Analysis
  • Graphical analyses of normality
  • Kurtosis refers to the peakedness or flatness of
    the distribution compared with the normal
    distribution.
  • Skewness indicates the arc, either above or below
    the diagonal.
  • Statistical tests of normality

34
Fig 2.4 Normal Probability Plots and
Corresponding Univariate Distribution (Hair et
al., 1998)
35
Homoscedasticity vs. Heteroscedasticity
  • Homoscedasticity is an assumption related
    primarily to dependence relationships between
    variables.
  • Although the dependent variables must be metric,
    this concept of an equal spread of variance
    across independent variables can be applied
    either metric or nonmetric.

36
Fig 2.5 Scatter Plots of Homoscedastic and
Heteroscedastic Relationships (Hair et al., 1998)
37
Fig 2.6 Normal Probability Plots of Metric
Variables (Hair et al., 1998)
38
Table 2.9 Distributional Characteristics,
Testing for Normality, and Possible Remedies
(Hair et al., 1998)
39
Fig 2.7 Transformation of X2 (Price Level) to
Achieve Normality (Hair et al., 1998)
40
Table 2.10 Testing for Homoscedasticity (Hair et
al., 1998)
41
3
  • Sampling Distribution

42
Understanding sampling distributions
  • A histogram is constructed from a frequency
    table. The intervals are shown on the X-axis and
    the number of scores in each interval is
    represented by the height of a rectangle located
    above the interval.

43
  • A bar graph is much like a histogram, differring
    in that the columns are separated from each other
    by a small distance. Bar graphs are commonly used
    for qualitative variables.

44
What is a normal distribution?
  • Normal distributions are a family of
    distributions that have the same general shape.
    They are symmetric with scores more concentrated
    in the middle than in the tails. Normal
    distributions are sometimes described as bell
    shaped. The height of a normal distribution can
    be specified mathematically in terms of two
    parameters the mean (m) and the standard
    deviation (s).

45
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