Applied Multivariate Statistical Analysis

INTENDED AUDIENCE This book originally grew out of our lecture notes for an "Applied Multivariate Analysis" course offered jointly by the Statistics Department and the School of Business at the University of Wisconsin-Madison.Applied Multivariate Statistical Analysis,Fifth Edition, is concerned with statistical methods for describing and analyzing multivariate data. Data analysis, while interesting with one variable, becomes truly fascinating and challenging when several variables are involved. Researchers in the biological, physical, and social sciences frequently collect measurements on several variables. Modern computer packages readily provide the numerical results to rather complex statistical analyses. We have "tried to provide readers with the supporting knowledge necessary for making proper interpretations, selecting appropriate techniques, and understanding their strengths and weaknesses. We hope our discussions will meet the needs of experimental scientists, in a wide variety of subject matter areas, as a readable introduction to the statistical analysis of multivariate observations. LEVEL Our aim is to present the concepts and methods of multivariate analysis at a level that is readily understandable by readers who have taken two or more statistics courses. We emphasize the applications of multivariate methods and, consequently, have attempted to make the mathematics as palatable as possible. We avoid the use of calculus. On the other hand, the concepts of a matrix and of matrix manipulations are important. We do not assume the reader is familiar with matrix algebra. Rather, we introduce matrices as they appear naturally in our discussions, and we then show how they simplify the presentation of multivariate models and techniques. The introductory account of matrix algebra, in Chapter 2, highlights the more important matrix algebra results as they apply to multivariate analysis. The Chapter 2 supplement provides a summary of matrix algebra results for those with little or no previous exposure to the subject. This supplementary material helps make the book self-contained and is used to complete proofs. The proofs may be ignored on the first reading. In this way we hope to make the book accessible to a wide audience. In our attempt to make the study of multivariate analysis appealing to a large audience of both practitioners and theoreticians, we have had to sacrifice a consistency of level. Some sections are harder than others. In particular, we have summarized a voluminous amount of material on regression in Chapter 7. The resulting presentation is rather succinct and difficult the first time through. We hope instructors will be able to compensate for the unevenness in level by judiciously choosing those sections, and subsections, appropriate for their students and by toning them down if necessary. ORGANIZATION AND APPROACH The methodological "tools" of multivariate analysis are contained in Chapters 5 through 12. These chapters represent the heart of the book, but they cannot be assimilated without much of the material in the introductory Chapters 1 through 4. Even those readers with a good knowledge of matrix algebra or those willing to accept the mathematical results on faith should, at the very least, peruse Chapter 3, "Sample Geometry," and Chapter 4, "Multivariate Normal Distribution." Our approach in the methodological chapters is to keep the discussion direct and uncluttered. Typically, we start with a formulation of the population models, delineate the corresponding sample results, and liberally illustrate everything with examples. The examples are of two types: those that are simple and whose calculations can be easily done by hand, and those that rely on real-world data and computer software. These will provide an opportunity to (1) duplicate our analyses, (2) carry out the analyses dictated by exercises, or (3) analyze the data using methodsJohnson, Richard Arnold is the author of 'Applied Multivariate Statistical Analysis', published 2001 under ISBN 9780130925534 and ISBN 0130925535.