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The
Multivariate analysis module is useful for exploratory analysis of multivariate
quantitative data. Further, it allows you to perform the principal components
analysis. Multivariate data (formally a random sample with vector-valued
observations) arise as a result of simultaneous measurement of several (m)
variables on the same unit. For instance, several physical and/or chemical
properties of one sample can be measured, several linear measurements can be
taken on the same piece of product, or there might be several characteristics
for any employee available.
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Text outputs:
- Summary statistics
- Mean vector
- Correlation matrix
- Covariance matrix
- Explained variability
- Principal component
- Eigenvectors
- Loadings
- Robust M-estimates
- Mahalanobis distance, MD
- Transformed data
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Plots:
- Screeplot
- Loadings plot
- Principal component plot
- Biplot
- Multivariate normality plot
- Symmetry plot
- Andrews curves
- Robust Mahalanobis distance
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Examples of analysis
Biplot - Powerful classification and visualization tool
Andrews curves help to identify different data
Robust Mahalanobis distance reveals multivariate outliers.
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