Analisa Multivariat [3] October 9, 2009
Posted by desrinda in Analisa Multivariat.trackback
The third class of this term has been for us to refresh our memory (if there was any, hahaha…) about basic definitions on multivariate analysis previously learnt in mathematics (matrix algebra – vector, matrix, distance, inverse, singularity) and statistics (variance, covariance, corelation, t-test, hotelling).
http://www.edmeasurement.net/matrix/notes/Definitions.pdf
More about hotelling: http://knowledgeforge.net/opentextbook/svn/multivariatestatistics/interactivenotes/STAT3401Week6Acrotex.pdf
Wilks Lambda: http://gauss.usouthal.edu/ajmms-imst07/status/306/manu306.pdf
Likelihood ratio test (in MS Excel = OLS formula): http://arxiv.org/PS_cache/math/pdf/0610/0610835v1.pdf
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