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Analisa Multivariat [3] October 9, 2009

Posted by desrinda in Analisa Multivariat.

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).


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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