3rd Edition
by Alvin C. Rencher (Author), William F. Christensen (Author)
Praise for the Second Edition
"This book is a
systematic, well-written, well-organized text on multivariate analysis
packed with intuition and insight . . . There is much practical wisdom
in this book that is hard to find elsewhere."
―IIE Transactions
Filled with new and timely content, Methods of Multivariate Analysis, Third Edition
provides examples and exercises based on more than sixty real data sets
from a wide variety of scientific fields. It takes a "methods" approach
to the subject, placing an emphasis on how students and practitioners
can employ multivariate analysis in real-life situations.
This Third Edition
continues to explore the key descriptive and inferential procedures
that result from multivariate analysis. Following a brief overview of
the topic, the book goes on to review the fundamentals of matrix
algebra, sampling from multivariate populations, and the extension of
common univariate statistical procedures (including t-tests,
analysis of variance, and multiple regression) to analogous multivariate
techniques that involve several dependent variables. The latter half of
the book describes statistical tools that are uniquely multivariate in
nature, including procedures for discriminating among groups,
characterizing low-dimensional latent structure in high-dimensional
data, identifying clusters in data, and graphically illustrating
relationships in low-dimensional space. In addition, the authors explore
a wealth of newly added topics, including:
- Confirmatory Factor Analysis
- Classification Trees
- Dynamic Graphics
- Transformations to Normality
- Prediction for Multivariate Multiple Regression
- Kronecker Products and Vec Notation
New
exercises have been added throughout the book, allowing readers to test
their comprehension of the presented material. Detailed appendices
provide partial solutions as well as supplemental tables, and an
accompanying FTP site features the book's data sets and related SAS®
code.
Requiring only a basic background in statistics, Methods of Multivariate Analysis, Third Edition
is an excellent book for courses on multivariate analysis and applied
statistics at the upper-undergraduate and graduate levels. The book also
serves as a valuable reference for both statisticians and researchers
across a wide variety of disciplines.
