MULTIVARIATE ANALYSIS

Considers the relationship among combinations of three or more variables. Involves observation and analysis of more than one statistical outcome variable at a time. In design and analysis, the technique is used to perform trade studies across multiple dimensions while taking into account the effects of all variables on the responses of interest.

 In MA, we usually consider data on several variable as single element. Linear combination

 Multiple Regression Discriminant Analysis Factor Analysis

 the goal of the analysis is to find the linear combination of the three variables that provide the best prediction. We try to predict values that are continuous or qualitative (not nominal) IV is always qualitative (not in categories)

 We also try to develop an equation that will help us predict the values of set of independent variable. Dependent variable is quantitative (or in categories) When the task is to find linear combination of variables that provides maximum discrimination between categories.

 DA, has many advantages in field of test construction. One approach to test construction is to identify two groups of people who represent two distinct categories of some trait.

 It is used to study the interrelationships among a set of variables without reference to a criterion.

Give meaningful interpretation ways in variables are related.

to

Charles Spearmans Two-factor theory of intelligence

Two purpose: To reduce the original set of variables into a smaller set To acquire meaning because of structural properties that may exist between a set of relationships.

Factors - Similar patterns of a variable - Linear combinations that describes as many of the interrelationships among the variable as possible.

Factor loadings - Weight attached to the common-factor scores. - It can be high loading or low loading

 Loadings: represent correlations between item and factor High loadings: define a factor Low loadings: item does not load on factor Easy to skim the loadings This example:
factor 1 is defined by G5, G6, G7, G8 G9 factor 2 is defined by G1, G2, G3, G4, G10, G11

Other things to note:

factors are independent (usually) we need to name factors Each person is assigned a factor score for each factor

 We were able to derive two factors from the 11 items. The first factor is defined as teamwork. The second factor is defined as personal competitive nature . These two factors describe 72% of the variance among the items.

1. Identification of Underlying Factors:

clusters variables into homogeneous sets creates new variables (i.e. factors) allows us to gain insight to categories

2. Screening of Variables:
identifies groupings to allow us to select one variable to represent many

3. Summary:
Allows us to describe many variables using a few factors

4. Clustering of objects:
Helps us to put objects (people) into categories depending on their factor scores