Programming & Scientific Computing · Statistical & BI Software

SPSS: Multivariate analysis and dimensionality reduction — Advanced statistical treatment

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction SPSS · Rigorous Statistical Analysis

Overview

Topics covered

  • Introduction
  • Multivariate Analysis and Dimension Reduction
  • Fundamentals of Multivariate Data and Matrix Algebra
  • 1.1 Mean Vectors and Covariance and Correlation Matrices
  • 1.2 The Concept of Distance: Euclidean versus Mahalanobis
  • Multivariate Statistical Assumptions and their Diagnosis

Related concepts

Main connections

  • Linear algebra & matrices
  • Variance & standard deviation
  • Unsupervised learning & clustering
  • Principal component analysis (PCA)
  • Collinearity & VIF
  • Residual analysis & diagnostics

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

𝐗=(x11x12⋯x1px21x22⋯x2p⋮⋮⋱⋮xn1xn2⋯xnp)
View LaTeX source\mathbf{X} = \begin{pmatrix} x_{11} & x_{12} & \cdots & x_{1p} \\ x_{21} & x_{22} & \cdots & x_{2p} \\ \vdots & \vdots & \ddots & \vdots \\ x_{n1} & x_{n2} & \cdots & x_{np} \end{pmatrix}