Preface |
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ix | |
1 Introduction |
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1 | (16) |
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1.1 Goals of Multivariate Statistical Techniques |
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1 | (2) |
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1.2 Data Reduction or Structural Simplification |
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3 | (2) |
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1.3 Grouping and Classifying Observations |
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5 | (4) |
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1.4 Examination of Dependence Among Variables |
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9 | (1) |
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1.5 Describing Relationships Between Groups of Variables |
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10 | (1) |
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1.6 Hypothesis Formulation and Testing |
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10 | (2) |
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1.7 Multivariate Graphics and Distributions |
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12 | (1) |
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13 | (1) |
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14 | (3) |
2 Elements of R |
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17 | (38) |
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18 | (6) |
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18 | (1) |
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19 | (4) |
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23 | (1) |
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2.2 Simulation and Simple Statistics |
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24 | (3) |
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27 | (5) |
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2.4 Basic Data Manipulation and Statistics |
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32 | (5) |
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2.5 Programming and Writing Functions in R |
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37 | (3) |
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40 | (6) |
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2.7 Advanced Numerical Operations |
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46 | (1) |
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47 | (2) |
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49 | (6) |
3 Graphical Displays |
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55 | (34) |
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55 | (3) |
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3.2 Displays for Univariate Data |
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58 | (5) |
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3.3 Displays for Bivariate Data |
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63 | (8) |
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3.3.1 Plot Options, Colors, and Characters |
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66 | (1) |
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3.3.2 More Graphics for Bivariate Data |
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67 | (4) |
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3.4 Displays for Three-Dimensional Data |
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71 | (4) |
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3.5 Displays for Higher Dimensional Data |
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75 | (9) |
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3.5.1 Pairs, Bagplot, and Coplot |
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75 | (3) |
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3.5.2 Glyphs: Stars and Faces |
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78 | (4) |
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3.5.3 Parallel Coordinates |
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82 | (2) |
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84 | (1) |
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85 | (4) |
4 Basic Linear Algebra |
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89 | (28) |
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89 | (2) |
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91 | (3) |
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4.3 Basic Matrix Arithmetic |
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94 | (2) |
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4.4 Matrix Operations in R |
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96 | (6) |
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4.5 Advanced Matrix Operations |
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102 | (11) |
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102 | (2) |
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104 | (2) |
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4.5.3 Eigenvalues and Eigenvectors |
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106 | (2) |
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4.5.4 Diagonalizable Matrices |
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108 | (1) |
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4.5.5 Generalized Inverses |
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109 | (2) |
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111 | (2) |
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113 | (4) |
5 The Univariate Normal Distribution |
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117 | (34) |
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5.1 The Normal Density and Distribution Functions |
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117 | (5) |
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5.2 Relationship to Other Distributions |
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122 | (1) |
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5.3 Transformations to Normality |
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122 | (4) |
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126 | (5) |
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5.5 Inference on Univariate Normal Means |
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131 | (6) |
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5.6 Inference on Variances |
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137 | (2) |
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5.7 Maximum Likelihood Estimation, Part I |
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139 | (8) |
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147 | (4) |
6 Bivariate Normal Distribution |
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151 | (22) |
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6.1 The Bivariate Normal Density Function |
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152 | (4) |
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6.2 Properties of the Bivariate Normal Distribution |
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156 | (2) |
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6.3 Inference on Bivariate Normal Parameters |
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158 | (5) |
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6.4 Tests for Bivariate Normality |
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163 | (1) |
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6.5 Maximum Likelihood Estimation, Part II |
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163 | (7) |
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170 | (3) |
7 Multivariate Normal Distribution |
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173 | (34) |
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7.1 Multivariate Normal Density and Its Properties |
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174 | (2) |
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7.2 Inference on Multivariate Normal Means |
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176 | (2) |
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7.3 Example: Home Price Index |
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178 | (4) |
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7.4 Maximum Likelihood, Part III: Models for Means |
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182 | (5) |
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7.5 Inference on Multivariate Normal Variances |
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187 | (2) |
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7.6 Fitting Patterned Covariance Matrices |
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189 | (5) |
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7.7 Tests for Multivariate Normality |
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194 | (8) |
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202 | (5) |
8 Factor Methods |
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207 | (24) |
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8.1 Principal Components Analysis |
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208 | (2) |
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8.2 Example 1: Investment Allocations |
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210 | (4) |
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8.3 Example 2: Kuiper Belt Objects |
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214 | (3) |
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8.4 Example 3: Health Outcomes in US Hospitals |
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217 | (1) |
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218 | (5) |
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223 | (8) |
9 Multivariable Linear Regression |
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231 | (26) |
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9.1 Univariate Regression |
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232 | (6) |
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9.2 Multivariable Regression in R |
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238 | (5) |
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9.3 A Large Health Survey |
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243 | (7) |
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250 | (7) |
10 Discrimination and Classification |
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257 | (30) |
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10.1 An Introductory Example |
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257 | (4) |
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10.2 Multinomial Logistic Regression |
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261 | (4) |
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10.3 Linear Discriminant Analysis |
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265 | (8) |
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10.4 Support Vector Machine |
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273 | (5) |
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278 | (5) |
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283 | (4) |
11 Clustering |
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287 | (28) |
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11.1 Hierarchical Clustering |
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287 | (8) |
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295 | (6) |
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11.3 Diagnostics, Validation, and Other Methods |
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301 | (7) |
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308 | (7) |
12 Time Series Models |
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315 | (24) |
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12.1 Introductory Examples and Simple Analyses |
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315 | (7) |
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12.2 Autoregressive Models |
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322 | (11) |
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12.3 Spectral Decomposition |
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333 | (3) |
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336 | (3) |
13 Other Useful Methods |
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339 | (22) |
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13.1 Ranking from Paired Comparisons |
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339 | (3) |
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13.2 Canonical Correlations |
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342 | (6) |
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13.3 Methods for Extreme Order Statistics |
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348 | (6) |
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13.4 Big Data and Wide Data |
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354 | (2) |
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356 | (5) |
Appendix: Libraries Used |
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361 | (2) |
Selected Solutions and Hints |
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363 | (12) |
References |
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375 | (6) |
About the author |
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381 | (2) |
Index |
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383 | |