Multivariate methods


Factor analysis
  • works on datasets or correlation matrices
  • principal-components factor
  • principal factor
  • interated principal factor
  • ML factors
  • rotations
  • anti-image correlation matrices
  • Kaiser–Meyer–Olkin measure of sampling adequacy
  • squared multiple correlations
  • Bartlett scoring
  • regression scoring

Principal components

  • works with datasets or correlation or covariance matrices
  • standard errors of eigenvalues and vectors
  • rotations
  • anti-image correlation matrices
  • Kaiser–Meyer–Olkin measure of sampling adequacy
  • loading plots, score plots, scree plots
  • squared multiple correlations

Rotations after factor and principal components analyses

  • orthogonal and oblique rotations
  • Horst normalization
  • varimax, quartimax, oblimax, parsimax, equamax, promax rotation
  • minimum entropy rotation
  • Comrey's tandem
  • rotate toward a target matrix
 

Multidimensional scaling

  • classic metric multidimensional scaling
  • works on datasets or matrices of distances
  • 33 similarity/dissimilarity measures
  • coordinates of approximating configuration
  • correlations between dissimilarities and distances
  • Kruskal stress measure
  • Shepard diagram
  • Plots of approximation Euclidian configuration

Procrustes analysis

  • orthogonal, oblique, and unrestricted transformations
  • overlayed graphs comparing target variables and fitted values of source variables

Two-way correspondence analysis

  • works with cross-tabulation of two categorical variables or a matrix of counts
  • coordinates in row and column space
  • chi-squared distances
  • inertia contributions
  • row and column profiles (conditional distributions)
  • Fitted, observed, and expected correspondence tables
  • biplots
  • projection plots

Biplots

Canonical correlations

Tetrachoric correlations

Zellner's seemingly unrelated regression

Multivariate linear regression

Hotelling's T-squared

Tests for identifying multivariate outliers

Cluster analysis

MANOVA



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