New User Special Price Expires in

Let's log you in.

Sign in with Facebook


Don't have a StudySoup account? Create one here!


Create a StudySoup account

Be part of our community, it's free to join!

Sign up with Facebook


Create your account
By creating an account you agree to StudySoup's terms and conditions and privacy policy

Already have a StudySoup account? Login here

Applied Multivariate Methods

by: Kamren McLaughlin

Applied Multivariate Methods STAT 579

Kamren McLaughlin
GPA 3.94


Almost Ready


These notes were just uploaded, and will be ready to view shortly.

Purchase these notes here, or revisit this page.

Either way, we'll remind you when they're ready :)

Preview These Notes for FREE

Get a free preview of these Notes, just enter your email below.

Unlock Preview
Unlock Preview

Preview these materials now for free

Why put in your email? Get access to more of this material and other relevant free materials for your school

View Preview

About this Document

Class Notes
25 ?




Popular in Course

Popular in Statistics

This 15 page Class Notes was uploaded by Kamren McLaughlin on Monday October 26, 2015. The Class Notes belongs to STAT 579 at University of Tennessee - Knoxville taught by Staff in Fall. Since its upload, it has received 13 views. For similar materials see /class/229893/stat-579-university-of-tennessee-knoxville in Statistics at University of Tennessee - Knoxville.


Reviews for Applied Multivariate Methods


Report this Material


What is Karma?


Karma is the currency of StudySoup.

You can buy or earn more Karma at anytime and redeem it for class notes, study guides, flashcards, and more!

Date Created: 10/26/15
Univariate and Multivariate Summary Statistics A Review of Univariate Summary Statistics Random Sample Let X1 X2quot XN be a random sample from some distribution Random Sample expressed as a vector Sample Mean X1 N p x X T p x Sample Variance Sample Variance in matrix notation The deviation of each observation from the sample mean is x mx 1ix 11391 1139x Sample Variance in matrix notation Alternatively the deviation of each observation from the sample mean can be expressed as x lx 1 IN JNX Sample Variance in matrix notation The sum of the squared deviations of each observation from the sample mean is IN 11391 11N 11391 1 x391N 1139111392 x x391N 11391 1139x Sample Variance in matrix notation Let Multivariate Observations p number of response variables N number of experimental units x0 value of thefh response variable on the rth experimental unit Data Matrix x11 x12 xlp X x21 x22 xzp pr xv xN1 xNZ pr I 1 1 I I XN A Multivariate Observation xrp Multivariate Summary Statistics Random Sample Let x1 x2 XN be a random sample from a multivariate distribution Sample Mean Vector A Sample VarianceCovariance Matrix N S 2xr nxr 4039 r1 X39IN 11391 11X ix 1 1 X 1N WJN Sample Correlation Matrix Clustering Variables The VARCLUS Procedure Variable Reduction The VARCLUS procedure attempts to divide a set of variables into non overlapping clusters such that each cluster can be interpreted as essentially onedimensional This means that a large set of variables can be replaced by a single member of each cluster to act as a representative often with very little loss of information Variable Selection You can use outside knowledge to guide the selection or you can use the 1 R9 ratio to determine which variables are the best candidates 17 R2 ratio M 1 R2 next closest cluster Small values of this ratio indicate that the variable has a strong correlation with its own cluster and a weak correlation with the other clusters Variable Reduction Variable clustering PROC VARCLUS reduces the umber of variables not just the number of dimensions Rs uared 00h Next Cluster Variable Elnsest Cluster I Redheat uhILeNeaL Eggs lt choose one n w Cluster 2 Cereal Nuts choose one Cluster 3 FISh choose one Starch Cluster 4 FruILVeg 10000 The Algorithm used in VARCLUS 1 A cluster is chosen for splitting The selected cluster has either the smallest percentage of variation explained by its cluster component using the PERCENT option or the largest eigenvalue associated with the second principal component using the MAXEIGEN option The Algorithm used in VARCLUS 2 The chosen cluster is split into two clusters by finding the first two principal components rotating the components and assigning each variable to the rotated component with which it has the higher squared correlation ln PROC VARCLUS the principal components are rotated using an orthoblique rotation that is raw quartimax rotation on the eigenvectors Using SAS Macros What is a SAS Macro A SAS macro is a program written in a special SAV macro programming language It is written by a SAS user and is not supplied by SAS It can produce results that are not available directly in SAS procedures It can also select results produced by SAS procedures so that the user does not have to run the SAS procedure You should NEVER modify the actual macro programming yourself How to use SAS Macros In orderto use a SAS macro You have to tell SAS where it is located You have to call it Telling SAS where Macros are located A SAS macro will have a particular name and will be stored in a file of the same name For example the SAS macro Clforr is stored in the file Clforrsas This macro produces various confidence intervals for the population correlation coefficient Telling SAS where Macros are located If you place all the files containing macros in this location CDocuments and SettingsXYZMy DocumentsSAS Macros and place the following statements in the autoexecsas file filename statmacs 39CDocuments and SettingsXYZMy DocumentsSAS Macros39 options mautosource sasautosstatmacs sasautos then you can call the macros when desired Calling SAS Macros As an example the SAS macro Cforr produces various confidence intervals for the population correlation coefficient To use or call this macro simply run this single line of code CIfor r DataA Var X Y Alpha05 Here X and Y are the names ofvariables stored in the SAS data set named In actuality you would need to specify the name of the data set containing your data along with the correct variable names SAS Autocall Macro Potit The PLOTIT Macro General form of the PLOTIT macro plotit datadata set plotvars var1 var2 labelvar varname symvar groupvar typevar groupvar symsize option symlen option


Buy Material

Are you sure you want to buy this material for

25 Karma

Buy Material

BOOM! Enjoy Your Free Notes!

We've added these Notes to your profile, click here to view them now.


You're already Subscribed!

Looks like you've already subscribed to StudySoup, you won't need to purchase another subscription to get this material. To access this material simply click 'View Full Document'

Why people love StudySoup

Jim McGreen Ohio University

"Knowing I can count on the Elite Notetaker in my class allows me to focus on what the professor is saying instead of just scribbling notes the whole time and falling behind."

Kyle Maynard Purdue

"When you're taking detailed notes and trying to help everyone else out in the class, it really helps you learn and understand the I made $280 on my first study guide!"

Steve Martinelli UC Los Angeles

"There's no way I would have passed my Organic Chemistry class this semester without the notes and study guides I got from StudySoup."

Parker Thompson 500 Startups

"It's a great way for students to improve their educational experience and it seemed like a product that everybody wants, so all the people participating are winning."

Become an Elite Notetaker and start selling your notes online!

Refund Policy


All subscriptions to StudySoup are paid in full at the time of subscribing. To change your credit card information or to cancel your subscription, go to "Edit Settings". All credit card information will be available there. If you should decide to cancel your subscription, it will continue to be valid until the next payment period, as all payments for the current period were made in advance. For special circumstances, please email


StudySoup has more than 1 million course-specific study resources to help students study smarter. If you’re having trouble finding what you’re looking for, our customer support team can help you find what you need! Feel free to contact them here:

Recurring Subscriptions: If you have canceled your recurring subscription on the day of renewal and have not downloaded any documents, you may request a refund by submitting an email to

Satisfaction Guarantee: If you’re not satisfied with your subscription, you can contact us for further help. Contact must be made within 3 business days of your subscription purchase and your refund request will be subject for review.

Please Note: Refunds can never be provided more than 30 days after the initial purchase date regardless of your activity on the site.