Methods of Multivariate Analysis (Wiley Series in Probability and Statistics) - Hardcover

Rencher, Alvin C.; Christensen, William F.

Hardcover

ISBN 10: 0470178965 ISBN 13: 9780470178966

Publisher: Wiley, 2012

Synopsis

This new edition, now with a co-author, offers a complete and up-to-date examination of the field. The authors have streamlined previously tedious topics, such as multivariate regression and MANOVA techniques, to add newer, more timely content. Each chapter contains exercises, providing readers with the opportunity to test and extend their understanding. The new edition also presents several expanded topics in Kronecker product; prediction errors; maximum likelihood estimation; and selective key, but accessible proofs. This resource meets the needs of both statistics majors and those of students and professionals in other fields.

About this title

Review

" a systematic, well–written text there is much practical wisdom in this book that is hard to find elsewhere. It belongs in serious data analysts′ libraries " ( IIE Transactions–Quality and Reliability Engineering, November 2005)

"...extends univariate procedures...to analogous multivariate techniques involving several dependent variables..." (SciTech Book News, Vol. 26, No. 2, June 2002)

"...a practitioner who wants to carry out multivariate techniques in applied work and to interpret the results must have this book..." (Technometrics, Vol. 45, No. 1, February 2003)

"...I have not found a better text for a masters–level class in multivariate methods." (Journal of the American Statistical Association, March 2003)

"This book strikes a nice balance between meeting the needs of statistics majors and students in other fields. The discussion of each multivariate technique is straightforward and quite comprehensive. This textbook is likely to become a useful reference for students in their future work." (Journal of the American Statistical Association)

"In this well–written and interesting book, Rencher has done a great job in presenting intuitive and innovative explanations of some of the otherwise difficult concepts." (CHOICE)

"This book is excellent for an introductory course in multivariate analysis for students with minimal background in mathematics and statistics." (Technometrics)

"Excellent introduction to standard topics in multivariate analysis." (American Mathematical Monthly)

" a systematic, well–written text there is much practical wisdom in this book that is hard to find elsewhere. It belongs in serious data analysts′ libraries " ( IIE Transactions–Quality and Reliability Engineering, November 2005)

"...extends univariate procedures...to analogous multivariate techniques involving several dependent variables..." (SciTech Book News, Vol. 26, No. 2, June 2002)

"...a practitioner who wants to carry out multivariate techniques in applied work and to interpret the results must have this book..." (Technometrics, Vol. 45, No. 1, February 2003)

"...I have not found a better text for a masters–level class in multivariate methods." (Journal of the American Statistical Association, March 2003)

From the Back Cover

Praise for the Second Edition

"This book is a systematic, well–written, well–organized text on multivariate analysis packed with intuition and insight . . . There is much practical wisdom in this book that is hard to find elsewhere."
IIE Transactions

Filled with new and timely content, Methods of Multivariate Analysis, Third Edition provides examples and exercises based on more than sixty real data sets from a wide variety of scientific fields. It takes a "methods" approach to the subject, placing an emphasis on how students and practitioners can employ multivariate analysis in real–life situations.

This Third Edition continues to explore the key descriptive and inferential procedures that result from multivariate analysis. Following a brief overview of the topic, the book goes on to review the fundamentals of matrix algebra, sampling from multivariate populations, and the extension of common univariate statistical procedures (including t–tests, analysis of variance, and multiple regression) to analogous multivariate techniques that involve several dependent variables. The latter half of the book describes statistical tools that are uniquely multivariate in nature, including procedures for discriminating among groups, characterizing low–dimensional latent structure in high–dimensional data, identifying clusters in data, and graphically illustrating relationships in low–dimensional space. In addition, the authors explore a wealth of newly added topics, including:

• Confirmatory Factor Analysis
• Classification Trees
• Dynamic Graphics
• Transformations to Normality
• Prediction for Multivariate Multiple Regression
• Kronecker Products and Vec Notation

New exercises have been added throughout the book, allowing readers to test their comprehension of the presented material. Detailed appendices provide partial solutions as well as supplemental tables, and an accompanying FTP site features the book′s data sets and related SAS® code.

Requiring only a basic background in statistics, Methods of Multivariate Analysis, Third Edition is an excellent book for courses on multivariate analysis and applied statistics at the upper–undergraduate and graduate levels. The book also serves as a valuable reference for both statisticians and researchers across a wide variety of disciplines.

Edition details

• Publisher: Wiley
• Publication date: 2012
• ISBN 10: 0470178965
• ISBN 13: 9780470178966
• Binding: Hardcover
• Language: English
• Edition number: 3
• Number of pages: 800