Download presentation

Presentation is loading. Please wait.

Published byJaden Dwyer Modified over 3 years ago

1
Agenda of Week VII Review of Week VI Multiple regression Canonical correlation

2
Review of Week VI Inference on MV Mean Vector Two populations Inference on MV Mean Vector Multi-populations: MANOVA

3
Multiple Regression Basic assumptions Linearity X is an n by K matrix with rank K Regression Homoscedasticity

4
Multiple Regression Hypotheses By ANOVA When the null hypothesis is rejected, For all i.

5
Multiple Regression OLS model OLS solution

6
Multiple Regression ANOVA table

7
Multiple Regression t-statistics (d.f. = n-k) Where S kk is the k th diagonal element of (XX) -1 Standard error of the regression

8
Multiple Regression Standard error of coefficient

9
Canonical Correlation Correlation structure between a group of independent variables and a group of dependent variables A kind of multiple regression with more than two dependent variables Example: Physical size group vs. Exercise group How much explained the variation of a group of variables by other group of variables?

10
Canonical Correlation Basic model Group of independent variables Group of dependent variables Covariance matrixes

11
Canonical Correlation Basic model LC of two groups of variables Correlation between V and W

12
Canonical Correlation Correlation testing Hypotheses Correlation between V and W

13
Canonical Correlation Objective: To find α and β maximizing ρ or r.

14
Canonical Correlation 1 st canonical variable k th canonical variable

15
Canonical Correlation 1 st canonical correlation coefficient k th canonical coefficient coefficient

16
Canonical Correlation

17
Canonical loading matrix Canonical cross loading matrix

Similar presentations

OK

Agenda of Week V Review of Week IV Inference on MV Mean Vector One population Two populations Multi-populations: MANOVA.

Agenda of Week V Review of Week IV Inference on MV Mean Vector One population Two populations Multi-populations: MANOVA.

© 2017 SlidePlayer.com Inc.

All rights reserved.

Ads by Google

Ppt on leverages thesaurus Ppt on quality of worklife Ppt on home automation using rf Ppt on adjectives for class 3 Ppt on application of trigonometry in different fields Ppt on forest society and colonialism Download ppt on areas of parallelograms and triangles Topics for ppt on environmental problems Ppt on different types of forests in the us Ppt on means of communication in olden days