Subject: Statistics

Paper: Multivariate Analysis

Module: Introduction to Multivariate Analysis

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Development Team

Principal investigator: Dr. Bhaswati Ganguli, Professor,

Department of Statistics, University of Calcutta
Paper co-ordinator: Dr. Sugata SenRoy, Professor, Department of
Statistics, University of Calcutta
Content writer: Souvik Bandyopadhyay, Senior Lecturer, Indian
Institute of Public Health, Hyderabad
Content reviewer: Dr. Kalyan Das, Professor, Department of
Statistics, University of Calcutta

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What is Multivariate Analysis?

Multivariate analysis is the simultaneous study of several variables.

I Rather than considering each variable individually, we consider

all the variables under study together.
I Formally, in multivariate analysis, we have a set of m related
variables
X = (X1 , X2 , ., Xm )0
which are studied together.

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Why Multivariate Analysis?

I A major advantage of multivariate analysis is that, unlike

univariate studies, it takes into account the interdependences
between the variables under study and hence is more
informative.
I However, this also brings in more complexities in the analyses.
I In spite of it, most often a multivariate analysis of the m
variables is preferred to m separate univariate analyses.

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Multivariate Analysis?

I Usually most of the univariate methods can be extended to

multivariate methods, with more complexities but better
results.
I However, there are several multivariate techniques which are
peculiar to themselves. These are
I either too trivial in univariate studies
I or do not arise in univariate problems
I It is mainly this latter with which we will be concerned here.

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Some Examples

Let us next look at a few examples of multivariate data in different

fields :
I Social Science : Characteristics of an individual like
(Gender, Age, Nationality)
I Climatology : Weather on a particular day like
(Minimum temperature, Maximum temperature, Rainfall,
Humidity)
I Economics : Management of a firm like
(Input costs, Production, Profit)
I Socio-Demographic : Profile of a country like
(GDP, Life expectancy, Literacy rate)

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Some Examples

There can be several examples from Health Sciences :

I General Health : Health profile of an individual like
(Systolic BP, Diastolic BP, Pulse rate)
I Pathology : The pathological profile of a patient like
(Blood sugar level, Uric acid concentration, Hemoglobin
count)
I Administrative : Day-to-day administration in a hospital
(Admissions, Operations, Discharges, Deaths)
I Pharmaceutical : Quantity of sales per day in a pharmacy
(Drug A, Drug B, ., Drug Z)

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Visualization
Unlike univariate, bivariate or trivariate data, multivariate data
(m ≥ 4) is impossible to plot. Even for trivariate data (as shown in
the diagram), the plots are often difficult to understand.

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Example

Problem : In this problem, each face has several features. It is

impossible to quantify and then plot these features to analyse their
characteristics.

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Different aspects of Multivariate Analysis

A major aspect of multivariate analysis is to extend the univariate

results to the multivariate set-up.

This is mostly done to study the inter-relationships between the

variables under study, which are lost in univariate studies. Hence
emphasis here is on joint rather than marginal studies.

I This may mean the extension of the Binomial or Normal

distributions to their multivariate counterparts.
I It can also mean the extensions of the inference techniques to
multivariate data. This can relate both to the estimation and
hypothesis testing problems.

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Cause-Effect Relationships

I A major extension is in the study of cause-effect relationships.

The multiple regression model with one response, the ANOVA
model and the ANCOVA models can all be extended to their
multivariate counterparts where several responses are studied
simultaneously.
I The question asked here is whether a set of variables have an
effect on another set of variables, and if so, how ?
I As the model equations are linear in the parameters, the
models are broadly referred to as Multivariate Linear Models.
I Special cases of this, depending on the nature of the
covariates, are Multivariate Regression, MANOVA and
MANCOVA.

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Different aspects of Multivariate Analysis

But there are aspects of multivariate analysis which are unique to

itself. Two such broad aspects are
I Classification of Individuals
I Dimension Reduction
The problem of Classification of Individuals is too trivial for
univariate data
while the Dimension Reduction problem does not arise for single
variable studies.

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Classification of Individuals

At the exploratory stage in the classification problem, the question

often asked is

Can a group of individuals or units be separated into smaller

subgroups according to similarity or dissimilarity ?

I The answer is often sought to segregate similar units into

homogeneous groups and allow the heterogeneity to be
treated as between group variability.
I The greater this between group variability, the more distinctly
defined are the groups.
I The technique to do this is known as Cluster Analysis.

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Classification of Individuals

Following the formation of such clusters, it is necessary to

characterize these clusters. Thus the next natural question is

Why and how are these clusters different ?

I Such answers are generally provided by Discriminant Analysis,

which helps to distinguish between the characteristics of the
clusters.
I Classification techniques are then used to assign new
individuals into one of these well-defined clusters.

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Dimension Reduction

I Very often, a data may contain a large number of variables.

I This may make both the analysis complicated and the
interpretations difficult.
I A question thus asked is

Whether it is necessary to look at all the variables,

Or is it possible to capture the same information through a smaller
set of variables ?
I The solutions to this problem are obtained through Dimension
Reduction methods.

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Dimension Reduction

There are several Dimension Reduction techniques. Four of the

important ones are
I Principal Component Analysis
I Factor Analysis
I Canonical Correlation methods
I Multidimensional Scaling

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Summary

In summary, in this course we will be restricting ourselves to

I The extensions of univariate inferential techniques to
multivariate data
I The study of Multivariate Linear Models
I The study of Dimension reduction techniques
I The study of different Classification techniques

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Summary

In summary, in this course we will be restricting ourselves to

I The extensions of univariate inferential techniques to
multivariate data
I The study of Multivariate Linear Models
I The study of Dimension reduction techniques
I The study of different Classification techniques

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Summary

In summary, in this course we will be restricting ourselves to

I The extensions of univariate inferential techniques to
multivariate data
I The study of Multivariate Linear Models
I The study of Dimension reduction techniques
I The study of different Classification techniques

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Summary

In summary, in this course we will be restricting ourselves to

I The extensions of univariate inferential techniques to
multivariate data
I The study of Multivariate Linear Models
I The study of Dimension reduction techniques
I The study of different Classification techniques

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Thank You

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