【书名】Applied Multivariate Analysis
【作者】Timm, Neil H.
【出版社】Springer
【版本】
【出版日期】2002
【文件格式】PDF
【文件大小】4.79 MB
【页数】608 Pages
【ISBN出版号】ISBN: 978-0-387-95347-2
【资料类别】计量经济学, 统计,时间序列分析
【市面定价】79.10 Dollars Amazon Hardcore
【扫描版还是影印版】影印版
【是否缺页】完整
【关键词】Applied Multivariate Analysis, Applied Multivariate Statistics, Multivariate Analysis
【内容简介】This textbook provides a broad overview of the basic theory and methods of applied multivariate analysis. The presentation integrates both theory and practice including both the analysis of formal linear multivariate models and exploratory data analysis techniques. Each chapter contains the development of basic theoretical results with numerous applications illustrated using examples from the social and behavioral sciences, and other disciplines. All examples are analyzed using SAS for Windows Version 8.0. The book includes an overview of vectors, matrices, multivariate distribution theory, and multivariate linear models. Topics discussed include multivariate regression, multivariate analysis of variance for fixed and mixed models, seemingly unrelated regression models and repeated measurement models. While standard procedures for estimating model parameters and testing multivariate hypotheses, as well as simultaneous test procedures, are discussed and illustrated in the text, the text also includes tests of multivariate normality with chi-square and beta plots, tests of multivariate nonadditivity, tests of covariance structure, tests of nonnested hypotheses, and the assessment of model assumptions. Other topics illustrated in the text include discriminant and classification analysis, principal component analysis, canonical correlation analysis, exploratory factor analysis, cluster analysis, multidimension scaling, and structural equation modeling. The text should appeal to practitioners, researchers, and applied statisticians. It may be used in a one-semester course in applied multivariate analysis for practitioners and researchers, or as a two-semester course for majors in applied statistics. Because most data analyzed in the social and behavioral sciences and other disciplines involve many continuous variables, the techniques and examples. SAS programs for this book are available on the Springer website.
【目录】Content
1 Introduction 1
2 Vectors and Matrices 7
3 Multivariate Distributions and the Linear Model 79
4 Multivariate Regression Models 185
5 Seemingly Unrelated Regression Models 311
6 Multivariate Random and Mixed Models 351
7 Discriminant and Classification Analysis 419
8 Principal Component, Canonical Correlation, and Exploratory Factor Analysis 445
9 Cluster Analysis and Multidimensional Scaling 515
10 Structural Equation Models 557
Appendix 609
【书评】没说的,时间序列分析中好书一本