Canonical Analysis
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Canonical Analysis
In statistics, canonical analysis (from grc, κανων bar, measuring rod, ruler) belongs to the family of regression methods for data analysis. Regression analysis quantifies a relationship between a predictor variable and a criterion variable by the coefficient of correlation ''r'', coefficient of determination ''r''2, and the standard regression coefficient ''β''. Multiple regression analysis expresses a relationship between a set of predictor variables and a single criterion variable by the multiple correlation ''R'', multiple coefficient of determination R², and a set of standard partial regression weights ''β''1, ''β''2, etc. Canonical variate analysis captures a relationship between a set of predictor variables and a set of criterion variables by the canonical correlations ''ρ''1, ''ρ''2, ..., and by the sets of canonical weights C and D. Canonical analysis Canonical analysis belongs to a group of methods which involve solving the characteristic equation for it ...
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Statistics
Statistics (from German language, German: ''wikt:Statistik#German, Statistik'', "description of a State (polity), state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. In applying statistics to a scientific, industrial, or social problem, it is conventional to begin with a statistical population or a statistical model to be studied. Populations can be diverse groups of people or objects such as "all people living in a country" or "every atom composing a crystal". Statistics deals with every aspect of data, including the planning of data collection in terms of the design of statistical survey, surveys and experimental design, experiments.Dodge, Y. (2006) ''The Oxford Dictionary of Statistical Terms'', Oxford University Press. When census data cannot be collected, statisticians collect data by developing specific experiment designs and survey sample (statistics), samples. Representative sampling as ...
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Measuring Rod
A measuring rod is a tool used to physically measure lengths and survey areas of various sizes. Most measuring rods are round or square sectioned; however, they can also be flat boards. Some have markings at regular intervals. It is likely that the measuring rod was used before the line, chain or steel tapes used in modern measurement. History Ancient Sumer The oldest preserved measuring rod is a copper-alloy bar which was found by the German Assyriologist Eckhard Unger while excavating at Nippur (pictured below). The bar dates from c. 2650 BC. and Unger claimed it was used as a measurement standard. This irregularly formed and irregularly marked ''graduated rule'' supposedly defined the ''Sumerian cubit'' as about , although this does not agree with other evidence from the statues of Gudea from the same region, five centuries later. Ancient India Rulers made from ivory were in use by the Indus Valley Civilization in what today is Pakistan, and in some parts of Western Indi ...
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Regression Analysis
In statistical modeling, regression analysis is a set of statistical processes for estimating the relationships between a dependent variable (often called the 'outcome' or 'response' variable, or a 'label' in machine learning parlance) and one or more independent variables (often called 'predictors', 'covariates', 'explanatory variables' or 'features'). The most common form of regression analysis is linear regression, in which one finds the line (or a more complex linear combination) that most closely fits the data according to a specific mathematical criterion. For example, the method of ordinary least squares computes the unique line (or hyperplane) that minimizes the sum of squared differences between the true data and that line (or hyperplane). For specific mathematical reasons (see linear regression), this allows the researcher to estimate the conditional expectation (or population average value) of the dependent variable when the independent variables take on a given ...
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Correlation
In statistics, correlation or dependence is any statistical relationship, whether causal or not, between two random variables or bivariate data. Although in the broadest sense, "correlation" may indicate any type of association, in statistics it usually refers to the degree to which a pair of variables are ''linearly'' related. Familiar examples of dependent phenomena include the correlation between the height of parents and their offspring, and the correlation between the price of a good and the quantity the consumers are willing to purchase, as it is depicted in the so-called demand curve. Correlations are useful because they can indicate a predictive relationship that can be exploited in practice. For example, an electrical utility may produce less power on a mild day based on the correlation between electricity demand and weather. In this example, there is a causal relationship, because extreme weather causes people to use more electricity for heating or cooling. However ...
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Multiple Correlation
In statistics, the coefficient of multiple correlation is a measure of how well a given variable can be predicted using a linear function of a set of other variables. It is the correlation between the variable's values and the best predictions that can be computed linearly from the predictive variables. The coefficient of multiple correlation takes values between 0 and 1. Higher values indicate higher predictability of the dependent variable from the independent variables, with a value of 1 indicating that the predictions are exactly correct and a value of 0 indicating that no linear combination of the independent variables is a better predictor than is the fixed mean of the dependent variable. The coefficient of multiple correlation is known as the square root of the coefficient of determination, but under the particular assumptions that an intercept is included and that the best possible linear predictors are used, whereas the coefficient of determination is defined for more ge ...
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Canonical Correlation
In statistics, canonical-correlation analysis (CCA), also called canonical variates analysis, is a way of inferring information from cross-covariance matrices. If we have two vectors ''X'' = (''X''1, ..., ''X''''n'') and ''Y'' = (''Y''1, ..., ''Y''''m'') of random variables, and there are correlations among the variables, then canonical-correlation analysis will find linear combinations of ''X'' and ''Y'' which have maximum correlation with each other. T. R. Knapp notes that "virtually all of the commonly encountered parametric tests of significance can be treated as special cases of canonical-correlation analysis, which is the general procedure for investigating the relationships between two sets of variables." The method was first introduced by Harold Hotelling in 1936, although in the context of angles between flats the mathematical concept was published by Jordan in 1875. Definition Given two column vectors X = (x_1, \dots, x_n)^T and ...
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Minkowski Spacetime
In mathematical physics, Minkowski space (or Minkowski spacetime) () is a combination of three-dimensional Euclidean space and time into a four-dimensional manifold where the spacetime interval between any two events is independent of the inertial frame of reference in which they are recorded. Although initially developed by mathematician Hermann Minkowski for Maxwell's equations of electromagnetism, the mathematical structure of Minkowski spacetime was shown to be implied by the postulates of special relativity. Minkowski space is closely associated with Einstein's theories of special relativity and general relativity and is the most common mathematical structure on which special relativity is formulated. While the individual components in Euclidean space and time may differ due to length contraction and time dilation, in Minkowski spacetime, all frames of reference will agree on the total distance in spacetime between events.This makes spacetime distance an invariant. Becau ...
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Harold Hotelling
Harold Hotelling (; September 29, 1895 – December 26, 1973) was an American mathematical statistician and an influential economic theorist, known for Hotelling's law, Hotelling's lemma, and Hotelling's rule in economics, as well as Hotelling's T-squared distribution in statistics. He also developed and named the principal component analysis method widely used in finance, statistics and computer science. He was Associate Professor of Mathematics at Stanford University from 1927 until 1931, a member of the faculty of Columbia University from 1931 until 1946, and a Professor of Mathematical Statistics at the University of North Carolina at Chapel Hill from 1946 until his death. A street in Chapel Hill bears his name. In 1972, he received the North Carolina Award for contributions to science. Statistics Hotelling is known to statisticians because of Hotelling's T-squared distribution which is a generalization of the Student's t-distribution in multivariate setting, and its use in ...
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Canonical Correlation Analysis
In statistics, canonical-correlation analysis (CCA), also called canonical variates analysis, is a way of inferring information from cross-covariance matrices. If we have two vectors ''X'' = (''X''1, ..., ''X''''n'') and ''Y'' = (''Y''1, ..., ''Y''''m'') of random variables, and there are correlations among the variables, then canonical-correlation analysis will find linear combinations of ''X'' and ''Y'' which have maximum correlation with each other. T. R. Knapp notes that "virtually all of the commonly encountered parametric tests of significance can be treated as special cases of canonical-correlation analysis, which is the general procedure for investigating the relationships between two sets of variables." The method was first introduced by Harold Hotelling in 1936, although in the context of angles between flats the mathematical concept was published by Jordan in 1875. Definition Given two column vectors X = (x_1, \dots, x_n)^T ...
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Principal Components Analysis
Principal component analysis (PCA) is a popular technique for analyzing large datasets containing a high number of dimensions/features per observation, increasing the interpretability of data while preserving the maximum amount of information, and enabling the visualization of multidimensional data. Formally, PCA is a statistical technique for reducing the dimensionality of a dataset. This is accomplished by linearly transforming the data into a new coordinate system where (most of) the variation in the data can be described with fewer dimensions than the initial data. Many studies use the first two principal components in order to plot the data in two dimensions and to visually identify clusters of closely related data points. Principal component analysis has applications in many fields such as population genetics, microbiome studies, and atmospheric science. The principal components of a collection of points in a real coordinate space are a sequence of p unit vectors, where the i ...
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Factor Analysis
Factor analysis is a statistical method used to describe variability among observed, correlated variables in terms of a potentially lower number of unobserved variables called factors. For example, it is possible that variations in six observed variables mainly reflect the variations in two unobserved (underlying) variables. Factor analysis searches for such joint variations in response to unobserved latent variables. The observed variables are modelled as linear combinations of the potential factors plus "error" terms, hence factor analysis can be thought of as a special case of errors-in-variables models. Simply put, the factor loading of a variable quantifies the extent to which the variable is related to a given factor. A common rationale behind factor analytic methods is that the information gained about the interdependencies between observed variables can be used later to reduce the set of variables in a dataset. Factor analysis is commonly used in psychometrics, persona ...
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Eigenvalues
In linear algebra, an eigenvector () or characteristic vector of a linear transformation is a nonzero vector that changes at most by a scalar factor when that linear transformation is applied to it. The corresponding eigenvalue, often denoted by \lambda, is the factor by which the eigenvector is scaled. Geometrically, an eigenvector, corresponding to a real nonzero eigenvalue, points in a direction in which it is stretched by the transformation and the eigenvalue is the factor by which it is stretched. If the eigenvalue is negative, the direction is reversed. Loosely speaking, in a multidimensional vector space, the eigenvector is not rotated. Formal definition If is a linear transformation from a vector space over a field into itself and is a nonzero vector in , then is an eigenvector of if is a scalar multiple of . This can be written as T(\mathbf) = \lambda \mathbf, where is a scalar in , known as the eigenvalue, characteristic value, or characteristic root ass ...
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