ANALISIS PEUBAH GANDA

(MULTIVARIATE ANALYSIS)

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Pokok Bahasan Kita
Aspek-Aspek dalam Analisis
Peubah Ganda
Sampel Geometri dan Vektor
Peubah Acak
Sebaran Normal Ganda
Inferensia Vektor Rata-Rata
Komponen Utama dan Model
Faktor
Kluster dan Diskriminan
Korelasi Kanonik
Kompetensi Umum
Memahami metode
analisis data dengan
banyak peubah
secara simultan.
Mampu menerapkan
berbagai
penggunaannya.
Referensi
Johnson, Richard A and Dean W. Wichern.
Applied Multivariate Statistical Analysis,
fifth ed. Prentice-Hall, Inc. New Jersey.
2002.
Dillon, William R and Matthew Goldstein.
Multivariate Analysis Methods and
Applications. John Wiley & Sons, Inc.
Canada. 1984.
Hair Jr, Joseph F, et all. Multivariate Data
Analysis, fifth ed. Prentice-Hall, Inc. New
Jersey. 1998.
Hardle, W and Simar, L. Applied
Multivariate Statistical Analysis, second
ed. Springer-Verlag. 2007
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MULTIVARIATE ANALYSIS IN
STATISTICAL TERMS
Multivariate analysis refers to all statistical techniques
that simultaneously analyze multiple measurements on
individuals or objects under investigation.

Thus, any simultaneous analysis of more than two

variables can be loosely considered multivariate analysis.
 But
Confusion sometimes arises about what multivariate analysis
is because the term is not used consistently in the literature.
examining relationships the multivariate character lies
between or among more in the multiple variates
than two variables. (multiple combinations of
variables), and not only in the
only for problems in which all number of variables or
the multiple variables are observations.
assumed to have a multi-
variate normal distribution
The Objectives
The objectives of scientific investigation to which multivariate
methods lend themselves include the following:

Data reduction or structural simplification

Sorting and grouping

Investigation of the dependence among

variables

Prediction

Hypothesis construction and testing

Variate versus Variable

Linear combination of variables formed in

the multivariate technique by deriving
empirical weights applied to a set of
variables specified by the researcher.
 A CLASSIFICATION OF MULTIVARIATE
TECHNIQUES

Can the variables be divided into independent and

dependent classifications based on some theory?

3 If they can, how many variables are treated as

dependent in a single analysis?
Questions

How are the variables, both dependent and

independent, measured?
 Dependence Interdependence

A dependence technique may be defined as

one in which a variable or set of variables
is identified as the dependent variable to be
predicted or explained by other variables

An interdependence technique is one in which

no single variable or group of variables is defined
as being independent or dependen
Dependence:
Interdependence:
Data Organization
Multivariate data are a collection of observations (or
measurements) of:
p variables (k = 1, . . . , p).
n items (j = 1, . . . , n).

items can also be though of as

subjects/examinees/individuals or entities (when people
are not under study) .
In some disciplines (such as educational
measurement), items are considered the variables
collected per individual.
Descriptive Statistics
When we have a large amount of data, it is often hard to
get a manageable description of the nature of the
variables under study.
For this reason, descriptive statistics are used.
Such descriptive statistics include:
Means.
Variances.
Covariances.
Correlations.
Sample Mean

Sample
Variance

Sample
Covariance

Sample
Covariance
Matrix
 Sample
Correlation

Sample
corelation
Matrix
Graphical Technique
Displaying multivariate data can be difficult due to our
natural limitations of 3-dimensions.
Several simple ways of displaying data include:
Bivariate scatterplots.
Three-dimensional scatterplots.
Some plots that can be achieved by multivariate methods
include:
Stars.
Chernoff faces.
Scatterplot
Trivariate Scatterplot
Stars
Chernoff faces

Chart showing Chernoff faces for data selected from the

"USJudgeRatings" dataset in R, which contains ratings of state judges
in the US Superior Court by lawyers who have had contact with them.
Dendograms
Variable Space Plot
Distance Measure
A great number of multivariate techniques revolve around
the computation of distances:
Distances between variables.
Distances between entities.
The formula for the Euclidean distance formula between
the coordinate pair P = (x1, x2) and the origin P = (0, 0):
 Just keep in mind that there are statistical
analogs to distance measures, taking the
variability of variables into account.
Also be aware that there are literally an
infinite number of distance measures!
Distance measure must satisfy the
following:
d(P,Q) = d(Q, P)
d(P,Q) > 0 if P Q
d(P,Q) = 0 if P = Q
d(P,Q) d(P,R) + d(R,Q) (known as the
triangle inequality)
Software
Next Session
Aljabar matriks dan random vektor:
Dasar-dasar vektor dan matriks
Vektor orthogonal dan ortonormal
Matriks orthogonal, matriks definit positif, penguraian spectral,
matriks akar kuadrat
Vektor peubah acak
Vektor rata-rata, matriks ragam peragam dan matriks korelasi

Johnson et al, Bab 2