AN INTRODUCTION TO MULTIVARIATE （介绍多元）.pdf

An Introduction to Multivariate Statistics The term “multivariate statistics” is appropriately used to include all statistics where there are more than two variables simultaneously analyzed. You are already familiar with bivariate statistics such as the Pearson product moment correlation coefficient and the independent groups t-test. A one-way ANOVA with 3 or more treatment groups might also be considered a bivariate design, since there are two variables: one independent variable and one dependent variable. Statistically, one could consider the one-way ANOVA as either a bivariate curvilinear regression or as a multiple regression with the K level categorical independent variable dummy coded into K-1 dichotomous variables. Independent vs. Dependent Variables We shall generally continue to make use of the terms “independent variable” and “dependent variable,” but shall find the distinction between the two somewhat blurred in multivariate designs, especially those observational rather than experimental in nature. Classically, the independent variable is that which is manipulated by the researcher. With such control, accompanied by control of extraneous variables through means such as random assignment of subjects to the conditions, one may interpret the correlation between the dependent variable and the independent variable as resulting from a cause-effect relationship from independent (cause) to dependent (effect) variable. Whether the data were collected by experimental or observational means is NOT a consideration in the choice of an analytic tool. Data from an experimental design can be analyzed with either an ANOVA or a regression analysis (the former being a special case of the latter) and the results interpreted as representing a cause-effect relationship regardless of which statistic was employed. Likewise, observational data may