数量经济学课件-多元分析简介.pptVIP

Introduction to Multivariate Data Analysis 多元分析简介 Multivariate Analysis多变量分析The term multivariate analysis is used to analyze multiple measurements on each individual or object being studied. Multivariate Techniques多变量技术- Multiple regression analysis（多重回归分析）- Multiple discriminant analysis（多重判别分析）- Cluster analysis（聚类分析）- Factor analysis（因子分析）- Perceptual mapping（感知图）- Conjoint analysis（结合分析） Multivariate Software多变量分析软件The computational requirements for the various multivariate procedures discussed in this chapter are substantial. As a practical matter, running the various types of analyses presented requires a computer and appropriate software. Multiple Regression Analysis多重回归分析Multiple Regression Analysis DefinedMultiple regression analysis enables the researcher to predict the level of magnitude of a dependent variable based on the levels of more than one independent variable. Multiple Regression AnalysisBasic Equation（方程）Y = a + b1X1 + b2X2 + b3X3 + …+ BnXnwhereY = dependent or criterion variableX = estimated constantb 1-n = coefficients associated with the predictor variables so that a change of one unit in X will cause a change of b1 units in Y; the values for the coefficients are estimated from the regression analysis X 1-n = predictor (independent) variables that influence the dependent variable Multiple Regression AnalysisMeasures（多量）Coefficient of Determination R-squareThis statistic can assume values from 0 to 1 and provides a measure of the percentage of the variation in the dependent variable that is explained by variation in the independent variables. The b ValuesOr regression coefficients, indicate the effect of the individual independent variables on the dependent variable. Multiple Regression AnalysisMeasures (continued)Dummy Variables（哑变量）In some situations, the analyst needs to include nominally scaled independent variables such as gender, marital status, occupatio