Multivariate statistics is a subdivision of statistics encompassing the simultaneous observation and analysis of more than one outcome variable. The application of multivariate statistics is multivariate analysis.
Multivariate statistics concerns understanding the different aims and background of each of the different forms of multivariate analysis, and how they relate to each other. The practical application of multivariate statistics to a particular problem may involve several types of univariate and multivariate analyses in order to understand the relationships between variables and their relevance to the problem being studied.
how these can be used to represent the distributions of observed data;
how they can be used as part of statistical inference, particularly where several different quantities are of interest to the same analysis.
Certain types of problems involving multivariate data, for example simple linear regression and multiple regression, are not usually considered to be special cases of multivariate statistics because the analysis is dealt with by considering the (univariate) conditional distribution of a single outcome variable given the other variables.
Types of analysis
There are many different models, each with its own type of analysis:
Multivariate regression attempts to determine a formula that can describe how elements in a vector of variables respond simultaneously to changes in others. For linear relations, regression analyses here are based on forms of the general linear model. Some suggest that that multivariate regression is distinct from multivariable regression, however, that is debated and not consistently true across scientific fields.
Principal components analysis (PCA) creates a new set of orthogonal variables that contain the same information as the original set. It rotates the axes of variation to give a new set of orthogonal axes, ordered so that they summarize decreasing proportions of the variation.
Factor analysis is similar to PCA but allows the user to extract a specified number of synthetic variables, fewer than the original set, leaving the remaining unexplained variation as error. The extracted variables are known as latent variables or factors; each one may be supposed to account for covariation in a group of observed variables.
Redundancy analysis (RDA) is similar to canonical correlation analysis but allows the user to derive a specified number of synthetic variables from one set of (independent) variables that explain as much variance as possible in another (independent) set. It is a multivariate analogue of regression.
Correspondence analysis (CA), or reciprocal averaging, finds (like PCA) a set of synthetic variables that summarise the original set. The underlying model assumes chi-squared dissimilarities among records (cases).
Canonical (or "constrained") correspondence analysis (CCA) for summarising the joint variation in two sets of variables (like redundancy analysis); combination of correspondence analysis and multivariate regression analysis. The underlying model assumes chi-squared dissimilarities among records (cases).
^Unsophisticated analysts of bivariate Gaussian problems may find useful a crude but accurate method of accurately gauging probability by simply taking the sum S of the N residuals' squares, subtracting the sum Sm at minimum, dividing this difference by Sm, multiplying the result by (N - 2) and taking the inverse anti-ln of half that product.
^ter Braak, Cajo J.F. & ?milauer, Petr (2012). Canoco reference manual and user´s guide: software for ordination (version 5.0), p292. Microcomputer Power, Ithaca, NY.
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