Stata - Multivariate Methods

New in Stata 10

Factor analysis
  • Works on datasets or correlation matrices
  • Principal-components factor
  • Principal factor
  • Interated principal factor
  • ML factors
  • Rotations
  • Anti-image correlation matrices
  • Kaiser–Meyer–Olkin measure of sampling adequacy
  • Squared multiple correlations
  • Bartlett scoring
  • Regression scoring


Principal components

  • Works with datasets or correlation or covariance matrices
  • Standard errors of eigenvalues and vectors
  • Rotations
  • Anti-image correlation matrices
  • Kaiser–Meyer–Olkin measure of sampling adequacy
  • Loading plots, score plots, scree plots
  • Squared multiple correlations
  • Orthogonal and oblique rotations
  • Horst normalization
  • Varimax, quartimax, oblimax, parsimax, equamax, promax rotation
  • Minimum entropy rotation
  • Comrey's tandem
  • Rotate toward a target matrix

Multidimensional scaling

  • Classic metric multidimensional scaling
  • Works on datasets or matrices of distances
  • 33 similarity/dissimilarity measures
  • Coordinates of approximating configuration
  • Correlations between dissimilarities and distances
  • Kruskal stress measure
  • Shepard diagram
  • Plots of approximation Euclidian configuration

Procrustes analysis

  • Orthogonal, oblique, and unrestricted transformations
  • Overlayed graphs comparing target variables and fitted values of source variables

Two-way correspondence analysis

  • Works with cross-tabulation of two categorical variables or a matrix of counts
  • Coordinates in row and column space
  • Chi-squared distances
  • Inertia contributions
  • Row and column profiles (conditional distributions)
  • Fitted, observed, and expected correspondence tables
  • Biplots
  • Projection plots

Biplots

Canonical correlations

Tetrachoric correlations

Zellner's seemingly unrelated regression

Multivariate linear regression

Hotelling's T-squared

Tests for identifying multivariate outliers

Cluster analysis

MANOVA

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Last revised:12/06/2007