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Multivariate Data Analysis Using Statgraphics Centurion: Part 2

Dr. Neil W. Polhemus Statpoint Technologies, Inc.

Multivariate Statistical Methods

The simultaneous observation and analysis of more than one response variable. *Primary Uses
1. Data reduction or structural simplification 2. Sorting and grouping 3. Investigation of the dependence among variables 4. Prediction 5. Hypothesis construction and testing

*Johnson and Wichern, Applied Multivariate Statistical Analysis

Data set: U.S. Demographics

Variables
Education: percent completing college Income per Capita: in 2011 dollars Urban Percentage: percent living in urban areas Population Density: people per square mile Non-English Language: percent that dont speak English Median Age: in years Unemployment Rate: for 2012 Percent Female: of general population Crime Rate: violent crimes per 100,000 Manufacturing: % of GDP Infant Mortality: 2006 Poverty Rate: percentage below poverty level

Election 2012: results of 2012 presidential election (Obama or Romney)

Urban Percentage

Percent Female

Poverty Rate

Star Glyphs

Data Input

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Cluster Analysis
Method for assigning objects to groups so that objects in the same group are more similar to each other than they are to objects in other groups.
Some questions: 1. How many natural groups are there? 2. Which objects belong to each group?

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Data Input

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Analysis Options

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Dendrogram Nearest Neighbor

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Dendrogram Furthest Neighbor

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Agglomeration Distance Plot

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Dendrogram - 4 Clusters

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Save Cluster Numbers

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Map of Cluster Numbers

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Method of k-Means
1. Starts with a set of typical objects (seeds) for each cluster. 2. Each object is assigned to group with nearest seed. 3. Centroids of groups are computed. 4. Objects are assigned to different groups if nearer to a different centroid. 5. Steps 3 and 4 are repeated until no change.

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Method of k-Means

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Seeds
Row 5 = California Row 32 = New York

Row 34 = North Dakota

Row 43 = Texas

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Map for k-Means

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Classification
The classification problem deals with the assignment of objects to known groups. Goals include:
1. Understanding what differentiates the groups. 2. Predicting group membership for unclassified objects.

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Methods
Discriminant Analysis (on the Centurion Relate menu) based on Fishers linear discriminant functions.
Neural Network Classifier (on the Centurion Relate menu) based on a Bayesian classifier with priors and costs. Uniwin (companion program to Statgraphics) includes methods for dealing with qualitative factors.

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(Linear) Discriminant Analysis

Constructs linear functions of the standardized classification variables:

D j d j1 Z1 d j 2 Z 2 ... d jp Z p
These functions are derived so as to maximize the separation of the groups. If there are g groups, there are g-1 discriminant functions.

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Example

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Data Input

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Analysis Options

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All Variables

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Discriminant Function Plot

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Backward selection

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Classification Functions
These functions create a score for each group:
C j c j1 X 1 c j 2 X 2 ... c jp X p c j 0

Objects are assigned to whatever group has the largest value of (Cj * priorj) where priorj is the prior probability of belonging to group j.

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Classification Functions

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Classification Summary

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Classification Table

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Validation Set
May leave some of the objects out of the training set and use them to validate the results.

Correctly classified 8 out of 10 omitted states.

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Neural Network Classifier

Implements a nonparametric method for classifying objects based on the product of 3 quantities:
1. 2. 3. The estimated density function in the neighborhood of the object (given a specified value of s). The prior probabilities of belonging to each group. The costs of misclassifying cases that belong to a given group.

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Bivariate Density (s = 0.5)

Biv ariate Density Obama

Biv ariate Density Romney

(X 0.001) 4
density

3 2 1 0 35 55 12 75 95 115 8 16 20

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Pov erty rate

(X 0.001) 5 4 3 2 1 0
density

24 20 16 55 12 75 95 115 8 Pov erty rate

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Urban Percentage

Urban Percentage

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Schematic Diagram

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Data Input

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Analysis Options

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Classification Summary

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Reduced Set of Variables

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Some Improvement

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Classification Plot

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Classification Plot

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UNIWIN Plus from Sigma Plus

Software package written by our longtime colleague Christian Charles at Sigma Plus in France.
Contains additional features for multivariate analysis. Reads Statgraphics data files.

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Uniwin Cluster and Classification

Handle qualitative variables.

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New Variables

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Uniwin Cluster Analysis

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Dendrogram

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Uniwin Clusters

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Uniwin Classification

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Classification Results

Wrongly classified only Nevada (only cattle state to vote for Obama).

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More Information
Statgraphics Centurion: www.statgraphics.com
Uniwin Plus: www.statgraphics.fr or www.sigmaplus.fr Or send e-mail to info@statgraphics.com

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