O'Reilly logo

APPLIED MULTIVARIATE STATISTICS: WITH SAS® SOFTWARE by Dayanand N. Naik, Ravindra Khattree

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

3.10. Regression Diagnostics

As in univariate regression, to assess various assumptions on the multivariate regression model and the validity of the model, diagnostics should be an integral part of the analysis. Such diagnostics tools also include data scrutiny to notice any striking or unusual features present in the data. Certain quantities such as the matrices of predicted values, Ŷ=XB=X(XX)−1XY = PY, of residuals, =YŶ=(IP)Y, and of estimated error variances and covariances, =E/(nk−1)=Y′(IP)Y/(nk−1), where P=X(XX)−1X′=(pij) is the projection ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required