SOFTWARE/STATA

 

Multivariate methods

Factor analysis

  • works on datasets or correlation matrices
  • principal-components factor
  • principal factor
  • iterated 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
  • Kaiser normalization
  • Varimax, quartimax, oblimax, parsimax, equamax, and promax rotation
  • Minimum entropy rotation
  • Comrey’s tandem
  • Rotate toward a target matrix
Discriminant analysis
  • Linear
  • Quadratic
  • Logistic
  • kth nearest neighbor
  • Classification tables
  • Error rates

Multidimensional scaling

  • Modern metric and nonmetric 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
Structural equation modeling (SEM)*

  • Complete implementation
Multivariate tests

  • One- and multisample
  • Means, covariances, and correlations
  • Tests of normality
    • Doornik–Hansen
    • Henze–Zirkler
    • Two by Mardia
 

 Multidimensional scaling

  • Modern metric and nonmetric 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 approximating Euclidean configuration
Correspondence analysis
  • Two-way correspondence analysis
  • Multiple correspondence analysis (MCA)
  • Joint correspondence analysis (JCA)
  • Work with cross-tabulations of categorical variables or matrices of counts
  • Coordinates in column space
  • Coordinates in row space (with two-way CA)
  • Stacked (crossed) variables
  • Chi-squared distances
  • Inertia contributions
  • Row and column profiles (conditional distributions)
  • Fitted, observed, and expected correspondence tables
  • Matrix of inertias (after JCA)
  • Biplots
  • Projection plots
  • Correlations of profiles and loadings

Procrustes analysis

  • orthogonal, oblique, and unrestricted transformations
  • overlayed graphs comparing target variables and fitted values of source variables

Biplots

  • Display your choice of any two biplot dimensions
  • Distinguish groups of data within the biplot
  • Display table of biplot coordinates
  • Generate new variables containing biplot coordinates

Canonical correlations

  • Correlation matrices
  • Loading matrices
  • Rotate raw coefficients, standard coefficients, or loading matrices
  • Compare rotated and unrotated coefficients or loadings
  • Plot canonical correlations

Tetrachoric correlations

  • Maximum likelihood or noniterative Edwards and Edwards estimator
  • Tetrachoric correlation coefficient and standard error
  • Exact two-sided significance level

Zellner's seemingly unrelated least squares

  • Two-step or maximum likelihood estimates
  • Linear constraints
  • Breusch-Pagan test for independent equations

Multivariate linear regression

  • Breusch-Pagan test for independent equations
  • Use with multiple imputation for missing data 

Hotelling's T-squared

Test for identifying multivariate outliers

Cluster analysis

  • Complete implementation

MANOVA

  • Complete implementation

* New in Stata 12

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