Alguns mètodes d’anàlisi multivariant

Abstract

[en] In this project we will study some methods of multivariate analysis and give some interesting examples. In particular, we will treat the following methods: • Multiple linear regression model: which will allow us to relate a random variable to a random vector and analyze its most important applications in Econometrics. • Canonical correlation analysis: which will allow us to relate two random vectors. • Principal component analysis, which allows us to transform a random vector of dimension n to dimension 2 or 3 so that it can be represented graphically. • Discriminant analysis, which given two populations, tells us where and individual belongs to. All of this will allow us to have a very strong idea about the different methods of multivariate analysis.