APPLIED LINEAR ALGEBRA
AND
MATRIX ANALYSIS
Thomas S. Shores
Author address:
c
C OPYRIGHT M AY 2000 A LL RIGHTS RESERVED
Contents
Preface
i
Chapter 1. LINEAR SYSTEMS OF EQUATIONS
1
1.1. Some Examples
1
1.2. Notations and a Review of Numbers
9
1.3. Gaussian
STAT4503/5509 Assignment #4
Due April 3, 2014
Refer to file chemical.dat for the results of nineteen runs of an experiment that recorded
three yield variables followed by three input variables. The yield variables are:
y 1 % unchanged starting material
y
STAT4503/5509 Assignment #2 Due March 4, 2014
1. Show that the covariance matrix
1.00 0.63 0.45
0.63 1.00 0.35
0.45 0.35 1.00
for p 3 standardized random variables Z 1, Z 2, and Z 3 can be generated by the m
model where
Z 1 0.9F 1
1
Z2
0.7F 1
2
Z3
0.5F 1
STAT4503/STAT5509 Assignment #1 due February 11, 2014
Assignments are to be written up neatly.
Assignments are to include all relevant computer code, computer output (which is to be
annotated) and a detailed answer to each question.
No late assignments wi
Chapter 14
Factor analysis
14.1
INTRODUCTION
Factor analysis is a method for investigating whether a number of variables
of interest Y1 , Y2 , : : :, Yl, are linearly related to a smaller number of unobservable factors F1, F2, : : :, Fk .
The fact that th
MANOVA: Part 2
Prole Analsysis and 2way MANOVA
Edps/Soc 584 and Psych 594
Applied Multivariate Statistics
Carolyn J. Anderson
Department of Educational Psychology
ILLINOIS
UNIVERSITY OF ILLINOIS AT URBANA - CHAMPAIGN
c Board of Trustees, University of Ill