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#### Mathpy 0.2.0 Released!

My Python library, mathpy, a collection of mathematical and statistical functions with Excel integration, has a new release! Version 0.2.0 introduces a ton of additional mathematical and statistical functions have...

#### QR Decomposition with Householder Reflections

The more common approach to QR decomposition is employing Householder reflections rather than utilizing Gram-Schmidt. In practice, the Gram-Schmidt procedure is not recommended as it can lead to cancellation that...

#### QR Decomposition with the Gram-Schmidt Algorithm

QR decomposition is another technique for decomposing a matrix into a form that is easier to work with in further applications. The QR decomposition technique decomposes a square or rectangular...

#### Hierarchical Clustering Nearest Neighbors Algorithm in R

Hierarchical clustering is a widely used and popular tool in statistics and data mining for grouping data into ‘clusters’ that exposes similarities or dissimilarities in the data. There are many...

#### Iterated Principal Factor Method of Factor Analysis with R

The iterated principal factor method is an extension of the principal factor method that seeks improved estimates of the communality. As seen in the previous post on the principal factor...

#### Factor Analysis with the Principal Factor Method and R

As discussed in a previous post on the principal component method of factor analysis, the $\hat{\Psi}$ term in the estimated covariance matrix $S$, $S = \hat{\Lambda} \hat{\Lambda}' + \hat{\Psi}$, was...

#### Factor Analysis with the Principal Component Method Part Two

In the first post on factor analysis, we examined computing the estimated covariance matrix $S$ of the rootstock data and proceeded to find two factors that fit most of the...

#### LDA for Classification into Several Groups

Similar to the two-group linear discriminant analysis for classification case, LDA for classification into several groups seeks to find the mean vector that the new observation $y$ is closest to...

#### Quadratic Discriminant Analysis of Two Groups

As mentioned in the post on classification with linear discriminant analysis, LDA assumes the groups in question have equal covariance matrices $(\Sigma_1 = \Sigma_2 = \cdots = \Sigma_k)$. Therefore, often...

#### Classification with Linear Discriminant Analysis

Classification with linear discriminant analysis is a common approach to predicting class membership of observations. A previous post explored the descriptive aspect of linear discriminant analysis with data collected on...

#### Discriminant Analysis of Several Groups

Discriminant analysis is also applicable in the case of more than two groups. In the first post on discriminant analysis, there was only one linear discriminant function as the number...

#### MANOVA Test Statistics with R

Multiple tests of significance can be employed when performing MANOVA. The most well known and widely used MANOVA test statistics are Wilk’s $\Lambda$, Pillai, Lawley-Hotelling, and Roy’s test. Unlike ANOVA...

#### Multiple Analysis of Variance (MANOVA)

MANOVA, or Multiple Analysis of Variance, is an extension of Analysis of Variance (ANOVA) to several dependent variables. The approach to MANOVA is similar to ANOVA in many regards and...

#### Discriminant Analysis for Group Separation in R

The term ‘discriminant analysis’ is often used interchangeably to represent two different objectives. These objectives of discriminant analysis are: Description of group separation. Linear combinations of variables, known as discriminant functions,...

#### Image Compression with Singular Value Decomposition

As mentioned in a previous post, image compression with singular value decomposition is a frequently occurring application of the method. The image is treated as a matrix of pixels with...

#### The Matrix Trace in R and Some Properties of the Trace

Although comparatively straightforward in nature, the matrix trace has many properties related to other matrix operations and often appears in statistical methods such as maximum likelihood estimation of the covariance...

#### Cholesky Decomposition of a Positive-Definite Matrix

Cholesky decomposition, also known as Cholesky factorization, is a method of decomposing a positive-definite matrix. A positive-definite matrix is defined as a symmetric matrix where for all possible vectors $x$,...

#### The Newton-Raphson Root-Finding Algorithm in R

The Newton-Raphson method is an approach for finding the roots of nonlinear equations and is one of the most common root-finding algorithms due to its relative simplicity and speed. The...

#### Simultaneous Confidence Intervals with Bonferroni and Working-Hotelling Procedures

In a previous post on multiple regression with two predictor variables, the relationship between the number of products and the distance traveled on total delivery time was examined in the...

#### Multiple Regression Matrix Calculation in the Two Predictor Case

Multiple regression is a widely utilized method due to its relatively straightforward nature and power of fitting linear relationships. The concepts explored in a previous post on simple regression apply...

#### Linear Regression through the Origin

The linear regression models examined so far have always included a constant that represents the point the regression line crosses the y-axis, called the intercept. However, there are some cases...

#### Linear Regression Confidence and Prediction Intervals

In a previous example, linear regression was examined through the simple regression setting, i.e., one independent variable. Fitting a linear model allows one to answer questions such as: What is the...

#### Simple Linear Regression Models with R

Linear regression is a widely used technique to model the association between a dependent variable and one or more independent variables. In the Simple Linear Regression setting, which is what...

#### Games-Howell Test for Post-Hoc Analysis

The Games-Howell post-hoc test is another nonparametric approach to compare combinations of groups or treatments. Although rather similar to Tukey’s test in its formulation, the Games-Howell test does not assume...

#### Spearman’s Rank Correlation Coefficient

In a previous example, linear correlation was examined with Pearson’s $r$. The cars dataset that was examined exhibited a strong linear relationship, and thus Pearson’s correlation was a good candidate...

#### Measuring Variable Relationships with Pearson’s Correlation Coefficient

Introduction to Correlation Often of interest in analyzing data is measuring the strength of association between two variables. This allows the analyst to answer such questions as “Does X predict Y?”...

#### Post-Hoc Analysis with Tukey’s Test

In a previous example, ANOVA (Analysis of Variance) was performed to test a hypothesis concerning more than two groups. Although ANOVA is a powerful and useful parametric approach to analyzing...

#### More Post-Hoc Testing with Kruskal-Wallis

The Kruskal-Wallis test extends the Mann-Whitney-Wilcoxon Rank Sum test for more than two groups. The test is nonparametric similar to the Mann-Whitney test and as such does not assume the...

#### ANOVA for Comparing More than Two Groups

ANOVA, or Analysis of Variance, is a commonly used approach to testing a hypothesis when dealing with two or more groups. One-way ANOVA, which is what will be explored in...

#### Measuring Cabbages with Mann-Whitney

In previous examples, hypothesis testing with two independent samples drawn from normally distributed populations was explored. Often, however, data is not normally distributed, which causes the t-test to output incorrect...

#### Estimating Professor Salaries with Confidence Intervals

Introduction Estimating with confidence intervals is another form of hypothesis testing that is often preferred over standard hypothesis testing such as what was explored in the previous post. A primary reason...

#### Two-Sample Hypothesis Testing with University Professor Salaries

Introduction to Hypothesis Testing Classical hypothesis testing is concerned with testing two statements, the null, and alternative hypothesis. The null hypothesis is believed to be true while the alternative hypothesis is...

#### Predicting Extramarital Affairs with Decision Trees and R

In this example, we'll build classification decision trees to analyze if a particular individual will commit an affair on their partner based on demographics and other data. Getting Started Start by loading...

#### Using Logistic Regression to Model and Predict Category Values

Introduction In this post, we will learn more about using logistic regression to classify and predict categorical values. An introduction to classification and logistic regression will be discussed in order to...

### Logistic Regression R Script

#### ARIMA Forecasting with Excel and R

Hello! Today I am going to walk you through an introduction to the ARIMA model and its components, as well as a brief explanation of the Box-Jenkins method of how...

#### Linear Regression with R Example

Linear regression models find relationships between a dependent variable, often designated y, and one or more dependent variables often denoted x. Linear regression has two primary functions and has a...

#### Linear Regression in Excel with Python

Expanding on my previous post about xlwings, I wanted to see if I could create a method in Excel to perform linear regression using statsmodels, a Python package for statistical...