Dear ALLstat
Please see below for details of the next RSS Highlands Local Group event. We look forward to welcoming as many of you as possible.
Best wishes,
RSS Highlands Local Group committee
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DATE: FRIDAY 29th April 2016
SPEAKER: Prof Paul Garthwaite, Professor of Statistics, Mathematics And Statistics, The Open University
TITLE: ‘Tweaking’ variables to make them uncorrelated
TIME: 4-5pm
VENUE: Health Science Building HSB 115, Forresterhil Aberdeen
Interpreting the results of a statistical analysis would be easier if all variables were uncorrelated and all data sets consisted of orthogonal x-variables. Principal components is one way of obtaining orthogonal/uncorrelated variables, but the relationship between the principal components and the original x-variables is complex. This talk proposes two transformations that give orthogonal/uncorrelated components with a close one-to-one correspondence between the x-variables and the components.
The transformations have a number of useful applications including:
• a unified approach to the identification and diagnosis of collinearities
• evaluating the contributions of individual variables to a Mahalanobis distance or the test statistic of a Hotelling test
• setting prior weights for Bayesian model averaging
• evaluating the contributions of individual variables to a multiple regression
• calculation of an upper bound for a multivariate Chebyshev inequality.
The talk will focus on the first three of these applications.
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