多變量統計

多變量統計（英文：multivariate statistics）係統計學入便嘅重要分支。用詞比較求其嘅人，會用呢個詞泛指任何同時分析多個變數嘅統計分析。而喺較嚴格嘅用詞上，多變量統計係指做緊嘅分析一次過處理多過一個應變數^[1]^[2]，會嘗試同時預測多個變數嘅特性。

多變量統計嘅相對就係單變量統計。

基本概念

以下呢啲統計方法，都可以用嚟做多變量分析^[3]：

等等。

譬如聚類分析就係一種數據分析方法，特徵係可以將觀察嘅對象，按照佢哋喺若干個變數上嘅特性，分成幾個聚類，令到同一組入面嘅對象盡量相似，而唔同組之間就要盡量唔似^[4]^[5]。例如，喺市場研究入面，可以用聚類分析，按照一眾消費者嘅購物習慣、收入同年齡去將之分群。分析結果可能顯示出幾類消費者：例如高收入、重品牌、中等收入、講實際、低收入、重價格呀噉。有咗呢啲群組結果，就可以幫企業制定針對性嘅營銷策略。做咗聚類分析，統計師就可以用屬邊個聚類嚟做應變數，用第啲變數嚟預測之，而預測到某個人屬邊個聚類，就能夠預測埋佢嘅購物習慣、收入同年齡等特性－達致用一個模型就同時預測多個變數嘅值。

應用範疇

多變量統計廣泛應用於唔同領域，譬如：

心理學同教育學，例如啲人按人格分類
公共衛生，例如分析多個健康行為指標
市場學，例如將消費者分群
機器學習

睇埋

引咗

↑ Confusing Statistical Term #9: Multiple Regression Model and Multivariate Regression Model，佢哋噉講："A regression analysis with one dependent variable and eight independent variables is NOT a multivariate regression model."
↑ Hidalgo, B. and Goodman, M., 2013. Multivariate or multivariable regression?. American journal of public health, 103(1), pp.39-40，佢哋噉講："Statistically speaking, multivariate analysis refers to statistical models that have 2 or more dependent or outcome variables."
↑ Olkin, I.; Sampson, A. R. (2001-01-01), "Multivariate Analysis: Overview", 出自 Smelser, Neil J.; Baltes, Paul B. (編), International Encyclopedia of the Social & Behavioral Sciences, Pergamon, pp. 10240–10247, ISBN 978-0-08-043076-8, 喺2019-09-02搵到
↑ Duran, B. S., & Odell, P. L. (2013). Cluster analysis: a survey (Vol. 100). Springer Science & Business Media.
↑ Frades, I., & Matthiesen, R. (2010). Overview on techniques in cluster analysis. Bioinformatics methods in clinical research, 81-107.

[1] Confusing Statistical Term #9: Multiple Regression Model and Multivariate Regression Model，佢哋噉講："A regression analysis with one dependent variable and eight independent variables is NOT a multivariate regression model."

[2] Hidalgo, B. and Goodman, M., 2013. Multivariate or multivariable regression?. American journal of public health, 103(1), pp.39-40，佢哋噉講："Statistically speaking, multivariate analysis refers to statistical models that have 2 or more dependent or outcome variables."

[:0-3] Olkin, I.; Sampson, A. R. (2001-01-01), "Multivariate Analysis: Overview", 出自 Smelser, Neil J.; Baltes, Paul B. (編), International Encyclopedia of the Social & Behavioral Sciences, Pergamon, pp. 10240–10247, ISBN 978-0-08-043076-8, 喺2019-09-02搵到

[4] Duran, B. S., & Odell, P. L. (2013). Cluster analysis: a survey (Vol. 100). Springer Science & Business Media.

[frades2010-5] Frades, I., & Matthiesen, R. (2010). Overview on techniques in cluster analysis. Bioinformatics methods in clinical research, 81-107.

[1]

[2]

[3]

[4]

[5]