Multivariate Analyses |
When the observations are independently distributed with a common mean and unequal variances, a weighted analysis may be appropriate. The individual weights are the values of the Weight variable you specify.
The following statistics are modified to incorporate the observation weights:
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Uyy, Uyx, Uxx | |
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Cyy, Cyx, Cxx | |
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Syy, Syx, Sxx | |
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Ryy, Ryx, Rxx |
The formulas for these weighted statistics are given in the "Method" section earlier in this chapter. The resulting weighted statistics are used in the multivariate analyses.
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