Multivariate Analyses

Weighted 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:

$\bullet \rm {\hvb Mean}$		${ {\overline y}_{w}}$ , ${ {\overline x}_{w}}$
$\bullet \rm {\hvb SSCP}$		U_yy, U_yx, U_xx
$\bullet \rm {\hvb CSSCP}$		C_yy, C_yx, C_xx
$\bullet \rm {\hvb COV}$		S_yy, S_yx, S_xx
$\bullet \rm {\hvb CORR}$		R_yy, R_yx, R_xx

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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