Multivariate Fundamentals

Lovy_Singh

Hello SE's from across the SEas

 

got a quick regarding multivariate analysis, & what actually is useful in your previous experience as engineers/scientists & what topics you think people SHOULD know. 

For Example: Is PCA actually really useful when you have computers that can handles a bunch of variables? - or are there fundamentals of this technique used in cool & relevantway (bonus points if it works in jmp pro) 

or cool techs you know

**like paring a clustered group with a parallel plot** 

thanks and have a good feb.

-lovy 

Jed_Campbell

3 thoughts come to mind:

1. Years ago when I was in the real world, I took the Multivariate course from Di Michelson. It really opened my eyes to what was going on in the whole "Multivariate" menu in JMP. I don't see that course in the On Demand section. I wonder if the notes are available somewhere. I'm tagging @ruthhummel since I'm not smart enough to find Di's tag.
2. To your question on Principal Components, I think Cluster Variables is mostly a better tool for variable reduction, but I have a fuzzy memory of (I think?) @Phil_Kay doing a video or blog showing how Principal Components can be very useful for seeing broad groupings that can be or should have been derived from process knowledge.
3. Multivariate Embedding is a fast tool for visualizing very wide data, and it's a JMP Pro tool. The sample file "Prostate Cancer.jmp" shows something really interesting and takes about 2 seconds. If my data had something like this, I'd be really interested in those 11 rows:
4.