Multivariate Statistical Analysis - Introduction/Excel (Part 2)

In this lecture, problems from Introduction/Problem Solving (Part 1) are solved in Excel. The emphasis is on the use of functions in Excel to continue the course.

TIMESTAMPS

00:00 - Start
00:18 - Descriptive statistics, the case with two variables
06:27 - Scatter plot, the sample correlation coefficient and its properties
14:22 - Computing S, and R to understand functions and derivation
26:20 - Computing S, and R easier way
34:00 - Determinant, comment for eigenvectors and values
34:42 - End

S - sample covariance matrix
R - sample covariance matrix
Note: when using eigenvectors and eigenvalues in Excel it is easier to compute them in another software and import them into Excel.