Multivariate Data and Multivariate Analysis

Abstract

Multivariate data arise when researchers record the values of several random variables on a number of subjects or objects or perhaps one of a variety of other things (we will use the general term “units”) in which they are interested, leading to a vector-valued or multidimensional observation for each. Such data are collected in a wide range of disciplines, and indeed it is probably reasonable to claim that the majority of data sets met in practise are multivariate. In some studies, the variables are chosen by design because they are known to be essential descriptors of the system under investigation. In other studies, particularly those that have been difficult or expensive to organise, many variables may be measured simply to collect as much information as possible as a matter of expediency or economy.