Abstract
First, the bivariate normal distribution is discussed in a framework of the RC(1) association model in Chap. 2. The entropy correlation coefficient (ECC) is calculated, and it is shown that ECC is the absolute value of the correlation coefficient. Second, the multivariate normal distribution is considered in a GLM framework. In ordinary regression models, it is shown that ECC and ECD are equal to the multiple correlation coefficient and the coefficient of determination, respectively. Third, canonical correlation analysis is discussed in a framework of the RC(M) association model in Chap. 2, and ECC and ECD are applied for measuring the association between two random vectors. Forth, the Hotelling’s \(T^{2}\) statistic, one-way layout experimental design model, and discriminant analysis are discussed from a viewpoint of entropy. Finally, the EM algorithm for incomplete data analysis is also explained.
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Eshima, N. (2020). Analysis of Continuous Variables. In: Statistical Data Analysis and Entropy. Behaviormetrics: Quantitative Approaches to Human Behavior, vol 3. Springer, Singapore. https://doi.org/10.1007/978-981-15-2552-0_4
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DOI: https://doi.org/10.1007/978-981-15-2552-0_4
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