Overview
Multivariate methods analyse multiple variables simultaneously and uncover latent structures, natural groups or classification rules in datasets. The four calculators available here cover the most important use cases – from dimensionality reduction to supervised classification.
01
Discover structureReduce variables to fewer dimensions → PCA
02
Latent factorsGemeinsame Ursachen hinter Variablen finden → Factor Analysis
03
Form groupsBeobachtungen nach Ähnlichkeit clustern → Cluster Analysis
04
Separate groupsClassify known groups and assign new cases → LDA
Interaktive Rechner
Phase 1 · Dimensionality Reduction
Principal Component Analysis
Eigenvalue decomposition of the correlation matrix, Scree plot, Biplot, optional Varimax rotation and Kaiser criterion.
🚀 Open tool
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Phase 2 · Latent Structures
Factor Analysis
Principal axis factoring (PAF) and PCA extraction, Varimax rotation, KMO measure, Bartlett test and communalities.
🚀 Open tool
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Phase 3 · Group Formation
Cluster Analysis
Ward, Complete and Average Linkage with dendrogram and k-Means with Elbow method and Silhouette coefficient.
🚀 Open tool
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Phase 4 · Classification
Discriminant Analysis
Lineare Discriminant Analysis (LDA), Wilks' Lambda, kanonische Korrelation, Konfusionsmatrix und LOO-Kreuzvalidierung.
🚀 Open tool
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Method comparison
| Criterion | 📐 PCA | 🔬 Factor Analysis | 🔵 Cluster Analysis | 🎯 Discriminant Analysis |
|---|---|---|---|---|
| Objective | Dimensionality reduction | Latent factors | Group formation | Group classification |
| Groups known? | – not required | – not required | – not required | ✓ required |
| Objectivevariable | keine | keine | keine | Group membership |
| Rotation | Varimax (optional) | Varimax / none | – | – |
| Goodness criterion | Explained variance | KMO, Bartlett | Silhouette, WCSS | Wilks' Λ, Hit rate |
| Output | Scores, Loadings | Loadings, communalities | Cluster assignment | Classification, DF scores |
| Typical application | Index construction, preprocessing | Scale construction, psychometrics | Segmentation, taxonomies | Credit scoring, diagnostics |