The dimensionality reduction methods in multivariate statistics include principal component analysis, exploratory factor analysis and multidimensional scale analysis. In addition, regression analysis model and estimation method in statistics can be used. The basic idea is to explain the change of dependent variable with the change of one or more independent variables through the established model, and to find out the relationship between independent variables and dependent variables through checking the model, estimating and forecasting, etc., so as to dig out useful information.
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