Application of Matrix Algebra to Multivariate Data Using Standardize Scores

Abstract

The aim of this work is to estimate the parameters in a regression equation plane by formulating the correlation matrix and the vector b* (b* = R^-1r(y)) which is the vector of elements between the criterion and each predictor in turn with elements. The parameters were estimated using b = b*(S_y/S_xi) (i = 1.2). This technique was applied to data extract and the Regression Plane estimated is  ŷ = -2.263 + 1.550x_1i 0.239x_2i using the standardized scores.

Key words: Plane, vector, criterion, correlation matrix, extract, standardized scores.