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ASRB NET Multivariate Analysis: practice questions

ASRB NET - Agricultural Statistics (and Computer Application / Bioinformatics) · India · Agricultural Scientists Recruitment Board (ICAR)

Original practice questions written to the published syllabus · not past papers
10worked here, free
58written to this exam in this subject
12syllabus units

What this subject covers

Analysing many correlated variables together: the multivariate normal and its estimation, Wishart and Hotelling's T-squared, MANOVA, and the reduction and classification tools agricultural scientists use daily (principal components, factor analysis, discriminant and cluster analysis, Mahalanobis D-squared).

In the exams: AICE-JRF Ag Stat Unit 2 (heavy: MVN, Wishart, Hotelling, MANOVA, PCA, FA, discriminant, cluster named); GATE ST 'Multivariate Analysis' (heavy); UPSC ISS Statistics II (heavy); GATE DA PCA (present)

What ASRB NET asks from it

AICE-JRF Genetics and Plant Breeding; ASRB NET

Mahalanobis D², Tocher clustering, inter- and intra-cluster distances and choice of divergent parents.

Where the 58 questions fall

How our questions for ASRB NET spread across the units of Multivariate Analysis. Difficulty: 15 easy, 39 medium, 4 hard.

Hotelling's T-squared and its applications6
Multivariate analysis of variance (MANOVA)6
Mahalanobis D-squared and genetic divergence6
Multivariate normal distribution: properties, marginals and conditionals5
Estimation of the mean vector and dispersion matrix5
Principal component analysis5
Factor analysis5
Discriminant analysis and classification5
Cluster analysis: hierarchical and k-means5
Multidimensional scaling and correspondence analysis5
Canonical correlation analysis3
Wishart distribution2

10 practice questions, worked

Choose an answer, then open the working. Each explanation says why the right answer is right and why the others are not.

1 · Multivariate normal distribution: properties, marginals and conditionals · easy

X ~ Nₚ(μ, Σ), and A is a fixed q × p matrix. What is the distribution of AX + b?

  1. N(Aμ, AΣA′ + b)
  2. N(Aμ + b, AΣA′)
  3. N(Aμ + b, AΣ)
  4. N(Aμ + b, A′ΣA)
Answer and working

B. N(Aμ + b, AΣA′)

Linear transformations of a multivariate normal are multivariate normal, with mean Aμ + b and dispersion AΣA′. A′ΣA has the wrong dimensions for a q-vector.

Further reading: Johnson and Wichern, Applied Multivariate Statistical Analysis; Anderson, An Introduction to Multivariate Statistical Analysis; Mardia, Kent and Bibby, Multivariate Analysis

2 · Estimation of the mean vector and dispersion matrix · medium

Two traits keep the same variances, but their correlation rises from 0.5 to 0.9. What happens to the generalised variance |S|?

  1. It increases
  2. It becomes negative
  3. It stays the same
  4. It decreases
Answer and working

D. It decreases

|S| = s₁²s₂²(1 − r²), which shrinks as |r| grows: the scatter ellipse flattens. The total variance tr(S) would be unchanged. |S| cannot be negative for a valid dispersion matrix.

Further reading: Johnson and Wichern, Applied Multivariate Statistical Analysis; Anderson, An Introduction to Multivariate Statistical Analysis; Mardia, Kent and Bibby, Multivariate Analysis

3 · Hotelling's T-squared and its applications · hard

Two varieties are compared on 3 quality traits with 12 and 10 plants. The sample Mahalanobis D² is 2.5. What is the two-sample T²?

  1. 13.64
  2. 2.50
  3. 300
  4. 55.00
Answer and working

A. 13.64

T² = [n₁n₂/(n₁ + n₂)]D² = (120/22) × 2.5 = 13.64. Its F form is [(n₁ + n₂ − p − 1)/(p(n₁ + n₂ − 2))]T² = (18/60) × 13.64 = 4.09 with (3, 18) df.

Further reading: Johnson and Wichern, Applied Multivariate Statistical Analysis; Anderson, An Introduction to Multivariate Statistical Analysis; Mardia, Kent and Bibby, Multivariate Analysis

4 · Multivariate analysis of variance (MANOVA) · medium

Why is one MANOVA on five correlated quality traits preferred to five separate ANOVAs at α = 0.05?

  1. It controls overall error and uses the trait correlations
  2. It needs no assumption of normality or equal dispersion
  3. It always finds more significant traits than separate ANOVAs
  4. It gives the same result with fewer plots
Answer and working

A. It controls overall error and uses the trait correlations

Separate ANOVAs inflate the family-wise error rate and ignore correlations; MANOVA tests the vector of means jointly and can detect differences in combinations of traits. It does assume multivariate normality and equal covariance matrices.

Further reading: Johnson and Wichern, Applied Multivariate Statistical Analysis; Anderson, An Introduction to Multivariate Statistical Analysis; Mardia, Kent and Bibby, Multivariate Analysis

5 · Principal component analysis · easy

A correlation-matrix PCA of five traits gives eigenvalues 2.6, 1.2, 0.6, 0.4 and 0.2. What proportion of total variance do the first two components explain?

  1. 19%
  2. 52%
  3. 86.4%
  4. 76%
Answer and working

D. 76%

For a correlation matrix the eigenvalues sum to p = 5, so (2.6 + 1.2)/5 = 76%. 52% counts only the first component; 86.4% divides by the first three eigenvalues instead of the total.

Further reading: Johnson and Wichern, Applied Multivariate Statistical Analysis; Anderson, An Introduction to Multivariate Statistical Analysis; Mardia, Kent and Bibby, Multivariate Analysis

6 · Principal component analysis · medium

Which method applies principal component analysis to the genotype-by-environment interaction matrix after removing main effects?

  1. Tocher's clustering
  2. Fisher's discriminant function
  3. The AMMI model
  4. Box's M test
Answer and working

C. The AMMI model

AMMI (additive main effects and multiplicative interaction) fits additive genotype and environment effects by ANOVA and the interaction by PCA (singular value decomposition); GGE biplots apply it to genotype plus G × E.

Further reading: Johnson and Wichern, Applied Multivariate Statistical Analysis; Anderson, An Introduction to Multivariate Statistical Analysis; Mardia, Kent and Bibby, Multivariate Analysis

7 · Factor analysis · easy

A standardised variable has loadings 0.8 and 0.3 on two orthogonal factors. What is its communality?

  1. 0.27
  2. 0.64
  3. 0.73
  4. 1.10
Answer and working

C. 0.73

h² = 0.8² + 0.3² = 0.64 + 0.09 = 0.73; its uniqueness is 1 − 0.73 = 0.27. Adding loadings without squaring gives 1.10.

Further reading: Johnson and Wichern, Applied Multivariate Statistical Analysis; Anderson, An Introduction to Multivariate Statistical Analysis; Mardia, Kent and Bibby, Multivariate Analysis

8 · Discriminant analysis and classification · easy

For two groups with a common dispersion matrix, what is Fisher's linear discriminant function coefficient vector?

  1. (x̄₁ − x̄₂)/tr(S_p)
  2. S_p⁻¹(x̄₁ − x̄₂)
  3. S_p(x̄₁ − x̄₂)
  4. The first eigenvector of S_p
Answer and working

B. S_p⁻¹(x̄₁ − x̄₂)

Maximising between-group to within-group variance of a′x gives a ∝ S_p⁻¹(x̄₁ − x̄₂). The first eigenvector of S_p is the first principal component, which ignores the group difference.

Further reading: Johnson and Wichern, Applied Multivariate Statistical Analysis; Anderson, An Introduction to Multivariate Statistical Analysis; Mardia, Kent and Bibby, Multivariate Analysis

9 · Discriminant analysis and classification · medium

Diseased and healthy plants are to be classified from reflectance at several wavelengths plus a categorical cultivar code. Which method avoids assuming multivariate normal predictors?

  1. Logistic regression
  2. Factor analysis
  3. Fisher's LDA with pooled S
  4. Hotelling's T²
Answer and working

A. Logistic regression

Logistic regression models P(diseased | x) directly and handles categorical predictors; LDA is more efficient when normality holds but is sensitive when it does not.

Further reading: Johnson and Wichern, Applied Multivariate Statistical Analysis; Anderson, An Introduction to Multivariate Statistical Analysis; Mardia, Kent and Bibby, Multivariate Analysis

10 · Multidimensional scaling and correspondence analysis · medium

Farm-household survey data contain many categorical variables (crop type, irrigation source, tenure, credit access). Which method maps all their categories together?

  1. Hotelling's T²
  2. Multiple correspondence analysis
  3. Principal component analysis on the category codes
  4. Canonical correlation between two codes
Answer and working

B. Multiple correspondence analysis

MCA extends correspondence analysis to several categorical variables via the indicator or Burt matrix; PCA on arbitrary category codes treats nominal codes as numbers.

Further reading: Johnson and Wichern, Applied Multivariate Statistical Analysis; Anderson, An Introduction to Multivariate Statistical Analysis; Mardia, Kent and Bibby, Multivariate Analysis

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Multivariate AnalysisThe full study manual, free ASRB NETFormat, sections and how it has changed

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Multivariate Analysis for other exams

GATE · IndiaICAR AICE-JRF/SRF · IndiaIIT JAM · IndiaCUET-PG · IndiaIndian Statistical Institute admission tests · IndiaCSIR-UGC NET · IndiaASRB Agricultural Research Service · India

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