Analyzing the relationship between some of the multivariate statistical techniques and applications

Multivariate statistical methods are widely used in the analysis of data set. Since regression analysis examines the dependency of one variable set on the other variable set, principal components analysis considers the internal connection of variables within a data set, canonical corelation analysis considers relationships between two or more data sets, these methods and the relationships between these methods are examined in this study. Ridge and principal components regression estimators are considered in the multivariate multiple regression in the presence of multicollinearity. These theoric studies are illustrated by the relationship between the income and expense of metropolitan municipality.Keywords: Multivariate Multiple Regression Analysis, Canonical Correlation Analysis, Ridge Estimator, Principal Components Regression Estimator