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Topic: How to calculate variance explained by clusters (multivariate)?
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neuronet

Posts: 24
Registered: 10/18/12
How to calculate variance explained by clusters (multivariate)?
Posted: Nov 1, 2012 10:14 PM
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I want to calculate the variance explained by clusters. For univariate data, it is easy:
between-group variance / total variance.

But what about for multivariate data? Can I just use the same equations as for betwen-group SS and degree of freedom, but replace (xi-xj)^2 terms with d(xi,xj)^2 terms?

So for instance, in univariate the numerator for total variance would be:
sum[(xi-xmean)^2]
For the total variance of my multivariate data can I just use:
sum[d(xi-xmean)^2] ?

Or is there more to it than that? Can anyone recommend a nice description of this that actually gives equations?



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