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I am taking a course on multivariate statistics and I enjoy it pretty much. But I feel the course focuses too much on procedures and not on answering "why" some things are the way they are.
So let me be more specific. The course is about: - Exploratory and confirmatory factor analysis - Principal Component Analysis - Cluster Analysis - MANOVA - Canonical Correlation Analysis - Discriminant Analysis - Logistic Regression
We are currently following the book "Applied Multivariate Techniques" by Subhash Sharma. I would like to read a book which explains "why" things are the way they are. For example, instead of just saying "We apply the following test", I would like to know what the test statistic means and how we found it. I hope this makes sense.
It can be very mathematically rigorous, I don't mind. It doesn't have to be very proofy (although that would be neat!), but I would like to get to know "why" and not only "how".