The limitations of multivariate statistical methods in the mensuration of human misery

Multivariate statistical methods have been widely used in the analysis of the multiple symptom data which are routinely collected in psychiatric research on the classification of depressive illnesses. The most commonly used methods, those of factor analysis and discriminant function analysis, were introduced into research on the classification of depressive illness with unreasonably high expectations about what they could achieve. The failure to realize these expectations has produced scepticism in some quarters about the usefulness of multivariate methods in psychiatric research. When evaluated more circumspectly, multivariate statistical methods have made a contribution to our understanding of depressive illnesses, and they will continue to do so, if they are used with more reasonable expectations.