Multivariate Analysis

Course Description

Multivariate normal distribution. Cluster analysis, discriminant analysis, canonical correlation, principal component analysis, factor analysis, multivariate analysis of variance. Use and interpretation of relevant statistical software. Prerequisite: ERM 680 and ERM 681, or STA 573, or STA 662, or permission of instructor.

Syllabus

Student Learning Outcomes, Goals, Objectives:

Students successfully completing this course will be able to:

  • Explain the purpose of multivariate analysis.
  • Describe the relevant statistical theories (e.g., assumptions, limitations).
  • Use statistical software to conduct multivariate analysis.
  • Interpret results.

Course Grading Information:

Activity/Performance Measure Percentage/Points
Assignment — Four homework assignments 70%
Quizzes — Four quizzes 30%

Attendance/Participation:

Attendance/participation is not a graded component included in the student's final grade for this course.

Course Materials Purchased by the Students:

Applied Multivariate Statistical Analysis — Johnson, R. A. & Wichern, D. W., Pearson, 2023, ISBN 9780134995397

Scholarly Perspectives

This course engages diverse scholarly perspectives to develop critical thinking, analysis, and debate and inclusion of a reading does not imply endorsement.