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HASTS215 MULTIVARIATE ANALYSIS Course Outline

multivariate course outline

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14 views3 pages

HASTS215 MULTIVARIATE ANALYSIS Course Outline

multivariate course outline

Uploaded by

blessingmugoni3
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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UNIVERSITY OF ZIMBABWE

DEPARTMENT OF MATHEMATICS AND COMPUTATIONAL SCIENCES


HASTS215 MULTIVARIATE ANALYSIS

(1) INSTRUCTOR: Mr E. Dure and Dr E. Mangwende,


Email:
Office number S215 & S204, Statistics Building
Contact Hours: 10 hours per week
Lecture periods:
Tutorial session:
Lecture venue:
Course Meeting Information
There will be a 4-2hour lecture per week and one 2-hour tutorial each week.

(2) PURPOSE
Students will be provided with a sound knowledge of multivariate methods, including theory
and application. Use of R/SPPS/MINITAB/STATA throughout is recommended.

(3) AIMS
The aim of the course is to equip students with all the techniques that are used to analyse data
that contains several variables that are correlated.

(4) OBJECTIVES:
By the end of the semester, students will have gained the ability to:
Summarize, interpret and explain a multivariate data set using key statistics and
graphical displays.
State and justify mathematically the most important properties of the multivariate
normal distribution.
Carry out, interpret and explain statistical inferences about a mean vector.
Perform, interpret and explain principal component, discriminant and classification
analyses for multivariate data.
Handle the numerical calculations using a computer program such as
R/SPPS/MINITAB/STATA.

(5) WEEKS\ COURSE CONTENT


1.5 Multivariate data
Descriptive statistics (sample means, sample covariance and correlation matrix),
graphical techniques. Matrix algebra. Random vectors and matrices, their
expectations and properties; expected values of the sample mean and sample
covariance matrix.

1.5 Multivariate Normal distribution


Properties; sampling distribution of sample mean and sample covariance matrix;
Wishart distribution. Transformation to near normality; testing for normality.

1.5 Inference about the mean


Hotelling’s T2 distributions and likelihood ratio test; comparison with
one- dimensional Case; confidence regions and simultaneous comparisons
of component means; Bonferroni method of multiple comparisons.
3.5 Comparisons of Means and Linear Models
Comparing mean vectors from two populations; comparisons of several
multivariate population means, (one-way MANOVA); simultaneous
confidence intervals for treatment effects; profile analysis, ideas of two way
MANOVA. Multivariate linear regression.

2.5 Covariance structure


Review of the eigenvalues and eigenvectors; spectral decomposition of a symmetric
matrix. Principal component analysis. Factor analysis. Canonical correlation
analysis

2 Classification Techniques
Discrimination and classification. Discriminant analysis. Cluster analysis

(6) TEACHING METHODS


Type of instruction will be mainly lectures, discussion, problem-solving, tutorials, student
questions and computer sessions. Regular attendance in both lectures and tutorials is
essential for satisfactory completion of this course.

(7) COURSEWORK ASSESSMENT


of the final mark for the course will be derived from continuous assessment. This will
consist of at least two tests and some assignments. Group work is encouraged, but it is
encouraged that a student does much individual work as possible in order to develop the
necessary proficiency and capacity to grasp the concepts and ultimately to pass the
examination.

(8) REFERENCES
Johnson, R.A. and D.W. Wichern — Applied Multivariate Statistical Analysis, 5th
Edition, Prentice Hall 2010
Manly, Bryan. 2005. Multivariate statistics: A Primer, 3rd edition. Chapman &
Hall/CRC Press, New York. [Mostly biological examples]
Tabachnick, B.C. and L.S. Fidell. 2001. Using multivariate statistics, 4th ed. Allyn &
Bacon, Toronto.
Ayres, F. 1962. Matrices. Schaum outline series. McGraw-Hill Book Company,
Toronto. (This has examples with answers and is very useful for learning matrix
Algebra.)
Dillon, W.R. and M. Goldstein. 1984. Multivariate analysis, methods, and
applications. John Wiley and Sons, Toronto. (excellent text for more on the details
behind Multivariate methods.
Green, P.E. and J.D. Carroll. 1976. Mathematical tools for applied multivariate
statistics. Academic Press, New York. (Includes the mathematics behind multivariate
statistics based on both matrix algebra and geometric viewpoints.)
Hair, J.F., R.E. Anderson, and R.L. Tatham. 1987. Multivariate data analysis. 2nd ed.
MacMillan Publishing Company, New York.
Kleinbaum, D. G., L.L Kupper, K.E. Muller. 1988. Applied regression analysis and
other multivariable methods. PWS-Kent Pub. Co., Boston, Mass.
Alternative: Rencher, A.C. — Methods of Multivariate Analysis, 2nd Edition, Wiley
2002

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