STAT 505: Applied Multivariate Statistical Analysis
Outline of Topics Covered
0. Introduction
1. Multivariate Data
- Matrix Review.
- Graphical Display of Multivariate Data.
- Probability Theory.
- Measures of Central Tendency, Dispersion, and Association.
- Linear Combinations of Random Variables.
- Multivariate Normal Distribution.
- Properties of the Sample Mean and Correlation.
- Partial Correlations.
2. Inferences about Multivariate Means
- Hotelling's T-Square.
- One-Sample Hotelling's T-Square.
- Paired Hotelling's T-Square.
- Two-Sample Hotelling's T-Square.
- Multivariate Analysis of Variance (MANOVA):
- One-Way MANOVA. (ii) Two-Way MANOVA.
- Repeated Measures Experiments and Growth Curves:
- Discriminant Analysis:
- Linear discriminant analysis
- Quadratic discriminant analysis
3. Data Reduction
- Principal Components Analysis:
- Factor Analysis:
- Canonical Correlation Analysis:
- Cluster Analysis:
4. Structural Equation Modeling (time permitting):
