Simon Fraser University
Engaging the World

Course Outlines

Spring 2018 - STAT 645 G100

Applied Multivariate Analysis (3)

Class Number: 4446

Delivery Method: In Person

Overview

  • Course Times + Location:

    Jan 3 – Apr 10, 2018: Tue, 4:30–6:20 p.m.
    Burnaby

    Jan 3 – Apr 10, 2018: Thu, 4:30–5:20 p.m.
    Burnaby

  • Exam Times + Location:

    Apr 21, 2018
    Sat, 7:00–10:00 p.m.
    Burnaby

  • Prerequisites:

    STAT 302 or STAT 305 or STAT 650 or BUEC 333 or permission of instructor. Open only to graduate students in departments other than Statistics & Actuarial Science.

Description

CALENDAR DESCRIPTION:

Introduction to principal components, cluster analysis, and other commonly used multivariate techniques.

COURSE DETAILS:


Course Outline:

1.  Multivariate Random Variables

2.  Multivariate Normal Distribution

3.  Inference about Multivariate Means

4.  Multivariate Multiple Linear Regression

5.  Principal Component Analysis

6.  Factor Analysis

7.  Classification Analysis

8.  Clustering Analysis

Note: This course is being taught in parallel with STAT 445. Where feasible and appropriate, students in STAT 645 will be encouraged to present their research problems involving categorical data as active case studies for the class. Graduate students will also be required to submit a more extensive project related to their specialty.

Grading

  • Assignments 20%
  • Project 30%
  • Midterm 20%
  • Final 30%

NOTES:

Above grading is subject to change.

Materials

REQUIRED READING:

Required Text:

Applied Multivariate Statistical Analysis, 6th ed. by R.A. Johnson and D.W. Wichern. Publisher: Prentice Hall.

Graduate Studies Notes:

Important dates and deadlines for graduate students are found here: http://www.sfu.ca/dean-gradstudies/current/important_dates/guidelines.html. The deadline to drop a course with a 100% refund is the end of week 2. The deadline to drop with no notation on your transcript is the end of week 3.

Registrar Notes:

SFU’s Academic Integrity web site http://students.sfu.ca/academicintegrity.html is filled with information on what is meant by academic dishonesty, where you can find resources to help with your studies and the consequences of cheating.  Check out the site for more information and videos that help explain the issues in plain English.

Each student is responsible for his or her conduct as it affects the University community.  Academic dishonesty, in whatever form, is ultimately destructive of the values of the University. Furthermore, it is unfair and discouraging to the majority of students who pursue their studies honestly. Scholarly integrity is required of all members of the University. http://www.sfu.ca/policies/gazette/student/s10-01.html

ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS