Simon Fraser University
Engaging the World

Course Outlines

Spring 2021 - STAT 645 G100

Applied Multivariate Analysis (3)

Class Number: 3352

Delivery Method: In Person

Overview

  • Course Times + Location:

    Jan 11 – Apr 16, 2021: Tue, 4:30–6:20 p.m.
    Burnaby

    Jan 11 – Apr 16, 2021: Thu, 4:30–5:20 p.m.
    Burnaby

  • Exam Times + Location:

    Apr 18, 2021
    Sun, 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. Random vectors and matrices, sample geometry
2. Multivariate normal distribution
3. Principal components
4. Factor analysis
5. Discrimination and classification
6. Clustering
7. Multivariate linear regression


Mode of Teaching

  • Lecture: Synchronous/Asynchronous
  • Tutorial: Synchronous
  • Quizzes and Midterm: Synchronous; Date: TBA
  • Final exam: Synchronous; date: TBA
  • Remote invigilation (Zoom, or other approved software) will be used.


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 as active case studies for the class. Graduate students will also be required to submit a more extensive project related to their specialty or to a project assigned by the instructor.

Grading

  • Assignments 10%
  • Midterm and in-class quizzes, projects 60%
  • Final 30%

NOTES:

Above grading is subject to change.

Materials

MATERIALS + SUPPLIES:

Access to high-speed internet, webcam.

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:

ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS

SFU’s Academic Integrity web site http://www.sfu.ca/students/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

TEACHING AT SFU IN SPRING 2021

Teaching at SFU in spring 2021 will be conducted primarily through remote methods. There will be in-person course components in a few exceptional cases where this is fundamental to the educational goals of the course. Such course components will be clearly identified at registration, as will course components that will be “live” (synchronous) vs. at your own pace (asynchronous). Enrollment acknowledges that remote study may entail different modes of learning, interaction with your instructor, and ways of getting feedback on your work than may be the case for in-person classes. To ensure you can access all course materials, we recommend you have access to a computer with a microphone and camera, and the internet. In some cases your instructor may use Zoom or other means requiring a camera and microphone to invigilate exams. If proctoring software will be used, this will be confirmed in the first week of class.

Students with hidden or visible disabilities who believe they may need class or exam accommodations, including in the current context of remote learning, are encouraged to register with the SFU Centre for Accessible Learning (caladmin@sfu.ca or 778-782-3112).