Simon Fraser University
Engaging the World

Course Outlines

Spring 2022 - STAT 645 G100

Applied Multivariate Analysis (3)

Class Number: 6733

Delivery Method: In Person

Overview

  • Course Times + Location:

    Jan 10 – Apr 11, 2022: Tue, 4:30–6:20 p.m.
    Burnaby

    Jan 10 – Apr 11, 2022: Thu, 4:30–5:20 p.m.
    Burnaby

  • Prerequisites:

    STAT 302 or STAT 305 or STAT 650 or ECON 333 or permission of instructor. Open only to graduate students in departments other than Statistics and 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. Clustering
6. Multivariate linear regression

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%
  • Homework problems and data analysis projects 90%

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.

Book is available through the SFU Bookstore


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 2022

Teaching at SFU in spring 2022 will involve primarily in-person instruction, with safety plans in place.  Some courses will still be offered through remote methods, and if so, this will be clearly identified in the schedule of classes.  You will also know at enrollment whether remote course components will be “live” (synchronous) or at your own pace (asynchronous).

Enrolling in a course acknowledges that you are able to attend in whatever format is required.  You should not enroll in a course that is in-person if you are not able to return to campus, and should be aware 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.

Students with hidden or visible disabilities who may need class or exam accommodations, including in the context of remote learning, are advised to register with the SFU Centre for Accessible Learning (caladmin@sfu.ca or 778-782-3112) as early as possible in order to prepare for the spring 2022 term.