Spring 2023 - STAT 445 E100
Applied Multivariate Analysis (3)
Class Number: 5874
Delivery Method: In Person
Course Times + Location:
Tu 5:30 PM – 6:20 PM
AQ 3182, Burnaby
Th 4:30 PM – 6:20 PM
AQ 3182, Burnaby
Prerequisites:STAT 285 or STAT 302 or STAT 305 or ECON 333 or equivalent, with a minimum grade of C-.
Introduction to principal components, cluster analysis, and other commonly used multivariate techniques. Quantitative.
- Linear algebra, part 1
- Sample geometry
- The multivariate normal distribution
- Linear algebra, part 2
- Principal component analysis
- Exploratory factor analysis
- Cluster analysis
- Multivariate linear regression, time permitting
The course work consists of two components and an extra credit assignment.
|~10%||Lessons Learned||These are short one question quizzes posed after selected lectures that must be completed within 24 hours of the lecture. The question will be related to an important point or observation made during the lecture.|
|~85%||Course Projects||These are data analysis projects. Grades will be determined by correctness of analysis and presentation of results. The projects are worth varying amounts of points depending on difficulty and length. Assignments will be given every 1-2 weeks.|
|~5%||Challenge Project||This is an extremely challenging extra credit data analysis project posed towards the end of the course.|
- Class assessments 10%
- Course projects 90%
Above grading is subject to change.
Applied Multivariate Statistical Analysis, 6th ed by R.A. Johnson and D.W. Wichern. Publisher: Prentice Hall.
Book is available through the SFU Bookstore
REQUIRED READING NOTES:
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Department Undergraduate Notes:
Students with Disabilities:
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