Spring 2023 - STAT 645 G100

Applied Multivariate Analysis (3)

Class Number: 5892

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 302 or STAT 305 or STAT 350 or STAT 604 or STAT 605 or ECON 333 or permission of instructor. Open only to graduate students in departments other than Statistics and Actuarial Science.



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


Course Outline

1. Introduction
2. Linear algebra, part 1
3. Sample geometry
4. The multivariate normal distribution
5. Linear algebra, part 2
6. Principal component analysis
7. Exploratory factor analysis
8. Cluster analysis
9. Multivariate linear regression, time permitting

Course Work and Grades

The course work consists of two components and an extra credit assignment.


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.


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.


Challenge Project

This is an extremely challenging extra credit data analysis project posed towards the end of the course.


  • Class ssignments 10%
  • Course projects 90%


Above grading is subject to change.



Required Text:

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


Your personalized Course Material list, including digital and physical textbooks, are available through the SFU Bookstore website by simply entering your Computing ID at: shop.sfu.ca/course-materials/my-personalized-course-materials.

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 website 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