Spring 2024 - STAT 445 E100

Applied Multivariate Analysis (3)

Class Number: 2809

Delivery Method: In Person


  • Course Times + Location:

    Jan 8 – Apr 12, 2024: Tue, 5:30–6:20 p.m.

    Jan 8 – Apr 12, 2024: Thu, 4:30–6:20 p.m.

  • 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.


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.

~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.



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


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.

Department Undergraduate Notes:

Students with Disabilities:
Students requiring accommodations as a result of disability must contact the Centre for Accessible Learning 778-782-3112 or caladmin@sfu.ca.  

Tutor Requests:
Students looking for a tutor should visit https://www.sfu.ca/stat-actsci/all-students/other-resources/tutoring.html. We accept no responsibility for the consequences of any actions taken related to tutors.

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