STAT 802
Multivariate Analysis

Instructor: Richard A. Lockhart

Office: TLX 10549        Phone: 3264 e-mail: lockhart@sfu.ca

This course is intended to survey the field of multivariate analysis. I expect you all to be familiar with the basics of the multivariate normal distribution and with multiple regression, and ANOVA for univariate responses. There will be a mixture of theory and practice in the course.

Recommended Textbook

Johnson, Richard A. and Wichern, Dean W. (1992) Applied Multivariate Statistical Analysis, 5th ed. Englewood Cliffs: Prentice Hall. ISBN: 0-13-041773-4. This text has been ordered. My goal is to cover the entire text. I will not cover Chapter 1, nor much of 2 and 3 explicitly but you should read them now.

Computing: SAS and S-Plus.

Other references

• Anderson, T. W. (1984) An Introduction to Multivariate Statistical Analysis, 2nd ed. New York: Wiley.
• Chatfield, Christopher (1980) Introduction to Multivariate Analysis. London: Chapman Hall.
• Press, S. James (1982) Applied Multivariate Analysis: using Bayesian and frequentist methods, 2nd ed. Malabar, Fla.: Robert E. Krieger Publishing Co.

The course will be graded on the basis of assignments together with a written final exam. If you do not have a computer account on the math research network yet you must get in touch with me - there is a form to fill out. I will expect you to produce simple software in S and do analyses in SAS; except for an introductory session next week I will expect you to learn these packages on your own.

Tentative Course Schedule