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.

2002-08-27