STT843 Multivariate Analysis, Spring 2009
Instructor:
Yijun Zuo
Office: A440 Wells Hall
Tel: 517-432-5413, Email:
Office Hours:
MW 2:00pm-3:00am and by appointment
Class Time:
MWF 3:00pm-3:50pm C306
WH
Textbook:
Applied Multivariate Statistical Analysis,
6th Edition
By Richard A. Johnson and Dean W. Wichern,
(Reference book, recommended)
Learning SAS in the Computer Lab, 3rd Edition
Rebecca J. Elliott -
Statistically Significant
Christopher H. Morrell -
Prerequisite:
STT 442 or STT 862 (or approval of instructor)
Grading:
Exams 60% ( Exam I , 100 points ; Final
Exam, 200 points)
Homework 40% (about 8 sets of assignments )
4.0(>=90%), 3.5(85%-89%), 3.0(80%-84%), 2.5(75%-79%), 2(<=74%)
Assignments:
Assignments will be due at the beginning of the lecture on the days indicated
Late homework is not accepted
Computing:
SAS or R. You are encouraged to use other statistical software
packages,
e.g. SPlus, Minitab, Excel, etc.
Important Dates:
Monday, Jan 11 First day of classes
Monday, Jan 18 Martin Luther King Day, no classes
Thursday, February 4 Last day to drop a course and receive 100%
refund
Wednesday, March 3 Last day to drop course with no grade
reported (middle of semester)
Mon-Fri, March 8-12 Spring Break, No classes
Friday, April 30 Last day of classes
Mon-Fri, May 3-7 Final exam week
Topics:
1. Introduction to multivariate analysis and matrix
algebra (Chapters 1 & 2)
2. Sample geometry and random sampling (Chapter 3)
3. Multivariate normal distribution (Chapter 4)
4. Principal components
(Chapter 8) (Eaxm I, )
5. Factor analysis (Chapter
9)
6. Classification and discriminant
analysis
(Chapter 11)
7. Clustering (Chapter 12)
8. Canonical correlations
analysis, Logistic Regression, MANOVA (Chapters 10, 5-7) (if time permits)
The instructor reserves the
right to make any changes deemed academically necessary