Fall 2007
STAT 730 - Multivariate Analysis
Monday/Wednesday 2:30-3:45
201A LeConte Building

Instructor: Dr. Brian Habing, Associate Professor
office: 203 LeConte
e-mail: habing*stat.sc.edu
MSN messenger: brian@habing.com
AOL or Yahoo messenger: DrStatpsy
FAX: (803)777-4048
office phone: (803)777-3578
home phone: (803)739-2686 (9am to 10pm only)
Office Hours: whenever the door is open, by appointment, and
Monday/Wednesday/Friday 10:10-11:40
Website: http://www.stat.sc.edu/~habing/courses/730F07.html
Bulletin Description:730—Multivariate Analysis. (3) (Prereq: STAT 713) A survey of the theory and applications of the fundamental techniques for analyzing multivariate data.
Note: The deadline for dropping the course without failing is Thursday, October 4th.
Monday, September 3rd and Wednesday, November 21st are holidays.
Purpose of Course: To provide graduate students who have training in mathematical statistics with a solid introduction to the theory and implementation of the fundamental methods of multivariate statistics, including procedures such as principal comoponent and factor analysis, canonical correlation analysis, discriminant analysis, multivariate analysis of variance (including repeated measures analysis), cluster analysis, and multidimensional scaling.
Expectations: All students are expected to:
  • Attend class regularly, asking questions when clarification is needed.
  • Read the assigned sections.
  • Use the resource of their fellow students and their instructor to seek answers to questions that arise in class, in the readings, and on the homework
  • Give their best individual effort on the problem sets without consulting other faculty or students.
Required Text: Multivariate Analysis, by K.V. Mardia, J.T. Kent, and J.M. Bibby. Elsevier (Academic Press).

Computers: Use of a computer package will be required for the application of multivariate methods. Any package is allowed for the assignments, although assistance will only be given for SAS and/or R depending on the particular application.
Course Outline:
Topics Covered Chapters Time        
Foundations of Multivariate Analysis: Properties of Random Vectors, Theory of The Multivariate Normal Distribution, Multivariate Regression Analysis 1-6 5 weeks
Principal Components and Factor Analysis 8-9 3 weeks
Canonical Correlation Analysis 10 1 week
Discriminant Analysis and Multivariate Analysis of Variance 11-12 3 weeks
Cluster Analysis and Multidimensional Scaling 13-14 2 weeks
Grades: The course grade is determined based on the homework assignments (5/8ths) and the individual problem sets (3/8ths).

The grading scale may be adjusted as needed, but will not be made more difficult than:

LetterMinimum
GradePercent
A90
B+85
B80
C+75
C70
D+65
D60
F0

There is no "extra credit". Any deviations from the above grading scheme will be to the benefit of the students.

Homework
and
Problem Sets:
Each of the approximately 10 homework assignments and each of the 4 problem sets is due at the beginning of the class period it was assigned for. Late homework and problem sets are not accepted. Homework and problem sets will be assigned at least one week in advance in class, and will also be posted on the class website. The last problem set will be due at 5:00pm on Wednesday, December 12th.

The writing on the homework and problem sets must be legible, the work used to obtain the answers must be shown and correct, and the final answers must be clearly indicated in order to receive full credit.

Extra points may be deducted for violating any of the following:

  • Write on one side of the paper only.
  • Multiple pages must be stapled together. No clips.
  • Copies of the computer code or menu options used must be included with any homework using computers.
  • Extraneous pages of computer output should not be turned in.
  • Your name should be on the first page of the assignment.

On homework assignments, you MAY consult with other students (e.g. you can ask each other for advice and may work on the big picture and gaps together, but you should write up the most of the details yourself).

On problem sets, you MAY NOT work with others (students, faculty, etc...) in any fashion. Please consult me with any quesitons you may have.

Complaints
and
Comments:
While there are end of semester evaluation forms, they come far too late to resolve any difficulties experienced in the class. All complaints should be raised by either speaking with me directly, or by anonymously leaving a message in my mailbox in 216 LeConte.