Stat-615-S01 Multivariate Analysis (Spring 2007)

Course Syllabus

Contact Information:

Instructor: Dr. Weiming Ke

Office Hours: Tuesday and Thursday 8:30AM-10:00AM or by Appointment

Office: Harding Hall, Room 122

Tel: (605) 688-6877

Email: weiming.ke@sdstate.edu

Class Time and Place: Tuesday 10:30AM-11:45AM, SAG, Room 217
Thursday 10:30AM-11:45AM, SAG, Room 113

Course Objective:

The objective of this course is to provide students with a working introduction to some commonly used multivariate statistical analysis methods. This course will focus on the application of the multivariate statistical methods to practical data analysis. The course will include the use of computer software SAS as an essential tool for data analysis. Through this course, Students are expected to know how to do multivariate data analysis with different statistical methods by using SAS or other statistical software.

Prerequisite: Stat-381 or Stat-582 or permission of the instructor.

Course Content:

· Multivariate Normal Distribution and Hypothesis Test

· Principal Component Analysis

· Factor Analysis

· Discriminant Analysis

· Cluster Analysis

· Multivariate Analysis of Variance

· Multivariate Regression

Required Text:

· Applied Multivariate Methods for Data Analysts, First Edition, Dallas E. Johnson, Duxbury Press 1998.

Chapters 1, 5-7, 9-12

Grading Policy:

· Homework → 30%

· Mid Term → 40%

· Final Exam → 40%

Grading Scale:

90-100 → A, 80-89 → B, 70-79 → C, 60-69 → D, 0-59 → F

Tentative Test Dates:

Mid Term (Chapters 1, 5-7, 9): March 22, 2007

Final Exam (Chapters 10-12): May 10, 2007