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Multivariate Analysis Course Outline

Multivariate Analysis Course Outline. Daniel Peña 2008/09. Contents of the Course. Multivariate Statistical Analysis includes methods for : Data Representation Dimension reduction (PC, Factorial, MDS, AC, CC) Clustering Discrimination. Course Outline.

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Multivariate Analysis Course Outline

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  1. Multivariate Analysis Course Outline Daniel Peña 2008/09

  2. Contents of the Course Multivariate Statistical Analysis includes methods for : • Data Representation • Dimension reduction (PC, Factorial, MDS, AC, CC) • Clustering • Discrimination

  3. Course Outline • October 7th: Presentation and Data description • October 14th: Principal Components. • October 21th: Multidimensional Scaling • October 28th : Outliers and Correspondence Analysis. • November 4th: Clustering • November 11th : Multivariate Models

  4. November 18th: Factorial Models • November 25th: Discriminant Analysis • December 2nd: Model based clustering • December 9th : Exam

  5. Course evaluation • 20% classroom participation, • 40% project, • 40% final exam.

  6. References • Textbook Peña,D. (2002) Análisis de datos multivariantes, McGraw Hill. (Translated to English and chapters in my web page) Recommended books • Cuadras, C.M. (1991), Métodos de Análisis Multivariante, Editorial Universitaria de Barcelona (2ª edición). • Dillon, W., Goldstein, M. (1984). Multivariate Analysis. New York, Wiley. • Krzanowski, W.J. (1988), Principles of Multivariate Analysis: A. User's Perspective, Oxford University Press, Oxford. * Mardia, K.V., Kent, J.T. y Bibby, J.M. (1979), Multivariate Analysis, New York, Academic Press. • Seber, G.A.F. (1984), Multivariate Observations, New York, Wiley.

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