Course syllabus - Multivariate Statistical Analysis

Objectives

The objective of the course is to give the student the opportunity to become acquainted with the more common multivariate statistical methods in order to make proper interpretations and appropriate analyses of multivariate data.

Learning outcomes

Upon completion of the course, the student is expected to be able to

1. prove the most important properties of the multivariate normal distribution
2. describe and apply multivariate linear models
3. understand and derive multivariate statistical methods, such as principal component analysis, factor analysis, discriminant analysis, cluster analysis and canonical correlation analysis
4. evaluate the applicability of different models from a scientific perspective, and judge what multivariate analysis methods are best suitable to use in different contexts
5. analyse the results from applying multivariate statistical methods and explain its limitations
6. use a statistical software to analyse and compare different multivariate methods and draw adequate conclusions
7. implement some of the models studied, using a software/programming language suitable for a specific problem

Course content

• Introduction to multivariate analysis: descriptive statistics for multivariate data, sample geometry and random sampling
• Multivariate normal distribution and statistical inference based on this distribution
• Multivariate linear models: linear regression and multivariate multiple regression
• Analysis of a covariance structure: principal components and factor analysis
• Classification and grouping techniques: classification, discrimination and cluster analysis

Specific requirements

Calculus of Several Variables, 4 credits, Vector Algebra, 5 credits, Statistics, 3.5 credits, Probability, 3.5 credits, or equivalent. In addition, Swedish course 3 or Swedish level 3 and English course 6 or English level 2 are required. For courses given entirely in English exemption is made from the requirement in Swedish course 3 or Swedish level 3.

Examination

INL2, Assignment, 2.5 credits, written assignments concerning learning outcomes 1-5, grades Fail (U) or Pass (G).
PRO1, Project report, 5 credits, written report concerning learning outcomes 6-7, grades Fail (U), 3, 4 or 5.

A student who has a certificate from MDU regarding disability study support, can request adaptions for the examination. It is the examiner who takes decisions on any adaptions, based on the certificate and other conditions.

Grade

Grading scale: 5, 4, 3