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MULTIVARIATE ANALYSIS
(STAT 466)
1 General Information
Lecturer: Gabriel A. Okyere (PhD), SCB SF 21, drokyere2018@gmail.com
Office hours: Monday:9-10 am, Wednesday: 1-2pm (Tentative);by appointment
Textbooks: Johnson, R.A. and Wichern, D.W. (1992) Applied Multivariate Statistical
Analysis.
Lecture Notes
2 Course goals
Upon completion of this course students are expected to understand and apply
the concepts of Multivariate Analysis Statistics.
3 objectives
Upon completion, students should among other objectives be able to:
• Explore and summarize multivariate data using graphical and numerical
methods and techniques to uncover hidden information and patterns.
• Describe properties of multivariate distributions such as multivariate nor-
mal.
• Use principal component analysis effectively for data exploration and data
dimension reduction.
• Use factor analysis effectively for exploratory and confirmatory data anal-
ysis.
• Discriminate between groups and classify new observations.
• Find groupings and associations using cluster and correspondence analysis.
4 Content
Introduction to analysis of multivariate data with examples from various fields
such as economics, education, social and physical sciences, and health care;
Mean vectors and covariance matrices, correlation matrix; Multivariate normal
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distribution; Sampling from a Multivariate normal distribution: Wishart and
Hotellings T2 distribution and their properties; Inference about the mean vector;
Multivariate regression, multivariate analysis of variance (MANOVA); Principal
components analysis; Factor Analysis; Discriminant analysis and classification;
Canonical correlation analysis; Cluster analysis; Use statistical computer pack-
ages for multivariate data.
5 Evaluation of students
5.1 Homework
In general, the class will be given weekly homeworks which must be due for
submission on specified dates and time. Assignments would be done in groups.
5.2 Groups
A group should have either three or four members. The class is expected to
form her own groups. Group members of every group should do well to write
both their names and index numbers on every assignment before submission.
All assignments should be given to the class rep early enough to be submitted
on due dates and time to the TA.
5.3 Quizzes
Short quizzes would be given in class which may be done individually or in
groups. There may or may not be any notice for quizzes.
5.4 Exams
There shall be two exams within the semester apart from the main exams at
the end of the semester, Exam 1 and Exam 2.
Exam Dates:
Exam 1 ⇒ Week 8
Exam 2 ⇒ Week 14
Final Exam ⇒ To be announced
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6 Make-up for Exams
Make-up for exams shall be given only in special situations such as generally
illness with a medical report. This should be done before the next exam.
6.1 Grading
The coure components would be weighted as follows:
Homework/Quizzes 5%
Exam 1 10%
Exam 2 (Mini project) 15%
End of semester Exam: 70%
7 Tutorial Session
There shall be weekly tutorial classes organized.This is compulsory for all stu-
dents.
8 Attendance
Attendance is required. If you miss a class, consult any of your colleagues to
find out what you missed. There will be NO MAKE-UP however for missed
work/homework/quiz. If for any genuine reason you miss a class, do not worry,
because, three minimum scores would be dropped for every student and would
not be used for assessment. Attendance will be checked intermittently.
NOTE: When you are late for a class do not enter.
9 In-class
Mobile phones should be ON SILENCE or PREFERABLY SWITCHED
OFF during lectures.
11 Submission of Assignments
There will be deadlines for each homework and all students must adhere to the
deadlines. Unless otherwise specified, assignments given each week must be due
for submission the following week. Assignments should be given to the class rep
(before the deadline)to be submitted to the TA.
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12 Tentative Course Schedule
Week Date Topics
week 2 11/02/19 - 15/02/19 Mean vectors and covariance matrices, correlation matrix
week 5 04/03/19 - 08/03/19 Inference about the mean vector (1 Sample, 2 Samples)
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