Course Title: Multivariate Data Analysis

Course Code: MGT-653

Credit Hours: 3+0
Course Instructor:
PREREQUISITES: Probability Theory, Statistics
COURSE OBJECTIVES:
 1. To give students the tools necessary to understand the literature which they find in
serious publications about economic systems and to introduce students to easily
applicable  multivariate statistical methods, as principal component analysis and
discriminant analysis on relevant statistical problems.  The practical use of multivariate
analysis techniques and interpretation of results are discussed on the basis of concrete
data analysis Understand the formulation of hypothesis in the area of business and
interpret their results.
 This course of statistics combines an overview of hypothesis testing and regression with
an opportunity to practice, including the use of SPSS statistical software and the
interpretation of results obtained from real data.
Statistical Packages used: - SPSS Version 16.0 /AMOS/LISERAL
Text Book: Multivariate Data Analysis 6th edition by Joseph F. Hair, Jr;William C. Black
;Barry J. Babin and Ronald L. Tatham.Published by Dorling Kindersely.Pearson Education
in South Asia.

REFERENCE BOOKS AND MATERIAL

 Darren George – Paul Mallery: SPSS for Windows Step by Step, 8th Edition, Pearson,
2008
 Introduction to Statistics By Wallpole 3rd Edition
 Francis, A. (2004). Business Mathematics and Statistics (6th ed.). Int. Thomson Business
Press.
METHODS OF TEACHING:
Lectures, Tutorials and Lecture slides.
EVALUATION CRITERIA
Midterm 30%
End term 50%
Internal evaluation + Viva Voice 20%.

KEY LEARNING OUTCOMES:

Week # Lecture # TOPICS TO BE COVERED

1. 1. Preparing for a multivariate analysis:
Introduction to Data analysis and Descriptive statistics
 2. Review of basic terms, Explorative Statistics, Qualitative and quantitative Data,
Frequency distributions, Stem and Leaf displays.
Analysis with Statistical Packages
3. Measures of central tendency: Mean, median, mode, Measures of variability: range,
variance, standard deviation, Box plot for detecting outliers, Scales of measurements,
Shape of a distribution, Normal distribution, Skewness, Kurtosis.
Analysis with Statistical Packages
2.
4. The MEANS Procedure

5. Inferences about the population mean and about the difference between two means,
Rejection region and acceptance region of a hypothesis, One-Sample
t-Test for the mean, t-Test for the difference between two means
Analysis with Statistical Packages
3.
6. Paired t-Test, Pooled variance, Empirical significance level, Analysis with Statistical Pac

7. Overview of Multivariate Data analysis techniques, Multivariate techniques

,measurement scales, Statistical power, effect size, types of multivariate techniques, Six
step approach to understand multivariate model building
4.
8. Examination your Data, missing value and advantages and disadvantages of missing
values, Outliers and types of outliers, Normality issues and its methods for detecting
normality.

9. Simple linear regression and correlation Covariance and correlation coefficients,

Covariance matrix, correlation matrix, Estimation of regression model, Ordinary least
squares, Slope and intercept.
5.
10. Analysis with Statistical Packages.
Multivariate profiles

11. Factor Analysis

6. 12
Objectives of factor analysis, designing a factor analysis
13. assumptions in factor analysis, factors and overall fit, validation of factor
analysis
14. The principal component approach, Principal Component Analysis, The eigenvalue
7.
problem, Generalization to r principal component, Communality or variance explained
Analysis with Statistical Packages.

15. Dependence Techniques

8.
Objectives of multiple regressions, Assumptions in multiple regressions.
 16. Estimating the regression model and assessing overall model fit, interpreting
regression varaiate.
Analysis with Statistical Packages

MID TERM BREAK

19. Discriminant Analysis and Logistic regression

12. 20. Predicting Group Membership, Assumptions Underlying Discriminant Analysis,
Coefficients for the Discriminant Functions
21. Analogy with regression and MANOVA
13. Hypothetical example of discriminate analysis.
22. Interpretation of results
23. Analysis with Statistical Packages
14.
24. Analysis with Statistical Packages
25. Cluster analysis
Hierarchical and non-hierarchical clustering. Methods of aggregation. Interpretation of
15. results.Interpretation of characteristics of clusters.

26. Analysis with Statistical Packages

27. Structural equation modeling: an introduction.
16. What is structural equation modeling, SEM and other variate techniques?
28.
29. SEM: Confirmatory factor analysis. CFA and exploratory factor analysis.
17.
30. Analysis with Statistical Packages
18 & 19 END TERM EXAMS