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Dec 11, 2024
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MACT 429/4233 - Applied Multivariate Analysis (3 cr.)
Prerequisites ( or ECON 3061 ) and ( or or ECON 2081 )
Description Techniques of multivariate statistical analysis illustrated by examples from various fields. Topics include: Multivariate normal distribution. Sample geometry and multivariate distances. Inference about a mean vector. Comparison of several multivariate means, variances, and covariances. Detection of multivariate outliers. Principle components. Multidimensional scaling. Factor analysis. Canonical correlation. Discriminant analysis. and Clustering. Course includes an applied project (a thorough analysis of real-life data sets using computer-packaged programs).
When Offered Offered once a year.
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