University of Illinois at Chicago
College of Business Administration
Department of Information & Decision Sciences
IDS 470     Multivariate Statistical Analysis I
Semester     Spring, 1999 (Term #982)
Instructor     Prof. Stanley L. Sclove
Textbook     Hair et al., 5th ed.

Course Homepage

Organization and Administration
Syllabus
Daily Calendar
Bibliography   (FYI only: no readings assigned except the textbook)
Remarks on Grading "on the Curve"
Suggestions for IDS Majors
Datasets
HATCO Data
Table 2.1     ASCII text     Excel
Table 4.1
              Codebook for Credit Card Data
              Credit Card Data N=8 from Ch. 4
              Credit Card Data N=48 like that in Ch. 4

Notes

Notation Used
Notes on Linear Algebra
Errata
Chapter 1:   Introduction
Summary
Commentary
Chapter 2:   Examining Your Data
Summary
Commentary
Homework A Due Tues., 2-Feb.
Data:   ASCII text     Excel
Chapter 6:   Multivariate Analysis of Variance
Summary
Commentary

Some Aspects of Financial Investments Analysis

(This material is not in Hair et al. Reference is made to some sections of McClave & Benson.)

Portfolio Selection
Variance of a Variate
Variance of an Investment Portfolio
The Market Model and "Beta"
"Beta"
"Beta" in Bull and Bear Markets
Chapter 3:   Factor Analysis
Summary
Commentary
Exam #1, Tues., 23-Feb.     Solutions
Homework B Due Thurs., 11-March
Chapter 5:   Discriminant Analysis & Logistic Regression
Summary
Commentary
Notes on the Family of Multivariate Normal Distributions
Chapter 11:   Structural Equation Modeling
Summary
Commentary
Exam #2, Tues., 30-March     Solutions
Chapter 9:   Cluster Analysis
Summary
Commentary
Notes on "The Clustering of America"
Distance Matrix for Clustering Exercise
Chapter 12:   Emerging Techniques
Summary
Commentary
Addendum: CART and AID
Final Exams, Wed., 5-May and Fri., 7-May     Solutions

Study Aids:   Review Questions and Previous Exams

Review Questions
Answers to Review Questions
Solutions to Previous Exams
Spring '98:     Exam 1     Exam 2     Final
Fall '98:         Exam 1       Exam 2     Final
Notes on some Chapters not included in the course (for reference only -- not required):
Chapter   4:   Multiple Regression
Outline
Chapter   4A:   Advanced Diagnostics for Multiple Regression Analysis
Outline
Chapter   7:   Conjoint Analysis
Summary
Commentary
Chapter  8:   Canonical Correlation Analysis
Summary
Commentary
Mathematics of Canonical Correlation (optional)
Chapter 10:   Multidimensional Scaling
Summary
Commentary
Appendices (Optional)
Created:   21 October 1998       Updated: 8 May 1999