University of Illinois at Chicago
College of Business Administration
Department of Information & Decision Sciences 
IDS 470     Multivariate Statistical Analysis I
Semester     Fall, 1999 (Term #991)
Instructor     Prof. Stanley L. Sclove
Textbook     Johnson & Wichern, 4th ed.

Course Homepage
Organization and Administration
Syllabus
Daily Calendar
Errata to Textbook
Bibliography  (FYI only: no readings assigned except the textbook)
Remarks on Grading "on the Curve"
Suggestions for IDS Majors 
Homework A
Due Wed., 22-Sept.
Homework B
Due Mon., 25-Oct. 

Notes

Background
Notation Used
Notes on Linear Algebra 
Chapter 1:   Introduction
Notes
"Against All Odds: Inside Statistics" Program 10: Multidimensional Data will be viewed in connection with Section 1.4: Data Displays and Pictorial Representations
Chapter 2:   Matrix Algebra & Random Vectors
Chapter 3:   Sample Geometry and Random Sampling


Chapter 4:   The Multivariate Normal Distribution
Notes
Some Statistical Aspects of Financial Investment Portfolio Analysis

              (This material is not in JW. Reference is made to some sections of McClave, Benson & Sincich.)
Outlier Detection:    An Example (to go with JW Sec. 4.7) 
Chapter 5:   Inferences about a Mean Vector
Notes


Chapter 6:   Comparisons of Several Multivariate Means
Notes
Analysis of Table 6.1 Effluent Data Analysed by Two Labs
Analysis of Table 6.2 Sleeping Dog Data 
Exam #1
Mon., 4-Oct.
Base your review on the Sample Exam and its solutions. 
Chapter 7:   Multivariate Linear Regression NOT REQUIRED
Notes
Chapter 8:   Principal Components
Notes
Chapter 9:   Factor Analysis and Inference for Structured Covariance Matrices
Notes
Chapter 10:   Canonical Correlation Analysis NOT REQUIRED
Notes being written
Chapter 11:   Discrimination and Classification

Notes
Addendum to Sec. 11.8


Exam #2       Wed., 3-Nov.


Chapter 12:   Clustering, Distance Methods and Ordination
Notes on "The Clustering of America"
Notes

Correspondence Analysis:
Chi-Square Analysis of Table 12.15, p. 798


Structural Equation Models (JW Sec. 9.7)
Notes
GEMINI output for Duncan, Featherman and Duncan


Final Exam
1:00-3:00, Tuesday, 7-December


Study Aids:   Review Questions and Solutions to 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
Fall '99:        Exam #1         Exam #2         Final Exam Form A         Final Exam Form B
Created:   21 Oct 1998       Updated: 7 Dec 1999