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