Kurser och studieplaner / Statistik
3613 Multivariate Data Analysis
| Period: 4 | 21.3.2011 - 13.5.2011 |
| Nivå |
Grundstudier Ämnesstudier Forskarkurser |
| ECTS-poäng | 8 |
| Institution | Finansiell ekonomi och ekonomisk statistik |
| Uppdaterad | 1.2.2010 19:46 |
Tentdatum
| 17.5.2011 |
| 10.6.2011 |
| 24.8.2011 |
Handboksinformation
Mål
The aim of the course is to develop an understanding as well as a working knowledge of multivariate techniques such as principal component, factor, discriminant, cluster and canonical correlation analysis.
The statistical program PASW (SPSS) is used in the course.
After completing the course the student knows how to analyze data with multivariate statistical methods and how to evaluate, interpret and utilize the results.
Undervisningsspråk
English
Förkunskaper
The equivalent of a second course in statistics (e.g. 7777-Introduction to Research Methods) covering hypothesis testing, ANOVA and regression analysis.
The course can be included as a methods course in doctoral studies in other subjects than statistics, subject to the approval of the student's supervisor.
Undervisningstimmar
40-50 h
Undervisningsformer
Lectures and exercises
Litteratur
Afifi, Abdelmonem & Clark, Virginia A & May, Susanne (2004): Computer Aided Multivariate Analysis. Chapman & Hall, 4th ed. or later.
Sharma, Subhash (1996): Applied Multivariate Techniques. John Wiley.
Selected chapters as specified by the instructor.
Examination
Assignments, written exam and term paper. Additional assignment for doctoral students.
Examinator
Taimitarha, Susanna






