Courses and study plans / Statistics
3613 Multivariate Data Analysis
| Period: 4 | 21.3.2011 - 13.5.2011 |
| Level |
Basic Studies Intermediate Studies Doctoral Studies |
| ECTS-credits | 8 |
| Department | Finance and Statistics |
| Updated | 1.2.2010 19:46 |
Exam dates
| 17.5.2011 |
| 10.6.2011 |
| 24.8.2011 |
Handbook information
Aim
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.
Language of Instruction
English
Pre-requisites
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.
Contact hours
40-50 h
Instruction
Lectures and exercises
Literature
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.
Instructor
Taimitarha, Susanna