BTRY 694: Theory of Multivariate Statistics

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Nov 7, 2013 (3 years and 11 months ago)

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BTRY
694
:
Theory of Multivariate Statistics


Course Times
: Tuesday/Thursday
2:55

-

4:10

CM 106


Lecturer
: Giles Hooker


Comstock 1186


5
-
1638


Office hours
: Wed,
1
-
3


Website:

www.bscb.cornell.edu/~hooker/
Multivariate_2008


Syllabus


Multivariate data and distributions. Normal theory. Multivariate linear
regression. MANOVA/MANCOVA; testing + inference. Seemingly Unrelated Regression.
Principal Components Analysis, Canonical Correlation Analysis, Factor Analysis.
Multidimensional Scalin
g. Structural Equation Models. Bayesian Networks.


Assessment
:



4

assignments (25% each)


The first three assignments will be regarded as regular class homework and
collaboration is expected and encouraged. The four
th

will take the place of
a final ex
am and you are expected to work independently.


Prerequisites
:
BTRY 601/602 or equivalent


Text
:
Timm: Applied Multivariate Analysis: Springer


Computing Software
:

The text provides examples in SAS which will periodically
be demonstrated. You are free to

use other software in assignments.
Some
assignments may require programming.


Additional References
:

Mardia, Kent, B
ibby, “Multivariate Statistics”: Academic Press
(recommended)

Muirhead, “Aspects of Multivariate Statistical Theory”
: Wiley

Anderson, “An
Introduction to Multivariate Statistical Analysis”
: Wiley

Academic Integrity

As per university policy, all syllabi should contain some reference to the
Cornell Academic
Integrity Code.

Violations are dealt with seriously, so please read it:


http://www.cuinfo.cornell.edu/Academic/AIC.html