Multivariate Analysis

Class News

This page will be used to communicate with the class.

28Nov07 -- week 9.
    I plan to cover ...
    Factorial Multivariate Analysis of Variance
    Variations in the Key of F
    General Linear Model
    Linear Structural Models

Link to page with Stata presentation.

21Nov07 -- week 8.
    We covered ...
    More Exploratory Factor Analysis
    Q Factor Analysis
    Cluster Analysis
    Hierarchical Cluster Analysis
    Partition Cluster Analysis
Link to

Here are a bunch of datasets that you might be interested in for the final project:

use             /* high school & beyond 600 cases */ 
use      /* api elementary school data */ 
use   /* 5 learning tests */ 
use  /* body dimensions */ 
use       /* afifi depression data */
use             /* afifi lung data */ 
use            /* gseis student data */ 
use           /* computer science student data */
use             /* national assessment of educational progress */
use         /* student drinking survey */
use           /* national social survey 2002 */
use          /* nutritional data on cereals */
use     /* multiple reading tests for 3 groups */
use         /* survival of patients following admission to an adult icu */

14Nov07 -- week 7.
    We covered ...
    Corrected errors in canonical correlation
    finished Principal Components Analysis
    More Principal Components
    Exploratory Factor Analysis
    introduced confirmatiory factor analysis

1Nov7 -- I have saved the discriminat analysis program we worked on in class to here.  
I cleaned it up some and added annotation.  I also renamed matrix t to X which better 
fits the class notes.

7Nov07 -- week 6.
    We covered ...
    Classification of Observations
    Canonical Correlation Analysis
    The Big Picture
    started Principal Components Analysis

I will have a Tuesday office hour again this week from 12:30 to 1:30.  I will try to make every
Tuesday from 12:30-1:30.

31Oct07 -- week 5.
    We covered ...
    Hypothesis Testing: Equality of Covariance Matrices
    Discriminant Analysis
    Profile Analysis


Oops, I made an error while updating the X matrix for assignments #2.  It is fixed now.


I understand that students are having difficulty with assignment #2 so I will hold 
additional office hours, this week, to help students who are having problems: 
M 12:30-1:30 and T 12:30-1:30.

24Oct07 -- week 4.
	We covered the following units...
	Hypothesis Testing: k-Groups
	Matrix Operations II
	Matrix Operations III

17Oct07 -- week 3.
	We covered the following units:
	Multivariate Multiple Regression
	Probit Analysis
	Univariate Probit Models
	Bivariate Probit Models
	Multivariate Probit Models
	Hypothesis Testing: 1 & 2 Groups
10Oct07 -- Stata code used in class

     mat X = (3,7\1,5\2,3\5,4\4,6)
     mat lis X

    c1  c2
r1   3   7
r2   1   5
r3   2   3
r4   5   4
r5   4   6

     /* create unit vector */
     mat U = J(rowsof(X),1,1)
     mat lis U

r1   1
r2   1
r3   1
r4   1
r5   1

     /* compute vector od column sums */
     mat mv = U'*X
     mat lis mv

    c1  c2
c1  15  25

     /* compute mean vector */
     mat mv = mv/rowsof(X)
     mat lis mv

    c1  c2
c1   3   5

     /* compute mean matrix */
     mat mm = U*mv
     mat lis mm

    c1  c2
r1   3   5
r2   3   5
r3   3   5
r4   3   5
r5   3   5

     /* compute devistion scores */
     mat D = X-mm
     mat lis D

    c1  c2
r1   0   2
r2  -2   0
r3  -1  -2
r4   2  -1
r5   1   1

     /* devistion sscp */
     mat dsscp = D'*D
     mat lis dsscp

symmetric dsscp[2,2]
    c1  c2
c1  10
c2   1  10

10oct07 -- week 2.
	We covered the following units:
	Matrix Operations
	Matrix Operations in Stata
	What is an SSCP Matrix?
	The Seven Basic Matrices of Multivariate Analysis
	Mean Vectors and Matrices
	Computing the Deviation SSCP
	Matrix Tricks
	Regression Analysis III -- Matrix Formulation
	The Multivariate Normal Distribution

3Oct07  -- The errors in the unit Vector Operations have been fixed.

3)ct07 -- first class meeting.
    We covered these units:
	Vector Operations
	Vector Operations in Stata
	Regression Analysis I -- Simple Regression
	Regression Analysis II -- Multiple Regression
	Part of Matrix Operations

Multivariate Course Page

Phil Ender, 4oct05