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 21Nov07 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 14Nov07 Link to cancor.do 11Nov07 Here are a bunch of datasets that you might be interested in for the final project: use http://www.philender.com/courses/data/hsb6 /* high school & beyond 600 cases */ use http://www.philender.com/courses/data/api_elem_03 /* api elementary school data */ use http://www.philender.com/courses/data/learning_tests /* 5 learning tests */ use http://www.philender.com/courses/data/body_dimensions /* body dimensions */ use http://www.philender.com/courses/data/depression /* afifi depression data */ use http://www.philender.com/courses/data/lung /* afifi lung data */ use http://www.philender.com/courses/data/gseis /* gseis student data */ use http://www.philender.com/courses/data/csdata /* computer science student data */ use http://www.philender.com/courses/data/naep /* national assessment of educational progress */ use http://www.philender.com/courses/data/student2 /* student drinking survey */ use http://www.philender.com/courses/data/socsvy /* national social survey 2002 */ use http://www.philender.com/courses/data/cereals /* nutritional data on cereals */ use http://www.philender.com/courses/data/reading_test /* multiple reading tests for 3 groups */ use http://www.philender.com/courses/data/hospital /* 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 28Oct07 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 22Oct07 Oops, I made an error while updating the X matrix for assignments #2. It is fixed now. 22Oct07 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 X[5,2] 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 U[5,1] c1 r1 1 r2 1 r3 1 r4 1 r5 1 /* compute vector od column sums */ mat mv = U'*X mat lis mv mv[1,2] c1 c2 c1 15 25 /* compute mean vector */ mat mv = mv/rowsof(X) mat lis mv mv[1,2] c1 c2 c1 3 5 /* compute mean matrix */ mat mm = U*mv mat lis mm mm[5,2] 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 D[5,2] 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: Introduction 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