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
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