Applied Multivariate Analysis

Course Schedule

DateTopicsSlides
Part I. Foundations  
ComingLecture 1. Introduction and Review (Chapters 1–4)Coming
ComingLecture 2. Inference about a Mean Vector (Chapter 5)Coming
Part II. Dimension Reduction  
ComingLecture 3. Principal Component Analysis (PCA) (Chapter 8)Coming
ComingLecture 4. Factor Analysis (Chapter 9)Coming
ComingLecture 5. Multidimensional Scaling (MDS) and Nonlinear Embedding (Chapter 12.6 + Supplement)Coming
Part III. Classification and Clustering  
ComingLecture 6. Discriminant Analysis (Chapter 11)Coming
ComingLecture 7. Classification Extensions (Chapter 11 + Supplement)Coming
ComingLecture 8. Cluster Analysis (Chapter 12)Coming
Part IV. Regression and Canonical Methods  
ComingLecture 9. Multivariate Regression (Chapters 6 and 7)Coming
ComingLecture 10. Canonical Correlation Analysis (CCA) (Chapter 10)Coming
ComingLecture 11. Correspondence Analysis (Chapter 12.7 + Supplement)Coming
Part V. Advanced and Modern Topics  
ComingLecture 12. Structural Equation Models (SEM) (Supplement)Coming
ComingLecture 13. Partial Least Squares (PLS) (Supplement)Coming

TA

Syllabus

Homework

  1. Coming

Prerequisites

Textbook

Reference Books