Inference about mean vectors and covariance matrices; multivariate analysis of variance and regression; canonical correlation; discriminant, cluster, principal component, and factor analysis.
STAT 666
At the end of Stat 666 the student will be able to:
Demonstrate Understanding
Demonstrate understanding of multivariate random vectors and their distributions
Basic Principles of Probability
Use basic principles of probability, statistics, and linear algebra to motivate:
the comparison of mean vectors
multivariate regression and canonical correlation
principal component analysis and factor analysis
classification and clustering
Produce Analysis
Produce a complete analysis of appropriate multivariate data using SAS and R
"Consulting" Project
Take a multivariate data analysis "consulting" project and
Indentify appropriate statistical approaches to address the clients problem
Carry out a thorough and meaningful analysis of the data
Clearly and effectively defend and communicate their approach and findings to their client in a report