MULTIVARIATE ANALYSIS
FALL 2006
Instructor: 
GuanHua Huang, Ph.D. 

Office: 423 Joint Education Hall 

Phone: 035131334 

Email: ghuang@stat.nctu.edu.tw 
Class meetings: 
Tuesday 9:0012:00 at 406 Joint Education Hall 
Office hours: 
By appointment 
Class website: 
http://www.stat.nctu.edu.tw/subhtml/source/teachers/ghuang/course/multivariate06/ 
Credit: 
Three (3) credits 
The aims of this course are
Ÿ
To illustrate
extensions of univariate statistical methodology to multivariate data.
Ÿ
To introduce students
to some of the distinctive statistical methodologies which arise only in
multivariate data.
Ÿ
To introduce students
to some of the computational techniques required for multivariate analysis
available in standard statistical packages.
Topics include: multivariate
techniques and analyses, multivariate analysis of variance and repeated measures,
discriminant analysis, factor analysis and principal component analysis, canonical
correlation, cluster analysis, structural equation models.
Handouts corresponding to each lecture will be
available on the class website before each class. There is one required textbook for this course and reading assignments will be made
primary in this book:
Johnson, R.A. and Wichern, D.W., 2002. Applied
Multivariate Statistical Analysis, Fifth
Edition. Prentice Hall,
Students are expected to have
background on undergraduate probability, mathematical statistics, and linear
regression.
The course grade will be based on four homework assignments (50%), one midterm exam (20%), and one final exam (30%).
COURSE OUTLINE
Module 
Topic 

1 
introduction, objectives, multivariate
data, matrix algebra and vector spaces 
130, 50111 
2 
statistical distance, expected values,
variances and covariances of linear combinations, sample geometry 
3037, 6779, 112148 
3 
multivariate normal distribution 
149209 
4 
inferences about a mean vector, Hotelling's
T^{2} 
210219 
5 
confidence regions and simultaneous comparisons,
missing data 
220238, 252256 
6 
twosample T^{2} 
272293 
7 
introduction to MANOVA 
293305, 395 
8 
MANOVA and linear models, compositional
data analysis 
305323, 327332, 354410. 
9 
profile and repeated measures analysis 
272282, 318327 
10 
principal components analysis, biplots 
426458, 719723 
11 
cluster analysis (hierarchical and
nonhierarchical) 
668700 
12 
multidimensional scaling, principal coordinates
analysis 
700708 
13 
discrimination and classification,
canonical discriminant analysis, data mining 
581628, 641646, 628641, 731747 
14 
factor analysis and the factor model,
factor rotation, scores, strategy 
477524 
15 
path and structural equation models 
524529 
16 
correspondence analysis, procrustes
analysis, canonical correlation analysis 
709719, 723730, 543580 