Prof Irini Moustaki

This course is available on the MSc in Statistics, MSc in Statistics (Financial Statistics), MSc in Statistics (Financial Statistics) (Research) and MSc in Statistics (Research). This course is available with permission as an outside option to students on other programmes where regulations permit.

Students must have completed Further Mathematical Methods (MA212) and Probability, Distribution Theory and Inference (ST202).

An introduction to the theory and application of modern multivariate methods used in the Social Sciences: Multivariate normal distribution, principal components analysis, factor analysis, latent variable models, and structural equations models.

20 hours of lectures and 8 hours of computer workshops in the LT.

Week 6 will be used as a reading week.

Coursework assigned fortnightly and returned to students with comments/feedback during the computer workshops.

D J Bartholomew, F Steele, I Moustaki & J Galbraith, Analysis of Multivariate Social Science Data (2nd edition);

D J Bartholomew, M Knott & I Moustaki, Latent Variable Models and Factor Analysis: a unified approach;

C Chatfield & A J Collins, Introduction to Multivariate Analysis;

B S Everitt & G Dunn, Applied Multivariate Data Analysis;

K.V. Mardia, J.T. Kent and J.M. Bibby, Multivariate Analysis.

Exam (100%, duration: 2 hours) in the main exam period.