ST405      Half Unit
Multivariate Methods

This information is for the 2014/15 session.

Teacher responsible

Prof Irini Moustaki

Availability

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.

Pre-requisites

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

Course content

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

Teaching

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

Formative coursework

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

Indicative reading

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.

Assessment

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

Key facts

Department: Statistics

Total students 2013/14: 25

Average class size 2013/14: 25

Controlled access 2013/14: No

Lecture capture used 2013/14: No

Value: Half Unit

Guidelines for interpreting course guide information

Personal development skills

  • Problem solving
  • Application of numeracy skills
  • Specialist skills