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STAT6084 Multivariate Analysis


This modules look at introducing students to the analysis and interpretation of multivariate data: measurements of p
variables on each of n subjects.

Module Details

Title: Multivariate Analysis


Code: STAT6084
Year: 1
Semester: 2

CATS points: 10 ECTS points: 5


Level: Postgraduate Taught
Co-ordinator(s): Dr David J Holmes

Programmes in which this module is compulsory

In PGDip/MSc Social Statistics, this module is only compulsory for the Statistics pathway.

Programme UCAS Code Programme length

PG Dip/MSc Social Statistics (Statistics pathway) years

Aims:

To introduce you to the analysis and interpretation of multivariate data: measurements of p variables on each of n
subjects. The module focuses on traditional normal-theory material which underpins many multivariate statistical
methods. In addition, the use of three classical multivariate techniques - principal component analysis, discriminant
analysis and cluster analysis - is considered in some detail. The module also involves some practical data analysis using
the statistical software STATA.

Objectives:

On successful completion of this module you will be able to demonstrate knowledge and understanding of
techniques for displaying and summarising multivariate data;
basic properties of multivariate distributions and in particular those of the multivariate normal and related distributions;
standard multivariate hypothesis tests;
the classical methods of principal components analysis, discriminant analysis, and cluster analysis.

Key Skills

During the module you should also develop the following skills:
the ability to carry out and interpret the results from a principal component analysis, a discriminant analysis, and a
cluster analysis;
the ability to analyse and solve problems;
the use of the statistical software STATA.

The module covers traditional normal-theory material and the application of several commonly used multivariate
techniques. Topics covered are: simple plotting and display ideas for multivariate data, general (theoretical) properties of

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Stat6084 multivariate analysis | Social Sciences: Social Statistics & Dem... http://www.southampton.ac.uk/demography/postgraduate/taught_modules...

multivariate distributions, principal component analysis, the multivariate normal distribution and related distributions
(Wishart and Hotellings distributions), discriminant analysis, maximum likelihood estimation, multivariate hypothesis
testing, measures of multivariate distance, similarity, and clustering methods.

Study time allocation

Contact hours: 20
Private study hours: 80
Total study time: 100 hours

Teaching and learning methods

This module is delivered through 14 lectures and 6 tutorials/computer workshops. The lectures cover the theoretical
aspects of the course; practice exercises that complement the lecture material are discussed during the tutorials. The
computer workshops involve analysis of data and application of the techniques introduced in the lectures using STATA.

The lectures and tutorials will provide you with the methods and theory for the examination. The computer workshops will
provide experience of interpretation of STATA output necessary for the examination.

Resources and reading list

C. Chatfield and A. J. Collins (1980). Introduction to Multivariate Analysis, London: Chapman and Hall.

L. C. Hamilton (2008). Statistics with Stata (Updated for Version 10), Cengage.

W. J. Krzanowski (2000). Principles of Multivariate Analysis: a Users Perspective (revised edition), Oxford: Clarendon.

B. F. J. Manly (2004). Multivariate Statistical Methods: a Primer (3rd edition), Chapman and Hall/CRC.

K. V. Mardia, J. T. Kent and J. M. Bibby (1979). Multivariate Analysis (3rd edition). London: Academic Press

Assessment methods

Examination

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