VHM 881: Introduction to Multivariate Statistical Methods
Welcome to the homepage of the directed studies (graduate) course VHM 881 offered in the fall semester of 2014, at the
Department of Health Management, Atlantic Veterinary College, in
collaboration with the Department of Mathematics and Statistics,
UPEI.
Course outline
This graduate course is intended for students with a basic background in
(applied) statistics, corresponding roughly to an introductory
statistics course and a course on multivariable regression (of any type).
It introduces the student to a range of different multivariate analytical
procedures, including principal component analysis, factor analysis, discriminant
analysis and cluster analysis. Non-technical introductions to the necessary
matrix algebra and handling of multivariate data are included as well. In the applied
parts of course the students are expected to apply the different multivariate techniques
to either their own dataset or sample datasets provided by the course
instructors, using either Minitab or statistical software of their own choice.
The aim of the course is to provide the students with a basic understanding of the
principles of different multivariate techniques, and the differences between them, as well as
first practical experiences of their application to real data.
- Course material:
- M: Manly BFJ (2004), Multivariate Statistical Methods: A Primer, 3rd ed, Chapman/Hall, 424pp; M1: 1st edition (1986).
- TF: Tabachnick BG, Fidell LS (2006), Using Multivariate Statistics, 5th ed, Allyn & Bacon.
- S: Sharma S (1995), Applied Multivariate Techniques, Wiley,
- JW: Johnson RA, Wichern DW (2006), Applied Mutlivariante Statistical
Analysis, 6th ed, Pearson.
- Course schedule:
2-hour weekly lecture/tutorial sessions as outlined in schedule
below, corresponding to 1 credit hour (UPEI credits for graduate courses).
- Assignments and exam:
- student project leading to a written report and a brief seminar (60%),
- on-line quizzes on course concepts (40%).
- Course instructors:
Henrik Stryhn, Department of Health Management, AVC, UPEI; Sami Khedhiri,
Department of Mathematics and Statistics, Faculty of Science, UPEI.
- Admission to course:
Permission of instructors; preference will be given to graduate students.
Preliminary schedule:
| Session | Date | Hours | Room | Topics and textbook references
|
|---|
| 1 | 12/9 | 9-11 | LC | Introduction to course and presentations of data sets; M:1
|
|---|
| 2 | 19/9 | 9-11 | LC | Matrix algebra and graphical tools; M:2+3 (M1:2)
|
|---|
| 3 | 26/9 | 9-11 | LC1 | Multivariate inference and Principal components analysis; M:4+6 (M1:3+5), TF:13, S:4
|
|---|
| 4: 1 2 | 3/10 | 9-11 | LC | Factor analysis; M:7 (M1:6), TF:13, S:5+6
|
|---|
| 5 | 17/10 | 9-11 | LC1 | Multivariate distance and Discriminant analysis; M:5+8 (M1:4+7), TF:9, S:8+9
|
|---|
| 6 | 24/10 | 9-11 | LC | Cluster analysis; M:9 (M1:8), S:7
|
|---|
| 7 | 31/10 | 9-11 | LC | Canonical correlation analysis; M:10 (M1:9), TF:12
|
|---|
| 8 | 14/11 | 9-11 | LC | Multidimensional scaling; M:11 (M1:10)
|
|---|
| 9 | 21/11 | 9-11 | LC | Student project presentations
|
|---|
Legend for rooms: LC=AVC 286B/C N, LC1=AVC 278N
Other information
- List of participants
- Data sets from Manly (2004) in .csv format: sparrows (1.1),
Egyptian skulls (1.2),
Californian butterflies (1.3),
dogs from Thailand(1.4),
European employment (1.5);
NZ road distances,
Excel file with all datasets for book
- Factor analysis data sets in .csv format: exam scores, toothpaste survey,
- Data sets at UC Irvine Machine Learning Repository
- Minitab and other software files from lectures
- Quiz 1 on PCA and FA (deadline Oct 17, 9am): text, Table 6.7, data. Solution.
- Quiz 2 on LDA, CA and CCA (deadline Nov 14, 9am): text, data. Solution.
- Course evaluation (please complete and return to course instructors).
Contact
Henrik Stryhn, Department of Health Management, Atlantic Veterinary College,
room 417S, phone: (902) 894-2847, fax: (902) 566-0823, e-mail: hstryhn@upei.ca.
Henrik Stryhn
(hstryhn@upei.ca) 2014-11-20