Credit hours
In-class work per week |
Practice per week |
Credits |
Duration |
Total |
3 |
1 |
8 |
15 weeks |
120 hours |
Instructor
Afrânio Márcio Corrêa Vieira
Carlos Tadeu dos Santos Dias
Cesar Goncalves de Lima
Cristian Marcelo Villegas Lobos
Marcelo Andrade da Silva
Objective
Provide postgraduate students with the necessary elements for the appropriate use of Multivariate Analysis methods for research data.
Content
Multinormal Distribution: definition, properties, point estimation of parameters. Wishart distribution: definition and fundamental properties. Cases of inference on the vector of means of one, two and several multinormal distributions. Hotelling test. Multidimensional Linear Models. Point estimation and confidence region. Multidimensional hypothesis testing. Principle of union and intersection and use of Bonferroni inequality to control the joint significance level. Discriminant Analysis: cases of two or more multinormal distributions. Multidimensional data conglomeration. Principal Components and matrix structure tests of variances and covariances. Canonical correlations. Multidimensional factor analysis. Cluster Analysis.
Bibliography
Análise Multivariada de Dados. 6ª Edição. Autores: Joseph F. Hair Jr.; William C. Black; Barry J. Babin; Rolph E. Anderson; Ronald L. Tatham. Editora: Bookman. Páginas: 688. ISBN: 9788577804023. Ano: 2009
ANDERSON, T.W. An Introduction to Multivariate Statistical Analysis. John Wiley, 1958.
PROGRAMA
CRITÉRIOS DE AVALIAÇÃO (máximo 160 caracteres) Português:
Provas e seminários
Inglês:
Exams and seminars
Observações: Português:
Sem observação.
Inglês:
No observation.
Everitt, B. and Hothorn, T. An introduction to Applied Multivariate Analysis with R. New York: Springer, 2011.
GODOI, C.R. de M. Análise Estatística Multidimensional. DME/ESALQ/USP, 1985.
JOHNSON, R.A. e D.W. WICHERN. Applied Multivariate Statistical Analysis. 6th ed. Englewood Cliffs, Prentice Hall, 2007. 773 p.
KHATTREE, R. e D.N. NAIK. Applied Multivariate Statistics with SAS Software. 1999. 338 p.
KRZANOWSKI, W.J. Principles of Multivariate Analysis; a User's . Perspective. Clarendon Press, Oxford, England. 1988.
KRZANOWSKI, W.J. and MARRIOTT, F.H.C. Multivariate Analysis. Part 1 Distribution, Ordination and Inference. Edward Arnold London. 1994.
KRZANOWSKI, W.J. and MARRIOTT, F.H.C. Multivariate Analysis, Part 2 Classification, Covariance Structures and Repeated Measurements. Edward Arnold. London. 1995.
MANLY, B.F. Multivariate Statistical Methods: a primer, CHAPMAN & HALL. London, UK, 2004. MARDIA, K.V. et alii. Multivariate Analysis. Academic Press, 1979.
MORRISON, D.F. Multivariate Statistical Methods. McGraw-Hill, 1967.
NOGUEIRA, I.R. Aplicação de Matrizes no Estudo da Distribuição Multinormal. Ciência e Cultura, 20: 601-661, 1968.
RAO, C.R. Linear Statistical Inference and its Applications. 2nd ed. John Wiley, 1973. SAS INSTITUTE. SAS System for Linear Models. Cary N.C. 1986.
SAS INSTITUTE SAS/STAT. Guide for Personal Computer. Cary N.C. 1987. SAS INSTITUTE SAS/IML. User's Guide Release 6.03. Cary N.C. 1988.
Zelterman, D. Applied multivariate statistics with R. New York: Springer 2015.