Course detail

LCE5860 - Multivariate Analysis


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
Edwin Moises Marcos Ortega

Objective
Provide graduate students the elements needed for proper use of multivariate analysis methods for research data.

Content
Multinormal distribution: definition, properties, pets per point of parameters. Distribution of Wishart: definition and basic properties. Cases of inference about the vector of medium-sized one, two and several distributions multinormais. Hotelling test. Linear models and multidimensional. Pets per point and per region of trust. Hypothesis testing multidimensional. Principle of union and intersection and use of inequality of Bonferroni correction to control the level of significance set. Discriminant Analysis: cases of two or more multinormais distributions. Conglomeramento of multidimensional data. Major components and tests of structure of matrix of variances and covariances. Canonical correlations. Factor analysis, multidimensional. 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.
DAGNELIE, P. Analyse Statistique à Plusieurs Variables. Les Presses Agronomique de Gembloux, Bélgica, 1982.
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.