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Applied Multivariate Analysis

By Sugata Sen Roy   |   University of Calcutta
The Applied Multivariate course caters to two objectives. On one hand it extends the usual univariate statistical methods to several dependent variables. On the other, it develops techniques which are peculiar to several variable studies only. In the former the discussions are on multivariate distributions, multivariate testing, multivariate linear models, including multivariate regression and multivariate ANOVA. The latter introduces grouping techniques like Cluster Analysis and Classification problems, dimension reduction methods like principal Component Analysis and Factor Analysis, and several such topics. The course is a mix of basic theory and  their applications and is likely to be useful for both postgraduate students of Statistics and also students of other disciplines who uses statistical methods for their analyses.

Learners enrolled: 1235

SUMMARY

Course Status : Upcoming
Course Type : Core
Duration : 15 weeks
Start Date : 13 Jul 2020
End Date : 25 Oct 2020
Exam Date : 15 Nov 2020
Enrollment Ends : 31 Aug 2020
Category :
  • Mathematics
  • Level : Postgraduate

    COURSE LAYOUT

    Week Module
    1 1 Introduction to Multivariate Analysis
    2 Multivariate Distributions
    3 Multivariate Normal Distribution and Related Results 1
    2 4 Multivariate Normal Distribution and Related Results 2
    5 Multivariate Normal Distribution and Related Results 3
    6 Multivariate Normal Distribution and Related Results 4
    3 7 Classification of Individuals
    8 Cluster Analysis 1
    9 Cluster Analysis 2
    4 10 Cluster Analysis 3
    11 Cluster Analysis 4
    12 Cluster Analysis 5
    5 13 Discriminant Analysis and Classification 1
    14 Discriminant Analysis and Classification 2
    15 Discriminant Analysis and Classification 3
    6 16 Discriminant Analysis and Classification 4
    17 Principal Components Analysis 1
    18 Principal Components Analysis 2
    7 MID TERM ASSESSMENT
    8 19 Principal Components Analysis 3
    20 Principal Components Analysis 4
    21 Principal Components Analysis 5
    9 22 Factor Analysis 1
    23 Factor Analysis 2
    24 Factor Analysis 3
    10 25 Factor Analysis 4
    26 Factor Analysis 5
    27 Canonical Correlations 1
    11 28 Canonical Correlations 2
    29 Multidimensional Scaling 
    30 Correspondance Analysis 
    12 31 Multivariate Linear Models 1
    32 Multivariate Linear Models 2
    33 Multivariate Linear Models 3
    13 FINAL ASSESSMENT

    BOOKS AND REFERENCES

    INSTRUCTOR BIO

    Sugata Sen Roy

    University of Calcutta
    I had been teaching at the postgraduate level for the last 30 years. My research and teaching interests have been regression analysis, time series analysis, econometrics, development statistics, multivariate analysis and survival analysis. I have had several publications in these areas and have also guided Ph.D. students in related areas. However, my primary focus has been on teaching statistics and particularly in dissipating statistical knowledge to students of other disciplines. 

    COURSE CERTIFICATE

    30% of internal assessment and 70% of term end final Proctored Examination.


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