Statistics 4M03/6M03

Multivariate Analysis

Dr P.D.M. Macdonald

2003-2004

Calendar Description

Multivariate distributions: Normal, Wishart, T² and others; regression, correlation, factor analysis, general linear hypothesis.

• Course Outline

Announcements

Assignment #3 is now marked and can be collected from my office. Last chance... check your final Term Marks online! STATS 6M03 EXTRA WORK I would like you to select an advanced topic from the textbook. Explain the theory and do an example that is not already done in the book. The quality of writing and presentation must be good. It must be a unique topic, and it must be individual work. I would like to have all your reports submitted by January 15. If you submit earlier than that you will have a chance to re-write. Please tell me as soon as possible what topic you would like to do. OF POSSIBLE INTEREST I was in Washington, DC, December 3-5 serving on a Scientific Advisory Panel for the US Environmental Protection Agency, on "Probabilistic exposure and risk assessment for children who contact CCA-treated wood on playsets and decks and CCA-containing soil around these structures" and again on December 11-12 for "Physiologically-Based Pharmacokinetic Modeling (PBPK): Pilot analysis with a n-methyl carbabmate pesticide." These are public hearings to review the methodology the EPA proposes to use. Why is it important to have statisticians on these panels?

Timetable

Monday at 08:30, Wednesday at 08:30, Friday at 10:30 in HH-102.

Computer Labs

• The class will meet in the BSB-244 Computer Lab at the following Mondays at 08:30:
  • 2003-09-15 12:30 (Splus and R - part 1)
  • 2003-09-22 12:30 (Splus and R - part 2)
  • 2003-09-29 13:30 (SAS - part 1)
  • 2003-10-06 12:30 (SAS - part 2)

  You must have a valid userid, password and laser printing account for the lab!

Computer Lab Exercises

These exercises are for self-directed learning. They will not be graded and you do not have to hand them in. However, you will find that writing down your interpretation of the results is an excellent way to clarify your understanding. If you complete your report and submit it to me, I will read it and return it with comments and suggestions.

• Getting started in Splus and R
• Using Splus to draw a 3-D frequency polygon for bivariate data
• Get the datasets for Srivastava, Methods of Multivariate Statistics
• Explore the crude oil data (Excel file)

Text

• Srivastava, Muni. Methods of Multivariate Statistics, Wiley.

Muni Srivastava was awarded the Gold Medal of the Statistical Society of Canada last year. Click here to see photos of him taken in the McMaster University Student Centre.

Class Notes

• Drawing an Ellipse in Splus or R
• Plotting the Bivariate Standard Normal Density in Splus or R
• Confidence Regions for a Multivariate Normal Mean
• Principal Component Analysis - Cereal Data

Computing Resources

• R for Beginners - a 31-page introduction to R, in pdf format - and other online manuals
• Download R - a freeware package with the look and feel of Splus
  
  

  You want the "Precompiled binary distribution", not the "source code". For Windows installation, go to the link for "Windows (95 and later)", open folder "base", and click on SetupR.exe to download the installer SetupR.exe. Then run SetupR.exe to install R on your computer.

  
  
• An On-Line Splus Tutorial from Dalhousie University
  
  

  Because you are running R in Windows, not UNIX, you should skip the Introduction, which is mostly about UNIX, and begin with Entering Data.

  
  
• Insightful Corporation- Vendor of Splus
• An On-Line Introduction to UNIX
• Running UNIX versions of Splus, R, and SAS at McMaster

Assignments

• Assignment #1 - Due 2003-10-30 19:00
• Assignment #2 - Due 2003-11-20 19:00
• Assignment #3 - Due 2003-12-09 13:00 (MS Word file)

Tests

Some Other Links

• Statistics Seminars at McMaster
• Statistical Society of Canada / Société statistique du canada
• SORA (Southern Ontario Regional Association of the SSC)
• My work on mixture distributions

Need more help?

• If you have concerns about preparing for tests and examinations, improving your study habits, giving class presentations, or mastering English as a second language, the Centre for Student Development can help.