STATISTICS 4M03/6M03

Multivariate Analysis

Course Outline 2001-2002

INSTRUCTOR

Dr P. D. M. Macdonald

Office:

BSB-202G

Telephone:

525-9140 x 23423 (24-hour Voice Mail)

e-mail:

pdmmac@mcmaster.ca

OFFICE HOURS

Monday 9:30 & 13:30, Wednesday 9:30, Friday 11:30.

Please come at the start of the hour. Other times by appointment.

Don't hesitate to contact me by telephone, voice mail, or e-mail any time you need help. If you need to see me at any time and my office door is open, I will see you then if I can, or arrange a time to meet later.

OBJECTIVES

Become fluent in the theory, application and calculation of multivariate statistical methods.

TOPICS

We will work through Johnson & Wichern, Parts I & II, in detail, then, as time permits, we will cover selected topics from Parts III & IV.

TEXT

Johnson, R.A. & Wichern, D.W. Applied Multivariate Statistical Analysis, Fourth Edition, Prentice Hall.

REFERENCE TEXT

Spector, P. An Introduction to S and S-Plus, Duxbury.

LECTURE NOTES

Copies of the lecture notes will be available in the Thode Library and in BSB-202.

COURSE WEB SITE

Check the course web site at http://www.math.mcmaster.ca/peter/s4m03/s4m03.html regularly for announcements, assignments, course notes, and answers to frequently-asked questions.

COMPUTERS

Students are expected to use computers in this course. All of the methods studied are available in Splus and some instruction in Splus will be given. Students are encouraged to explore other packages such as R, MINITAB, SPSS and SAS.

Our Splus licence allows students to install Splus on their home computers. See the instructor to borrow the installation disk.

ASSIGNMENTS

It is each student's responsibility to keep up to date with the course by working ahead in the text. Each chapter of the text has worked examples and lots of problems.

Three assignments will be handed in for grading. Some of the assignment questions will involve the data sets on the data disk that accompanies the text; this will give you some experience in "real-world" applications of statistics.

Students may work in groups of two or three and submit a single copy of any assignment, in which case each student in the group will receive the same mark.

TESTS

2001-10-16 (Tuesday)

18:30 - 19:30

GS-209

2001-11-20 (Tuesday)

18:30 - 19:30

GS-209

Aids permitted: Any calculators; any tables, books and notes.

EXAMINATION

There will be a formal 4-hour examination in December. The examination will be held in the BSB computer laboratory so that you can use Splus for your calculations.

Aids permitted: Computers; any calculators; any tables, books and notes.

GRADING SCHEME

All assignments will be counted. Only the better of the two tests will be counted. The final mark will be the best of the following four calculations:

   (A) 100% Exam;
   (B) 80% Exam + 20% Assignments;
   (C) 80% Exam + 20% Tests;
   (D) 60% Exam + 20% Assignments + 20% Tests.
 

I will review all "borderline" marks and possibly make further adjustments.

STATISTICS 6M03 FOR GRADUATE CREDIT

Graduate students taking Statistics 6M03 for graduate credit must give a 30-minute presentation and submit a written report on any ONE of the following: (1) a topic selected by the instructor from Part III or IV of the text; (2) the analysis of a multivariate data set (in which case the report should be a plain-language consultant's report); (3) a recent journal article on a topic of current research in multivariate methodology.

This additional work will count for 10% of the graduate student's final mark. The mark computed from assignments, tests and examinations by the grading scheme shown above will count for 90%.

ACADEMIC ETHICS AND DISHONESTY

We remind you of the Statement on Academic Ethics and the Senate Resolutions on Academic Dishonesty found in the Senate Policy Statements distributed at registration and available in the Senate Office. Any student who infringes one of these resolutions will be treated according to published policy.


Statistics 4M03/6M03

Last updated 2001-10-02 12:46