STA 135 Multivariate Data Analysis

    Syllabus


    LECTURE: MWF 1:10 - 2:00 p.m., PhysGeo 148
    DISCUSSION: R 12:10 - 1:00 p.m., Hoagland 168
    INSTRUCTOR: Prof. Jiming Jiang, 4228 MSB, (530) 754-8589, jiang@wald.ucdavis.edu; Office hours: T 1-3 p.m.
    TEACHING ASSISTANT: Ms. Irina Udaltsova, 1117 MSB, iudaltsova@wald.ucdavis.edu; Office hours: TBA
    TEXT: Applied Multivariate Statistical Analysis by R. A. Johnson & D. W. Wichern (6th ed.), ISBN-13: 978-0-13-187715-3; ISBN-10: 0-13-187715-1.
    REQUIREMENTS:
  • HOMEWORK: Homework will be assigned in class and collected each Friday during the lecture. The graded homework will be given back during the discussion session on Thursday. The lowest two homework grades will be dropped in calculating the overall homework score. No late homework.
  • PROJECT: There will be two projects involving computer data analysis. The projects will be assigned on the course website. Each project is due in two weeks. Although we recommend that you use the R software which is freely available to complete the projects; other softwares (e.g., Splus, Minitab, SAS, SPSS) are also allowed. The TA will provide instructions for R and Splus, which is very similar to R, during her discussion sessions.
  • MIDTERM: There will be an in-class midterm exam. Exam date: TBA (during the lecture).
  • FINAL: There will be an in-class final exam. Exam date: Wed. June 10, 8:00 - 10:00 a.m.
    GRADES:
    FINAL 40%, MIDTERM 20%, PROJECT 20% (10% each), HOMEWORK 20%. (Grade Disputes will not be considered until the end of the quarter. Write a cover note including the total number of points in questions and your rationale. If the total points in question will change your letter grade (including +/-), your rationale will be considered.)
    TOPIC:
  • Aspects of Multivariate Analysis
  • Random Sampling
  • Inference about A Mean Vector
  • Comparisons of Several Multivariate Means
  • Multivariate Linear Regression
  • Principal Components Analysis
  • Factor Analysis and Inference about Structured Covariance Matrices
  • Canonical Correlation Analysis
  • Discrimination and Classification
  • Clustering Methods