STAT 450/550: Multivariate Statistical Analysis

 Sung E Kim, Dept. of Math and Statistics, Cal State-Long Beach

skim43@csulb.edu  Office: 562-985-4320

*Note: Please visit this page regularly for any change and addition

  Handouts

Syllabus 

SAS:  Getting Started

  Announcement

Example SAS Codes (AMSA, Johnson and Wichern):

Note: problem numbers are from Johnson and Wichern's AMSA book

bullet

    Descriptive Statistics & example Proc IML  (Table 1.2)

bullet

     Assessing Normality Assumption (Example 4.12, 4.13) HTML output

bullet

     Hotelling T-square (Table 5.1)   

bullet

     Simultaneous CI and Conf Ellipse (PDF File) (Example 5.5)

bullet

     Comparing Mean Vectors from two populations (Exercise 6.19) 

bullet

     Principal Components (Exercise 8.10) PDF output

bullet

     Factor Analysis (Example 9.10) PDF output

bullet

     Box-Cox transformation (example 4.16)

bullet

     Clustering (Utility data Table 12.5) PDF output

กกกก

Example SAS Codes (AMMDA, Dallas Johnson)

Note: problem numbers are from Dallas Johnson's AMMDA book

bullet

3D surface and contour plot for bivariate normal density (Macro)

bullet

Macro for faces and stars plots (folder) (example) : the macro was found at http://www.math.yorku.ca/SCS/sasmac/faces.html.

bullet

Andrew's plot (BIG 8 example, Prob 3.9 (a))

bullet

(new) Normal Assessment (example normal random sample)

bullet

Principal Components Analysis (example Proc PrinComp)  (output pdf)

bullet

Factor Analysis (ex6.2) (output pdf)

bullet

Discrimination Analysis (two populations) example Turkey data

bullet

Discrimination Analysis (more than two populations) example linear   quadratic

bullet

Canonical Discriminant Analysis example

bullet

Logistic Analysis (three populations) example8.2

bullet

Cluster Analysis example

bullet

Multidimensional scaling example 9.5 using plotit automacro

 

  Homework Assignments (AMSA, Johnson and Wichern, 6th ed):

Chapter 2: 24, 25, 41

Chapter 4: 2, 19, 29, 32

Chapter 5: 18, 20

Chapter 6: 5, 6, 7, 8

Chapter 8: 18 21

Chapter 9: 3, 20

Chapter 11: 24

Chapter 12: 16

 

  DATA folder for Johnson and Wichern (click here)

  DATA folder for Dallas Johnson (click here)

 

  Sample Midterm

      In-class MT I

        In-class MT II

      Take-home mt roblem statement

 

  Take-home Final Assignment :  Project Statement   Ozone Data

 Reference paper

   Back to Sung's home

Get Acrobat Reader