## 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

Handouts

SAS:

Announcement

Example SAS Codes (AMSA, Johnson and Wichern):

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

 Descriptive Statistics & example Proc IML  (Table 1.2) Assessing Normality Assumption (Example 4.12, 4.13) HTML output Hotelling T-square (Table 5.1) Simultaneous CI and Conf Ellipse (PDF File) (Example 5.5) Comparing Mean Vectors from two populations (Exercise 6.19) Principal Components (Exercise 8.10) PDF output Factor Analysis (Example 9.10) PDF output Box-Cox transformation (example 4.16) Clustering (Utility data Table 12.5) PDF output

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Example SAS Codes (AMMDA, Dallas Johnson)

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

 3D surface and contour plot for bivariate normal density (Macro) Macro for faces and stars plots (folder) (example) : the macro was found at http://www.math.yorku.ca/SCS/sasmac/faces.html. Andrew's plot (BIG 8 example, Prob 3.9 (a)) (new) Normal Assessment (example normal random sample) Principal Components Analysis (example Proc PrinComp)  (output pdf) Factor Analysis (ex6.2) (output pdf) Discrimination Analysis (two populations) example Turkey data Discrimination Analysis (more than two populations) example linear   quadratic Canonical Discriminant Analysis example Logistic Analysis (three populations) Cluster Analysis example 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