Stat6084 multivariate analysis | Social Sciences: Social Statistics & Dem...

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STAT6084 Multivariate Analysis
This modules look at introducing students to the analysis and interpretation of multivariate data: measurements of p
variables on each of n subjects.

Module Details

Title: Multivariate Analysis
Code: STAT6084
Year: 1
Semester: 2

CATS points: 10 ECTS points: 5
Level: Postgraduate Taught
Co-ordinator(s): Dr David J Holmes

Programmes in which this module is compulsory

In PGDip/MSc Social Statistics, this module is only compulsory for the Statistics pathway.

Programme UCAS Code Programme length

PG Dip/MSc Social Statistics (Statistics pathway) years


To introduce you to the analysis and interpretation of multivariate data: measurements of p variables on each of n
subjects. The module focuses on traditional normal-theory material which underpins many multivariate statistical
methods. In addition, the use of three classical multivariate techniques - principal component analysis, discriminant
analysis and cluster analysis - is considered in some detail. The module also involves some practical data analysis using
the statistical software STATA.


On successful completion of this module you will be able to demonstrate knowledge and understanding of
• techniques for displaying and summarising multivariate data;
• basic properties of multivariate distributions and in particular those of the multivariate normal and related distributions;
• standard multivariate hypothesis tests;
• the classical methods of principal components analysis, discriminant analysis, and cluster analysis.

Key Skills

During the module you should also develop the following skills:
• the ability to carry out and interpret the results from a principal component analysis, a discriminant analysis, and a
cluster analysis;
• the ability to analyse and solve problems;
• the use of the statistical software STATA.

The module covers traditional normal-theory material and the application of several commonly used multivariate
techniques. Topics covered are: simple plotting and display ideas for multivariate data, general (theoretical) properties of

1 of 2 12/3/2014 3:12 PM

Introduction to Multivariate Analysis. The computer workshops will provide experience of interpretation of STATA output necessary for the examination. http://www. Resources and reading list C. J.southampton. Chapman and Hall/ and clustering methods. L. Mardia. Collins (1980). B. T. multivariate distributions. Statistics with Stata (Updated for Version 10). London: Academic Press Assessment methods Examination 2 of 2 12/3/2014 3:12 PM . J. Krzanowski (2000).Stat6084 multivariate analysis | Social Sciences: Social Statistics & Dem. Multivariate Analysis (3rd edition). J. Study time allocation Contact hours: 20 Private study hours: 80 Total study time: 100 hours Teaching and learning methods This module is delivered through 14 lectures and 6 tutorials/computer workshops. principal component analysis. The lectures and tutorials will provide you with the methods and theory for the examination. Oxford: Clarendon. Principles of Multivariate Analysis: a User’s Perspective (revised edition). Cengage. Manly (2004). Multivariate Statistical Methods: a Primer (3rd edition). discriminant analysis. W. Hamilton (2008). Bibby (1979). measures of multivariate distance. London: Chapman and Hall. The lectures cover the theoretical aspects of the course. J. The computer workshops involve analysis of data and application of the techniques introduced in the lectures using STATA. M. Kent and J. K.. maximum likelihood estimation. similarity. Chatfield and A.. multivariate hypothesis testing. practice exercises that complement the lecture material are discussed during the F. the multivariate normal distribution and related distributions (Wishart and Hotelling’s distributions). V.. C..