This course introduces statistical methods and techniques for multivariate data analysis. The course studies basic ideas underlying multivariate statistical methods and covers various applications of multivariate statistical analysis. The course discusses the design of a multivariate study, the choice of a multivariate method, the procedure of multivariate statistical analysis, and the interpretation of the analysis results. Topics include multivariate normal distribution, multivariate analysis of variance and covariance (MANOVA and MACOVA), principal components, factor analysis, structure equation modeling, canonical correlation, discriminant analysis, and cluster analysis.
ECON.7310 Statistics, or permission of instructor.