Multivariate Statistical Analysis
Syllabus, Master's level, 2ST125
- Code
- 2ST125
- Education cycle
- Second cycle
- Main field(s) of study and in-depth level
- Statistics A1F
- Grading system
- Fail (U), Pass (G), Pass with distinction (VG)
- Finalised by
- The Department Board, 14 October 2022
- Responsible department
- Department of Statistics
Entry requirements
120 credits including 90 credits in statistics, or 120 credits including 60 credits in statistics and 30 credits in mathematics and/or computer science. 7.5 credits linear algebra.
Learning outcomes
After completing the course the student is expected to
- know and be able to use multivariate statistical methods
- know to the underlying theory of multivariate statistical methods
Content
Multivariate data; Basic measures and statistics
Inference for one- and two-means; Profile analysis; Multiple comparisons
Multivariate general linear model: MANOVA and Multivariate regression
Principal components analysis
Canonical correlation analysis
Discriminant analysis
Instruction
Teaching can be given in the form of lectures, calculation exercises and computer exercises.
Assessment
The examination takes place partly through a written examination at the end of the course and/or through presentation orally and in written form of compulsory assignments.
Other directives
The course is included in the Master's programme in statistics.