Instructor: Wen-Ping Hsieh

Reference
Johnson, R.A. and Wichern, D.W. Applied Multivariate Statistical Analysis.
Sixth Edition, 2007. Pearson Prentice Hall. ISBN 0-13-187715-1.
Brian Everitt, Torsten Hothorn. An introduction to applied multivariate
analysis with R, 2011. Springer.

Tentative Schedule
‧Introduction
‧Graphical displays, principal components, multidimensional scaling
‧Multivariate normal distribution
‧Extension of linear model to multivariate response: Hotelling T2 and MANOVA
‧Factor analysis
‧Cluster analysis: Kmeans, Hierarchical Clustering
‧Correspondence analysis
‧Canonical correlation analysis

objectives of the course
Students taking this course will learn about the techniques of displaying and
analyzing multivariate data. We will introduce the theories underlying these
methods, and applications will be followed to make it clear. Demonstration
with R or SAS will be provided. Students can choose their preferred software
to solve the problems.

Prerequisite
Students are assumed to have knowledge of linear algebra, calculus, some basic
ideas of probability theory, statistical inference and linear models.