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

*Note: Please visit this page regularly for any change and addition

  Handouts

Syllabus 

SAS:  Getting Started

SAS renewal code (good through Sep 2008) and instructions

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Example SAS Codes (New)

Note: problem numbers are from Dallas Johnson's AMMDA book
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3D surface and contour plot for bivariate normal density (Macro)

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Macro for faces and stars plots (folder) (example) : the macro was found at http://www.math.yorku.ca/SCS/sasmac/faces.html.

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Andrew's plot (BIG 8 example, Prob 3.9 (a))

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Principal Components Analysis (example Proc PrinComp)  (output pdf)

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Factor Analysis (ex6.2) (output pdf)

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Discrimination Analysis (two populations) example Turkey data

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Discrimination Analysis (more than two populations) example linear   quadratic

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Canonical Discriminant Analysis example

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Cluster Analysis example

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Multidimensional scaling example 9.5 using plotit automacro

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Example SAS Codes (old):

Note: problem numbers are from Johnson and Wichern's AMSA book
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    Descriptive Statistics & example Proc IML  (Table 1.2)

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     Assessing Normality Assumption (Example 4.12, 4.13) HTML output

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     Hotelling T-square (Table 5.1)   

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     Simultaneous CI and Conf Ellipse (PDF File) (Example 5.5)

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     Comparing Mean Vectors from two populations (Exercise 6.19) 

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     Principal Components (Exercise 8.10) PDF output

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     Factor Analysis (Example 9.10) PDF output

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     Box-Cox transformation (example 4.16)

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     Clustering (Utility data Table 12.5) PDF output

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  Announcement

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  1. We will meet at the comp lab (LA 349) on Feb. 7

  Homework Assignments  

  1. 1.8, 2.10 by 02/14/07

  2. 3.9, 3.10, 3.12, 4.2 by 02/26/07

  3. 10.1, 10.3 by 03/07/07

  4. 5.6, 5.7 by 03/21/07

  5. 7.1, 7.2, 7.6 by 04/

  6. 8.2, 8.3 by 05/09/07

  Take-home MT Assignments

      statement(PDF), data

  Project AssignmentProject  (due Monday, August 27)

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  Data Sets : prob 2.10

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