Course Archives Statistical Quality Control & Operations Research Unit
Course: Multivariate Data Analysis
Instructor: Boby John
Room: Annex room of PJA
Level: Postgraduate
Time: Currently offered
Past Exams

Syllabus: Analysis of Multivariate data: Multivariate data summarization, Plots. Univariate and multivariate analyses similarities. Special problems associated with multivariate analysis Dimensionality reduction.
Multivariate normal distribution: Elementary properties. Inference on mean vectors in multivariate populations Mahalanobis D2, Hotellings T2 ,MANOVA.
Principal Component Analysis:
PC Analysis based on the population covariance matrix, based on the sample covariance matrix; use of principal components.
Factor analysis: Module, communality, variance of a factor & total variance; estimation of Parameters, choosing number of factors; selection of loading rotation.
Discriminant Analysis and classification: Fishers discriminant function,classification rule based on expected cost of misclassification; rule for classifying into two normals/K normals.
Cluster analysis, Multidimensional scaling, Correspondence analysis: Similarity measures, clustering methods and algorithms; multidimensional scaling basic algorithm; correspondance analysis algebraic development, inertia, interpretation.
Conjoint analysis: Introduction, methods.
Methods for multivariate SPC: Multivariate control charts, Multivariate process capability analysis.
Multivariate Linear Regression: Multivariate Linear Regression Model, Least square Estimation. Tests and confidence Intervals, Model Adequacy checking, Problems of Multicollinearity, Ridge Regression, Principal component Regression.

Reference Texts:
1. Applied Multivariate Methods for Data Analysis: By Johnson D.E., Duxbury Press (1998)
2. Multivariate Data Analysis: By Hair, J.F. Jr., Anderson, R.E., Tatham, R.L. and Black, W.C.. Pearson Education (Fifth Edition) (2006)
3. Applied Multivariate Techniques: By Sharma S. Wiley (1996)
4. Multivariate Statistical Process Control with industrial Applications: By Mason, R.L. and Young, J.C. ASA SIAM Series in Statistics and Applied Probability (2001)
5. Marketing Research: By Malhotra, N. Prentice Hall (Fifth Edition) (2006)

Midterm Exam marks
Assignment marks
Final Exam marks
Total 100 marks

Top of the page

Past Exams
15.pdf 16.pdf 17.pdf
15.pdf 16.pdf 17.pdf
Supplementary and Back Paper

Top of the page

[Indian Statistical Institute]