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950 North Glebe Road Arlington, VA: Bonneau@gwu - Edu

This document provides information about a graduate level course in applied multivariate analysis offered at George Washington University. The course will be taught in the fall semester on Mondays from 2-5pm by Professor Robert Bonneau. Topics will include matrix algebra, the multivariate normal distribution, multivariate linear regression, and principal components analysis. Students are expected to be proficient in SAS programming and complete weekly homework assignments, a midterm exam, and a final exam.

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44 views3 pages

950 North Glebe Road Arlington, VA: Bonneau@gwu - Edu

This document provides information about a graduate level course in applied multivariate analysis offered at George Washington University. The course will be taught in the fall semester on Mondays from 2-5pm by Professor Robert Bonneau. Topics will include matrix algebra, the multivariate normal distribution, multivariate linear regression, and principal components analysis. Students are expected to be proficient in SAS programming and complete weekly homework assignments, a midterm exam, and a final exam.

Uploaded by

mohamed
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOC, PDF, TXT or read online on Scribd
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The George Washington University

Department of Statistics
COURSE AND CONTACT INFORMATION
Course:
Semester:
Class Time:

Stat 6215, Section G, Applied Multivariate Analysis


Fall 2012, (08/28/12 - 12/15/12)
Monday 2:00PM - 05:00PM, Location: 950 North Glebe Road
Arlington, VA

INSTRUCTOR
Name:
Professor Robert Bonneau
Office:
Rome Hall, Room 553
801 22nd St. NW
Washington, D.C. 20052
Phone:
(202) 994-6356 (email preferred)
E-mail:
[email protected]
Office hours:
Monday 5:00-6:00PM or by appointment at class location
TA:
TBD
COURSE DESCRIPTION:
This is primarily a lecture course designed to introduce you to the statistical analysis of several
variables, most likely dependent, following a joint normal distribution. Stat 6215 reworks much of
the material in Stat 41574158 using matrices and vectors (topics 1-5). Stat 6216 covers topics 511. Additional topics from the literature will also be covered. The computational aspects will include
the use of SAS/IML.
Matrix Algebra and Random Vectors
Multivariate Sample Geometry
The Multivariate Normal Distribution
Inferences about a Mean Vector
Comparisons of Several Population Means
Multivariate Linear Regression Models
Principal Components
Factor Analysis and Inference for Structured Covariance Matrices
Canonical Correlation
Discrimination and Classification
Clustering and Distance Methods
COURSE PREREQUISITES: Stat 4119, 4157, 4158 and Math 2184
SAS programming language will be used and the computational aspects will include
heavy use of matrix algebra tools (Proc IML). You are expected to be familiar with the
SAS software. GW labs provide access to SAS and have a site license for SAS. To obtain

a copy for your PC contact the Advanced Technology Lab in the basement of Gelman
library. See http://support.sas.com/onlinedoc/913/docMainpage.jsp
TEXT: Required: Applied Multivariate Analysis, 6th Ed.,
R.A. Johnson and D.W. Wichern, 2007.
SAS IML: Check Blackboard
LEARNING OUTCOMES:
As a result of completing this course, you will be able to:
1. Derive properties of the multivariate normal distribution.
2. Analyze observations obtained from a multivariate normal distribution.
3. Make inferences about the mean vector.
4. Read, analyze and synthesize further methodology not covered in class.
In this course you will take notes, work many homework problems, take a midterm and a
final. Make-up exams will not be given unless there is a medical emergency. Your grade
will be based on:
GRADING/LESSON PLAN
Homework 50%
Midterm
25%
Final
25%

3 Sep Labor Day no class


10 Sep Text Ch1/2 Overview & Review
17 Sep Text Ch2 Matrix Algebra and Random Vectors
24 Sep Text Ch2 Matrix Algebra and Random Vectors
1 Oct Text Ch3 Sample Geometry and Random Sampling
8 Oct Text Ch3 Sample Geometry and Random Sampling
15 Oct Text Ch3 & Midterm Review
22 Oct Midterm
29 Oct Text Ch4 Multivariate Normal Distribution
5 Nov Text Ch4 Multivariate Normal Distribution
12 Nov Text Ch5 Inferences About a Mean Vector
19 Nov Text Ch5 Inferences About a Mean Vector
26 Nov Text Ch6 Comparisons of Several Multivariate Means
3 Dec Text Ch6 & Final Review

Homework: There will be 8-10 homework sets. A homework set is assigned after each
lecture and due one week later, unless otherwise noted. A random sample from each set is
selected for grading. Each selected problem counts 10 points. All graded work will

usually be returned and discussed one week after due date. Late submissions will not be
accepted. You are expected to work individually on each problem set and collaboration is
not allowed.
CLASS POLICIES
Attendance policy:
You are expected to attend every lecture. You are responsible for the material
covered and the handouts distributed during both the lecture and the lab hours.
Late work: will not be accepted.
Make-up exams: Makeup examinations will only be given in exceptional circumstances (e.g. well
documented medical emergency).
ACADEMIC INTEGRITY
I personally support the GW Code of Academic Integrity. It states: Academic dishonesty
is defined as cheating of any kind, including misrepresenting one's own work, taking
credit for the work of others without crediting them and without appropriate
authorization, and the fabrication of information. For the remainder of the code, see:
http://www.gwu.edu/~ntegrity/code.html
SUPPORT FOR STUDENTS OUTSIDE THE CLASSROOM
DISABILITY SUPPORT SERVICES (DSS)
Any student who may need an accommodation based on the potential impact of a
disability should contact the Disability Support Services office at 202-994-8250 in the
Marvin Center, Suite 242, to establish eligibility and to coordinate reasonable
accommodations. For additional information please refer to: http://gwired.gwu.edu/dss/
UNIVERSITY COUNSELING CENTER (UCC) 202-994-5300
The University Counseling Center (UCC) offers 24/7 assistance and referral to
address students' personal, social, career, and study skills problems. Services for students
include: crisis and emergency mental health consultations, confidential assessment,
counseling services (individual and small group), and referrals
http://gwired.gwu.edu/counsel/CounselingServices/AcademicSupportServices
SECURITY: In the case of an emergency, if at all possible, the class should shelter in
place. If the building that the class is in is affected, follow the evacuation procedures for
the building. After evacuation, seek shelter at a predetermined rendezvous location.

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