STATS 4M03

MULTIVARIATE ANALYSIS

Undergraduate

Fall 2026 · C01

Readings

eText Applied Multivariate Statistical Analysis (Classic Version) - 6 Month Access Ed: 6
Johnson · 6 · Required
ISBN 9780137980963
eText An Introduction To Applied Multivariate Analysis With R 6 Month Access
Everitt; Hothorn · Suggested
ISBN 9781441996503; 9781441996497

Fall 2026 · C01

Course logistics, introduction to multivariate data, Statistical preliminaries and R
Review of linear algebra, eigen decomposition, singular value decomposition
Principal component analysis (geometry, transformation, and examples in R)
The multivariate normal distribution (properties, examples)
The Wishart distribution and examples
General linear hypothesis testing, MANOVA, examples in R
Discriminant analysis (maximum likelihood discriminant rule, nonparametric, examples)
Multinomial logistic regression and examples
Canonical correlation analysis (CCA), CCA examples in R
Cluster analysis or ordinal analysis
Review for finals

Applied Multivariate Statistical Analysis
Johnson, R. A., & Wichern, D. W. · 2007 · 6 · Required
Pearson
Applied Multivariate Statistics
Wilkinson, R · 2026 · Required
R and RMarkdown or Quarto
Required
Applied Multivariate Statistical Analysis Authors: Johnson, R. A., & Wichern, D. W. Publisher: Pearson Publication Date: 2007 Edition: 6
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Post Assignment 1
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Quiz 2??
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Assignment 1 due Post Assignment 2
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Assignment 2 due
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Mid-term exam (in class) on October 9, 2026
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Quiz 3 ??
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Quiz 4??
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Quiz 5 ??
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Quiz 6??
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Fall 2025 · C01

Etext Applied Multivariate Statistical Analysis (Classic Version) - 6 Month Access Ed: 6
Johnson · 6 · Required
ISBN 9780137980963

Sources