MSAN 623 - Multivariate Statistical Analysis (2)

This course trains students in the use of multivariate statistical methods other than multiple linear regression, which is covered in MSAN 601. Application to finance, social science, and marketing data are emphasized (e.g., dimension reduction for Treasury yield curves and consumer microdata). Topics include factor analysis, linear and nonlinear discriminant analysis, ANOVA and MANOVA, regression with longitudinal data, repeated measures ANOVA, and both hierarchical and k-means cluster analysis. Statistical packages include R and SAS.