Multivariate Statistical Analysis
This course trains students in the use of multivariate statistical methods other than multiple linear regression, which is covered in MSAN 601. Applications to finance, social science, and marketing data are emphasized (e.g., dimension reduction for Treasury yield curves and consumer microdata). Topics include principal components analysis, factor regression, linear and quadratic discriminant analysis, ANOVA and MANOVA, repeated measures ANOVA, and various clustering techniques (k-means, hierarchical, spectral, total variation, etc.). Statistical packages include R and SAS.
- Course Teachers