You are here:
Start
Department of Statistics
Education - old
Courses & Programmes
Master's level
Multivariate Analysis, 7.5 credits

Multivariate Analysis, 7.5 credits

This course gives you a deeper knowledge within multivariate statistics, both in theory and applications that are used within many fields. Within the course you will also conduct deeper studies of the inference theory in multivariate analysis, for example concerning the mean and covariance matrices. During the course you will use statistical software to analyse data.

Computer literacy is essential today, as we make extensive use of the computer for practical multivariate data analysis. In this course you will be using the statistical software R and SAS. Matrix algebra is used through the course as a necessary tool for the inference, as well as computer sessions. You will be given an overview about necessary concepts from matrix algebra useful for the course. The concepts that are more thoroughly treated in the course are: Matrix algebra and multivariate normal distribution. Confirmatory factor analysis. Multivariate analysis of variance. Discriminant analysis. Structural equation models.

Special eligibility requirements: 90 ECTS credits in Statistics or equivalent. Mathematics for Economic and Statistical Analysis, first cycle, 7,5 ECTS credits, or equivalent. Swedish upper secondary school course English B or equivalent.
Language: English

Apply for the course!

Course information

Schedule Spring 2020
Syllabus
Course description spring 2020 (94 Kb)
Course literature - Multivariate Analysis (45 Kb)

More information for registered students will be found in Athena.

Teachers Spring semester 2020

Course coordinator

Tatjana von Rosen

You will find Tatjana's reception hours in the link above. If you wish to visit Tatjana outside of her reception hours, you are welcome to e-mail her for an appointment.