Multivariate Statistical Analysis
Syllabus, Master's level, 2ST125
- Education cycle
- Second cycle
- Main field(s) of study and in-depth level
- Statistics A1F
- Grading system
- Fail (U), Pass (G), Pass with distinction (VG)
- Finalised by
- The Department Board, 14 October 2022
- Responsible department
- Department of Statistics
120 credits including 90 credits in statistics, or 120 credits including 60 credits in statistics and 30 credits in mathematics and/or computer science. 7.5 credits linear algebra.
After completing the course the student is expected to
- know and be able to use multivariate statistical methods
- know to the underlying theory of multivariate statistical methods
Multivariate data; Basic measures and statistics
Inference for one- and two-means; Profile analysis; Multiple comparisons
Multivariate general linear model: MANOVA and Multivariate regression
Principal components analysis
Canonical correlation analysis
Teaching can be given in the form of lectures, calculation exercises and computer exercises.
The examination takes place partly through a written examination at the end of the course and/or through presentation orally and in written form of compulsory assignments.
The course is included in the Master's programme in statistics.