週次 |
上課日期 |
課程進度、內容、主題 |
1 |
2/23 |
Aspects of multivariate analysis
-
introduction
-
review of linear algebra and matrices
Matrix algebra and random vectors
-
random vectors
-
distance
-
sample geometry
-
random sampling of sample mean vector and covariance matrix
-
generalized variance
-
matrix operations of sample values
|
2 |
3/01 |
Multivariate normal distribution
-
density and properties
-
sampling from multivariate normal and MLE
-
sampling distribution and large sample behavior of X and S
-
assessing the assumption of normality
-
transformation to near normality
|
3 |
3/08 |
Inferences about a mean vector
-
inference for a normal population mean
-
Hotelling's T2 and likelihood ratio test
-
confidence regions and simultaneous comparisons of component means
-
large sample inferences about a population mean vector
|
4 |
3/15 |
Comparisons of several multivariate means
-
paired comparisons and repeated measures design
-
comparing mean vectors from two populations
-
comparing several multivariate population means (one-way MANOVA)
|
5 |
3/22 |
Principal components
-
introduction
-
population principal components
-
summarizing sample variation by principal components
-
large sample inferences
|
6 |
3/29 |
Factor analysis (1/2)
-
introduction
-
orthogonal factor model
-
methods of estimation
|
7 |
4/05 |
Day-off |
8 |
4/12 |
Factor analysis (2/2)
-
factor rotation
-
factor scores
|
9 |
4/19 |
Midterm exam |
10 |
4/26 |
Clustering (1/2)
-
-introduction
-
-similarity measures
-
-hierarchical clustering methods
|
11 |
05/03 |
Clustering (2/2)
-
-k-means clustering methods
-
-model-based clustering
-
-multidimensional scaling
|
12 |
05/10 |
Discrimination and classification (1/2)
|
13 |
05/17 |
Discrimination and classification (2/2)
-
-evaluation of classification functions
-
-classification with several populations
-
-fisher's method for discriminating among several populations
|
14 |
05/24 |
Canonical correlation analysis (1/2)
-
-introduction
-
-canonical variates and canonical correlations
-
-interpreting the population canonical variables
|
15 |
05/31 |
Canonical correlation analysis (2/2)
-
-sample canonical variates and sample canonical correlations
-
-sample descriptive measures of goodness-of-fit
-
-proportions of explained sample variance
-
-large sample inferences
|
16 |
6/07 |
Day-off |
17 |
6/14 |
Final exam |