Multivariate methods, fall 2010

Lecturer and instructors

Kimmo Vehkalahti
Maria Valaste
Tara Junes

Scope

6-10 cu.

Type

Minor (6 cu) or Intermediate (8 cu) or Advanced (10 cu) studies in Statistics.

Extremely suitable for students of REMS as well as other students of Social Sciences, including Statistics.

Prerequisites

for 6 cu:

• basic concepts of statistics and probability (e.g. Introduction to Statistics and Second Course in Statistics)
• basic skills of at least one suitable software, such as Survo, SPSS, R, or SAS

for 8-10 cu: as above, but also

• basic concepts of matrix algebra and mathematical analysis
• basic concepts of statistical inference and linear models

Language

Kurssilla käytetään joustavasti sekä suomea että englantia. (Both Finnish and English are used flexibly during the course.)

Description

The objective of the course is to learn the basics of multivariate data analysis and multidimensional statistical modeling in practice. The focus will be mostly on applications in social sciences. In addition, some of the theory behind the methods will be covered to support the learning (8-10 cu).

At least the following multivariate methods will be considered:

• factor analysis
• clustering methods
• discriminant analysis
• multidimensional scaling
• correspondence analysis

Schedule

Period II (weeks 44-50), in City Center Campus.

• Lectures: Tue 8-10 and Wed 10-12 in Unioninkatu 37, sh 4 (2nd floor)
• Computer exercises: Wed 12-14 or Wed 14-16 in Siltavuorenpenger 5 A (Minerva), classes K119/K220 as follows: Nov 3-24: K220, Dec 1: K219, Dec 8: K220, Dec 15: K219.
  • Exceptions: on Nov 24 the 14-16 group meets at 16-18, and on Dec 8 the 14-16 group meets in Siltavuorenpenger 10, class 122

Completion

Completion of the course requires a few parts (not all of these):

1. Exercises
   a shared workspace (BSCW) will be in heavy use
2. Net poster
   for an idea, see old net posters (mostly in Finnish)
3. Exams
   course exam Dec 15 or final exam Dec 17
4. Practical report
   only as a substitute for Exercices and Net poster
5. Theoretical report
   only for 10 cu

Registration

Did you forget to register? What to do.

Data sets

Some of these are in Finnish, some in English. Own data sets may be used as well. The actual data sets will be found in different forms on BSCW. Here you can see some general information only:

• Suomalaisten arvot ja uskonnollisuus
  • http://www.fsd.uta.fi/aineistot/luettelo/FSD2410/meF2410.html
• Nuorisobarometri
  • http://www.fsd.uta.fi/aineistot/luettelo/FSD2293/meF2293.html
• Vapaa-aika ja urheilu
  • http://www.fsd.uta.fi/aineistot/luettelo/FSD2330/meF2330.html
• European Social Survey
  • http://ess.nsd.uib.no/ess/round4/
  • http://www.fsd.uta.fi/aineistot/kvdata/ess.html
• Economic Freedom
  • http://www.heritage.org/Index/
• Prices and Earnings around the Globe
  • http://www.ubs.com/research
  • http://www.macrofocus.com/public/products/infoscope/datasets/pricesandearnings/

Bibliography

These books may be (at least partially) suitable material:

• Chatfield, Christopher & Collins, Alexander J. (1980). Introduction to Multivariate Statistics. Chapman & Hall.
• Everitt, Brian (2005). An R and S-PLUS Companion to Multivariate Analysis. Springer.
• Everitt, Brian (2009). Multivariable Modeling and Multivariate Analysis for the Behavioral Sciences. Chapman & Hall/CRC.
• Flury, Bernard (1997). A First Course in Multivariate Statistics. Springer.
• Hair Jr, Joseph F.; Anderson, Rolph E.; Tatham, Ronald L. & Black, William C. (1998). Multivariate Data Analysis. Fifth Edition, Prentice Hall.
• Johnson, Richard A. & Wichern, Dean W. (2002). Applied Multivariate Statistical Analysis, Fifth Edition, Prentice Hall.
• Krzanowski, W. J. (2000). Principles of Multivariate Analysis. Revised Edition, Oxford University Press.
• Raykov, Tenko & Marcoulides, George A. (2008). An Introduction to Applied Multivariate Analysis. Routledge.
• Seber, George A. F. (2004). Multivariate Observations. Reprint of First Edition (1984). Wiley.
• Stevens, James P. (2002). Applied Multivariate Statistics for the Social Sciences. Fourth Edition, Lawrence Erlbaum Associates, Mahwah, New Jersey.
• Tabachnick, Barbara G. & Fidell, Linda S. (1996). Using Multivariate Statistics. Third Edition, HarperCollins.

The following books are more focused on certain methods or techniques:

• Cudeck, Robert & MacCallum, Robert C., eds. (2007). Factor Analysis at 100: Historical Developments and Future. Lawrence Erlbaum.
• Greenacre, Michael (2007). Correspondence Analysis in Practice, Second Edition, Chapman & Hall/CRC.
• Greenacre, Michael (2010). Biplots in Practice. BBVA Foundation, Madrid, Spain.
• Greenacre, Michael & Blasius, Jörg, eds. (2006). Multiple Correspondence Analysis and Related Methods. Chapman & Hall/CRC.
• Gower, J. C. & Hand, D. J. (1996). Biplots. Chapman & Hall.
• Heck, Ronald H. & Thomas, Scott L. (2009). An Introduction to Multilevel Modeling Techniques, Second Edition. Routledge.
• Mulaik, Stanley A. (2009). Foundations of Factor Analysis, Second Edition. Chapman & Hall/CRC.
• Seber, George A. F. (2008). A Matrix Handbook for Statisticians. Wiley.

Suomeksi (in Finnish):

• Menetelmäopetuksen tietovaranto, FSD (Yhteiskuntatieteellinen tietoarkisto).
• Mustonen, Seppo (1995). Tilastolliset monimuuttujamenetelmät. Survo Systems, Helsinki.
• Nummenmaa, Tapio; Konttinen, Raimo; Kuusinen, Jorma & Leskinen, Esko (1996). Tutkimusaineiston analyysi. WSOY, Porvoo.
• Vehkalahti, Kimmo (2008). Kyselytutkimuksen mittarit ja menetelmät. Tammi, Helsinki.