ST405      Half Unit
Multivariate Methods

This information is for the 2013/14 session.

Teacher responsible

Prof Irini Moustaki


This course is available on the MSc in Statistics, MSc in Statistics (Financial Statistics), MSc in Statistics (Financial Statistics) (Research) and MSc in Statistics (Research). This course is available with permission as an outside option to students on other programmes where regulations permit.


Students must have completed Further Mathematical Methods (MA212) and Probability, Distribution Theory and Inference (ST202).

Course content

An introduction to the theory and application of modern multivariate methods used in the Social Sciences: Principal components analysis, factor analysis, latent variable models, multivariate normal distribution, exponential family, and structural equations models.


20 hours of lectures and 8 hours of computer workshops in the LT.

Formative coursework

One piece of coursework

Indicative reading

D J Bartholomew, F Steele, I Moustaki & J Galbraith, Analysis of Multivariate Social Science Data; D J Bartholomew, M Knott & I Moustaki, Latent Variable Models and Factor Analysis; C Chatfield & A J Collins, Introduction to Multivariate Analysis; B S Everitt & G Dunn, Applied Multivariate Data Analysis; K.V. Mardia, J.T. Kent and J.M. Bibby, Multivariate Analysis.


Exam (100%, duration: 2 hours) in the main exam period.

Key facts

Department: Statistics

Total students 2012/13: 13

Average class size 2012/13: 14

Value: Half Unit

Guidelines for interpreting course guide information

Personal development skills

  • Problem solving
  • Application of numeracy skills
  • Specialist skills