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).

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.

One piece of coursework

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.