ST405      Half Unit
Multivariate Methods

This information is for the 2015/16 session.

Teacher responsible

Prof Irini Moustaki

Availability

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.

Pre-requisites

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: Multivariate normal distribution, principal components analysis, factor analysis, latent variable models, and structural equations models.

Teaching

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

Week 6 will be used as a reading week.

Formative coursework

Coursework assigned fortnightly and returned to students with comments/feedback during the computer workshops.

Indicative reading

D J Bartholomew, F Steele, I Moustaki & J Galbraith, Analysis of Multivariate Social Science Data (2nd edition);

D J Bartholomew, M Knott & I Moustaki, Latent Variable Models and Factor Analysis: a unified approach;

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.

Assessment

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

Student performance results

(2011/12 - 2013/14 combined)

Classification % of students
Distinction 31
Merit 24.1
Pass 31
Fail 13.8

Key facts

Department: Statistics

Total students 2014/15: 20

Average class size 2014/15: 20

Controlled access 2014/15: No

Value: Half Unit

Guidelines for interpreting course guide information

Personal development skills

  • Problem solving
  • Application of numeracy skills
  • Specialist skills

Course survey results

(2011/12 - 2013/14 combined)

1 = "best" score, 5 = "worst" score

The scores below are average responses.

Response rate: 76.9%

Question

Average
response

Reading list (Q2.1)

1.7

Materials (Q2.3)

1.4

Course satisfied (Q2.4)

1.6

Lectures (Q2.5)

1.5

Integration (Q2.6)

1.6

Contact (Q2.7)

1.5

Feedback (Q2.8)

1.6

Recommend (Q2.9)

Yes

87.8%

Maybe

12.2%

No

0%