ST405      Half Unit
Multivariate Methods

This information is for the 2019/20 session.

Teacher responsible

Dr Yunxiao Chen


This course is available on the MPhil/PhD in Statistics, MSc in Data Science, MSc in Marketing, MSc in Statistics, MSc in Statistics (Financial Statistics), MSc in Statistics (Financial Statistics) (LSE and Fudan), MSc in Statistics (Financial Statistics) (Research), MSc in Statistics (Research), MSc in Statistics (Social Statistics) and MSc in Statistics (Social 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: Multivariate normal distribution, principal components analysis, factor analysis, latent variable models, latent class analysis and structural equations models.


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 via Moodle with comments/feedback before 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.


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

Student performance results

(2015/16 - 2017/18 combined)

Classification % of students
Distinction 25
Merit 17.3
Pass 38.5
Fail 19.2

Key facts

Department: Statistics

Total students 2018/19: 21

Average class size 2018/19: 20

Controlled access 2018/19: No

Value: Half Unit

Guidelines for interpreting course guide information

Personal development skills

  • Problem solving
  • Application of numeracy skills
  • Specialist skills