ST405      Half Unit
Multivariate Methods

This information is for the 2020/21 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.


This course will be delivered through a combination of classes and lectures totalling a minimum of 28 hours across Lent Term. This year, some or all of this teaching may be delivered through a combination of virtual classes and flipped-lectures delivered as short online videos. This course includes a reading week in Week 6 of Lent Term.

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

(2016/17 - 2018/19 combined)

Classification % of students
Distinction 32.3
Merit 14.5
Pass 32.3
Fail 21

Important information in response to COVID-19

Please note that during 2020/21 academic year some variation to teaching and learning activities may be required to respond to changes in public health advice and/or to account for the situation of students in attendance on campus and those studying online during the early part of the academic year. For assessment, this may involve changes to mode of delivery and/or the format or weighting of assessments. Changes will only be made if required and students will be notified about any changes to teaching or assessment plans at the earliest opportunity.

Key facts

Department: Statistics

Total students 2019/20: 7

Average class size 2019/20: 6

Controlled access 2019/20: No

Value: Half Unit

Guidelines for interpreting course guide information

Personal development skills

  • Problem solving
  • Application of numeracy skills
  • Specialist skills