Multivariate Statistical Analysis (8 ECTS)

Multivariate data, multivariate descriptive measures, covariance matrix, generalized variance. Plots for multivariate data. Multivariate distributions, basic properties and handling. Multivariate normal distribution. Properties. Estimation. Distributions resulting from the multivariate normal distribution. Principal components analysis, choosing principal components, principal components interpretation. Principal components analysis in sampling data. Factor analysis, the orthogonal factor model. Estimation. Model rotation, results interpretation, applications. The multivariate linear model, multivariate regression, multivariate analysis of variance. The concept of distance and its use for grouping. Structural Equation Modeling.

Recommended Reading

• Σιάρδος Γ., Μέθοδοι Πολυμεταβλητής Στατιστικής Ανάλυσης, Εκδόσεις Σταμούλη Α.Ε., 2005.
• Everitt, Sidney B., Casella, Fienberg G., Olkin S., Ingram, An R and S-PLUS Companion to Multivariate Analysis, Springer-Verlag London Limited, 2005.

• Anderson, T. W. (1984). An Introduction to Multivariate Statistical Analysis, John Wiley & Sons, New York, 2nd edition.
• Bartholomew, D.J., Steele, F., Moustaki, I., Galbraith, J. (2011) Ανάλυση πολυμεταβλητών τεχνικών στις κοινωνικές επιστήμες, Εκδόσεις ΚΛΕΙΔΑΡΙΘΜΟΣ
• Basilevski, Α. (1994). Statistical Factor Analysis and Related Methods. Theory and Applications. John Wiley & Sons.
• Chatfield, C. and Collins, A.J. (1992). Introduction to Multivariate Analysis.
• Jackson, J. (1991). A User's Guide to Principal Components, John Wiley & Sons, Inc., New York, NY.
• Krzanowski, W. J. (1988). Principles of Multivariate Analysis. Oxford University Press.
• Mardia, K. V., Kent, J. T. & Bibby, J. M. (1979). Multivariate Analysis. London: Academic Press.
• Καρλής, Δ. (2005). Πολυμεταβλητή Στατιστική Ανάλυση. Εκδόσεις Σταμούλη.

The courses outline can be found here.