FACULTY OF SCIENCE
DEPARTMENT of Mathematics and Computational Sciences
Module Title Multivariate Methods
Number of
Module code HASTS215 15
credits
Pre-requisite
Learning Hours 60 None
module code(s)
Module
Coordinator(s)
mangwendeeddy@[Link] 202/206 Stats
Email Office Number
musarakeith@[Link] Old Wing
Module
Mr K. Musara & Dr. E. Mangwende
Lecturer
1.0 Module Description
This module is designed to introduce the students to Multivariate analysis. It enables the students
to use statistical and mathematical methods to analyse more than one variable at the same time. It
makes intensive use of matrix algebra hence Linear Mathematics is a pre requisite to the course.
2.0 Module Aims and Objectives
The aim of the course is to equip students with techniques that are used to analyse data containing
several variables that are correlated.
3.0 Objectives
By the end of the semester, students will have gained the ability to:
Summarize, interpret and explain a multivariate data set using key statistics and graphical
displays.
State and justify mathematically the most important properties of the multivariate normal
distribution.
Carry out, interpret and explain statistical inferences about a mean vector.
1
Perform, interpret and explain principal component, discriminant and classification
analyses for multivariate data.
Handle the numerical calculations using computer programs such as
R/SPPS/MINITAB/STATA.
4.0 Intended Learning Outcomes (ILOs)
Upon completion of the module each student should be able to:
Define multivariate data, data matrix, covariance, correlation
Construct covariance and correlation matrices from given data
Use matrix algebra to analyse multivariate data
Carry out statistical tests on multivariate data
5.0 Module Content and structure
5.1 Multivariate data
Descriptive statistics (sample means, sample covariance and correlation matrix),
Graphical techniques. Matrix algebra. Random vectors and matrices, their expectations and
properties; expected values of the sample mean and sample covariance matrix.
5.2 Multivariate Normal distribution
Properties; sampling distribution of sample mean and sample covariance matrix; Wishart
distribution. Transformation to near normality; testing for normality.
5.3 Inference about the mean
Hotelling’s T2 distributions and likelihood ratio test; comparison with one- dimensional Case;
confidence regions and simultaneous comparisons of component means; Bonferroni method of
multiple comparisons.
5.4 Comparisons of Means and Linear Models
Comparing mean vectors from two populations; comparisons of several multivariate population
means, (one-way MANOVA); simultaneous confidence intervals for treatment effects; profile
analysis, ideas of two way MANOVA. Multivariate linear regression.
5.5 Covariance structure
Review of the eigenvalues and eigenvectors; spectral decomposition of a symmetric matrix.
Principal component analysis. Factor analysis. Canonical correlation analysis
5.6 Classification Techniques
Discrimination and classification. Discriminant analysis. Cluster analysis
6.0 Methods/Strategies of Teaching
lecture method
Group discussion
Seminars
Tutorials
7.0 Student Assessment
2
Students will be assessed based on two assignments/ tests and a summative
examination. The coursework will contribute 50% and the examination will
contribute 50% towards the final mark.
The examination paper has two sections; namely; section A and section B.
Candidates may attempt ALL questions in Section A and at most TWO questions in
Section B. Section A carries 40 marks and each question in section B carries 30
marks.
8.0 Reference Materials
Johnson, R.A. and D.W. Wichern — Applied Multivariate Statistical Analysis, 5th Edition,
Prentice Hall 2010
Manly, Bryan. 2005. Multivariate statistics: A Primer, 3rd edition. Chapman & Hall/CRC Press,
New York. [Mostly biological examples]
Tabachnick, B.C. and L.S. Fidell. 2001. Using multivariate statistics, 4th ed. Allyn & Bacon,
Toronto.
Ayres, F. 1962. Matrices. Schaum outline series. McGraw-Hill Book Company, Toronto. (This
has examples with answers and is very useful for learning matrix Algebra.)
Dillon, W.R. and M. Goldstein. 1984. Multivariate analysis, methods, and applications. John
Wiley and Sons, Toronto. (excellent text for more on the details behind Multivariate
methods.
Green, P.E. and J.D. Carroll. 1976. Mathematical tools for applied multivariate statistics.
Academic Press, New York. (Includes the mathematics behind multivariate statistics based
on both matrix algebra and geometric viewpoints.)
Hair, J.F., R.E. Anderson, and R.L. Tatham. 1987. Multivariate data analysis. 2nd ed. MacMillan
Publishing Company, New York.
Kleinbaum, D. G., L.L Kupper, K.E. Muller. 1988. Applied regression analysis and other
multivariable methods. PWS-Kent Pub. Co., Boston, Mass.
Alternative: Rencher, A.C. — Methods of Multivariate Analysis, 2nd Edition, Wiley 2002