STAT 450/550: Multivariate Statistical Analysis

 Sung E Kim, Dept. of Math and Statistics, Cal State-Long Beach

skim43@csulb.edu  Office: 562-985-4320

*Note: Please visit this page regularly for any change and addition

  Handouts

Syllabus 

SAS:  Getting Started

For SAS renewal code please see me.  instructions

Note: The validation file in the installation CD has been expired. Please use the renewal code to replace the file.

How to install SAS on Window XP Home edition? find it here.

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  Announcement

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  1. The take-home part of MT I is now posted and will be on March 18, 2009

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Example SAS Codes (AMMDA, Dallas Johnson)

Note: problem numbers are from Dallas Johnson's AMMDA book
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3D surface and contour plot for bivariate normal density (Macro)

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Macro for faces and stars plots (folder) (example) : the macro was found at http://www.math.yorku.ca/SCS/sasmac/faces.html.

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Andrew's plot (BIG 8 example, Prob 3.9 (a))

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(new) Normal Assessment (example normal random sample)

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Principal Components Analysis (example Proc PrinComp)  (output pdf)

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Factor Analysis (ex6.2) (output pdf)

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Discrimination Analysis (two populations) example Turkey data

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Discrimination Analysis (more than two populations) example linear   quadratic

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Canonical Discriminant Analysis example

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Logistic Analysis (three populations) example8.2

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Cluster Analysis example

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Multidimensional scaling example 9.5 using plotit automacro

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Example SAS Codes (AMSA, Johnson and Wuchern):

Note: problem numbers are from Johnson and Wichern's AMSA book
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    Descriptive Statistics & example Proc IML  (Table 1.2)

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     Assessing Normality Assumption (Example 4.12, 4.13) HTML output

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     Hotelling T-square (Table 5.1)   

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     Simultaneous CI and Conf Ellipse (PDF File) (Example 5.5)

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     Comparing Mean Vectors from two populations (Exercise 6.19) 

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     Principal Components (Exercise 8.10) PDF output

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     Factor Analysis (Example 9.10) PDF output

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     Box-Cox transformation (example 4.16)

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     Clustering (Utility data Table 12.5) PDF output

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  Homework Assignments  

  1. 1.8, 2.10

  2. 3.9, 3.10, 3.12, 4.2

  3. 5.6, 5.7

  4. 6.1, 6.3

  5. 7.1, 7.2, 7.6

  6. 8.2, 8.3

  7. 10.1, 10.3

  Take-home MT Assignments

      Problem statement (Due 03/16/09)

  Project AssignmentProject   Data folder

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  Data Sets : prob 2.10

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