Course Material
Online notes
Online Course Delivery
We have switched to a completely online course delivery system
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Recorded lectures are available via mediasite
Multivariate Data Analysis | |
Introduction | |
Vectors and Matrices using R | |
Multivariate Summary Statistics | |
Multivariate Normal Distribution | Lumber stiffness data [Table 4.3 in Johnson and Wichern (2007)] used on page 9. The first four columns are the four measures of stiffness (x1 — x4); the last column is the Mahalanobis distance (d2). |
Inference about a mean vector | |
Comparison of several mean vectors – Part I | Wastewater monitoring data [Table 6.1 of Johnson and Wichern (2007)] used in the paired comparison.
Dog anesthesia data [Table 6.2 in Johnson and Wichern (2007)] used in multiple treatments comparison. Lizard data [Table 6.7 of Johnson and Wichern (2007)] used in the two-sample analysis. |
Principal Components Analysis | Stock price data [Table 8.4 of Johnson and Wichern (2007)] |
Factor Analysis | Hemangioma data [Table 8.2 of Applied Multivariate Statistics with R by Daniel Zelterman] |
Discriminant Analysis and Classification | Wines data [https://archive.ics.uci.edu/ml/datasets/wine; also available with the book Applied Multivariate Statistics with R by Zelterman] |
Longitudinal Data Analysis | |
Introduction | TLC data [Details at https://content.sph.harvard.edu/fitzmaur/ala2e/]
Six cities FEV1 data [Details at https://content.sph.harvard.edu/fitzmaur/ala2e/] |
March 24th and 26th: see mediasite videos here (video name: ST 437- 537 001 SPRG 2020_3/17/2020) and here (video name: ST 437- 537 001 SPRG 2020_3/19/2020). We cover the entire lecture “Models for mean and covariance” and first five(5) pages of “Estimation in the General Linear Model” posted below. | |
Models for mean and covariance | Ultrafiltration Data used in Example B.
Hip replacement data used in Example C. |
Estimation in the General Linear Model
March 31st and April 2nd: see mediasite videos in Wolfware/Moodle. We cover pages 6 — 22 of “Estimation in the General Linear Model”. |
The Vlagtwedde-Vlaardingen Study data used as an example. [Details at https://content.sph.harvard.edu/fitzmaur/ala2e/] |
Linear Mixed Effects Models (to be updated)
April 4 (makeup day) and April 7: see mediasite videos in Wolfware/Moodle. We cover pages 23 to end of “Estimation in the General Linear Model” and pages 1 — 7 of “Linear Mixed Effects Model”. April 9: see mediasite video in Wolfware/Moodle. We cover pages 8 — 15 of “Linear Mixed Effects Model”.
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