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Module guide WS 2018-2022

Module MA4944-KP05

Multivariate Statistics (MulStaKP05)

Duration:


1 Semester
Turnus of offer:


every second year
Credit points:


5
Course of studies, specific field and terms:
  • Master CLS 2023 (optional subject), mathematics, 1st, 2nd, or 3rd semester
  • Bachelor CLS 2023 (optional subject), mathematics, 5th or 6th semester
  • Bachelor CLS 2016 (optional subject), mathematics, 5th or 6th semester
  • Master CLS 2016 (optional subject), mathematics, 1st, 2nd, or 3rd semester
Classes and lectures:
  • Multivariate Statistics (exercise, 1 SWS)
  • Multivariate Statistics (lecture, 2 SWS)
Workload:
  • 30 Hours work on project
  • 20 Hours exam preparation
  • 55 Hours private studies
  • 45 Hours in-classroom work
Contents of teaching:
  • Multivariate probability distributions
  • Multiple and multivariate regression
  • Discriminant analysis and logistic regression
  • Cluster analysis with various distance and similarity measures
  • Principal component and factor analysis
  • Correspondence analysis and multidimensional scaling
  • Structural equation models
Qualification-goals/Competencies:
  • Students command a broad repertoire of multivariate statistical methods.
  • They are able to explain the ideas behind several representative methods.
  • They apply these methods by hand and with R packages.
  • They analyse problems and choose suitable methods.
  • They are able to decide for a better option, e.g. standardization, variance structures, distance measures, factor numbers or rotations.
  • They develop multivariate models.
Grading through:
  • written exam
Requires:
Responsible for this module:
Teachers:
Literature:
  • Fahrmeir, Ludwig; Hamerle, Alfred; Tutz, Gerhard: Multivariate statistische Verfahren - ISBN-13 9783110138061
  • Johnson, R. J.; Wichern, D. W.: Applied Multivariate Statistical Analysis - 5. Ed. Prentice Hall, 2002 - ISBN-13: 000-0131877151
Language:
  • offered only in German
Notes:

Admission requirements for taking the module:
- None (The competencies of the modules listed under 'Requires' are needed for this module, but are not a formal prerequisite)

Admission requirements for participation in module examination(s):
- Successful completion of homework assignments as specified at the beginning of the semester

Module exam(s):
- MA4944-L1: Multivariate Statistics, written exam, 90 min, 100 % of module grade

Letzte Änderung:
22.2.2022