MET522 Multivariate Data Analysis
- OLS Regression Analysis including ANOVA and ANCOVA,
Logistic - and Probit Regression,
Instrumental Variables and 2SLS,
The Multivariate Linear Model,
Exploratory - and Confirmatory Factor Analysis,
Structural Equation Models,
Multiple Group analysis.
After completion of the course, the students will be able to:
*Apply and understand some classical methods in multivariate statistics
*Develop their own statistical "tool box" based on existing knowledge in the field.
*Apply modern statistical softwares and apply these on research projects.
*Developed an understanding of SEM by relating it to participants¿ previous knowledge of multiple linear regression, and then by expanding it to allow for correlated and causally related latent constructs.
*Apply methods such as path analysis among measured variables, confirmatory factor models, structural models involving latent causality, and multi-group models and a preview of more advanced topics. Examples from a variety of disciplines will be accompanied.
*Discuss and raise questions on methods in multivariate statistics.
Lectures and software demos.The course is divided into two seminars - each lasting 3 or 4 days.
Basic course in statistics
Written term paper.
Jöreskog, Olsson, and Wallentin (2016): Multivariate Analysis with LISREL. 1st ed. Springer International Publishing
Handouts in multivariate statistics (under preparation)
- ECTS Credits
- Teaching language
Ulf H. Olsson, Department of Strategy and Management