Multivariate Data Analysis

MET522 Multivariate Data Analysis

  • Topics

    Topics

    • OLS Regression Analysis including ANOVA and ANCOVA,

    Logistic - and Probit Regression,

    Censored Regression,

    Instrumental Variables and 2SLS,

    The Multivariate Linear Model,

    Exploratory - and Confirmatory Factor Analysis,

    Structural Equation Models,

    Multiple Group analysis.

  • Learning outcome

    Learning outcome

    After completion of the course, the students will be able to: 

    Knowledge:

    *Apply and understand some classical methods in multivariate statistics

    *Develop their own statistical "tool box" based on existing knowledge in the field.

    Skills:

    *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.

    General competence:

    *Discuss and raise questions on methods in multivariate statistics. 

  • Teaching

    Teaching

    Lectures and software demos.The course is divided into two seminars - each lasting 3 or 4 days.

  • Required prerequisites

    Required prerequisites

    Basic course in statistics

  • Assessment

    Assessment

    Written term paper.

  • Grading Scale

    Grading Scale

    Pass/fail

  • Computer tools

    Computer tools

    LISREL/Mplus

  • Semester

    Semester

    Spring.

  • Literature

    Literature

    Jöreskog, Olsson, and Wallentin (2016): Multivariate Analysis with LISREL. 1st ed. Springer International Publishing

    Recommended reading:

    Handouts in multivariate statistics (under preparation)

Overview

ECTS Credits
7.5
Teaching language
English.
Semester
Spring

Course responsible

Ulf H. Olsson, Department of Strategy and Management