MET522A Multivariate Data Analysis
Autumn 2023Spring 2024
The course gives the participants an understanding of structural equation modeling (SEM) by relating it to the participants’ previous knowledge of multiple linear regression, and then by expanding it to allow for correlated and causally related latent constructs.
The course starts with path analysis among measured variables. Thereafter, the course moves into confirmatory factor models, structural models involving latent causality, and finally into multi-group models and a preview of more advanced topics. Examples from a variety of disciplines will be accompanied.
The participants will be exposed to different statistical analyses, such as, OLS regression analysis including ANOVA and ANCOVA, logistic - and probit regression, the multivariate linear model, exploratory - and confirmatory factor analysis, measurement models structural equation models, and power analysis.
- The participants are able to apply and understand key classical methods in multivariate statistics, and develop their own statistical "tool box" based on existing knowledge in the field.
- The participants are able to use modern statistical software programs and apply these programs on research projects.
- The participants are able to understand and interpret statistical analyses and to discuss and raise questions related to the use of different methods in multivariate statistics.
Lectures and software exercises.
PhD candidates from NHH as well as PhD candidates from other institutions can take part in the course.
Motivated master's students at NHH may be admitted after application, but are subject to the approval from the course responsible on a case by case basis. Individuals outside academia may be admitted after application, but are subject to the approval from the course responsible and the Vice Rector for Reserach on a case by case basis.
There is no cap on the number of students.
NHH Research Scholars should register for the course as recommended.
Basic course in statistics
Individual term paper.
Re-take is offered the semester after the course was offered for students who signed up for the initial evaluation.
Jöreskog, Olsson, and Wallentin (2016): Multivariate Analysis with LISREL. 1st ed. Springer International Publishing. A PDF will be provided.
Handouts in multivariate statistics (under preparation)
- ECTS Credits
- Teaching language
Spring. Offered spring 2023.
Course dates will be posted on Department of Strategy and Management's web pages.
Adjunkt professor Ulf H. Olsson, Institutt for Strategi og ledelse, NHH