Course book:
Richard A. Johnson & Dean W. Wichern: Applied Multivariate Statistical Analysis, 6th edition. Prentice Hall (ISBN-10: 0131877151, ISBN-13: 9780131877153).
Final curriculum
- Chapter 1: All, except the material on "Stars" and "Chernoff Faces" (pages 26-30).
- Chapter 2: All (including supplement 2A), except the singular value decomposition (pages 100-102).
- Chapter 3: Sections 3.1, 3.3, 3.5, 3.6.
- Chapter 4: Sections 4.1-4.7, section 4.8 (only pages 192-195).
- Chapter 5: Sections 5.1-5.5.
- Chapter 6: Sections 6.1 and 6.2, section 6.3 (except pages 294-296).
- Chapter 8: Sections 8.1-8.3, section 8.4 (except the material on multivariate multiple regression on page 455), section 8.5 (only until the middle of page 457).
- Chapter 9: Sections 9.1-9.2, section 9.3 (except "a modified approach - the principal factor solution" pages 494-495), section 9.4 (except "oblique rotations" pages 512-513), section 9.5.
- Chapter 11: Sections 11.1-11.2, section 11.3 (except pages 593-595 on classification of normal population when the covariance matrices differ) , section 11.4, section 11.7 (except pages 640-644 on logistic regression with binomial response).
- Chapter 12: Sections 12.1 - 12.3.
The material covered in the exercises is also part of the curriculum.
The exam consists of a project part and a written exam. For the written exam, the students are allowed to use an approved calculator and the collection of formulas for STK4040/9040.