STAT 505: Applied Multivariate Statistical Analysis
Instructor: Scott Roths
Teaching assistant: Yaqun Wang
Email: sar320@psu.edu
Email: yxw179@psu.edu
Voicemail: 865-3131
Office hours: 423 Thomas, Thurs 2-4pm
Office hours: 416 Thomas, Tues 10-12pm
Resources: The textbook for this course is “Applied Multivariate Statistical Analysis”, 5th
or 6th, by Richard A. Johnson and Dean W. Wichern. The required statistical software is
SAS, version 9.2 or later. This may be purchased (one year license) for home use through
Penn State’s Computer Store. There are also two remote access options: SAS OnDemand
and Penn State Remote Apps. You may also use Minitab if you are more comfortable with
it, but not all functionalities of SAS may be available in the current version of Minitab.
Help regarding the syntax of SAS commands is available at: www.work.psu.edu/sas/
onlinedoc/saspdf/common/mainpdf.htm. Most standard statistic procedures for multivariate data analysis can be found under SAS/STAT.
Website: All assignments, due dates, and grades are posted on ANGEL throughout the
semester. Please check this daily.
Assessments Required work will consist of 13 weekly homework assignments and three
exams. Each weekly assignment will count as 4% of the course grade, each midterm exam
will count as 15%, and the fi
will count as 18%.
You may work together on homework assignments. However, you must submit your answers
individually; copying from each other is not allowed. For all assessments requiring computer
analysis, the SAS code should be included but not the raw data. Unless otherwise stated,
all assessments are due in class on Monday following the week they were assigned. I have
no problem allowing reasonable extensions for various conflicts, but let me know as soon as
you can.
The exams will be take-home like the homework assessments but slightly longer, and you
may not collaborate with anyone.
Grades: Semester grades are assigned according to this scale. Rounding is to the nearest
whole point.
93 - 99% A
90 - 92% A87 - 89% B+
83 - 86% B
80 - 82% B77 - 79% C+
70 - 76% C
60 - 69% D
0 - 59% F
Tentative schedule:
Week
Topic
8/27 - 8/31
9/3 - 9/7
9/10 - 9/14
9/17 - 9/21
9/24 - 9/28
10/1 - 10/5
10/8 - 10/12
10/15 - 10/19
10/22 - 10/26
10/29 - 11/2
11/5 - 11/9
11/12 - 11/16
11/19 - 11/23
11/26 - 11/30
12/3 - 12/7
12/10 - 12/14
- 12/21
Graphical display of multivariate data, measures of central tendency
Linear combinations of random variables
Multivariate normal distribution
Sample mean vector and sample correlation
Multivariate conditional distribution, partial correlations
Exam 1, begin inference for a multivariate mean
Inference for a multivariate mean
Multivariate analysis of variance
Repeated measures analysis
Discriminant analysis
Exam 2, start principal components
Principal component and factor analysis
Thanksgiving holiday
Factor analysis
Canonical Correlations
Cluster Analysis 12/17
Final exam (no class)
Academic Integrity: This course will follow the guidelines of the Academic Integrity
Policy. See http://science.psu.edu/current-students/Integrity/Policy.html.
Student disabilities: Penn State welcomes students with disabilities into the University’s
educational programs. If you have a disability-related need for reasonable academic adjustments in this course, contact the Office for Disability Services (ODS) at 814-863-1807
(V/TTY). For further information regarding ODS, please visit the Office for Disability Services Web site at http://equity.psu.edu/ods/.
In order to receive consideration for course accommodations, you must contact ODS and
provide documentation (see the documentation guidelines at http://equity.psu.edu/ods/
guidelines/documentation-guidelines). If the documentation supports the need for academic adjustments, ODS will provide a letter identifying appropriate academic adjustments.
Please share this letter and discuss the adjustments with your instructor as early in the
course as possible. You must contact ODS and request academic adjustment letters at the
beginning of each semester.
“The Eberly College of Science Code of Mutual Respect and Cooperation embodies the
values that we hope our faculty, staff, and students possess and will endorse to make The
Eberly College of Science a place where every individual feels respected and valued, as well
as challenged and rewarded.”