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ST. AUGUSTINE
DEPARTMENT OF MANAGEMENT STUDIES
Course Description
Many real-life applications of statistics involve the study of a large number of variables.
The analysis of the resulting data sets deal with the relationships among these variables,
evaluation of the effect of some variables on others, reduction of the dimensionality of
the data sets by weeding out extraneous information, etc. This course will survey several
advanced statistical methods useful in a variety of business contexts. The use of a model-
building paradigm would be used as the organizational framework for each technique.
Particularly important is understanding the assumptions and limitations of the techniques
and how these might be used outside the classroom environment.
Course Objectives
Required Text:
Multivariate Data Analysis, 7th Edition, J. Hair, W. Black, B. Babin and R. Anderson,
Prentice Hall, 2010
1
Lectures and Evaluation
Much of the information transfer will be achieved through textual materials. Lectures are
mainly for motivation, clarification, and demonstration of concepts and interactive
discussion, rather than detailed reiteration of the notes. You will be presumed to have
spent enough time on the reading assignment before class to either understand the basics
presented in the text or have questions on them. Many of the techniques are studied in the
context of real-life situations and cases. The use of computers to aid in solving problems
is an integral part of the course.
In-class Evaluation
There will be 10 evaluations (multiple choice) each worth 2%. Evaluations will be based on
each chapter discussed in class.
Evaluation#1: Chapter 2
Evaluation#2: Chapter 4
Evaluation#3: Chapter 3
Evaluation#4: Chapter 5
Evaluation#5: Chapter 6
Evaluation#6: Chapter 7
Evaluation#7: Chapter 9
Evaluation#8: Chapter 12
Evaluation#9: Chapter 13
Evaluation#10: Chapter 14
Group Assignment
2
Schedule of Topics
1. Chapter 1:
Overview of Multivariate Methods
2. Chapter 2
Examining your Data
3. Chapter 4:
Multiple Regression Analysis
4. Chapter 3:
Factor Analysis
5. Chapter 5:
Multiple Discriminant Analysis
6. Chapter 6:
Logistic Regression: Regression with a binary dependent variable
7. Chapter 7:
Multiple Analysis of Variance (MANOVA)
8. Chapter 9:
Cluster Analysis
9. Chapter 12:
Structural Equation Modeling Overview
10. Chapter 13:
Confirmatory Factor Analysis
11. Chapter 14:
Testing Structural Equations Models
General Comment
In graduate school, you will not necessarily always understand the material during the
lecture. Look over your notes after class and try to understand every line. You also need
to study the text. If you still cannot understand, use the resources at your disposal
including your colleagues and instructor. You do not want to fall behind.
3
Some Useful References
Applied Multivariate Statistics for the Social Scientists, 3rd ed., James Stevens, LEA
Publishers, 1996.
Applied Multivariate Methods for Data Analysis, Dallas Johnson, Duxbury Press,
ITP, 1998.
Using Multivariate Statistics, 2nd edition, B. Tabachnick and L. Fidell, Harper Collins,
1989.
Applied Multivariate Data Analysis, 2nd Edition, B Everitt and G dunn, Arnold,
London, 2001
Using Multivariat Statistics, 4th edition, B Tabachnick and L Fidell, Allyn and Bacon,
2001
January 2011