Practical information

Lecture notes

Additional notes

Exercises

Exam

Suggested supplementary reading

Lecturer: | Knut Conradsen, 321/212, (+45) 4525 3416, knco@dtu.dk | |

Teaching assistants: | Sophie Birot, PhD student, 324/250, sobi@dtu.dk | |

Monica Emerson Serrano, PhD student, 324, monj@dtu.dk | ||

Mikael Agn, PhD student, 321/215, miag@dtu.dk | ||

Schedule: | Mondays 8.00 - 12.00. | |

Lecture from 8.00 - 10.00 in 306/34 Exercises from 10.00 - 12.00 in databars 303/43 and 303/47 |

- "Multivariate Statistics - An introduction 8. ed.", Bjarne Kjær Ersbøll & Knut Conradsen, 2012. ISBN: 978-87-643-1091-7

- Collection of problems for written exercises, here.
- SAS-examples on the examples from the book, here.
- Statistical table in PS or PDF.

Solutions to problems for written exercises will be available on CampusNet as the course proceeds.

- Lecture 1
- SAS intro Today's exercise will aim at making yourself familiar with the SAS interface and syntax. All information on what to do is stated in the SAS intro.

- Lecture 2
- SAS intro 2
- Problem 8 and E20 from the collection of written exercises found on Campusnet. See tip in the SAS intro.

- Lecture 3
- Lecture 4
- Complete exercises on PCA by means of SAS.
- Problem 2 from Exam 9. December 2011 (found on CampusNet).
- Assignment on Factor Analysis (found on CampusNet).

- Lecture 5
- Problem 4 from Exam 9. December 2011 (found on CampusNet).
- Exercise on Canonical Correlation Analysis (CCA).
- Analysis of bitemporal satellite data.

- Lecture 6
- Finish Exercise on CCA. Note: you can download the SAS code for the second exercise on CampusNet.
- SAS Exercises on Discriminant Analysis. Note: you can find documentation for PROC DISCRIM here.
- Problem E9 from the collection of written exercises (exercises.pdf on CampusNet).
- Problem E44 from the collection of written exercises.

**Autumn Break**- Lecture 7
- Finish the SAS exercises on Discriminant Analysis.
- Assignment on Canonical Discriminant Functions.
- Problem 3, questions 3.3, 3.4, 3.5, 3.6 from Exam 9. December 2011.
- Problem 10 (in Collection of Exercises), by hand.
- Problem 12 (in Collection of Exercises), questions 1, 2, and the part of 4 corresponding to 1, 2 (use the SAS procedure glm).

- Lecture 8
- Finish Problem 12 (in Collection of Exercises).
- SAS Exercise on the Generalized Linear Model (GLM)
- Problem 13 (in Collection of Exercises).
- Problem E19 (in Collection of Exercises).

- Lecture 9
- Chemical Process GLM exercise
- Problem 4 from Exam 7. december 2010
- Problem 3 from Exam 8. december 2009. Use SAS yourselves to solve this problem.
- Problem 17 (in Collection of Exercises).
- Problem 53 (in Collection of Exercises).

- Lecture 10
- Finish Problem 17 and 53 (in Collection of Exercises). You can download Exercise17.sas from CN to import the data.
- Problems 1 and 6, Exam 9. Dec. 2011.
- Problem 8, Exam 11. Dec. 2007.
- Assignment on Hotellings T-square.

- Lecture 11
- Problem 8 from exam 10/12 2001. Note: the problem is based on example 5.4 in the book -- not 6.4!
- Problem 2 from exam 5/1 2001.
- Problem 5 from exam 7/12 2010.
- Problem 6 from exam 8/12 2009.
- Problem 4 from exam 9/12 2008.
- Problem 3 from exam 9/12 2011.

- Lecture 12
- Exam 7/12 2010, all problems except 6 and 7. Note: you may have solved some problems before.
- Exam 9/12 2011, all problems. Note: you may have solved some problems before.

- Lecture 13
- Exam 11/12 2012.

A few tips on how to make SAS easier to work with can be found here.

- PROC CANDISC explained using Iris dataset: http://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_candisc_sect019.htm
- Interpreting PROC GLM output:
http://www.ats.ucla.edu/stat/
sas/output/sas_glm_output.htm - Interpreting PROC REG output:
http://www.ats.ucla.edu/stat/
sas/output/reg.htm - Using the MANOVA option for PROC GLM.
- Annotated output of MANOVA: http://www.ats.ucla.edu/stat/sas/output/SAS_manova.htm.

4 hours written examination (multiple choice). The exam questions can include questions regarding the interpretation of SAS-output.

- “Applied Multivariate Statistical Analysis”, 6th ed., Richard A. Johnson and Dean W. Wichern, Prentice Hall, 2007.
- “Foundations of Statistical Analyses and Applications with SAS”, Michael Falk, Frank Marohn, Bernward Tewes, Birchäuser Verlag, 2002.