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Multivariate Statistical Analysis

 

Fall 2004 Course Syllabus

Graduate School of Education, National Chiao-Tung University

 

 

The Course

Course Title : Multivariate Statistical Analysis ½ÆÅܶq²Î­p¤ÀªR       Course Number: 5895                                      

Semester: Fall 2004                                                                 Course Units: 3.0                         

Time: Friday 9:00 -12:00 am                                                              Lecture Room: HA216

Course Type: Lecture/Discussion/Lab                                                Restriction: Graduate students

 

The Instructor

Office: 818, SF Building(¸t¨¥¼Ó818«Ç)                                           Office hours: appointment via phone or email

Email: hawjeng@mails.fju.edu.tw                                           Tel: (O) 02-29031111 ext. 2129 or (H)02-29777344

Mailbox: ¥x¥_¿¤·s²ø¥«242»²¤¯¤j¾Ç¤ß²z¾Ç¨t             Fax: (O)02-29038438       

 

 

Objectives

 

¥»½Òµ{ªº¥Øªº¦b¤¶²Ð¦UºØ±`¥Î©ó¤ß²z»P±Ð¨|»â°ìªº¦hÅܶq²Î­p¤ÀªR¤èªk»P§Þ³N¡C§@¬°¤@ªù¬ã¨s©Òªº­p¶q½Òµ{¡A¥»½Òµ{±N¥H°ò¦²Î­p¾Çªº°V½m¬°°ò¦¡AµÛ­«©ó¦UºØ¦hÅܶq±À½×²Î­p¥H¤Îµ²ºc¤èµ{¼Ò¦¡¤ÀªRªº°ò¥»·§©À»P¤ÀªR¤èªkªº¤¶²Ð¡A¨Ò¦p°Ï§O¤ÀªR¡B½ÆÅܶqÅܲ§¼Æ¤ÀªR¡B¦]¯À¤ÀªR¡BÂO¶°¤ÀªR¡Bµ²ºc¤èµ{¼Ò¦¡µ¥µ¥¡C½Ò¤¤°£¤F­ì²z©Êªº°Q½×¡A±N°t¦X²Î­p³nÅéÀ³¥Îªº¤¶²Ð¡A¨Ò¦pSPSS¡BSAS¡BLISREL¡BEQS¡A¨Ï¾Ç¥Í­Ì¤£¦ý¯à°÷²z¸Ñ¦UºØ²Î­p§Þ³Nªº­ì²z»P¨Ï¥Î®É¾÷¡A¨Ã¯à°÷¨ãÅ骺¾Þ§@»P¤ÀªR¡AÂ×´I¾Ç¥Í­Ì­p¶q¤ÀªRªºª¾ÃѯÀ¾i»P¾Þ§@¯à¤O¡A¨ó§U¾Ç¥Í­Ì±q¨Æ¶q¤Æªº¬ã¨s¤u§@¡C

 

This course introduces the multivariate statistical techniques regularly used in educational research, such as MANOVA, discriminant analysis, cluster analysis, canonical correlation, logistic regression, etc.  By  integrating the application of computer software such as SPSS or LISREL, this course expands beyond basic concepts of statistical techniques to include more operational skills on doing research in educational and relating issues.  The dual-objective of this course is to provide a sound conceptual understanding on statistical issues, and to provide hands-on experience with major statistical software packages.  Specific objectives this course seeks to accomplish are as follows:

 

1.        To understand the basic principles of various multivariate statistical methods;

2.        To acknowledge the advantages and limitations of statistical methods and applications;

3.        To apply multivariate statistical methods to practical research situations within one¡¦s own research area, and propose solutions to real-world research issues;

4.        To analyze real data using software programs, SPSS or SEM software; and to propose a complete paper on the basis of precise statistical language.

 

Course Format and Activities

This course combines lecture and computer lab activities into one integrated format:

 

Lectures:  The instructor covers each topic by giving lectures in the class.  Lecture notes and reading material will be provided in advanced and students are highly encouraged to be constructive and reflective preview of assigned materials.

 

Computer Labs:  To enhance the concepts covered in the class lectures, computer demos of related topics will be presented in class, taking almost a half of the course hours.  Both real-life and simulated data will be used for these lab activities.  The computer labs take one of two forms ¡V demonstration of statistical software packages by instructor or practice by students themselves.

 

Prerequisites

Required:  The required prerequisite for this course is introduction to statistics or measurement course.  Students without this background are strongly encouraged to consult the instructor, although no enforcement will be made to block enrollment.

 

Recommended:  The recommended prerequisite is computer knowledge and skills.  Experience with statistical packages and computer programming is highly desirable for successful completion of this course.  Students without any background in computer use are encouraged to team up with someone who does. 

 

Assignment

Lab homework:

This course requires students to conduct four separate exercises in correspondent to the class materials for lab work.  The dataset will be provided by lecturer during the class.  Students are encouraged to bring with their own data in order to get more insight from the output.  

HW1: Exercise on Cluster Analysis and Log-linear analysis.

HW2: Exercise on MANOVA and DF, and compare with each other

HW3: Exercise on Logistic Regression, and compare with multiple regression

HW4: Exercise on Factor Analysis

 

Grading

Evaluation of student performance is based on the following criteria:

1.        Class participation (attendance, class interaction, after-class discussion)¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K        10%

2.        Lab homework¡]10¢H for each¡^¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K 40%

3.        Computer comprehension take-home examination ¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K¡K.     50%

 

 


Class Schedule

 Revised 08/31/2004

 

Week

Topics & Activities

homework

1

9/17

½Òµ{²¤¶¡]Course introduction¡^

 

2

9/24

½ÆÅܶq¤ÀªR·§»¡¡]Basic concepts to multivariate statistical analysis¡^

 

3

10/01

¦hÅܶq²Î­pªº¸ê®Æ¾ã³Æ¡]Data screening and preparing¡^

 

4

10/08

¶°¸s¤ÀªR¡]Cluster analysis¡^

 

5

10/15

¦h¤¸¤Ø«×¤ÀªR¡]MDS¡^

 

6

10/22

¹ï¼Æ½u©Ê¼Ò¦¡¡]Log-Linear modeling¡^

HW1

7

10/29

°Ï§O¤ÀªR¡]Discriminant Function analysis¡^

 

8

11/05

½ÆÅܶqÅܲ§¼Æ¤ÀªRI¡]Multivariate analysis of variance I¡^

 

9

11/12

½ÆÅܶqÅܲ§¼Æ¤ÀªRII¡]Multivariate analysis of variance II¡^

HW2

10

11/19

Midterm examination

 

11

11/26

½u©ÊÃö«Y²Î­p·§»¡¡]Introduction to analysis of linear relationship¡^

 

12

12/03

¦h¤¸°jÂk¡]Multiple regression¡^

 

13

12/10

ÅÞ¿è­~Âk¡]Logistic regression¡^

HW3

14

12/17

¨å«¬¬ÛÃö¡]Canonical correlation analysis¡^

 

15

12/24

¦]¯À¤ÀªR¡]Factor Analysis¡^

HW4

16

12/31

µ²ºc¤èµ{¼Ò¦¡I¡]Structural Equation Modeling I¡^

 

17

1/07

µ²ºc¤èµ{¼Ò¦¡II¡]Structural Equation Modeling II¡^

Final exam distribute

18

1/14

Final exam

 

 

Textbooks

1.        Using Multivariate statistics(4th Ed.) by Tabachnick & Fidell (2001)

2.        Reading and understanding multivariate statistics Ed. By Grimm, L. G., & Yarnold, P. R. (1995)

3.        Reading and understanding more multivariate statistics Ed. By Grimm, L. G., & Yarnold, P. R. (2000)

4.        Applied Multivariate Statistical Analysis(5nd Ed.) by Johnson & Wichern (2002)

5.        A first course on SEM by Raykov, T., & Marcoulides, G. A. (2000)

6.        Structural Equation Modeling by Kaplan (2000)

7.        Structural Equation Modeling with EQS by Byrne (1994)

8.        Principle and Practice of Structural Equation Modeling by Kline (1996)

9.        Measurement, Design, and Analysis by Elazar Pedhazur & Liora Pedhazur Schmelkin (1991)

10.     ªôµq¬F(2000)¡C¶q¤Æ¬ã¨s»P²Î­p¤ÀªR¡C¥x¥_: ¤­«n¹Ï®Ñ¤½¥q¡C

11.     ªôµq¬F(2003)¡Cµ²ºc¤èµ{¼Ò¦¡ªº²z½×»P§Þ³N¡C¥Xª©¤¤¡C

 

 (This syllabus is subject to change upon mutual consent from the students and the instructor.)