Transcript Making Sense/ Making Numbers/ Making Significance

GRA 6020
Multivariate Statistics
Ulf H. Olsson
Professor of Statistics
Information
• Black Board and Homepage
• Software: LISREL 8.70 ; 8.71 (http://www.ssicentral.com/ ) and
SPSS
• Regression
• OLS/LOGIT
• Factor analysis
• Exploratory
• Confirmatory
• Structural Equation Modeling (SEM)
• LISREL models
Ulf H. Olsson
Information
The course covers 36 teaching hours, mainly in the form of lectures
(24-27) and (12-9) exercises. Can be changed, but weeks 2-6 will
follow the plan:
Week 2: 2 hrs. lectures (11.00-12.45) Statistics and info.
Week 3: 2 hrs. lectures (11.00-12.45) Regression Analysis
Week 4: 3 hrs. lectures (11.00-13.45) Regression Analysis
Four groups:
Week 5: 2 hrs. exercise per student: Regression Analysis
Week 6: 2 hrs. exercise per student: Regression Analysis
There will also be some software demonstrations. More information
on blackboard. See word document: Overview of the sessions.
Ulf H. Olsson
Information
Compulsory Literature:
Hair, J.F.JR et al: Multivariate Data Analysis
(ch. 1, 2, 3, 4 and 11 in 5.ed; ch. 1,2,3,4,11 and 12 in
6.ed)
• 1)
• 2)
Jøreskog, K.G and Dag Sørbom 1993/1996. LISREL 8: Structural Equation
Modeling with the SIMPLIS Command Language SSI (ch. 1, 3, 4 and 5)
• 3) Jøreskog
•
Karl G. 2002. Structural Equation
Modeling with Ordinal Variables. (Can be
downloaded:
http://www.ssicentral.com/lisrel/ordinal.pdf)
4)
Selected articles and handouts (Download)
Ulf H. Olsson
Information
•
•
•
•
Recommended Reading :
Kaplan D “Structural Equation Modeling”; Sage Publications
Gujarati D.N “Basic Econometrics”; McGraw-Hill
Sharma Subhash. Applied Multivariate Techniques. Wiley
• Evaluation:
• Termpaper (# students  3). “About 2 weeks”.
• Grade A,B,C,D, etc.
• Multiple choice
• Passed/Failed
Ulf H. Olsson
Information
• Compulsory literature
• Hair, Joseph F., Rolph E. Anderson, Ronald L. Tatham and William C. Black. 1998.
Multivariate data analysis. 5th ed. N.Y.: Macmillian. ISBN 0-13-894858-5.
• Selected articles and handouts.
• Jøreskog, Karl G. and Dag Sørbom. 1995. LISREL 8: Structural equation modeling with the
SIMPLIS command language. Chicago Scientific Software International. ISBN 0-80581442-6.
• Jøreskog Karl G. 2002. Structural Equation Modeling with Ordinal Variables. (Can be
downloaded: http://www.ssicentral.com/lisrel/ordinal.pdf)
• Recommended literature
• Gujarati, Damodar N. 2003. Basic econometrics. 4th ed. New York: McGraw-Hill. ISBN 0-07233542-4.
• Kaplan D. 2000. Structural Equation Modeling: Foundadtion and Extensions. Thousands
Oaks: Sage. ISBN 0-7619-1407-2.
• Evaluation
• Term paper and a two hour multiple choice control exam. In addition the thesis regsitration.
Groups (up to three students on the termpaper) The contol exam must be passed to obtain
course credits.
• Evaluation code(s)
• GRA60204 Term paper and a two hour multiple choice exam, account for 100 % of the grade
in GRA 6020, 6 ECTS credits. The multiple choice exam is graded pass/fail. The contol exam
must be passed to obtain course credits.
Ulf H. Olsson