Applied Multivariate Statistics in Educational
and Psychological Research
EdPsych/Soc 584 and Psych 594
C.J. Anderson
Spring 2009
Last revised: May 8, 2009
WARNING: I will make corrections and edits to lecture notes as we go through
the semester.
General Information
Announcements
Lecture Notes
Homework and Exams
Handy program and links
Questions or problems regarding this site should be sent to
cja@illinois.edu.
General Information :
- Syllabus (2009).
- Course logThis contains a record of what we cover in lecture, homework,
etc. It's also a running plan for the next week or so (based on last time I taught the course).
Announcements:
- 3/9/2009:
- My Office hours over the next week: Mon 11-12pm, Wed 1-3pm
- My e-mail is still not-stable.
- 2/11/2009: ALTAS is a statistics and GIS OPEN computer lab in 202 Lincoln Hall. Below are links to more information and services that
they offer.
- 2/9/2009:
- Homework #3 is available (due Wed Feb 18)
- Answer key for homework #1 will be posted later today or tomorrow (after all have been turned in).
- Office hours this week:
- Zhushan: Mon 12-1
- Carolyn: Wed 1-3pm.
- 2/6/2009: Known errors removed from lectures notes on sample geometry, linear combinations,
and the multivariate normal distribution.
- 2/2/2009:
- Office hours this week:
- Monday 12-1 rm 15/17 Education; Zhushan "Mandy" Li
- Tuesday 1-2 rm 431 Psychology; Carolyn
- Wenesday 1-3 rm 236C Education; Carolyn
- Homework 2 is posted
- 1/7/2009: I will hold office hours on Wednesdays, rm 236G Education Building
Lecture Notes:
- Introduction:
- Linear Algebra:
- Optional: Introduction to SAS to be held in the computer lab. We will go over the first two items.
- Geometry of the Sample (up-dated 2/6/09)
- Linear Combinations (up-dated 2/6/09)
- Multivariate Normal Distribution (up-dated 2/6/09)
- Inferences About a Mean Vector
- Comparisons of Two Means
- More Linear Algebra: eigensystems, SVD & maximization
- Principal Components Analysis
- One-Way MANOVA
- Extensions of one-way MANOVA
- Discriminant Analysis
- Canonical Correlation Analysis
- Factor Analysis
Homework & Exams:
- Homework writing guidelines..
- Homework #1
- Homework #2
- Homework #3
- Homework #4
- Homework #5
- Homework #6
- Mid-term Exam
- Homework #7
- Homework #8
- Homwork #9
- Homework #10 (do no need to turn in)
- Final Exam
Handy Programs and Links:
-
CIforP.f:
A FORTRAN program that computes large sample confidence intervals for a
proportion. For PC computers, a execultable
version of CIforP (i.e., already complied)
-
pvalue.f:
A FORTRAN program that computes p-values and (bonferroni) critical values
for the standard normal, chi-squared, t, and F distributions (and for correlations).
For users of PC type computers,
pvalue.exe
is an executable (i.e. already compiled) program.
- Link to R homepage.