STA-602 Multivariate Analysis (1+1)

Unit I : Multiple regression analysis

            Multivariate statistical techniques – multiple linear regression – full model – stepwise regression – step–up and step–down regression. Logit and Probit regression – two stage least squares – Canonical correlation.

Unit II : Principal Component and factor analysis

             Principal component analysis – extraction of principal component – interpretation and uses – factor analysis – nature of factor analysis – basic concepts – assumptions of factor analysis – factor loadings – calculated rotated values – communalities – varimax rotation – quartimax rotation – orthomax rotation.

Unit III : Discriminant function analysis

            Discriminant function analysis – simple and multiple discriminant analysis – selection of variables – Cluster analysis – purpose of cluster analysis – hierarchical clustering – k means clustering – dendrogram – interpretation of dendrogram. 

Unit IV : Multi dimensional scaling

             Multi dimensional scaling – method – metric and non–metric – interpretation.

Unit V : Reliability analysis and Path analysis

            Reliability analysis – methods – split half method – Cronbach’s Alpha – path analysis – path coefficients – direct and indirect effects – path diagram.