GRA 6020 Multivariate Statistics Ulf H Olsson Professor

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: • 1) 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) • 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”; Mc. Graw-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. 5 th 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 -8058 -14426. • 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. 4 th ed. New York: Mc. Graw-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 thesis regsitration. Groups (up to three students on the termpaper) The contol exam must be passed to obtain course credits. • Evaluation code(s) • GRA 60204 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