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Course11110509169 lectures

Applied Multivariate Statistical Modeling

Prof. Jhareswar Maiti · IIT Kharagpur

Start with lecture 1 At NPTEL

Lectures

week-01

  1. Lecture 01 : Introduction to Multivariate Statistical Modeling Video
  2. Lecture 02 : Introduction to Multivariate Statistical Modeling: Data types, models, and modeling Video
  3. Lecture 03 : Statistical approaches to model building Video
  4. Lecture 04 : Statistical approaches to model building (Contd) Video
  5. Lecture 05 : Univariate Descriptive Statistics Video
  6. Lecture 06 : Univariate Descriptive Statistics (Contd) Video

week-02

  1. Lecture 07 : Normal Distribution and Chi-squared Distribution Video
  2. Lecture 08 : t-distribution, F-distribution, and Central Limit Theorem Video
  3. Lecture 09 : Univariate inferential statistics: Estimation Video
  4. Lecture 10 : Univariate Inferential Statistics: Estimation(Contd) Video
  5. Lecture 11 : Univariate Inferential Statistics: Hypothesis Testing Video
  6. Lecture 12 : Hypothesis Testing(contd): Decision Making Scenarios Video

week-03

  1. Lecture 13 : Multivariate Descriptive Statistics: Mean Vector Video
  2. Lecture 14 : Multivariate Descriptive Statistics: Covariance Matrix Video
  3. Lecture 15 : Multivariate Descriptive Statistics: Correlation Matrix Video
  4. Lecture 16 : Multivariate Descriptive Statistics: Relationship between correlation Video

week-04

  1. Lecture 17 : Multivariate Normal Distribution Video
  2. Lecture 18 : Multivariate Normal Distribution(Contd) Video
  3. Lecture 19 : Multivariate Normal Distribution (Contd): Geometrical Interpretation Video
  4. Lecture 20 : Multivariate Normal Distribution (Contd): Examining data for multivariate normal Video

week-05

  1. Lecture 21 : Multivariate Inferential Statistics: Basics and Hotelling T - square statistic Video
  2. Lecture 22 : Multivariate Inferential Statistics: Confidence Region Video
  3. Lecture 23:Multivariate Inferential Statistics:Simultaneous confidence interval & Hypothesis testing Video
  4. Lecture 24:Multivariate Inferential Statistics: Hypothesis testing for equality of two population Video

week-06

  1. Lecture 25 : Analysis of Variance (ANOVA) Video
  2. Lecture 26 : Analysis of Variance (ANOVA): Decomposition of Total sum of squares Video
  3. Lecture 27 : Analysis of Variance (ANOVA): Estimation of Parameters and Model Adequacy tests Video
  4. Lecture 28 : Two-way and Three-way Analysis of Variance (ANOVA) Video
  5. Lecture 29 : Tutorial ANOVA Video
  6. Lecture 30 : Tutorial ANOVA (Contd) Video

week-07

  1. Lecture 31: Multivariate Analysis of Variance (MANOVA): Conceptual Model Video
  2. Lecture 32: Multivariate Analysis of Variance (MANOVA): (SSCP) Video
  3. Lecture 33: Multivariate Analysis of Variance (MANOVA): (SSCP)(contd.) Video
  4. Lecture 34: Multivariate Analysis of Variance (MANOVA): Estimation and Hypothesis testing Video
  5. Lecture 35: MANOVA Case Study Video

week-08

  1. Lecture 36 : Multiple Linear Regression: Introduction Video
  2. Lecture 37 : Multiple Linear Regression: Assumptions and Estimation of model parameters Video
  3. Lecture 38 : Multiple Linear Regression: Sampling Distribution of parameter estimates Video
  4. Lecture 39 : Multiple Linear Regression: Sampling Distribution of parameter estimates (contd) Video
  5. Lecture 40 : Multiple Linear Regression: Model Adequacy Tests Video
  6. Lecture 41 : Multiple Linear Regression: Model Adequacy Tests(contd) Video
  7. Lecture 42 : Multiple Linear Regression: Test of Assumptions Video
  8. Lecture 43 : MLR-Model diagnostics Video
  9. Lecture 44 : MLR-case study Video

week-09

  1. Lecture 45: Multivariate Linear Regression: conceptual model and assumptions Video
  2. Lecture 46: Multivariate Linear Regression: Estimation of parameters Video
  3. Lecture 47: Multivariate Linear Regression: Estimation of parameters (contd.) Video
  4. Lecture 48: Multiple Linear Regression: Sampling Distribution of parameter estimates Video
  5. Lecture 49: Multivariate Linear Regression: Model Adequacy Tests Video
  6. Lecture 50: Multiple Linear Regression: Model Adequacy Tests(contd) Video
  7. Lecture 51: Regression modeling using SPSS Video

week-10

  1. Lecture 52 : Principal Component Analysis (PCA): Conceptual Model Video
  2. Lecture 53 : Principal Component Analysis (PCA): Extraction of Principal components (PCs) Video
  3. Lecture 54 : Principal Component Analysis (PCA): Model Adequacy and Interpretation Video
  4. Lecture 55 : Principal Component Analysis (PCA): Model Adequacy and Interpretation (contd) Video

week-11

  1. Lecture 56: Factor Analysis: Basics and Orthogonal factor models Video
  2. Lecture 57: Factor Analysis: Types of models and key questions Video
  3. Lecture 58: Factor Analysis: Parameter Estimation Video
  4. Lecture 59: Factor Analysis: Parameter Estimation(contd) Video
  5. Lecture 60: Factor Analysis: Model Adequacy tests and factor rotation Video
  6. Lecture 61: Factor Analysis: Factor scores and case study Video

week-12

  1. Lecture 62 : Introduction to Structural Equation Modeling (SEM) Video
  2. Lecture 63 : Introduction to Structural Equation Modeling (SEM)(contd) Video
  3. Lecture 64 : Structural Equation Modeling (SEM): Confirmatory factor analysis (Measurement Model ) Video
  4. Lecture 65 : Structural Equation Modeling (SEM): Confirmatory factor analysis (contd) Video
  5. Lecture 66 : Structural Equation Modeling (SEM): Structural Model (Path model) Video
  6. Lecture 67 : Structural Equation Modeling (SEM): Structural Model(contd) Video

Live Session

  1. Live Session 03-03-2021 Video
  2. Live Session 14-03-2022 Video

Syllabus and materials

At NPTEL, as the course publishes them.

Credits and licence

Institution
IIT Kharagpur
Department
Mathematics
Teacher
Prof. Jhareswar Maiti
Level
Undergraduate
Language
English
Subjects
Mathematics
Source
NPTEL
Licence
CC BY-NC-SA, as NPTEL states it. Non-commercial use only. NPTEL's terms
Attribution
NPTEL states: "Distributed under Creative Commons Attribution-ShareAlike / CC BY - NC - SA", beside a BY-NC-SA badge.
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