Spring
2007. Gra 6036 Multivariate Statistics with Econometrics

Week 2

Tentative
plan for the lectures: Gra 6036spring2007-endelig.doc

Lecture Notes: Gra6036-1-2007Springfirstlecture.ppt

Week 3

Lecture Notes: Gra6036-2-2007spring.ppt

Data set: Npv.psf

**Week 4**

Lecture Notes: Gra6036-3-2007spring.ppt

**Week5** –
example – how to calculate Sigma-theta: week5example.doc

**Week 6**

Next week (week 6) we will
continue with factor analysis (Kaplan ch.2 and 3): PLAN
C.doc

Assignment: 3simplequestions.doc

More questions: Somebasicquestions.doc

Slides: Gra6036-4-2007spring.ppt

Rank slide: rankslide-2007spring.ppt

**Week 7**

Slides: Gra6036-5-2007spring.ppt

Word file: Drinkanddrive.doc

Some SEM notes: Intro-SEMweek7Gra60362007.doc

LISREL file: Drinkd.ls8

Pages covered in the Kaplan
book: From ch.2: Pages 13 – 19. Pages 24-30.

From ch. 3: Pages 40-43,
44, 48-53. From ch. 4: 54 – 56. From ch.5. pages 79-83

**Week 8:**
Exercises

**Week 9**: We
will use approximately 1hr. (40-45 min) on SEM – and after that we start with
Logit Regression

ML-Assignment: Gra6036-week9ML.doc

Lecture notes: Gra6036-6-2007spring.ppt

How to calculate C2: Example of how to calculate
c2.pdf

**Week 10: **

Lecture notes: Gra6036-7-2007spring.ppt

Assignment: Assignment Factor
Analysisweek10-2007.doc

Data set: FACOGRA-06.psf

**Week 15:**

Lecture Notes: Gra6036-10-2007spring.ppt

Week 16: Some general SEM
and Term paper discussion: Gra6036-11-2007spring.ppt

A possible ref. about SEM
and non-normality: vers5.pdf