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