1. GRA 6020 Multivariate Statistics Ulf H. Olsson Professor of Statistics

2. Ulf H. Olsson Information Black Board and Homepage Software: LISREL 8.70 ; 8.71 (http://www.ssicentral.com/ ) and SPSShttp://www.ssicentral.com/ Regression OLS/LOGIT Factor analysis Exploratory Confirmatory Structural Equation Modeling (SEM) LISREL models

3. 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.

4. 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)

5. Ulf H. Olsson Information Recommended Reading : Kaplan D “Structural Equation Modeling”; Sage Publications Gujarati D.N “Basic Econometrics”; McGraw-Hill Sharma Subhash. Applied Multivariate Techniques. Wiley Evaluation: Termpaper (# students  3). “About 2 weeks”. Grade A,B,C,D, etc. Multiple choice Passed/Failed

6. Ulf H. Olsson Information Compulsory literature Hair, Joseph F., Rolph E. Anderson, Ronald L. Tatham and William C. Black. 1998. Multivariate data analysis. 5th 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 0-8058-1442- 6. 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. 4th ed. New York: McGraw-Hill. ISBN 0-07- 233542-4. 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 the thesis regsitration. Groups (up to three students on the termpaper) The contol exam must be passed to obtain course credits. Evaluation code(s) GRA60204 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.