# Applied Multivariate Statistical Modeling

By Prof. Jhareswar Maiti   |   IIT Kharagpur
Learners enrolled: 198
Data driven decision making is the state of the art today. Engineers today gather huge data and seek meaningful knowledge out of these for interpreting the process behaviour. Scientists do experiments under controlled environment and analyse them to confirm or reject hypotheses. Managers and administrators use the results out of data analysis for day to day decision making. As the data collected and stored are multidimensional, to extract knowledge out of it requires statistical analysis in the multivariate domain. The aim of this course is therefore to build confidence in the students in analysing and interpreting multivariate data. The course will help the students by:

(i) Providing guidelines to identify and describe real life problems so that relevant data can be collected,
(ii) Linking data generation process with statistical distributions, especially in the multivariate domain,
(iii) Linking the relationship among the variables (of a process or system) with multivariate statistical models,
(iv) Providing step by step procedure for estimating parameters of a model developed,
(v) Analysing errors along with computing overall fit of the models,
(vi) Interpreting model results in real life problem solving, and
(vii) Providing procedures for model validation.

INTENDED AUDIENCE : Students of BTech/BE/MTech/ME/MS/MSc/PhD/MBA/PGDBM in Data Science, Engineering, Management, Economics, Other Sciences including Mathematics, and Professionals including Data Scientists, Engineers, Academicians, Managers, Economists, Policy Makers, and Administrators  can take it

PRE-REQUISITES : Basic Knowledge of Probability and Statistics

Summary
 Course Status : Upcoming Course Type : Core Duration : 12 weeks Start Date : 23 Jan 2023 End Date : 14 Apr 2023 Exam Date : 30 Apr 2023 IST Enrollment Ends : 30 Jan 2023 Category : Mathematics Credit Points : 3 Level : Postgraduate

### Course layout

Week 1. Introduction to Multivariate statistical modelling; Assignment - 1
Week 2. Univariate descriptive statistics; Sampling Distribution; Assignment - 2
Week 3. Estimation; Hypothesis Testing; Assignment-3
Week 4. Multivariate descriptive statistics; Assignment-4
Week 5. Multivariate normal distribution; Assignment-5
Week 6. Analysis of variance (ANOVA); Assignment-6
Week 7.Multivariate analysis of variance (MANOVA); Assignment-7
Week 8. Multiple Linear Regression (MLR): Introduction, Sampling, & Adequacy checking: Assignment-8
Week 9. MLR: Test of assumption, and diagnostic study; Assignement-9
Week 10. Principal Component Analysis (PCA): Introduction, estimation, adequacy checking, & interpretation; Assignment – 10
Week 11. Factor Analysis (FA): Introduction, estimation, adequacy checking, factor rotation, & factor scores; Assignment – 11
Week 12. Structural Equation Modeling (SEM): Introduction, measurement model, & structural model; Assignment – 12

### Books and references

1. Applied multivariate statistical analysis by R A Johnson and D W Wichern, Sixth Edition, PHI, 2012.
2. Multivariate data analysis by Joseph F. Hair Jr, Rolph E. Anderson, Ronald L Tatham, and William C. Black, Fifth Edition, Pearson Education, 1998.
3. Principal component analysis by I T Jolliffe, Second Edition, Springer, 2002.
4. Analysing multivariate data by J Lattin, J D Carroll and P E Green, Cengage Learning, 2010.
5. Applied multivariate analysis by N H Timm, Springer, 2002.

### Prof. Jhareswar Maiti

IIT Kharagpur
Prof. Jhareswar Maity, PhD, Professor, Department of Industrial & Systems Engineering, Indian Institute of Technology (IIT), Kharagpur has more than fifteen years of teaching, research and consulting experience on Safety Analytics, Quality Analytics and Engineering Ergonomics. He has published more than 70 papers in international and national journals of repute and more than 30 papers in conference proceedings. Till date, he has supervised 11 PhD candidates to successful completion and currently supervising 8 PhD research candidates. He has been executing a number of Industry-sponsored consulting and Government as well industry funded research projects. His current UAY project entitled Safety analytics save people at work from accidents and injuries was funded by MHRD, Ministry of Steel, and Tata Steel Limited. He has organized 17 training programmes and short-term courses for industry participants. Prof Maiti has been pursuing research on safety analytics, quality analytics, and engineering ergonomics including the applications of multivariate statistical modeling since 1995. Prof Maiti excels in teaching Safety Engineering, Safety Analytics, Work System Design, Quality Engineering, Design and Analysis of Experiments (DOE), Six-sigma Fundamentals and Applications, and Applied Multivariate Statistical Modeling. A 42 lecture series on "Applied Multivariate Statistical Modeling" of Prof Maiti is available in Youtube uploaded by NPTEL (national programme on technology enhanced learning). Prof Maiti has been serving the editorial board member of several international journals of repute. Presently he is the editorial board member of Safety Science published by Elsevier Science, International Journal of Injury Control and Safety Promotion, published from Taylor & Francis, and Safety and Health at Work (SHAW) published by Elsevier Science

### Course certificate

The course is free to enroll and learn from. But if you want a certificate, you have to register and write the proctored exam conducted by us in person at any of the designated exam centres.
The exam is optional for a fee of Rs 1000/- (Rupees one thousand only).
Date and Time of Exams:
30 April 2023 Morning session 9am to 12 noon; Afternoon Session 2pm to 5pm.
Registration url: Announcements will be made when the registration form is open for registrations.
The online registration form has to be filled and the certification exam fee needs to be paid. More details will be made available when the exam registration form is published. If there are any changes, it will be mentioned then.
Please check the form for more details on the cities where the exams will be held, the conditions you agree to when you fill the form etc.

CRITERIA TO GET A CERTIFICATE

Average assignment score = 25% of average of best 8 assignments out of the total 12 assignments given in the course.
Exam score = 75% of the proctored certification exam score out of 100

Final score = Average assignment score + Exam score

YOU WILL BE ELIGIBLE FOR A CERTIFICATE ONLY IF AVERAGE ASSIGNMENT SCORE >=10/25 AND EXAM SCORE >= 30/75. If one of the 2 criteria is not met, you will not get the certificate even if the Final score >= 40/100.

Certificate will have your name, photograph and the score in the final exam with the breakup.It will have the logos of NPTEL and IIT Kharagpur .It will be e-verifiable at nptel.ac.in/noc.

Only the e-certificate will be made available. Hard copies will not be dispatched.

Once again, thanks for your interest in our online courses and certification. Happy learning.

- NPTEL team