University of Liege | Version française
Study programmes 2010-2011Last update : 11/04/2011
MQGE0004-1  Multivariate analysis applied to management
Duration :  24h Th
Credits/ECTS :  
Master en ingénieur de gestion, à finalité spécialisée en Modélisation et technologie, 2nd yearSecond semester4
Holder(s) :  Gentiane Haesbroeck
Language :  French language
Course contents :  The course presents the main technics of multivariate statistics that are useful in management. It starts with the presentation of some descriptive techniques and then goes on with the main dimension reduction methods (PCA, canonical analysis). The courses ends with the consideration of different classification techniques (discriminant analysis, logistic regression,...).
Course objective :  At the end of the course, the students are expected to be able to

- find out which method would be most appropriate for analysing a multivariate data set.

- use the statistical software illustrated at the practicals

- interpret the results of the analyses.
Prerequisites :  Descriptive statistics, probability theory and inferential statistics.
Workshops :  Practicals in a computer room will be organised. The students will be asked to analyse real data sets using a given statistical software.
Organization :  This course is given in the second quarter of the academic year. The students will be given homeworks in order to get familiar with the statistical software as well as the perfomed analyses.
Written notes :  Slides used during the lectures will be used as available lecture notes.
Assessment :  The final mark will be a weigthed mean based on the following three results: 1) Assessments of the homeworks. 2) Written exam with the help of the statistical software.
Contacts :  G.HAESBROECK, Institute of mathematics, Building B37, room 0/60, tel: 04/366-95-94, email: G.Haesbroeck@ulg.ac.be


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