University of Illinois at Urbana–Champaign
Psychology 593: Advanced Multivariate Methods
Tuesday, 3-5; Psychology Room 29
Instructor: Lawrence Hubert
Psychology Room 433
Office Hours: 1-3, Wednesday
Topics for the semester:
I. Introduction:
1. What we will do in the course;
2. Multivariable systems generally;
3. The MacArthur Study of Mental Disorder and Violence.
II. Prediction and the Questionable Use of Statistical Models
III. Classification and Regression Trees (SYSTAT)
IV. Classification and Regression Trees (MATLAB)
V. Ensemble Methods (MATLAB)
VI. TreeBagger (MATLAB)
VII. Discrimination and Classification: Review from Multivariate; classify.m
VIII. Logistic Regression and Generalized Linear Models; glmfit.m; glmval.m; mnrfit.m; mnrval.m
IX. Support Vector Machines (MATLAB); svmtrain.m; svmclassify.m
X. Categorical Regression (CATREG from SPSS)
XI. Methods from the Bioinformatics Toolbox; clustergram; heatmap; phylogenetic tree visualization
XII. The (Uni- and Bi-)Dimensional Scaling Toolbox for MATLAB
Some resources at:
cda.psych.uiuc.edu/statistical_learning_course
Statistical Learning from a Regression Perspective; Richard A. Berk (in the folder “berk_book”)
The Elements of Statistical Learning; Second Edition; Hastie; Tibshirani; Friedman (file ESLII_print5.pdf)
IBM SPSS Categories 19.pdf
Principal Components Analysis; I. Joliffe (2nd Edition)
morgan_sonquist.pdf
breiman_two_cultures.pdf
Roberts_Pashler2000.pdf
stats_matlab.pdf
supervised_learning_matlab.pdf
SPSS Decision Trees 17.0.pdf
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