STAT 2221: Advanced Applied Multivariate Analysis

Spring 2015, Tuesday - Thursday 2:30-3:45 at 218 Cathedral of Learning

Instructor: Sungkyu Jung

Grader: Ms. Qiyao Wang



Important statistical methods and relevant theory for analyzing continuous multivariate data are introduced. The first half of the course examines traditional and fundamental topics in some depth, and the second half of the course surveys modern topics. There is no prerequisite for this course. However, I assume students have working knowledge of probability, statistics and matrix algebra.

Lecture notes / Class Materials


There is no designated software for this course. You may use the software that makes the most sense for you. Many pharmaceutical companies use SAS for compliance with FDA regulations. Academic intuitions as well as labs often use R and python. Corporations often use MATLAB, Stata, Minitab, S, etc. because of the relatively high reliability despite the cost. However, it is expected that the student immerse herself with use of at least one software.

Recommended Textbook

Hardle and Simar (2012) and Izenman (2008). You can either download the books as .pdf files or buy MyCopy Softcover Editions from Springer Link (at Each costs about $25.


Advanced and applied


Working with R or SAS

Course Requirements and Grading:

University Policies:

Academic Integrity

Students in this course will be expected to comply with the University of Pittsburgh's Policy on Academic Integrity. Any student suspected of violating this obligation for any reason during the semester will be required to participate in the procedural process, initiated at the instructor level, as outlined in the University Guidelines on Academic Integrity. This may include, but is not limited to, the confiscation of the examination of any individual suspected of violating University Policy. Furthermore, no student may bring any unauthorized materials to an exam, including dictionaries and programmable calculators.
Disability Services
If you have a disability for which you are or may be requesting an accommodation, you are encouraged to contact both your instructor and Disability Resources and Services (DRS), 140 William Pitt Union, (412) 648-7890,, (412) 228-5347 for P3 ASL users, as early as possible in the term.  DRS will verify your disability and determine reasonable accommodations for this course.
Copyright Notice
Course materials may be protected by copyright. United States copyright law, 17 USC section 101, et seq., in addition to University policy and procedures, prohibit unauthorized duplication or retransmission of course materials. See Library of Congress Copyright Office and the University Copyright Policy.