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0answers
33 views

Multivariable Regression on correlated / collinear variables

Let us consider a variable $Y$ on which we want to apply a multivariable linear regression on the variables $X_1$ and $X_2$. $X_1$ and $X_2$ are collinear by construction, with $X_1=ab$ and $X_2=bc$, ...
0
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1answer
19 views

How do I sketch (on paper) the scatter plot with given covariance matrix and expectation vector?

I have found some information concerning my problem, but I am too unfamiliar with statistics to fully grasp the concepts explained. Also, much of the explanations are written for python/Matlab/R code, ...
0
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0answers
7 views

Hierarchical partitioning with more than 12 independent variables?

I am interested in using hierarchical partitioning (Chevan and Sutherland, 1991) to analyze the effects of 26 different independent variables on one dependent variable. However, the hierarchical ...
0
votes
1answer
33 views

Possible time-dependent mediation effect in Cox regression

I'm quite new to survival analysis, but would appreciate any advice on how to deal with the following finding in my data analysis/ results interpretation. I have been using R and have used a time-...
0
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0answers
10 views

Testing 2 populations and how the effect of one variable impacts the score of a 2nd variable

Brief summary of my study: I am studying two types of organizations, A and B. For both organizations A and B, I measured how centralization affected innovation. There were significant differences ...
0
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1answer
29 views

Modelling in the presence of multiple cointegrating relationships

I am looking for some clarification regarding multivariable cointegration and what steps I should take to avoid spurious regressions. I am analysing a time series $y$ as a function of independent ...
6
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2answers
397 views

How to determine how many variables and what kind of variables a table of data has?

Here's an example regarding what I'm lost on. In the past I've just found myself counting columns to determine how many variables a table has, but I've realized that's totally insufficient. For ...
2
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0answers
27 views

Comparing variances of vectors

For vectors we can use the covariance matrix which contains the variances per variable and the covariances. Now I want to compare the variances of multiple point clouds. It is hard to compare the ...
1
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0answers
49 views

Bootstrapping multivariate multiple variable regression

I would like to know how to bootstrap multiple variable and multivariate regression. Let me first go over the single variable case. I realize that in general either the (x,y) pair can be bootstrapped, ...
0
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0answers
112 views

Multiple regression model and prediction/confidence interval for two values of a coefficient

Hi i've been working on this model of house prices based on multiple independent variables. I got the out put out throught gretl. https://www.dropbox.com/s/sq1oryrjhmplsgx/Screen%20Shot%202015-05-15%...
2
votes
1answer
405 views

Multivariate Standard Deviation

I'm not sure I'm describing this 100% correct, but here goes. Is there a way to find out the overall standard deviation of a data point if it has multiple variables? For example, If I have the ...
5
votes
1answer
219 views

How to add a third variable to a bar plot?

I'm trying to find the best way to show the following data: ...
0
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0answers
26 views

Logit model - none of the cases vary on one predictor

What do you do with a categorical predictor (e.g. Black-White-Hispanic) in a logistic model when none of the cases are White, but about half the population studied is? You have to drop this predictor ...
0
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1answer
44 views

Mulitivariable regression?

For my research project on the effect of a specific kind of surgery on clinical outcome, I want to study the correlation between the improvement in clinical outcome scores (ie the difference between ...
0
votes
1answer
231 views

How can I isolate the effects of a particular independent variable?

I am planning a study and am not sure which statistical test I should use. In this study, I have multiple independent variables. Some of these variables are categorical, while others are numerical. I ...
2
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0answers
138 views

Reverse-engineering a (custom goods) pricing algorithm - each db row has: | 3 factors | 2 co-variates | price | (I have over 100k rows of data) [closed]

just wanted to mention up front that my question doesn't concern dynamic pricing, price optimization, revenue management, etc. No time series analysis either. It's just a simple multivariable ...
0
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0answers
49 views

Variable selection using genetic algorithms under R

I'm currently working on developping multilinear models (using 2 or 3 parameters) in order to predict a property (Y) from a set of variables (X1,X2,....Xn) (n=200-300). I already have a software that ...
0
votes
1answer
15 views

Finding the significance of certain questions in a survey

My company performs a Go/No-Go questionnaire to determine whether or not to go after a particular opportunity. In this questionnaire is a series of 14 yes/no questions. We have accumulated a ...
2
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1answer
378 views

How to report data when there is interaction

I did a multivariable logistic regression analysis to estimate the effect of an exposure (E) on an outcome while adjusting for confounders. I investigated interaction and discovered a significant ...
1
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0answers
75 views

Matching sets of 3d position data

Imagine a cube filled with air and ~5000 levitating potatoes. The distance between two poatatoes are usually at least an order of magnitude larger than their volume and their distribution is pretty ...
0
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2answers
92 views

What is the name of this type of tree / graph / representation?

I have come across a tree like way to organize variables and I wonder if anybody knows the name. A colleague thinks it has a "Japanese sounding name" (sorry by no mean I wish to be derogatory). So ...
2
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0answers
31 views

Detecting parameter influence

I have a data set consisting of a system's responses to various test configurations. Every test configuration corresponds to a different parameter set. These parameters can have either continuous ...
1
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2answers
483 views

Why is Lasso regression for high dimensional data better than Stepwise AIC?

I know Lasso eventually set some parameters to zero, acting like variable selection. I also read from paper talking about automated variable selection method like Stepwise AIC can be troublesome. So ...
0
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2answers
49 views

How to properly group data for analysis

I am wondering what the most common way to handle data is wherein a participant belongs to multiple groups. For example, if you're wanting to run linear regression and look at how specific diet-type (...
0
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1answer
27 views

Correct Analysis for determining impact of input parameters on data

I work for a manufacturing company that collects times (man-hours) for tasks. The tasks are similar in concept from one product to another, but the characteristics of the product can vary (like size, ...
4
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1answer
160 views

Estimating entropy of multidimensional variable through dimension reduction

Is there anything inherently wrong with trying to estimate the entropy of a multidimensional random variable by first transforming it (by some method) into a single-dimensional variable?
3
votes
1answer
187 views

Nearly constant time series

I want to analyse temporal interactions of some time series by means of the Box-Jenkins approach to find out which time series are predictors of another one (with the help of prewhitening and ...
4
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0answers
646 views

Determine linear relationship between input and output with multiple input variables

Say that your input variables are in $\mathbb{R}^2$ with a univariate output variable. Say that you want to determine whether the output variable is a linear combination of the input variables. If ...
0
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2answers
284 views

How to get from joint distribution F(x,y) to f(x,y) to calculate the marginal distribution of X?

I have this homework question I'm not 100% sure how to tackle. I have a random vector with joint distribution function F(x,y) and am asked to find the marginal distribution function. I think need ...
10
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3answers
21k views

Does adding more variables into a multivariable regression change coefficients of existing variables?

Say I have a multivariable (several independent variables) regression that consists of 3 variables. Each of those variables has a given coefficient. If I decide to introduce a 4th variable and rerun ...
-1
votes
1answer
291 views

Logarithmic regression of form $y=a+b \log(x_1)+c\log(x_2)$ using R [closed]

How can I fit a logarithmic regression equation of form $y=a+b (\log (x_1)) + c(\log(x_2))$ on a data set using R? Here the main concern is that data contain zeros multiple times, so R will give ...
1
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2answers
284 views

I need a model that can predict based on multiple variables. How do I get started?

I have a problem where I have to predict a variable X that is dependent on several other variables a,b,c,d... I have the data containing the values of these variables a,b,c,d.. and also X up to a ...
2
votes
1answer
238 views

Estimating the probabilities of many events given only intersections

We are interested in approximating the probability of $n$ (possibly dependent) events $\{e_1,\dots, e_n\},$ but we can only estimate the probability of an intersection of any $q$ of them: $$P(e_{k_1}\...
1
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0answers
245 views

References about univariable vs multivariable variable selection

Suppose I have variables $X_j$, $j=1,\ldots,p$, some of which are correlated, and some continuous output $y$. I want to rank the variables by importance. One way is to do an association test of each ...
2
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2answers
4k views

Multiple dependent variables in factorial design

I have a 2x2x2 factorial design with two dependent variables (lets say height and weight). I can examine the effect of the three factors for each dependent variable separately. But I also want to ...
5
votes
1answer
5k views

Readdressing the semantics of multivariate and multivariable analysis

There was a post once upon time dealing with the differences of multivariable and multivariate regression. I have seen the relevant post here. However I am having this debate with a colleague and ...
2
votes
2answers
186 views

Visualizing a 5x5x5 data set

I'm trying to visualize a matrix of 3 datasets.* For the sake of example, let's say I have a list of hats, coats and shoes, and I want to display a 2D grid/visualization of each possible combination. ...
7
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4answers
1k views

What are the software limitations in all possible subsets selection in regression?

If I have a dependent variable and $N$ predictor variables and wanted my stats software to examine all the possible models, there would be $2^N$ possible resulting equations. I am curious to find ...
4
votes
1answer
547 views

Estimating probability distribution function of a data stream

I have a very large number of observations. Observations arrive sequentially. Each observation is an $n$-dimensional vector (with $n \ge 100$), is independent from the others and is drawn from the ...
6
votes
1answer
225 views

From Marginal Exp-Norm Distributions to What Conditionals and Joint?

I have (trivariate: multivariate with three variables) data that appears to be good empirical and reasonable theoretical fit for a (univariate) convolution of an exponential and a normal distribution (...
9
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1answer
1k views

Finding marginal densities of $f (x,y) = c \sqrt{1 - x^2 - y^2}, x^2 + y^2 \leq 1$

As the title says, I'm looking for the marginal densities of $$f (x,y) = c \sqrt{1 - x^2 - y^2}, x^2 + y^2 \leq 1.$$ So far I have found $c$ to be $\frac{3}{2 \pi}$. I figured that out through ...
8
votes
3answers
1k views

Computing best subset of predictors for linear regression

For the selection of predictors in multivariate linear regression with $p$ suitable predictors, what methods are available to find an 'optimal' subset of the predictors without explicitly testing all $...
24
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7answers
2k views

Is there an accepted definition for the median of a sample on the plane, or higher ordered spaces?

If so, what? If not, why not? For a sample on the line, the median minimizes the total absolute deviation. It would seem natural to extend the definition to R2, etc., but I've never seen it. But then,...
5
votes
2answers
1k views

Orthogonal parametrization

In general inference, why orthogonal parameters are useful, and why is it worth trying to find a new parametrization that makes the parameters orthogonal ? I have seen some textbook examples, not so ...
2
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1answer
1k views

Dataset for multi class perceptron

I am developing a multi-class perceptron algorithm and was wondering if there are any datasets that could be used to test a multi-class perceptron? - A dataset where the classes are linearly separable ...
71
votes
13answers
26k views

What is the best way to identify outliers in multivariate data?

Suppose I have a large set of multivariate data with at least three variables. How can I find the outliers? Pairwise scatterplots won't work as it is possible for an outlier to exist in 3 dimensions ...
3
votes
1answer
260 views

Multivariate Interpolation Approaches

Is there a good, modern treatment covering the various methods of multivariate interpolation, including which methodologies are typically best for particular types of problems? I'm interested in a ...