Analyses where there is more than one response or dependent variable of interest. This can be contrasted with "multiple" or "multivariable" analysis, which typically implies more than one predictor or independent variable.

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summarizing Multivariate time series

I have a data set including 25 variables at each time and all of this group is repeated through time. I want to explore the relationship between these variables through time and for example say that ...
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22 views

Multivariate CDF

I am having difficulties understandomg the following equality: $$\begin{align*} &P\Big(\frac{Z_{1}}{n}+\mu>z,Z_{2}>y,\frac{1}{n}\sum_{i=3}^{m}Z_{i}+\mu \leq w\Big) \\ &=\int_{n(z-\mu)}^...
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14 views

Where can I find sound information about Periodic Autorregressive Multivariate models?

I am reading an article that mentions Periodic Autorregressive Multivariate Models and their noises; however, in no section have the authors explained or shown references to these models. I looked ...
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24 views

Appropriate number of explanatory variables in redundancy analysis (RDA)

This question comes from a reviewer's comment on a manuscript I recently submitted. I analyzed a multivariate data set (6 response variables, 21 observations for each) using redundancy analysis (RDA) ...
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29 views

Confusion Matrix values of zero

My question is almost exaclty the same as this one: Suspicious Amount of Zeros in Confusion Matrix, but no one seems to have responded so I figure I'll ask again. I've got a LOO confusion matrix that ...
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51 views

Is hierarchical regression appropriate for running a regression using multilevel dependent variable?

I have a paper submitted to a journal and one of the reviewers suggested me to conduct a hierarchical logistic regression. I know how to conduct multilevel regression analysis by clustering the data ...
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1answer
15 views

MANOVA interaction effect wont compute

I am performing a MANOVA with a large multivariate dataset representing total body shape (dependent variable). My two independent variables are gender (sex) and cluster (from a previously computed ...
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1answer
37 views

Repeated measures but not longitudinal: A case of multivariate LMM or repeated measures LMM?

I am trying to get my head around the question of what kind of model is most appropriate for the following data: Every participant rated 14 written statements in terms of various aspects (e.g. ...
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13 views

Mahalanobis Function with test and train data

I am new to R programming. I was given a task at work with minimal explaination. I have a huge Data set. Can someone explain the use of Test data and train data? How to use that along with a ...
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How to perform a MANCOVA in R

I have been looking around and cannot figure out how to perform a Mancova in R. independent variable: cluster number dependent variables (multivariate): body shape (19 partial warp scores) covariate: ...
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the Univariate F statistics for each variable have the same rank order as the structure coefficients on the first CV

I have done a one-way MANOVA with 2 groups of 15 sample units each and 10 variables measured on each sampling unit, followed by separate ANOVAs and a CDA. I find that the Univariate F statistics for ...
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repeated measures MANOVA for testing difference among multivariate time series?

I measured behavioural multivariate time series ( 3 variables) from 7 dyads performing an experimental task. For each dyad I have a multivariate time series (that is, I have not data from each person ...
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38 views

What statistical method would be best to use for description and forecasting?

I have come across this question and don't know what statistical method should be used. A business has 1000 customers who regularly spend between £100 per annum to £2000 per annum. The business ...
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42 views

Reasons NOT to use standardised data in multivariate analysis

Question: Can you give any reasons/examples when it is more appropriate NOT to standardise continuous metric independent variables when performing multivariate analysis? Background: I am an undergrad ...
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43 views

Visualization of multiclass multivariate data

What are the practical ways to visualize multiclass multivariate data? For example data with 10-class, 649-dimension.
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Multivariate GLM or MANOVA or other alternative for 2x2 repeated measure experiment?

I am trying to get my head around the right choice of experimental design and analysis for a collaborative software I have created and would like to evaluate. The software allows groups to conduct a ...
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Can the variability of this multi-variate categorical data set be computed?

I have a set of Survey responses in the format shown below. I want to provide a mathematical measure of Variability to show "how different" the population is, but I'm not sure how to do so without ...
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2answers
28 views

Multicolinearity Test for Multiple Multivariate Regression

I have multiple independent variables and multiple dependent variables, some categorical and some quantitative. I have created a data sheet with dummy columns appropriate to each categorical variable. ...
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15 views

Multivariate analysis and probability theory question

I have a question in multivariate analysis, involving a bit of probability theory im trying to somehow prove that the constant c gives me the reciprocal of pik**2 and prove the expectation of x1 and ...
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Multivariate Elastic Net

For my thesis I want to use a multivariate elastic net. So I've got multiple dependent variables, which I want to estimate simultaneously with Elastic Net. Sort of like the idea of SUR. SUR stands ...
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How can I quantify the multivariate variances of several characters in different groups?

I have a multivariate dataset of linear measurements. Where I measured several characters (e.g. skull length, skull width, skull height, ...) for several different species. My questions is, if the ...
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Multivariate Analyses of Matched Case-Control Data

I'm a medical student and working on some public health research. I'm new to the forum and I am completely stumped right now trying to figure out how to handle the issue of multivariate analysis of ...
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1answer
16 views

Use case for Anomaly Detection using the multivariate Gaussian distribution

We have 5000 vehicles of different classes (trucks, small cars, large cars) with 100 sensors in each car measuring fuel consumption, distance traveled, average speed etc for some time period $t$ that ...
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27 views

Measuring the effect of weather on retail sales

I'm currently working on modeling this as an ad hoc. Sr mgmt want to know how much of our sales growth during the year can be attributed to weather. I chose to investigate "weather" as temp & ...
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Multivariate log-normal probabiltiy density function (PDF)

The Multivariate Gaussian pdf is given by $$(2\pi)^{-\frac{K}{2}} \det(\Sigma)^{-\frac{1}{2}} \exp({-\frac{1}{2}}(X-\mu)' \Sigma^{-1} (X-\mu)) $$ The wikipedia for multivariate Gaussians is here ...
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Restricted Maximum Likelihood (REML) Estimate of Variance Component

Let, $$\mathbf y_i = \mathbf X_i\mathbf\beta + \mathbf Z_i\mathbf b_i+ \mathbf\epsilon_i,$$ where $\mathbf y_i\sim N(\mathbf X_i\mathbf\beta, \Sigma_i=\sigma^2\mathbf I_{n_i}+\mathbf Z_i \mathbf G\...
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How to normalize and compare growth rates between variables at different stages of some kind of growth model “curve”?

I have a data frame that has various capital and metropolitan cities with various economic, market and performance data. One set of variables is each total annual non-domestic visitor volume and the ...
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Correlation between chemical analysis results

So I have preformed chemical analysis on on a sample and the resulting data is something like this: "Carbon: 1.2%, Iron: 50%, Vanadium 2.3%..." and so on. I have 25 sets of similar data taken from ...
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79 views

Meta-regression with highly-correlated predictors? Should I do 2 analyses? Example in R

I'm trying to do meta-regression with a lot of trials (>40 trials with >100 'arms') investigating the efficacy of a procedure (abl) and any 'addon' procedure. Each trial will have 2 or more arms. In ...
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1answer
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How the total pseudo R2 is calculated with the “dissmfac” function in TraMineR?

I am using the discrepancy analysis in TraMineR. I performed univariate analysis with "dissassoc" to measure the effect of each variable. Then, I did a multi-factors analysis using "dissmfac" to ...
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How to deal with different distribution families in multivariate regression?

Say that I have 2 dependent variables, one continuous and one count: amount of adrenaline (continuous) number of remembered digits in a task (count) and I want to check if these two variables ...
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27 views

How to describe my problem when my features are vectors?

My problem is a multivariate time series of measurements from a chemical sensor. There are $n$ different experiments made with as many different substances. Each experiment ranges over $t$ time steps. ...
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47 views

identification condition in factor model

Consider the following factor structure: $\Sigma=\Lambda \Lambda' + \Phi$ where $\Sigma$ is $p \times p$, $\Lambda$ is $p \times m$ without any restrictions and $\Phi$ is a $p \times p$ diagonal ...
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what is the difference of prediction model in high dimensional setting and multivariate setting?

I am wondering what is the difference of prediction model in high dimensional setting and multivariate setting. Do the difference just lie in that we need to make dimension reduction for high ...
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How do I analyze “Analysis of deviance” in R?

I ran an ANOVA in R in the library (mvabund) which resulted in an output table "Analysis of Deviance", and I am confused as to what the "DEV" means in the output below. I am including here part of the ...
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Assumption of normal distribution in MANOVA/MANCOVA having determined various var lag structures

I am currently running a multivariate regression (MANCOVA) using macroeconomic factors and exchange rates. To fulfill the assumption of uni-/multivariate normality, I transformed all variables ...
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How to Combine Univariate GARCH Models?

We fitted univariate GARCH models to several time series. We would like to make sure that the forecasts also consider the correlation structure between the time series. The literature presents some ...
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Non parametric multivariate analysis

I need some help with my statistical analysis. I have two different pharmacokinetic parameters. They result from two different models applied on the same data. These data are baseline and follow up ...
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R - Pearson correlation in assessing multivariate regression performances

How to assess the performance of the multivariate regression outputs in different scenarios using Pearson's correlation in R ? Is it a straight process to compare the correlation of expected values ...
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Multivariate Linear Regression with Linear Constraints

Consider random samples $z_1,\ldots, z_N\in \mathbb{R}^n$ distributed according to $z_i\sim\mathcal{N}(T\cdot q_i, \Sigma)$ with $T,\Sigma\in\mathbb{R}^{n\times n}$ and $q_i\in\mathbb{R}^n$. If the $...
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What's in a name: Precision (inverse of variance)

Intuitively, the mean is just the average of observations. The variance is how much these observations vary from the mean. I would like to know why the inverse of the variance is known as the ...
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Difference of means in 3 dimensions (Hotelling's T^2 for 3 dimensions or equivalent)

I am trying to determine if two groups are different in 3 dimensions (3 variables). I am looking for something similar to Hotelling's T^2, but for 3D instead of 2. I have two groups 'Known Color' and '...
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Mahalanobis distance for highly multivariate random variable

I have to compute the Mahalanobis distance for a $10^6$ dimensional multivariate random variable. What is the best (and fastest) way to do this? I am currently taking cholesky decomposition of the ...
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1answer
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Co-variate contribution to model accuracy in multi-variate analysis

I have implemented a multivariate analysis in R as such: lm1<-lm(Y ~ A + B + C + D + E, data=data, weights = 1/Uncert) I found that the variable A contributes ...
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42 views

Finding outliers in multiple dimensions

I'm working on dataset which isn't normally distributed. It contains three dimensions: cost, discount and profit. I'm trying to find outliers in all these dimensions. I used $\text{z-score}$ to find ...
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33 views

Optimal block length for block bootstrap with multivariate time series

I've got a multivariate time series $\mathbf{X}_t$, where $t$ is time and there are $p>1$ columns of $\mathbf{X}_t$. There is autocorrelation in the data. I'm interested in various functions of $\...
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DCC-GARCH: selection of error distribution and extraction of volatility decay

I am in a hesitation of detecting which indicators from maximum likelihood (ML) estimates of the Gaussian DCC model tell the volatility parameters' decaying. Another question is, how to know which ...
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Method to determine whether or not users had a bad experience based on multiple variables: Average Bandwidth, Latency, and frame rate

I would like a recommendation on the best statistical method to use, as well as any suggested R packages to achieve this goal. I have three variables, Bandwidth, Latency, and frame rate for a set of ...