Multivariate refers to analyses where there is >1 response / dependent variable of interest in the statistical analysis. This can be contrasted w/ *multivariable* analyses, which typically implies >1 predictor / independent variable.

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How to z-normalize multi-dimensional time series?

z-normalization for 1-dim time series is simple. $z_i = (x_i-m)/s$ Here, $x_i$ is the element of series for each time index $i$. $m$ is the mean, and $s$ is the standard deviation. For n-dim time ...
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36 views

Generating random variables from copula function at a given joint probability?

I have one copula function, let's say a 2 dimensional Normal Copula with parameter of 0.5. I want to generate random variable pairs at given copula probability (e.g. 0.9). How can I do that? (since ...
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9 views

Interpretation of the confidence ellipsoids of multivariate distributions when they are transferred to their original univariate distributions

I borrow an simple example from this link (68% Confidence level in multinormal distributions ) I wonder how x1 and x2 values which satisfy the ellipse equation can be interpreted if they are ...
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5 views

I need to create a macro in SAS to repeat PROC MIXED in a large data set [migrated]

I am currently working with a data set of 760 metabolites. These metabolites were provided to 15 bacterial species. Further, their growth was monitored at 2 optical densities (OD), in triplicate. ...
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17 views

log-likelihood of multivariate regression

I am struggling with R to calculate log-likelihood of multivariate regression (i.e. more than one response, one or more predictors). I would like to have a function taking object of class "mlm" as an ...
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33 views

Reducing number of variables for Independent Component Analysis

Say I have a dataset with $n$ observations of $p$ random variables. Since $p$ is "large" (mine is 72), I would like to perform a fastICA only on a subset of $k$ variables, maintaining the same number ...
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21 views

Bivariate ARIMA model in Stata

I am having troubles fitting a bivariate ARIMA model in STATA. Is there such a capability at all? I can choose dependent and independent variables but once I set them to be mortality and alcohol ...
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15 views

Iman-Conover rank correlation method & multivariate normal distribution

I am working on some simulations using the Iman-Conover method to sample correlated random variables so I can have a 'population' Spearman correlation parameter as opposed to a Pearson correlation ...
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1answer
49 views

Copula for multivariate distributions

Is anyone know how to join two multivariate distributions using copulas in r. For example let $X=f(x_1,x_2, \ldots,x_n)$, $Y=f(y_1,y_2,\ldots,y_n)$ I need to find a copula for joining $X$ and $Y$ ...
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111 views

Multivariate Data

There is a built-in data set USArrests data in R software . ?USArrests We use this ...
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20 views

Where can I find time-to-event/survival analysis datasets?

I have a problem finding datasets that could be used for time-to-event/survival analysis. Could you recommend any good sites? I'd be grateful. Dan
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1answer
188 views

Generating Binomial Random Variables with given Correlation

Suppose I know how to generate independent Binomial Random Variables. How can I generate two random variables $X$ and $Y$ such that $$X\sim \text{Bin}(8,\dfrac{2}{3}),\quad Y\sim ...
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56 views

multiple regression advice on results

I am testing to see if there is a relationship between my dependent variable Y and any of 4 explanitory variables x1, x2, x3 or x4 First I started by doing simple linear regression and got these ...
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14 views

How to drop variables in statistical classification analysis?

Given a set of data with variables and a training set, we can proceed classification analysis using Mahalanobis distance etc.(discriminant methods) But how do we know whether all these given ...
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24 views

Linear transformation of vector ARMA processes

Can someone help me to solve the following problem. Referring to the one above the bottom equation: I was managed to get the left hand side and first term of the right hand side. But couldn't solve ...
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23 views

Correlation analysis while detecting outliers

I have simple dataset here. Supposed I want to find out which customers who bought a certain item are more likely to come back after 10 months. I have 2 sets of data The repeat purchase % of users ...
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10 views

Assumption of constant variance in every classes of multilevel regression analysis

In this post, in the referred book , it is also written that : The residual errors $e_{ij}$ are assumed to have a mean of zero, and a variance to be estimated. Most multilevel software assumes ...
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31 views

Multilevel Regression Analysis Example

Here is an example . I have not understood some points which I have highlighted and adjacently asked what I have not understood. Assume that we have data from $J$ classes, with a different number ...
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23 views

Similarity among multivariate time series vs similarity among univariate time series

I am trying to generalize the similarity among univariate time series into multivariate time series. Let's say there are 2 multivariate time series data X and Y: X1, X2, X3 in first multivariate ...
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12 views

How do you make one factor show as symbol, and another factor as colour in nMDS (vegan)? [migrated]

I am trying to make an nMDS plot of data with a nested factor. I would like the nMDS to show both factors on one plot by using symbols and colour. In this reproducible example, if ...
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1answer
31 views

Hundreds of multiple linear regression models

I have high dimensional data (1000 genes for 100 patients). I have few clinical parameters for this data, some demographic data and some different metal levels in blood. In trying to evaluate how each ...
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1answer
14 views

Is spatial eigenfunction analysis a kind of direct gradient analysis?

Everything is in the title. By eigenfunction analysis, I mean using methods based on Moran's and asymmetrical eigenvector maps. I have a trouble to understand if they overlap or if one is just a ...
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24 views

How many components should be used? [duplicate]

How many components should be used? I've not really used SAS or SCREE plots how many compotents should be used? Where is the elbow?
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9 views

Ordination or Clustering method using layered data

I need a clustering method that makes use of layered data. I have around 50 random sampling points from a surface. Each point samples layers below that point. Imaging geological layers or water layers ...
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8 views

Multivariate analysis agreggating part of the data

I have a table with animals sightings, including latitude, longitude, date-time and all the identified (marked) animals in the group. So the same animal repeats in many lines, one for each place/time ...
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Which test would be appropriate to test multiple variables?

I have a data on users with 5 personality variables. The users had to pick a logo for three different projects (most likely, may be, least likely). The question is why the users chose the logo they ...
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Need some help on discrete valued time series forecasting?

I have data on reservation requests for hotels (your booking information:searching date, check-in, check-out, # of rooms and etc. on hotel booking websites) and am trying to do some analysis on one ...
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1answer
72 views

Method for constructing large data set from smaller data set?

Is there a method for creating a large data set from a smaller one? I have a data set of anthropometric variables (e.g. stature, leg length, arm length and so on) So I have 7 variables and 1774 ...
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Multivariate distributions, k-margin's, Bayesian Networks, and dependency

Suppose that we have a multivariate probability distribution with four variables, X, Y, Z, and W. Let us assume that the joint distribution can be factored as follows: $$ f_{X,Y,Z,W}(x,y,z,w) = ...
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43 views

Studying complex systems (complexity)

Complex socio-technical systems is one my research interests. Since I plan to further study such systems and related phenomena, I've done a bit of reading and ran across various books, such as Bar-Yam ...
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34 views

How to account for repeated measurements and unequal sample sizes in RDA

I have a question going in the same direction as this one: Restricted Permutations However, I have a dataset of multiple Locations from which I have samples of sometimes 5 sometimes only 3 years. Not ...
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27 views

Hotelling $T^2$ distribution

Suppose $d \sim N_p(k\mu_0,\Sigma)$ and $M\sim W_p(\Sigma,m)$ are independent. Here $\mu_0\neq 0$ is a known $p$-vector. $k$ (scalar), $\Sigma$ are unknown. Find the distribution of ...
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39 views

Entropy of multivariate gaussian mixture random variable

Short: ${\bf X} \sim N({\bf 0},{\bf I}+{\bf I}_j)$; ${\bf I}_j\in S=\{I_j: I_j$ is diagonal and $ I_j \succeq 0\}, |S|=K$, and $j\sim U(1,K)$. What is $h({\bf X})$? What happens when ...
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1answer
19 views

log multivariate normal differentiation (MLE)

I've come across a lot of explanations of how to differentiate the multivariate normal, but they all appear to skip the step that I'm stuck on. Here's what I've got so far. By logging and removing ...
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33 views

How to generate multidimensional data with specific clustering properties?

In section 5.A of a research paper the researcher used the following synthetic datasets: GAUSS consisted of six Gaussian clusters with identity covariance, each with 500 points in five dimensions. ...
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12 views

How would you set up this multilevel model?

I have data at multiple levels and am trying to figure out how best to structure and analyze the data. Participants completed five measurement occasions in each of four conditions (that is, it was a ...
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1answer
24 views

On FIML assumptions

In Hayashi's Econometrics, page 529, he states one of the assumptions we need for the FIML estimator. My doubt is in the third line of point 1). He says that the vector ...
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19 views

Selecting best dependent variable in Repeated measures and multivariate data

I have a number of outcome variables both continuous, scores and categorical. I am trying to find the best methodology to select the best variable(s) among the many dependent variables that gives me ...
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19 views

Interdependence and Significance of Cluster Analysis Results

This question concerns ionic concentration data for in-stream water samples. The samples were taken longitudinally along several different streams; each of these streams has a variety of pollutant ...
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2answers
117 views

Ax = b. How can I estimate A, given multiple data vectors of x and b?

I have a problem and I believe there must be a machine learning technique to solve it, but I am new to machine learning and I have no idea where to start. So, I have multiple multivariate parameter ...
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1answer
225 views

PCA and Correspondence analysis in their relation to Biplot

Biplot is often used to display results of principal component analysis (and of related techniques). It is a dual or overlay scatterplot showing component loadings and component scores simultaneously. ...
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17 views

Can we use Principal component analysis for identifying important Independent variables (X's) [duplicate]

I have read principal component analysis is mainly used for variable reduction. I have the concept that we are converting the variables in to new principal components using orthogonal transformation ...
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13 views

Which clustering method should I use and other useful statistical tools for grouping

I have 37 plant species (rows) and up to 18 corresponding traits (col). I would like to see if there are consistent species-wide attributes that are repeated in different species and can therefore be ...
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1answer
137 views

Are the marginal distributions of a multivariate distribution the corresponding univariate distributions?

Are the marginal distributions of a multivariate distribution necessarily the corresponding univariate distributions? For example: Every marginal distribution of a multivariate normal distribution ...
2
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1answer
88 views

Conditional Expectaction 3 variables

Suppose $X,Y$ and $Z$ are multivariate normal with means and full covariance matrix. The conditional expectation $E(X | Y)$ is well know. What is the conditional expectation of $E(X | Y,Z)$ if $Y$ and ...
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1answer
207 views

Multivariate proportional data

I am looking for literature on what I call multivariate proportional data where a single observation is a vector of proportions that sum to 1. For example, each person weights their preferences for ...
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2answers
464 views

Post hoc power analysis

I have an experiment with 3 equal group sizes and 4 measures. I think the simple null hypothesis is that the three groups will be the same. Most people, however, believe that group A should do best in ...
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1answer
203 views

Multivariate analysis techniques for fMRI data

I am doing a project in which I need to predict fMRI activation values for each voxel of the brain. The voxels are approximately 20,000 and I have 300 examples with 25 features in each. Thus there are ...
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Is it possible to have a pair of Gaussian random variables for which the joint distribution is not Gaussian?

Somebody asked me this question in a job interview and I replied that their joint distribution is always Gaussian. I thought that I can always write a bivariate Gaussian with their means and variance ...
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5answers
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What skills are required to perform large scale statistical analyses?

Many statistical jobs ask for experience with large scale data. What are the sorts of statistical and computational skills that would be need for working with large data sets. For example, how about ...