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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algorithms for color image edge enhancement using potential function

I want to use the method based on the use of weighting function also known as Parzen Kernels and form estimation of the probality density function (pdf) based on ...
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Learning from sparse label products

Consider the following binary classification problem $f(\mathbf{X})\rightarrow\mathbf{Y}$ where: $\mathbf{X}$ = Feature matrix $\mathbf{Y}$ = Product of several label (binary) vectors, i.e. ...
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Does diagnolizing higher-order cross-moment matrices lead to independent variables?

Diagonalizing the covariance matrix transforms multivariate data into uncorrelated variables, but does not make them independent necessarily. Does it follow from this that if I were to diagonalize ...
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41 views

Anomaly detection: multivariate Gaussian distribution

I am trying to do anomaly detection on a heterogeneous dataset (There are unknown groups present in the dataset). I want to try multivariate Gaussian distribution based approach, but I was thinking of ...
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How do you conduct regression analysis using SPSS when there is more than one dependent variable? [migrated]

How do you conduct a regression analysis in SPSS using 1 predictor variable (personality score) and 8 dependent variables (stigma scores to 8 different case studies)? I have tried to use this process ...
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Product of two gaussian processes

Given, $\ {y}_{i} = N({\mu}_{i}, {\Sigma }_{i}) $ If we go by the link http://www.tina-vision.net/docs/memos/2003-003.pdf then we can understand that the product of many multivariate gaussians can ...
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What should be the mean and variance of the bivariate normal distubution in the interval [closed]

Condition: Suppose I have standard normal distibution X~N(0,1). But now I have calculate the mean and variance of the data which lies between a$<$X$<$0. Also explain me the casse of the ...
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1answer
41 views

How can MANOVA report a significant difference when none of the univariate ANOVAs reaches significance?

I would just like to ask if it is normal for the values from my multivariate tests to be significant but for the values from my univariate tests of between-subjects effects table to be insignificant. ...
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14 views

Significance of multivariate models and correction for multiple comparisons

I have performed a multivariate binary classification using a number of features (or variables), I will call them features from sets (A), (B) and (C). I have calculated the P value of this ...
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11 views

Generalized Estimating Equations- How many predictor variables are too many based on sample size?

I am conducting analyses on wild animals, on how diet of an individual changes based on environmental changes. I will list the setup of my dataset below. Until now, I have been running independent ...
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Need help understanding hypothesis tests in multivariate statistics

I'm not really sure where to begin with this question, and I'm not sure if I am supplying all the resources necessary to answer this question, so just let me know and I will update. I'm going to copy ...
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29 views

When to use a bootstrap in MLE

Suppose I have a data set of $n$ observations with the dependent variable sample $\mathbf{Y} \in \mathbb{R}^{n \times k}$, and independent variable sample $\mathbf{X}\in \mathbb{R}^{n \times l}$ such ...
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What criteria to use for separating variables into explanatory variables and responses for ordination methods in ecology?

I have different variables that interact within a population. Basically I have been doing an inventory of millipedes and measuring some other values of the terrain, like: The species and the amount ...
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18 views

How to add one covariate at a time, for neural network, lm, or tree models

I have about 26 dependent variables and 400 to 1200 independent variables with 18000 observations. Is there an R package for adding one variable at a time to identify the variable(s) that reduce the ...
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41 views

How can I verify that variance(factor)=1 from Exploratory factor analysis results?

I am reading upon Exploratory factor analysis. One of the assumptions of the Orthogonal factor model is that $$ \sigma^2(factor)=1 $$. Reference via "Applied Multivariate Statistical Analysis-by ...
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16 views

Understanding Multivariate Normal Distribution in simple terms

While reading about the proc Tcalis procedure in SAS for SEM, I came across the statement: "For maximum likelihood (default) and generalized least squares ...
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11 views

Multivariate convolution density?

In reference to this post, the pdf for dependent random variables $X_1+X_2$ is given by: $$f_{X_1+X_2}(z) = \int_{-\infty}^{\infty} f_{X_1,X_2}(x,z-x) \mathrm dx$$ How does this formula extend to ...
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19 views

Formulas for generalized Mahalanobis distance

I've been trying to calculate Generalized Mahalanobis distance (the Mahalanobis distance between two multivariate distributions) using some formulas, I believe at least one of them is wrong though: ...
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25 views

Need help with multivariate multiple regression models [duplicate]

I want to predict more than one dependent variable by running one model, I thought that we can use Multivariate Multiple Regression Model. But I don't know how to do it with Excel or R. Can anyone ...
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1answer
48 views

Correlation under transformation

Suppose i have a random vector $X=(X_1,X_2,...,X_k)^T$ where each $X_i$ has cdf denoted by $F_i$ . The correlation matrix of this multivariate distribution is $R_k$. Define ...
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Maximum likelihood of multivariate t-distributed variable with scaled covariance

I am trying to estimate the covariance of a iid multivariate t-distributed random variable, where I define the multivariate density as in the Statlect textbok, which is the same as the wikipedia page. ...
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9 views

Portfolio VaR with Copula?

Let the portfolio be given by: $$X=X_1+X_2$$ $(X_1,X_2)$ are dependent through a Copula function $C(u_1,u_2)$, such that the joint distribution is given by: $$F(x_1,x_2)=C(F(x_1),F(x_2))$$ What is ...
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29 views

Multiple, multiple regressions?

I have done a study on whether personality and demographics predict interaction on Facebook brand pages. I have used a Big five personality scale and the demographics include, sex, age, marital ...
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25 views

Support vector regression in weka

I am using SVR for statistical down-scaling of precipitation. I have taken the first 3 factor scores in principal component analysis of variables as predictors and precipitation as predictand. As ...
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1answer
32 views

Multivariate normal with singular covariance

I'm an undergraduate student. I read about multivariate normal distribution in hogg and craig. And i wonder why the covariance is allowed to be positive SEMI-definite. I read this Normal distribution ...
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1answer
25 views

Multivariate nonparametric divergence (or distance) between distributions

For example, we could say I have two fruit classes (oranges and apples) and for each one I measured different statistics of interest, for example: width, height, sugar, water... of a lot of fruit ...
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35 views

Time series modelling

Here is my problem: I basically have 20 or so variables (I have 1000 of these values over an increasing time axis). I want to calculate the weights of these input variables. I am going to try Linear ...
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1answer
59 views

ANOVA or ANCOVA

I have to analyze a study where 2 treatments (t1 and t2) were used to control blood sugar levels. The 't2' is a new treatment which is being compared with an old established treatment 't1'. I have a ...
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1answer
30 views

How to transform non-Gaussian multivariate time series

I wish to apply a VAR-like kind of model to a multivariate time series dataset. The model assumes that $X_t | X_{t-1} \sim \mathcal{N}(\Gamma X_{t-1},\Omega)$ for $X_t \in \mathbb{R}^p$. I want to ...
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Built a n-variate distribution with given correlations and specific marginal distributions

I want to built a $n-$variate density with the constrains that all the marginals must be the same (i know the marginal distribution) and the correlation between the component $i^{th}$ and $j^{th}$ of ...
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57 views

variable error on logistic regression/ proc catmod- Building predictive model

I am using logistic regression to fit a model with categorical/multinomial varaibles. data-description: There are over 300 variables as independent variables, sample size is 5000 which is divided into ...
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1answer
12 views

Bivariate sampling for distribution expressed in Sklar's copula theorem?

In the univariate case, one can easily sample a distribution via random numbers $u\sim[0,1]$ and plugging into $F^{-1}(u)$. I have a bivariate distribution constructed via Sklar's theorem on Copulas: ...
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47 views

Understanding / Interpreting VARselect function in R

Atm I am playing around with VAR-Models and I was asking myself how to properly use the VARselect function. My question is the following: What should I give R as y? In the Help it just states "Data ...
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a/b tests show strange results. Can the results tell if the test method has bugs/issues?

I'm running a/b test on an ecommerce website. The current stats look like this: The problem is that the 'rule' does nothing. so basically the two groups should be identical. The selection of ...
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1answer
35 views

Exploring dependencies between variables in log-linear models

Hi there I'm using R to perform some multivariate data analysis on health data. I'm currently using the glm() function with ...
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18 views

Dealing with covariate*predictor interactions

I have one DV, four IV and 4 covariates. The assumptions to do the traditional ANCOVA are not met, therefore I am including the interactions predictor*covariate (1 to 4) in my model. My covariates are ...
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1answer
39 views

Correlated random draws with graph structured correlation

I have a problem where I have a graph structure, such that some nodes are connected to other nodes i.e. we have an adjacency matrix of size n*n with a 1 corresponding to a connection and 0 otherwise. ...
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1answer
25 views

Determine whether something is “significantly maximal”

The problem: I have a measure $D_i$ that quantifies how well a single target "feature" can be predicted from a set of (other) features $i$ (similar to an AUC). $D_i$ is computed based on a set of $n$ ...
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57 views

Multivariate outlier detection for PLS model

I am working with a PLS model (library pls) in R, where I am developing calibration models for NIRS data. I have been using other commercial software before that allowed me to detect outliers based on ...
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49 views

Multivariate normal distribution

I am not able to figure out how to derive this.Kindly explain this step.
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10 views

SAS and Eigenvectors of SSE^-1*SSH

I'm in my Multivariate Analysis class and I'm having a few difficulties with coding in SAS. Would anyone be able to point me in the right direction to where I can get help with calculating the ...
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1answer
44 views

MANOVA when sample size is smaller than the number of DVs

I need to compare $16$ quantitative variables, measured for two groups, A and B. I thought of applying MANOVA. However, there are only $4$ and $9$ cases for groups A and B respectively. I looked for ...
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11 views

Event level driven response modeling

I am investigating operational and maintenance data for a fielded system. There is a year worth of data. The operational data has been reduced to fault indications, which are triggered when ...
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1answer
70 views

Get correlation matrix of 3 variables from any combination of 3 simples/partials

Here is the situation. (This is not a homework problem.) I am writing a program that does Cool And Interesting Things starting with a correlation matrix among 3 variables: call them $X$, $Y$, and ...
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partial RV coefficient

I'm interested in finding the correlation between two rectangular matrices, partialing out a third, all the same size and dimension (2). The best thing I've found so far is RV-coefficient ...
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11 views

Multiple binary dependent variables

I want to model multiple binary outcomes with some predictors. Does MANOVA can handle this or is there any other techniques I can use? Thanks !!!
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10 views

Computational complexity gaussian continuos hidden markov model

As I know, the continuos Hidden Markov model does not use the emission probability matrix $B$ but obtains the probabilities of being of a given state by a gaussian (univariate or multivariate) pdf ...
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How to model dynamic relationships in panel data when units exhibit heterogeneous variance

So I'm taking a look at a dataset of about 200 individuals, each with a number of variables measured 50 times longitudinally. A lot of these variables are subjective, and scored on a scale of 0-100, ...
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1answer
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Cannot perform tests for multivariate normality. Is my data set too large?

I'm examining the performance of quadratic and linear discriminant models at classification. My dataset has 250,000 observations, 2 groups and 30 explanatory variables. I thought it would be worth ...
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What do I use to describe the difference between two groups in terms of found latent variables

I need to describe what the difference between two groups (patients and normal controls) consists of in terms of latent variables that I can describe within each group. For instance, given this PCA ...