# Tagged Questions

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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### 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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### 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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### 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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### 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 \$\...