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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18 views

Multivariate Analysis: how to start [on hold]

in the next months I'll use ROOT for Multivariate Analysis. It was told me that it's better if I start from now to know something about Multivaried Analysis.. but it was told me that it's better if I ...
1
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20 views

Sampling Distribution of Sample Correlation Coefficient

For a linear process $X_t=\mu+\sum_j\varphi_jW_{t-j}$ where $W_t$ is white noise and $\mathbb E(W_t^4)<\infty$ , $$ \begin{pmatrix} \hat\rho(1) \\ \hat\rho(2) \\ \vdots \\ ...
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27 views

Average linkage clustering

I have a matrix with proximity values $$ \begin{matrix} &1&2&3&4&5\\ 1& 1 & 0.9 & 0.1 & 0.65 & 0.2\\ 2& & 1 & 0.7 & 0.6 ...
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19 views

How can we identify or track the two variables that resulted the first principal component in a PCA involving several variables?

I conducted PCA for 10 variables having 365 observations each using matlab function 'pca'. From the result, I obtained the first principal component that explains 91% variance. My question is which ...
2
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26 views

Regress residuals in second regression

I am wondering if anyone can point me to a paper/lecture notes on the rationale behind first running an OLS on a set of variables, and then in a second regression using the residuals of that ...
1
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9 views

fdr correction for omics data

I have a experiment design with 2 factors and I have 850 genes from this experiment. I want to look at individual genes before i go to multivariate dimension reduction . So I plan to fit a two way ...
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0answers
11 views

Finding a scale matrix of multivariate Cauchy distribution given a border of credible region

I want to solve the following problem: I have a multivariate Cauchy distribution, centered at $\mu$, with unknown scale matrix $\gamma$. Now I receive a data point (blue $x$ in the picture) and my ...
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32 views

Multivariate Regression (sample size less than number of predictors) [closed]

How can I conduct multivariate regression of y1 on X? ...
2
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1answer
19 views

What type of analysis will help discover common attributes of collections of items?

Suppose the following situation. You have a list of food items: bottles of milk, ham pieces, eggs, bananas etc. You also have bags of food, where a bag might contain, e.g. 3 bottles of milk, 5 pieces ...
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5 views

Doubly Multivariate Repeated-Measures Designs in R

I need to analyze the a doubly multivariate repeated measures design by using R. There is an example in site, by using SAS: ...
5
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1answer
56 views

Choosing a method to solve a many-to-one mapping problem

Problem description To predict a list of values associated with a set of variables. Trainset Trainset has a set of variables X1, X2, X3, ... Xn. In the simplest form, each variable is of type ...
0
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1answer
22 views

Predict multiple outcome vectors at once (no multinomial or multiclass)

Let's say I have a dataset where i need to predict 2 or more variables (classification). Please understand that i really don't mean multinomial or multiclass classification. It's all about predicting ...
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13 views

Multivariate prediction using Bayesian Nets

I have a set of continuous variables X, a set of ordinal variables Y and a deterministic function from Y to a continuous value u, u= f(Y). I want to build a Bayesian Net for X and Y, where there will ...
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1answer
44 views

Prove that the distribution of $Q$ is chi-squared with $p_2$ degrees of freedom

Suppose $X$ is a $p$-dimensional vector following $N_p(\mu,\Sigma)$ distribution, where $\mu$ is $p$-dimensional and $\Sigma$ is $p\times p$. Let $X=\left(\begin{array}{ccc}X_1\\X_2\end{array} ...
4
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2answers
63 views

Distribution of “sample” mahalanobis distances

Let $x_1,\dots,x_n$ be i.i.d. observations from $N_p(0,\Sigma)$. Let $\hat S=\frac1n\sum_{i=1}^n x_ix_i^T$ be the sample covariance of the samples. Recall that the Mahalanobis distance is defined: ...
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16 views

Which statistical test to use with a continuous dependent variable and categorical and continuous independent variables?

I have a dependent variable (which is continuous) and it depends on a number of independent variables (both continuous and categorical). In order to find out which independent variables significantly ...
0
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12 views

How to compare many variables that were observed over time?

How to compare many variables over time? For example, for the same patient the measures for glucose and insulin (or more variables) were observed over time. I would like a suggestion to model or ...
1
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2answers
48 views

multivariate mean?

[edit : because my question was ambiguous, I decided to rewrite it entirely, with some simplification but a lot more details on the experimental design] Four independent 10m*10m plots each received ...
0
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0answers
18 views

Confidence region for arbitrary multivariate distribution

I wonder if there are any publications on computing confidence region for arbitrary multivariate distribution. So far, I found the following approach: compute confidence interval coordinate vise and ...
1
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2answers
58 views

What is the problem of singular (non-invertible) covariance-variance matrix?

What exactly is the problem of having non-invertible covariance matrix? Why is getting the inverse of this matrix so important? This problem is often encountered when doing regressiong works on ...
1
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1answer
31 views

Multivariate Regression with Multiple DVs and one IV

I want to utilize a dataset from a manufacturing setting where wastes on several materials can be predicted based on the waste generated from the production run (process waste). Say, you generate x% ...
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25 views

What is the equation for multivariate kernel density estimation techniques?

I was reading about non-parametric kernel density estimation. http://goo.gl/UcIjmh For uni-variate where D = 1, we can write like** For Multivariate Kernel density estimation (KDE), more ...
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17 views

multi dimensional data visualisation

I have a multi-dimensional data set ['Age','Location','Address','height', 'BMI',...] used in the binomial classification task. What would be a good approach to visualise my labelled data (or training ...
0
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27 views

Visualize multivariate data in Excel

Here is an example of the data I want to visualize either as stacked bar or as scatter plot. ...
2
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0answers
22 views

Repeated measures MANOVA

I have to analyze a data set of the following format Here the subjects receiving the two treatments are different For this I thought of using a repeated measures MANOVA. Is this a correct ...
0
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17 views

Diversity Index for binomial data

I have community ecology data where each sample unit has species lists for each of N subsamples. So rather than a raw count of the number of individuals of each species type at each sample unit, I ...
1
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0answers
48 views

Correlation between principal components

I have two matrices a, b of dimensions (100x500), (100x15000) and I am trying to find associations between sets of variables in both matrices. When I perform principal component analysis on matrix ...
0
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1answer
24 views

Comparing categorical outcome variables in repeated measures design

I am working on an observational prospective longitudinal study with a repeated measures design. The same categorical outcome is measured for five times, for all the participants, over a time period. ...
1
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1answer
21 views

Is it possible to run the same set of independent variables with different outcome variables? [closed]

I was wondering if it is possible to make any economic implications by regressing the same set of independent variables with different outcome variables. For instance, running [Industry, Years, ...
2
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0answers
25 views

How to quantify the impact of a variable in a VAR model equation?

Given a VAR model (the equations that make the model, coefficient significance and the adjusted $R^2$ value for each equation), is there a way to calculate the impact of a variable over the other?
4
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26 views

What is the equivalent for cdfs of MCMC for pdfs?

In conjunction with a Cross Validated question on simulating from a specific copula, that is, a multivariate cdf $C(u_1,\ldots,u_k)$ defined on $[0,1]^k$, I started wondering about the larger picture, ...
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22 views

Random Probability Matching for unknown prior in multi arm bandit setting

I am currently reading this paper by Steven Scott, which describes random probability matching as a practical solution to the multiarmed bandit. I am having trouble understanding some steps and ...
2
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1answer
34 views

I am looking for suggestions to illustrate (e.g. visualize) the results of a statistical simulation with many conditions

Without going into the details of a statistical simulation that I am working on, I would like to ask for advice for the following problem. I am simulating the mean sqaured error (MSE) of a set ...
1
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2answers
72 views

Chart for visualizing multi-dimensional data

I have multi-dimensional data in the following form: ...
0
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10 views

sufficient number of data points to estimate mean, median for multivariate distribution

I just wonder what is the sufficient number of data points to estimate the reliable mean and median of a multivariate distribution and suppose I know that the distribution is not normal. What is the ...
2
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23 views

Trend analysis for change in multivariate distribution over time

At each time point, I have a multivariate distribution $x=[x_1,x_2,x_3]$. I don't have that many time points around 3-15. I would like to know whether the change of the distribution over the time is ...
0
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1answer
78 views

Various methods for predicting multiple dependent variables (python)

I would like to model and predict multiple dependent variables depending on one or more independent variables. The most straightforward method appears to be multivariate regression. I was wondering ...
3
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22 views

German tank variant: estimate resolution of camera given cropped photo sizes

Make whatever assumptions you like, but I like the flavor of nonparametric techniques. I have a list of the $x_i$ by $y_i$ resolutions of a number of photos, all cropped from photos taken at the same ...
5
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1answer
53 views
3
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3answers
74 views

Using KS test to evaluate differences

There are two different empirical CDFs which I have and I would like to evaluate how different they are. The place at which I started was Kolmogorov-Smirnov test - the result in my case looks like ...
0
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1answer
87 views

PCA/factor analysis of mixed (quantitative + qualitative) data: inconsistent results

I have a dataset composed of 4 variables, 2 being numerical and 2 categorical (ordinal in fact). They all represent 4 types of indicators/measures of the same phenomenon . I want to analyse them in a ...
0
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0answers
17 views

How do we know that a certain copula family will be suitable for our data?

I have longitudinal data with repeated measurement over 5 time points. I constructed its multivariate distribution using Gaussian copula. Is there any way to choose the best copula (analytically, ...
1
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1answer
42 views

How should I test for multivariate ARCH effects in R?

I want to test for conditional heteroskedasticity in the form of ARCH effects in a multivariate time series. In the univariate setting, an ARCH-LM test can be used. A natural extension for the ...
0
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0answers
41 views

Efficient statistical test to compare two multivariate distributions

I am looking for a test to assert the "equality" of two multivariate discrete distributions, $\mathbf{A}=\{A_1,\dots,A_k\}$ and $\mathbf{B}=\{B_1,\dots,B_k\}$ for which I do observe two samples ...
4
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0answers
36 views

Fourier Transform interpretation as applied to Characteristic Functions

I understand that a characteristic function of a random vector $X = (X_1, X_2, ..., X_n)^{T}$ is a function from $\mathbb{R}^n \rightarrow \mathbb{C}^n$ defined as the Fourier transform, $$\phi_X (t) ...
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0answers
27 views

Plotting a 3D gaussian

I was wondering what is a good way to visualize a 3D Gaussian distributions. Suppose I have a mu(1x3) rowvector and a covar(3x3) matrix. I know I can use the basic visual formula and get the density ...
0
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0answers
21 views

Problems about univariate and multivariate approach

Why is Orthogonal Matching Pursuit (OMP) called multivariate approach? Where in the algorithm reflect the "multivariate" ? And the same question for ANOVA, why is ANOVA called univariate approach? ...
1
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1answer
41 views

How do I show that $-\frac{1}{2}\sum_{i=1}^n(X_i - \bar{X})^{T} \sum^{-1}(X_i - \bar{X})=-\frac{n}{2}trace(\sum^{-1}S)$?

In multivariate statistics the variance $S=\frac{1}{n}\sum_{i=1}^n(X_i - \bar{X})(X_i - \bar{X})^T.$ My lecturer showed me that $-\frac{1}{2}\sum_{i=1}^n(X_i - \bar{X})^{T} \Sigma^{-1}(X_i - ...
0
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1answer
47 views

Doubt with a distance based Redundancy analysis

I conducted a distance based redundancy analysis (dbRDA) to explore the relevance of some environmental variables in explaining the patterns of the distribution (i.e., spatial and temporal) of two ...
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9 views

DeCarlo Mulitvariate test

I cannot get the syntax correct for the DeCarlo Multivariate analysis. I think I am missing something in the syntax. Is there anyone who can help?