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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Fitting data in multivariate Gaussian

I have a dataset of N*d feature vectors and I was asked to fit them in a multivariate gaussian, with a matlab function (that someone else has programed) that recieves the number of points, mean and ...
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Does it make sense to preprocess using autoscaling followed by SNV

I have spectroscopic data of which this preprocessing clearly works best to classify. I haven't seen many apply it however. Does it make sense to preprocess using autoscaling followed by SNV?
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Design study choice for multivariate time series data

I am involved in a research project in which we have data about students and their learning activities. We have two courses C1 and C2 and in each course students communicated using some of the three ...
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20 views

How to predict 4 dependent ordinal DV from 6 ordinal/nominal IVs

My question is simple. I got 4 ordinal variables and I wish to investigate the extent that other 6 ordinal/nominal variables predicts their values. I know that ordinal regression is the appropriate ...
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10 views

multi variate tests - how to find real confidence

We're running multi variate tests on websites. See actual data below. Basically in a session for each banner we randomly choose whether to show/hide it and calculate conversion rates for the show and ...
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6 views

Univariate fixed effect Vs Multivariate model -Negative Covariance, positive parameter estimate, but why?

I am trying to compare the results of two models. The first model looks at y with x as a fixed effect. The second looks at the covariance between x and y. Both models have repeated measures for x ...
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1answer
16 views

Rules of thumb for PERMANOVA

I'm currently assessing the best option for looking at some community composition data, and determining how they differ among locations. Ultimately, as I'm simply looking to see if there is a ...
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1answer
25 views

Multiple testing

I am regressing different dependent variables using same set of predictors for all dependent variables such as ...
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13 views

Python module request: Spectral density estimation for multivariate time series

I have worked with scipy.signal.welch and spectrum.pptm to calculate power spectral density with Welch and Multitaper methods. However as far as I can see these functions are meant for one dimensional ...
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1answer
30 views

R: random sampling for multivariate normal and log-normal distributions

I want to generate random monthly (m) temperature (T) and Precipitation (P) data considering that both variables are intercorrelated (rTP[m]) The tricky thing is that my random variables that have ...
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1answer
56 views

How to solve the attached question?

Any help for solving the attached question (b), (c), (d) and (e) is appreciated.
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38 views

Estimate multivariate distribution of dependent variables

Let $H$~$\mathcal{N}(\mu_H,{\sigma_H}^2)$ and $S$~$\mathcal{N}(\mu_S,{\sigma_S}^2)$. $H$ and $S$ are dependent of each other and their covariances are unknown. Let $G = H - S$ and the mean and ...
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Confidence Interval on a random quantity?

Suppose $\vec{a}$ is an unknown $p$-vector, and one observes $\vec{b} \sim \mathcal{N}\left(\vec{a}, \frac{1}{n} I\right)$. (For example, the sample mean based on $n$ observations of i.i.d. normal ...
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1answer
15 views

Variable significance for assessment results

I am trying to analyze multiple variables of our student population as it comes to assessment outcomes. I have the assessment change score and demographic information such as (race, sex, age, program, ...
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What are some suggestions for analysis of and model development for a small sample of data?

I originally planned on path analysis utilizing multivariate multiple regression to test my hypothetical model - but I am not getting my sample size. I have looked at non-parametric regression ...
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1answer
123 views

Violation of assumption of two sample Hotelling's test

I would like to compare the nutrient intake of men and women. But the assunption of same variance covariance matrix is violated and therefore two sample hotelling's test cannot be applied. How elsed ...
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63 views

logistic regression with dummy variables for fractional factorial design

We have conducted a survey experiment with varying amounts of incentive (factor 1 = I1, I2, I3, I4, I5). The experiment was conducted stepwise in three subsequent studies (factor 2 = S1, S2, S3). ...
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25 views

multivariate analysis for time/place where animals are sighted

I have many marked animals that are sighted occasionally. So I have a table with the following columns: Animal DateTime Lat Lon Each animal (about 500) has ...
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R-package dlm (dynamic regression, dlmRegMod), especially CAPMDLM example… please help me! [migrated]

I am a graduate student in Business. Fortunately, I found a DLMCAPM code (https://github.com/VSRonin/DLMCAPM/blob/master/Final%20Work.R) for a bivariate case in GitHub regarding on the Dynamic ...
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20 views

Similarities and dissimilarities between optimal scaling procedures in CATPCA and MCA

I have seen that multiple correspondence analysis (MCA) can also be seen as a generalization of principal component analysis when the variables to be analyzed are categorical instead of quantitative. ...
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20 views

Multiple Factor analysis and squared cosines

I am a bit confused on how to proceed using the MFA analysis from FactoMineR in my data set. I am currently working with activity results of 15 bacteria (b1, b2, b3, b4, b5,.., b15), divided into 3 ...
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45 views

Comparing anomaly detection algorithms

My question is how can different anomaly detection algorithms be compared for my specific dataset. Essentially, I have multivariate timeseries (physical quantities such as temperature, pressure) and a ...
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28 views

Co-occurrence statistics for sets

I am looking for help in the following situation: I have a set of numbers $A=\{1, 2, \dots, 100\}$, and I am drawing subsets of 10 of these numbers $\{a_1, a_2, \dots, a_{10}\}$ according to an ...
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2answers
83 views

Does joint normality imply marginal normality?

If it is given that an $N\times1$ random vector ${\bf x} = [x_1,x_2,\ldots,x_N]^T$ has a multivariate normal (MVN) distribution, it implies that all constituent random variables $x_n; n\in[1,N]$ are ...
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41 views

Multivariate analysis?

I realize this might be a fairly broad question but could anyone suggest an appropriate statistical approach for analyzing this kind of data? For example does % of dead cells differ significantly ...
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9 views

Combining two interval measures to correlate to a third - How?

I want to compare the scores received on two separate measures together to a third measure. They each have raw scores available and I was wondering if I found the z-scores for the first two interval ...
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1answer
55 views

Multivariate normal distribution has peaks

I'm trying to calculate a bivariate normal distribution in matlab(with mvnpdf), but the pdf I obtain has a strange shape with several peaks. This is the code I use: ...
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31 views

Mean and variance of a general multivariate skew normal distribution

I have a problem about a general multivariate skew normal distribution. There is a $p\times 1$ vector, $\mathbf{y}=(\mathbf{y}_1',\mathbf{y}_2',\ldots,\mathbf{y}_n')',p>n$, which has the density as ...
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1answer
28 views

How to justify the statistical independence among two sets of continuous multivariate observations

I have two sets of continuous multivariate observations $X=\{x_1, x_2, ..., x_d\}$ and $Y=\{y_1, y_2, ..., y_d\}$. How can I justify if they are statistically independent or not? For simplicity, I ...
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13 views

How can I a “multiplier effect” in time series data?

I currently have data corresponding to how often a certain set of songs were downloaded. Each song has a release date, and then the number of downloads per day going forward to today. It would look ...
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8 views

MV GARCH DCC - t-test with high t-statistics

I use multivariate GARCH DCC to compute volatilities of 3 (stationary, supposedly) time series. Then I test the differences between these three volatility series with t-test and get very high ...
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38 views

PERMANOVA on categorical data set

I am trying to perform a multivariate analysis using R and as I have a ecololgical dataset of categorical data only, is it possible to use PERMANOVA on this type of dataset? Thanks
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32 views

Multivariate multiple moderated regression

My Dissertation analysis method involves a Multivariate multiple moderated regression. Where I have 4 Dependent Variables (DVs) and 4 Independent Variables (IVs). My model 1 is testing main effects ...
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Help: Am I using the correct test to detect differences from zero (multivariate ANOVA repeated mesures)

01 August 2014 11:17 Hi, I have 5 measures repeated 3 times under 3 different scenarios (conditions). The measures are survey questions and participants use a visual analogue scale to mark a ...
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Help: Repeated Measures Multivariate Analysis in SPSS

I have 5 measures repeated 3 times under 3 different scenarios (conditions). The measures are survey questions and participants use a visual analogue scale to mark a response from 0.0 to 15.0. Thus ...
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1answer
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Reference for dimension reduction techniques

This is a follow-up question to Is PCA appropriate for comparing subsets of panel data?. It turns out that, yes, PCA is appropriate. But there are also many other ways to reduce n-dimensional data to ...
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57 views

nMDS in vegan for soil data

I am working with abiotic soil data such as bulk density, moisture levels and soil chemistry as response data (some quantitative some as percentages) and a mix of abiotic and biotic data as ...
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25 views

Minimizing the Training data

I have a grey-box model of the form Y= a + b X1 + c X2. Where a, b and c are the coefficients based on regression. The regression variables X1 and X2 are determined based on ...
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23 views

VARMAX model in R

Is there a function in R that estimates the VARMAX model? There is one for a VARX (MTS package), but I didn't find one that works with the MA part also...
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1answer
58 views

Distance between two random vectors

I have two random vectors, $A$ and $B$ with each consisting of $n$ geographical co-ordinates $(x_1,y_1),(x_2,y_2)\dots (x_n,y_n)$ and $(\tilde{x}_1,\tilde{y}_1),(\tilde{x}_2,\tilde{y}_2)\dots ...
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One sample Hoteling's T2

I used one sample Hotelling's T2 statistic to check if the nutrient intake of 75 men meet the recommended daily nutrient intake value. I got an F value close to 58000. Is such a large value ...
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33 views

Distribution of random vector divided by it's norm

Does anyone know anything about the distribution of a random vector divided by it's norm? More specifically, if we know the distribution of a vector valued random variable $x$, what can we say about ...
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1answer
16 views

Chi-square plot to check for multivariate normality: Should I use the sample covariance or “normal” covariance?

I'd like to check if my observations are normally distributed by using a chi-square plot. To calculate the generalized squared distances (squared Mahalanobis distances) I need the covariance matrix of ...
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46 views

Multivariate logit

I have n individuals with k possible financial products where they can put a % of their incomes. I need to predict for each individual the percentage of income that they allocate in each product. Is ...
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23 views

Variance of parameters

I have three estimated parameters, $\hat{\beta_0}$,$\hat{\beta_1}$ and $\hat{\beta_2}$, these follow the ordering $\hat{\beta_1}\leq\hat{\beta_0}\leq\hat{\beta_1}$, where these parameters are ...
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1answer
79 views

Multivariate model in lme() with independent random effect, similar to MCMCglmm

I would like to specify a multivariate model with lme with a random effect for group which is independent across variables. I found this post, which explains that ...
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How to do multivariate outlier detection in mixed data with category?

I have a data table where the entries are in the following format. The first column is category, which represent the product category. I have 5 such categories. ...
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2answers
177 views

Deriving the bivariate Poisson distribution

I've recently encountered the bivariate Poisson distribution, but I'm a little confused as to how it can be derived. The distribution is given by: $P(X = x, Y = y) = ...
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38 views

Forecasting time series with missing data and irregular intervals

I have a data set of medical drug stock levels at health centres and I want to forecast monthly consumption over the following 3-6 months. However about 30%-40% of the data is missing and some of the ...
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Ranking Predictor Variables based on their Influence on the Dependent Variable

I have a data set where each example has 35 (often correlated) features and their resultant dependent variable. I want to rank these features based on their influence on the dependent variable. Is ...