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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What is a data analysis book that is as math intense as Lattin's Analyzing Multivariate Data and Everitt's Applied Multivariate Data Analysis? [on hold]

What is a data analysis book that is as math intense as Lattin's Analyzing Multivariate Data and Everitt's Applied Multivariate Data Analysis? Data analysis textbooks usually don't have as many math ...
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102 views

Multivariate Data

There is a built-in data set USArrests data in R software . ?USArrests We use this ...
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15 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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50 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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23 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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22 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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9 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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28 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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20 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
30 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
13 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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7 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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18 views

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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8 views

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
70 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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39 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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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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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
15 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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32 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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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
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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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16 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
115 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
181 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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How to evaluate enrichment of features in groups of samples?

I have a matrix composed by features on rows and samples on columns. Each value in the matrix correspond to a value of activation of the feature $i$ in the sample $j$. I want to evaluate enrichment ...
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1answer
62 views

Identification problems with a structural equation model of experimental data

I have performed an experiment in which I manipulated three factors and I would like to model latent variables that those factors affect and then estimate the effects of the latents on response ...
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29 views

slope of correlation coefficient affected by independent variable?

I am interested in testing if the correlation coefficient between 2 dependent variables is significantly affected by an independent variable (which has two levels). I don't think calculating a partial ...
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1answer
48 views

R: how to do statistical inference on multiple dependent and independent variables?

In the past I've run separate multiple regression models for many correlated independent variables and one dependent variable. For this I've been using the R package multtest ...
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Inference in bivariate continuous distributions

We have two nodes in different positions, which are represented by two random variables X,Y, with two prior bivariate continuous distributions, p_X , p_Y. f(X,Y,U,V) is a constraint on both ...
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1answer
26 views

Identities in a VAR model

I am working on a VAR model where one of the equations is an identity. For example: $$ \begin{cases} A_t = \alpha_{11} + \alpha_{12} A_{t-1} + \alpha_{13} B_{t-1} + \alpha_{14} C_t + ...
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5answers
131 views

A Book for Multiple Regression and Multivariate analysis

I have done a course in Simple Linear Regression and I am aware of linear statistical models (I follow the book by C.R. Rao). Keeping this background in mind, please suggest some good book(s) for ...
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27 views

Clustering MVT response data by audience

We are doing multivariate testing 4 possible values for each of 3 variables on a landing page: (a) offer presented, (b) product claim message displayed and (c) image used. So, 12 dummy variables, 64 ...
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Analyzing Social Behavior in Bats

I had a question about what might be the best way to approach one of my datasets. I had been using one method, but a recent talk with one of my professors made me think that perhaps it wasn't the best ...
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32 views

Can I compare Mahalanobis distances from different distributions?

I have a multivariate dataset representing multiple locations, each of which has a set of reference observations and a single test observation. For each location, I would like to measure how anomalous ...
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1answer
24 views

Adjusting Monte Carlo estimates to generate correct even moments - improving on antitthetic draws

If I want to generate a matrix 10,000 (row) samples of 3 uniform (uncorrelated) variables it is trivial to use antithetic draws to ensure the odd moments such as the mean equal their "true" value. ...
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15 views

Chi square test of independence with multivariate nominal data

I used a list-type open-ended question to collect responses, in which respondents can list up to 6 items. After coding the items, I have the multivariate nominal data. I want to check if my IV ...
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46 views

Using Non-Euclidean Distance Matrix in Multi-Dimensional Scaling

I'm trying to use a non-euclidean distance matrix in MDS. Specifically, I'm using cmdscale in R. The resulting eigen vector appears to have huge negative values. From what I've read it appears that ...
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11 views

VARMA with t-student innovations

I'm wondering if there is a possibility to estimate VARMA model with t-student innovations in R. I found package MTS, but all models here seem to be estimated assuming multivariate normal ...
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1answer
68 views

Whitening transformation for skewness?

Let $X$ be an $(m,n)$-matrix interpreted as a two dimensional array with each column representing $m$ samples from a random variable, with known covariance matrx $M$ and mean equal to $0$, it is ...
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33 views

Goodness of fit for multi dimensional scaling

What is considered to be an acceptable value for goodness-of-fit in multi-dimensional scaling (MDS). I tried to run an MDS analysis on my data with four dimensions in R. The goodness of fit comes ...