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.

learn more… | top users | synonyms (1)

0
votes
0answers
19 views

Identifying multivariate outliers in a large sample with missing data, using SPSS

I'm a psychology PhD student doing analysis on a relatively large set of data, obtained via online surveys. The purpose of the study is largely to determine normative data for a population of adults, ...
0
votes
0answers
5 views

How to decide dynamic pricing for my items [on hold]

I have 10 items in my store and I am running 3 promotions. To maximize my sell and profit, I want to decide price for the items on daily or weekly basis. No of items=10 Promotions running-3 Other ...
3
votes
1answer
80 views

Example of two *correlated* normal variables whose sum is not normal

I am aware of some nice examples of pairs of correlated random variables which are marginally normal but not jointly normal. See this answer by Dilip Sarwate, and this one by Cardinal. I am also ...
0
votes
0answers
14 views

Help explanation: Unreliable and uncertainty of prediction results (multiple runs)_detailed results included

Currently, I meet such questions when building Random Forest model using my data set. My full data set: X_lab: 839 * 469 and y_lab: 839 * 1 which is for all labelled data and X_unl: 20346 * 469 which ...
1
vote
0answers
16 views

Clarification on proposition in paper

I'm referring to proposition 1, page 309 of [1] The proposition itself reads: Let $\pmb x_1,\ldots,\pmb x_n,\ldots$ be iid with $\pmb x_i=\pmb B\pmb u_i+\pmb t_0$ where $\pmb u_i$ has ...
1
vote
0answers
22 views

Find the Distribution of a Function of a Multivariate Normal

I'm having trouble with the following question. Suppose $X \sim N(\mu, \Sigma)$, where $\mu \in \mathbb{R}^k$. Let $Y= AX +b$, where $A$ is an $n \times k$ matrix of constants and $b$ is an $n$ ...
1
vote
0answers
11 views

Conditions on ratio of $\frac{\sigma_{BIB}^2}{\sigma_{RB}^2}$

I'm attempting to solve a question about the variances of random block design versus balanced incomplete block design. I feel I am close to having an answer, but I'm not quite there yet. Question: ...
3
votes
2answers
62 views

Affine equivariance and consistency

Denote $$\pmb x_i\sim\mbox{Ell}(\pmb 0,\pmb\varSigma)|i=1,\ldots,n$$ with $\pmb\varSigma$ symmetric positive definite and $\mbox{Ell}(\pmb 0,\pmb\varSigma)$ denotes a $p$ variate elliptical ...
0
votes
0answers
16 views

understanding MRT (package::MVPARTwrap) output

who can help me understand a MRT output (relevant parts see below) in R. I'm analysing a dataset with over 300 predator stomachs (between 1980 and 2012), we found roughly 30 fish species of which one ...
0
votes
1answer
30 views

Multivariate Time Series Forecasting in R - data in 10 minute intervals

I have data where an observation was made in 10 minute intervals for 8 weeks. I have around 170 variables that were measured every 10 minutes. I am trying to use multivariate time series analysis to ...
3
votes
0answers
23 views

Fitting Multivariate Bernoulli distribution

I want to fit a model to a number of observations, each of them being a k-dimensional binary vector $(x_1, x_2, ..., x_k)$ where $x_i \in \{0,1\}$. Naturally I would like to fit a multivariate ...
1
vote
1answer
25 views

A/B/C Testing - Aggregate data for comparison?

Let's say I have 3 ads: A, B and C. These ads perform as follows- ...
0
votes
1answer
46 views

Do I always need to log transform my data to do a canonical correspondence analysis?

I have species relative abundance data (as percentages) and several environmental parameters- and I have done normality tests on my data and it all seems to be normally distributed, but do I need to ...
0
votes
0answers
5 views

generate multivariate data with different means [migrated]

I'm trying to generate multivariate data, two outcomes (Y1 and Y2) that are correlated (with a given covariance) for a study that has 3 groups (a control group and 2 treatment groups) with each group ...
1
vote
0answers
6 views

Adjusting for a mediator to capture cross sectional relationship

We are fitting a linear model using cross-sectional data to inspect the relationship between some exposure and an outcome (disease status, measured continuously). Duration of disease was also captured ...
0
votes
0answers
20 views

Multivariate Statistics

How to plot an ellipse from eigenvalues and eigenvectors for [ 5 4 4 5]. I know eigenvalues are 9 and 1 and eigenvectors are (0.5,0.5) ...
0
votes
2answers
18 views

Large difference in number of cases in each category of a variable

I want to run an analysis on a data set. However, the primary predictor variable (5 point scale) varies greatly in size of each group. I plan to create a dichotomous variable from these 5 category. ...
0
votes
0answers
27 views

Multivariate Multiple Logistic Regression in R

I have several dependent and independent variables. All my dependent variables are binary, therefore, I want to perform a multivariate multiple logistic regression, is that possible to do in R?
0
votes
0answers
20 views

Multivariate regression with 3 dependent variables and only 1 independent variable?

I need to compare the marginal effect of one independent variable (X) in 3 different dependent variables (Y). I did a multivariate regression using Stata commands manova and mvreg, but I am doubting ...
0
votes
2answers
61 views

What is the name of this type of tree / graph / representation?

I have come across a tree like way to organize variables and I wonder if anybody knows the name. A colleague thinks it has a "Japanese sounding name" (sorry by no mean I wish to be derogatory). So ...
0
votes
1answer
25 views

Multivariate stats

I have the following data to analyse and not sure what the best method would be. I have percent coverage data for several invasive plant species. as well as several variables including different land ...
3
votes
0answers
42 views

Find the median individual with observations on multiple variables over time

I have a question regarding the use of median. We collected data concerning disease development on hosts. We gathered the evolution of three variables over time on individuals. Their characteristics: ...
0
votes
0answers
14 views

Multivariate two-sample comparison

I want to test whether two objects are similar or not. I have multivariate samples like this: Object1: X1, Y1, Z1, etc. Object2: X2, Y2, Z2, etc. Each letter is a variable, where same letter means ...
1
vote
0answers
31 views

Compare $R^2$ statistical significance in multivariate multiple regression

I have a multivariate multiple regression model with 3 dependent variables and the same 5 covariates. I used manova and mvreg in ...
2
votes
1answer
59 views

large y, small n

"Large p, small n" typically refers to "many independent variables, few samples". In my case, I have 1 independent variable, 300 dependent variables, and < 20 samples. Thus, my case is not the ...
0
votes
0answers
7 views

Validation of the gene-signature predictor reconstructed using Cox PH

I reconstructed a prognostic gene model including four genes using univariate and then multivariate Cox PH model. The model is used for predicting prognosis in patients with a specific cancer ...
2
votes
1answer
41 views

Univariate Kolmogorov-Smirnov test instead of multivariate

Since it is not easy to apply a Multivariate Kolmogorov-Smirnov test for two samples, I thought: is it possible to compare the different statistics with the univariate KS? For example: Object 1: ...
0
votes
0answers
17 views

Independence of half Wishart and multivariate t?

Let $S$ be a Wishart random variable with parameter $I_p$ and $n$ degrees of freedom, and let $z$ be an independent zero mean $p$-variate Gaussian random variable. Let $V$ be the symmetric square root ...
4
votes
1answer
95 views

Wilcoxon rank-sum test for multivariate case when pdf is known

I have sample of around 100 of observations. Each of them is the vector of real numbers of size 30. Also I have pdf which I think may describe the source distribution of my sample. The pdf has ...
0
votes
0answers
20 views

Covariance for a multivariate Bayesian Additive Regression Tree

Chipman, George, and McCullogh (2010) state that: One can also extend the sum-of-trees model to a multivariate framework such as: $$ (29) \qquad\qquad Y_i = h_i\left( x_i \right) + ...
0
votes
0answers
15 views

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 ...
0
votes
0answers
13 views

Does it make sense to preprocess using autoscaling followed by standard normal variate

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 standard ...
0
votes
0answers
12 views

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 ...
1
vote
1answer
26 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 ...
0
votes
0answers
12 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 ...
0
votes
0answers
14 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 ...
0
votes
1answer
23 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 ...
0
votes
1answer
34 views

Multiple testing

I am regressing different dependent variables using same set of predictors for all dependent variables such as ...
0
votes
0answers
24 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 ...
1
vote
1answer
58 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 ...
2
votes
0answers
40 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 ...
3
votes
2answers
134 views

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 ...
0
votes
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, ...
1
vote
0answers
10 views

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 ...
3
votes
1answer
133 views

Violation of the assumption of equal covariance matrices for two-sample Hotelling's test

I would like to compare nutrient intake of men and women. But the assumption of the same variance-covariance matrix is violated and therefore two-sample Hotelling's $T^2$ test cannot be applied. How ...
1
vote
0answers
100 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). ...
0
votes
0answers
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 ...
0
votes
0answers
38 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. ...
0
votes
0answers
21 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 ...
1
vote
0answers
58 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 ...