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.

learn more… | top users | synonyms (1)

0
votes
0answers
22 views

Ordinary and SVM regression fought, who won? [on hold]

Suppose one would like to construct a regression model for solely prediction purposes. Which one is better and when, ordinary or SVM regression?
0
votes
0answers
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
votes
0answers
16 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
votes
1answer
37 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 ...
2
votes
0answers
15 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
votes
1answer
44 views
2
votes
3answers
42 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
votes
1answer
49 views
+50

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
votes
0answers
14 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, ...
0
votes
1answer
20 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
votes
0answers
34 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
votes
0answers
30 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) ...
-1
votes
0answers
20 views

Cointegration and VAR model

Can we use cointegration test for I(0) and I(1) series? If yes, how? How do we make a VAR model? Like in analysis phase, can we use I(0) and I(1) series or do we use difference operator for both of ...
1
vote
0answers
17 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
votes
0answers
15 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
vote
1answer
40 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
votes
1answer
32 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 ...
0
votes
0answers
8 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?
0
votes
0answers
10 views

multivariate weighted sum of squares

I have some multivariate continuous data (multiple dependent variables) produced by an underlying model, I would like to estimate the parameters of the model that produced the data. To do this is ...
0
votes
2answers
47 views

How to z-normalize multi-dimensional time series?

z-normalization for 1-dim time series is simple. $z_i = (x_i-m)/s$ Here, $x_i$ is the element of series for each time index $i$. $m$ is the mean, and $s$ is the standard deviation. For n-dim time ...
0
votes
1answer
53 views

Generating random variables from copula function at a given joint probability?

I have one copula function, let's say a 2 dimensional Normal Copula with parameter of 0.5. I want to generate random variable pairs at given copula probability (e.g. 0.9). How can I do that? (since ...
0
votes
0answers
13 views

Interpretation of the confidence ellipsoids of multivariate distributions when they are transferred to their original univariate distributions

I borrow an simple example from this link (68% Confidence level in multinormal distributions ) I wonder how x1 and x2 values which satisfy the ellipse equation can be interpreted if they are ...
0
votes
0answers
5 views

I need to create a macro in SAS to repeat PROC MIXED in a large data set [migrated]

I am currently working with a data set of 760 metabolites. These metabolites were provided to 15 bacterial species. Further, their growth was monitored at 2 optical densities (OD), in triplicate. ...
0
votes
0answers
20 views

log-likelihood of multivariate regression

I am struggling with R to calculate log-likelihood of multivariate regression (i.e. more than one response, one or more predictors). I would like to have a function taking object of class "mlm" as an ...
1
vote
0answers
54 views

Reducing number of variables for Independent Component Analysis

Say I have a dataset with $n$ observations of $p$ random variables. Since $p$ is "large" (mine is 72), I would like to perform a fastICA only on a subset of $k$ variables, maintaining the same number ...
1
vote
0answers
28 views

Bivariate ARIMA model in Stata

I am having troubles fitting a bivariate ARIMA model in STATA. Is there such a capability at all? I can choose dependent and independent variables but once I set them to be mortality and alcohol ...
2
votes
0answers
23 views

Iman-Conover rank correlation method & multivariate normal distribution

I am working on some simulations using the Iman-Conover method to sample correlated random variables so I can have a 'population' Spearman correlation parameter as opposed to a Pearson correlation ...
0
votes
1answer
59 views

Copula for multivariate distributions

Is anyone know how to join two multivariate distributions using copulas in r. For example let $X=f(x_1,x_2, \ldots,x_n)$, $Y=f(y_1,y_2,\ldots,y_n)$ I need to find a copula for joining $X$ and $Y$ ...
1
vote
2answers
115 views

Multivariate Data

There is a built-in data set USArrests data in R software . ?USArrests We use this ...
0
votes
0answers
30 views

Where can I find time-to-event/survival analysis datasets? [on hold]

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
7
votes
1answer
193 views

Generating Binomial Random Variables with given Correlation

Suppose I know how to generate independent Binomial Random Variables. How can I generate two random variables $X$ and $Y$ such that $$X\sim \text{Bin}(8,\dfrac{2}{3}),\quad Y\sim ...
0
votes
2answers
60 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 ...
0
votes
0answers
16 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 ...
0
votes
0answers
25 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 ...
0
votes
0answers
25 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 ...
0
votes
0answers
10 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 ...
0
votes
0answers
34 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 ...
0
votes
0answers
26 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 ...
0
votes
1answer
38 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 ...
0
votes
1answer
15 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 ...
0
votes
0answers
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?
0
votes
0answers
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 ...
0
votes
0answers
8 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 ...
0
votes
0answers
21 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 ...
1
vote
0answers
10 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 ...
2
votes
1answer
76 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 ...
0
votes
0answers
12 views

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) = ...
3
votes
1answer
44 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 ...
0
votes
0answers
34 views

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 ...
0
votes
0answers
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 ...