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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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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8 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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51 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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10 views

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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6 views

correlation for moderating variable [closed]

i have to ask about deriving coorelation in spss. Is there any separate method to have correlation of the moderating variable? if yes then guide me little. and secondly, if i have to find out ...
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24 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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8 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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39 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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19 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
45 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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11 views

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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153 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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23 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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12 views

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 ...
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1answer
34 views

multivariate sorting / ranking

I have data for 1000 students' performance over 10 different tests on a scale of 0 -100 (a 1000 rows X 10 col matrix). I calculated the mean score and the associated coefficient of variation for each ...
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47 views

How can i show mathematically Partial Least Square Regression is better than other Ordinary Least Square Regression?

I want to develop techniques for attribute selection (important independent variable X) using Partial least square 2 regression(PLS2R) for a large data sets .Initially i tried using multivariate ...
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1answer
35 views

Comparing two variance matrices

I am looking for bibliographical reference for comparing two variance matrices with he following criterion: $\text{Var}[X] \geq \text{Var}[Y] \quad \text{if} \quad \text{Var}[X]-\text{Var}[Y] \succeq ...
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10 views

Pattern and most influential parameter detection.

I need some advise to approach the solution. Here is the question. Background: The growth of bacteria, Gb is dependant on 4 factors W, X, Y, Z where W and X --- can take any integer value from -10 ...
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24 views

Interaction in time series analysis

I have three different physiological variables--heart rate, respiratory rate and blood oxygen saturation, each as a time series. I am trying to study the interaction between the variables as they ...
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12 views

Tail index using hill estimator in R [migrated]

As part of my data analysis (of heavy-tailed data) I wish to calculate the tail (for both left and right) indices of around 100 time series of company returns. My data is stored in a large zoo object, ...
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21 views

Can I use non-linear PCA (CATPCA?) on my multivariate dataset that contains nominal AND ordinal data?

In my multivariate dataset I have over 100 objects/cases that have been coded on 20 different variables. Several variables are ordinal and several variables are nominal. Is it possible to use ...
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15 views

comparing different models with different regression coefficients using same data set

I would like to ask for some ideas on how to come up with an overall model from different models having different coefficients while using the same data set. There were different statistical models ...
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35 views

Multivariate Hypergeometric Distribution with “or more” Successes

I understand how to calculate multivariate hypergeometric distributions. For example, if you have an urn with 2 red marbles, 4 white marbles, 8 blue marbles, and 12 orange marbles, the probability of ...
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7 views

Weighting, standardize, transforming data before for Multivariate ANCOVA

My question is in regards to data manipulation prior to Multivariate ANCOVA. My research focuses on crustacean eggs. The model involves a covariate and 2 x independent variables and 4 dependent ...
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26 views

What is the distribution of inverse Wishart times a Fisher-Von Mises?

Suppose $p$-dimensional vector $x$ takes a Fisher-Von Mises distribution with parameters $\kappa, \mu$, and $M$ is inverse-Wishart with $n$ degrees of freedom and matrix parameter $I_p$, the $p\times ...
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22 views

Range of successes for multivariate hypergeometric distribution [duplicate]

I'm trying to calculate the probability of drawing specific cards in a deck. I know that I can use multivariate hypergeometric distribution to calculate for a defined success. I'm wondering how I ...
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1answer
24 views

Partial least squares regression for categorical factor in R

I adjust the partial least squares regression for one categorical factor (2 levels – be or nottobe) with with the ...
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6 views

multivariate control chart

I am trying to build a multivariate control chart but I did not find any good explanation of how to do that. Starting with $x_0$ a part of the samples that are in control I compute $\mu_0$ and ...
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1answer
69 views

Analysis of Customer satisfaction surveys

I have customer feedback data about 2-3 products from 100 customers. Number of questions are around 160. I have data in excel format. Header row contains the question and row below contains the ...
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1answer
82 views

Generalized Least Squares vs Ordinary Least Squares under a special case

This question regards the problem of Generalized Least Squares. Vectors and matrices will be denoted in bold. Premises. Let $N,K$ be given integers, with $K \gg N > 1$. The transpose of matrix ...
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11 views

multivariate analysis when not all predictors relevant to all cases

I have 1400 cases (students) . I want to predict who goes onto University based on percentage scores of subjects taken. Not all students took the same subjects, nor the same number of subjects. My ...
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61 views

visualizing orientation (zenith and azimuth) data (e.g. with a circular or spherical histogram)?

I want to understand the distribution of orientation angles in a 3D image (represented as a triangular mesh). For each triangle in the image I have zenith ($\Theta$) and azimuth ($\phi$) And I ...
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29 views

Reducing high dimensionality as well as feature selection on multivariate time series

Lately I've been reading a lot about time series clustering as I want to search for similar patterns in my own data set. Even though I feel like I understand the basic concepts of this task I still ...
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18 views

Paired t-test for data sets obtained by best fits

I have a bunch of features that I'm trying to measure before and after applying a certain process. I want to see if the process I'm applying is changing the relative orientation of the features among ...
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18 views

What are some multivariate models with feature interactions

I have dependent variable matrix $Y_{i,j}$ and feature matrix $X_{i,k}$. My objective is to predict each element of the vector $[y_{i,0},...,y_{i,J}]$ by using new observations of the features, ...
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1answer
38 views

Comparing Multivariate Means

Apologies in advance if this is very basic; I am quite new to statistics. I have a large set of 7 dimensional data, for two groups. In my example, they are express relative preferences over a ...
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27 views

Multiple Discriminant Analysis, Linear Discriminant Analysis, and Multidimensional scaling - how are they related?

Some time ago when I took a Pattern Classification class, the "concept" was introduced as Multiple Discriminant Analysis: You want to project your data onto a subspace (if you are interested in ...
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79 views

Tail probabilities of multivariate normal distribution

I would like to compute tail probabilities of the standardized multivariate normal distribution for different dimensions. For example, in the case of bivariate normal I need to compute the gray area ...
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1answer
60 views

Individual and overall RMSE for multivariate data

I have a dataset which contains missing values, and I'm using imputation packages (Rs mi and ...
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1answer
39 views

A question on discriminant analysis- Linear discriminant function

Above is part of an examination paper. I am not sure how to understand this SAS output. Especially what is there in the last table which looks to me like two discriminant functions. Can someone ...
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11 views

Module Updater Rejection

I was trying to build a Poisson model in OpenBUGS with the following codes: ...
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7 views

saturated structural equation model

I have a problem with SEM claiming to be saturated where it actually should test for missing covariances I am running a SEM composed in the following way. The ones with “2” behind are quardratic ...
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27 views

Quality of PLS Regression at different interaction levels

I am fairly new to multivariate statistics and have run into the following situation: I have a data set of 12 response sets based on a Likert scale (1-5), data which is commonly (in social research) ...
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1answer
109 views

Why is this likelihood function equal to the noise PDF?

My professor has this slide up here: Here, $y$ is an observed signal. $H$ is a deterministic transformation, which is assumed known. $f$ is the original signal (which we dont know), and $w$ is ...
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1answer
58 views

Finding a subset of the data in which two variables are independent

I have a dataset of ~400 subjects. For each subject, I have about 18 variables (V1...V18), all of those continuous and measured at the same timepoint. A paper I'm working on would benefit from ...
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15 views

How to conduct the two sample test with extra data to eliminate between-subjects variability

I am stuck with the correlated and independent data combined in one study. Here's my dilemma: Say X is a drug(explanatory variable) and Y is a gene expression(response variable). Normally, you ...
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6 views

MLR equivalent for repeated measures, multiple correlated responses

I'd like to determine the best approach to determining effect sizes for a set of experimental data with multiple correlated responses. Due to repeated measurements and high correlation between ...
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2answers
43 views

Imputing missing observation in multivariate time series

Suppose I have a dataframe consisting of six time series. In this dataframe, some observations are missing, meaning at some timepoints all time series contain a NA-value. In R, one possible imputation ...
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1answer
42 views

Repeated measures ANOVA design/structural issue

As part of my PhD work, I've conducted an inoculation experiment concerned with marine phytoplankton community productivity (dependant variable, as 'no. of cells') vs nutrient availability. I have two ...
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8 views

Covariance matrix specification in multivariate probit

Im having trouble with a multivariate probit model with partial observability/sample selection (written in GAUSS). In this model there is a probit at each of multiple stages, and only one of the two ...