Tagged Questions

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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31 views

Get correlation matrix of 3 variables from any combination of 3 simples/partials

Here is the situation. (This is not a homework problem.) I am writing a program that does Cool And Interesting Things starting with a correlation matrix among 3 variables: call them $X$, $Y$, and ...
0
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0answers
14 views

partial RV coefficient

I'm interested in finding the correlation between two rectangular matrices, partialing out a third, all the same size and dimension (2). The best thing I've found so far is RV-coefficient ...
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0answers
3 views

Multiple binary dependent variables

I want to model multiple binary outcomes with some predictors. Does MANOVA can handle this or is there any other techniques I can use? Thanks !!!
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6 views

Computational complexity gaussian continuos hidden markov model

As I know, the continuos Hidden Markov model does not use the emission probability matrix $B$ but obtains the probabilities of being of a given state by a gaussian (univariate or multivariate) pdf ...
1
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0answers
11 views

How to model dynamic relationships in panel data when units exhibit heterogeneous variance

So I'm taking a look at a dataset of about 200 individuals, each with a number of variables measured 50 times longitudinally. A lot of these variables are subjective, and scored on a scale of 0-100, ...
0
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1answer
29 views

Cannot perform tests for multivariate normality. Is my data set too large?

I'm examining the performance of quadratic and linear discriminant models at classification. My dataset has 250,000 observations, 2 groups and 30 explanatory variables. I thought it would be worth ...
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0answers
17 views

imputing missing values [closed]

My work involves mining multivariate time series data and i am dealing with clinical dataset with unequal intervals. I am confused with what type of method to employ for handling missing values.
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0answers
25 views

What do I use to describe the difference between two groups in terms of found latent variables

I need to describe what the difference between two groups (patients and normal controls) consists of in terms of latent variables that I can describe within each group. For instance, given this PCA ...
3
votes
1answer
43 views

Multivariate hypergeometric distribution in R

Say I have a bag of colored marbles. This bag contains 30 marbles, 2 of which are red, 3 are green and the rest are blue. I am now randomly drawing 5 marbles out of this bag, without replacement. I ...
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0answers
37 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, ...
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0answers
5 views

How to decide dynamic pricing for my items [closed]

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
103 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 ...
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0answers
22 views

How to CORRECT un-reliable and un-stability in the prediction results

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 ...
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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 $n$ ...
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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
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0answers
20 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
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1answer
38 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
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0answers
25 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
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1answer
28 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
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1answer
51 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
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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
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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
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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
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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
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0answers
31 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?
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21 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
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2answers
63 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
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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
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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
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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 ...
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0answers
35 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
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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
42 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
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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
97 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
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0answers
21 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) + ...
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0answers
16 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 ...
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0answers
14 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 ...
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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
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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
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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
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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
35 views

Multiple testing

I am regressing different dependent variables using same set of predictors for all dependent variables such as ...
0
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0answers
28 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
66 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
135 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 ...