# Tagged Questions

72 views

### Conditional Expectaction 3 variables

Suppose $X,Y$ and $Z$ are multivariate normal with means and full covariance matrix. The conditional expectation $E(X | Y)$ is well know. What is the conditional expectation of $E(X | Y,Z)$ if $Y$ and ...
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### How do choices of probabilities and covariance matrices constrain each other for a correlated multivariate Bernoulli random variable?

I have a correlated multivariate Bernoulli random variable $\textbf{X} = (X_1, ..., X_N)$, where the $X_i$ are Bernoulli random variables with parameters $p_i$ and $N \times N$ covariance matrix ...
97 views

### Strong correlations masking weak correlations?

I want to calculate correlations among thousands of genes using expression data across many different samples. For the non-biologists, I will try to explain. Basically, I have genes $i=1..M$ and ...
130 views

### Factor Analysis: calculate maximum likelihood factor loadings from only the correlation (R) matrix and/or covariance (S) matrix?

Does anybody know how to calculate the maximum likelihood factor loadings from only the correlation (R) matrix and/or covariance (S) matrix in Factor Analysis "by hand" (i.e., by Excel)? Or, even ...
220 views

### Exploring a scatter-plot matrix for many variables

I am analyzing a dataset with many parameters (say, 50-200) and I am interested in looking at relations between variables (e.g. in terms of 2-variable scatter plots or 2d histograms). However, for ...
48 views

### R: estVar and cor

I have a problem when estimating a multivariate Regression Model. I know that cor(y1, y2) is strongly positive but when I am trying to estimate a regression model ...
69 views

### Co-occurrence of properties in a population

I have 150 properties that may occur in a population of 10000 people. Individual people may have none, one or a couple of these properties. The properties are not mutually exclusive and have different ...
91 views

### Categorical vs Continuous Variable

I have two variables, one continuous and one categorical which I currently both use as predictor variables in a logistic regression model. Their relationship is shown in the following plot with the ...
37 views

### Joint PDF change of variables

I now understand how to conduct a change of variables for a marginal PDF. Now, given two functions that define parameter's spatially: $C_A(x)$ and $C_B(x)$, is it possible to construct the Joint PDF, ...
133 views

### Pre-truncation moments for truncated multivariate normal

Suppose the random variable $Y$ has a multivariate normal (MVN) distribution, and consider truncating $Y$ in some way to create $T$. Given $T$'s mean and covariance matrix, I'd like to obtain $Y$'s ...
148 views

### test for correlation of a multivariate non-normal distribution

Assume I want to generate a sample of n-dimensional vector $z$ with a given correlation matrix $Corr(z)=R$. Some of the margins of its distribution are not normal (if you're interested here's the ...
138 views

### Multidimensional similarity analysis - graph similarity?

I study several chemicals that their effects on different reference surfaces is measured and plotted individually (on a semi-log plot of effect vs concentration of chemical). Is there a way to find ...
79 views

### Statistical test to find variable causing failure

I have a database with tests that are either a pass or fail and around 25 description fields. Each description field is either a boolean or has between 3 and 10 options. I'd like to hook into my ...
352 views

### SVD of correlated matrix should be additive but doesn't appear to be

I'm just trying to replicate a claim made in the following paper, Finding Correlated Biclusters from Gene Expression Data, which is: Proposition 4. If $X_{IJ}=R_{I}C^{T}_{J}$. then we have: ...
252 views

### How do I evaluate relationships between 500 binary attributes and corresponding continuous score?

I'm going to preface this all by saying that I'm pretty pedestrian when it comes to large statistical analysis. I have approximately 11K discrete events and a corresponding score. I also have ...
47 views

### Determining which variables affect which measurements

What software (or method) can I use to determine correlations between any sets of variables and results? Background: I would like to analyze sets of our archived data over several years. Knowledge ...
190 views

### Two DV's in a 2x2 factorial experiment

I'm trying to investigate the effect on (a) tear resistance and (b) gloss of a piece of film due to additive and extrusion method. I can see that the best results for tear resistance is low additive ...
118 views

### Getting sense of and testing multiple correlations in two-block structure

I am exploring a multidimensional data set. The variables can be mainly divided into two groups: A and B. I have calculated the correlation (Spearman's rho) matrix of this data set, and found that ...
927 views

### Issues on computing Pearson correlation coefficient for two vectors

When computing the Pearson correlation coefficient between a vector $X = \{x_1,...,x_n\}$ and a vector $Y = \{y_1,...,y_n\}$, we need to compute it as ...
484 views

### How to perform factor and canonical correlation analysis on correlation matrices in R?

I know how to do factor and canonical correlation analysis on raw data in R. But sometimes we only having correlation matrices for the data. I'd like to know any R functions which can take correlation ...
197 views

### Statistics for multi-test replicated correlation analysis

I'm analyzing pairwise correlations of time series between two different types of microarrays done for several samples as biological replicates. So, I have M1 number of variables on type 1 array, M2 ...
421 views

### Canonical correlation analysis and time series analysis

Is there a way to utilize Canonical Correlation Analysis when your data are time series and repeated measures (i.e. your experimental units are not independent)? How might one approach the analysis ...
748 views

### These two variables are almost uncorrelated. What else can I say?

I have two variables for some districts in the UK: Number of crimes per habitant Median yearly income Here's what it looks like: I would like to determine if there is a dependence between the ...
537 views

### How to get a redundancy index when performing canonical correlation analysis in SPSS?

I am trying to perform a canonical correlation analysis to investigate the relationship between attitudes (14 variables), perceived consumer effectiveness (6 variables) AND Intention to dine (DV) 14 ...
295 views

### What kind of statistical analysis should I do to aggregate these values?

I'm trying to make sense of some data and get statistical results on them. What I have is the following: ...