Tagged Questions

-1
votes
0answers
43 views

How to interpret the results of stepwise multiple regression with multiple subscales in for one measure

My hypotheses for were based on the stepwise regression in which the predictors were constructs measured by four separate measures. Three of the measures have subscales. Since each subscale is put ...
1
vote
0answers
36 views

Analysis of computer software performance

I am currently collecting data from a software system that draws conclusions about the nature of certain structures in medical CT chest scans. Structures in the chest can be classified into four ...
1
vote
0answers
84 views

Hypothesis testing to determine cluster outliers

I have a cluster of $p$-dimensional data from $n$ samples which is assumed to be normally distributed as a multivariate Gaussian with sample mean ${\bar{\mu}}$ and sample covariance matrix ...
0
votes
0answers
42 views

Stat tools and methodologies for principal-agent problem

What are the most useful, popular or important statistical tools and/or methodologies for empirical study of 'agent-principal problem'? A simple example will be very useful. References or book ...
1
vote
1answer
60 views

How to test equal means when the observations are based on estimates?

We have two groups ($\mathbf{X}$ and $\mathbf{Y}$) to test the equality of the means. Suppose $$ \mathbf{X}_i \sim MVN(\boldsymbol{\mu}_\mathbf{X},\boldsymbol{\Sigma}_\mathbf{X}), \qquad \mathbf{Y}_j ...
2
votes
0answers
92 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 ...
10
votes
2answers
1k views

What test can I use to compare slopes from two or more regression models?

I would like to test the difference in response of two variables to one predictor. Here is a minimal reproducible example. ...
9
votes
1answer
242 views

Hypothesis testing on the inverse covariance matrix

Suppose I observe i.i.d. $x_i \sim \mathcal{N}\left(\mu,\Sigma\right)$, and wish to test $H_0: A\ $vech$\left(\Sigma^{-1}\right) = a$ for a conformable matrix $A$ and vector $a$. Is there known work ...
1
vote
1answer
155 views

Choosing the right test

I am having trouble choosing the right test to analyze my data. I have recorded six behaviors every ten minutes and pooled them into one data set. I would like to compare the time spent in one ...
0
votes
0answers
67 views

Statistical testing of stochastic processes or multivariate testing?

I've two groups of data, each containing an equal number of tuples. Each tuple is filled from observations of a phenomenon at regular intervals and are drawn from a discrete set. For each group we are ...
0
votes
1answer
118 views

Fisher information for handwashing

I have two sets of data: the bacteria count on people's hands (n=1e4) without washing x. They then washed their hands and the count was made again ...
5
votes
2answers
470 views

Understanding MANOVA in case of a single predictor

I'm trying to understand the statistical analysis I saw in a clinical study. They measured performance of 3 groups of subjects with a series of performance measures (A, B, C, ..., N). The objective ...
1
vote
0answers
123 views

Dealing with nuisance variables in a MANOVA situation

I have a study in which participants facebook profiles were rated by a group of students. The participants were then randomly allocated into one of three groups: the uncertain condition (where they ...
3
votes
0answers
114 views

Comparing sample covariance matrices to a model

I have several sample variance/covariance matrices, say $[C_1...C_n]$. These covariance matrices correspond to blocks of correlated multivariate normal samples (i.e. the samples used to estimate $C_1$ ...
8
votes
3answers
508 views

How to test whether a covariance matrix has changed over two time points?

My task is to test if there's change in covariance matrix of 6 variables. Values of 6 variables are measured twice from same subjects (3 years between measurements). How can I do that? I've been ...
4
votes
1answer
495 views

Two-sample test for multivariate normal distributions under the assumption that means are the same

Let $\{x_i\}_{i=1}^n$ be a sample from a multivariate Gaussian distribution ${\cal N}(0, \Sigma_X)$ and $\{y_i\}_{i=1}^m$ be a sample from ${\cal N}(0, \Sigma_Y)$. Are there hypothesis tests for ...