# Tagged Questions

18 views

### Significant differences between dependent samples beta-weights test

I am testing a model in which I have 2 independent variables (IVs) and 2 dependent variables (DVs). I am hypothesizing that both IVs will predict both DVs; however that the relationship between IV1 ...
50 views

### Testing independence on multivariate categorical data

Let $S_1$ = $(X_1, Y_1)$ and $S_2$ = $(X_2, Y_2)$ be two samples from two groups. The broad null hypothesis is that they come from the same distribution. Note $X$ is a matrix here with many columns ...
159 views

### Mahalanobis distance on non-normal data

Mahalanobis distance, when used for classification purposes, typically assumes a multivariate normal distribution, and the distances from the centroid should then follow a $\chi^2$ distribution (with ...
42 views

### Testing if a vector is in a population of vectors

Suppose that I am concerned with objects that are described by N 2D points. These points all have equal importance to me. I begin with a large number R of such objects, each with its corresponding ...
32 views

### Number of dependent variables greater than # IV's in multivariate hypothesis test

I have a multivariate regression model $\mathbf{Y}$ = $\mathbf{XB}$ + $\mathbf{E}$ where $\mathbf{Y}$ is $n \times m$. In my case $\mathbf{n < m}$, the number of columns in $\mathbf{Y}$ is ...
73 views

### One-sample multivariate test for equal variances with known means

I have a $N$ $M$-dimensional observations $(x_1,\ldots,x_N)$. Given the $M$-dimensional vector $\mu$ and the $M\times M$ covariance matrix $\Sigma$, I would like to test whether it is likely or not ...
38 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 ...
103 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 ...
56 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 ...
91 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 ...
145 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 ...
2k 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. ...
269 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 ...
74 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 ...
137 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 ...
546 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 ...
147 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 ...
132 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 $C_1$ ...
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 ...