# Tagged Questions

53 views

### Outlier treatment in VAR Model

Data: Multivariate Time Series, Series 1) Demand of a product 2) Rainfall data both available at monthly level from 2010-2013. Approach: I am trying to estimate the effect of rainfall on demand of ...
29 views

### Choosing between MANCOVA and RDA to factor out treatment effects

I am working on a data set of intertidal organisms and am looking for a multivariate technique that will help me determine why some groups have different species assemblages than others. I was ...
111 views

### Main effects and interaction in multivariate meta-analysis (network meta-analysis) in R

I would like to conduct a multivariate meta-analysis (or network meta-analysis) to investigate the effect of two factors (A & B, 1 & 2). For every combination of the two factors I have a ...
74 views

### How to use R function prc in package vegan to produce the tables in van den Brink, P.J. & ter Braak, C.J.F. (1999)

The paper is: van den Brink, P.J. & ter Braak, C.J.F. (1999). Principal response curves: Analysis of time-dependent multivariate responses of biological community to stress. Environmental ...
67 views

### Applying Frisch-Waugh-Lovell theorem to IV regression in R

I am estimating an instrumental variables linear regression that has a large number of indicator (factor) variables. I don't particularly care about the coefficient estimates on those indicator ...
123 views

### Using principal components analysis vs correspondence analysis

I am analyzing a data set concerning intertidal communities. The data are percent cover (of seaweed, barnacles, mussels, etc) in quadrats. I am used to thinking about correspondence analysis (CA) in ...
51 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 ...
93 views

### Selection of regressors

I have a question about the package leaps which I am using for model selection. I would like to compare 4 different selection methods: forward, backward, stepwise and best subset. I used the code ...
133 views

### Multivariate regression for 100 binary output variables

I was asked to do some regression analysis on anonymised data, which I don't have yet. It will have a few categorical inputs and ~100 boolean outputs, something like this: ...
77 views

### Suggestions for clustering ordinal, non-normal data (unsupervised)

I have data from about 250 self-injurers and would like to cluster analyze their reported motivations for self injury (and then explore cluster membership vis-a-vis various psychological measures). I ...
44 views

### A joint model for two continuous outcomes

I have difficulties fitting a joint model in R. My data consists of two responses X & Y ...
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 ...
82 views

### Model-based clustering of multivariate time series with R package MFDA

I am trying to cluster multivariate time series (several thousands of them) according to the approach described by Yang et al. in the article "Preprocessing Time Series Data for Classification with ...
42 views

### Estimation of covariance and mixing parameter by a bivariate normal-lognormal model

I have to create a model which is a mixture of a normal and log-normal distribution. To create it, I need to estimate the 2 covariance matrixes and the mixing parameter (total=7 parameters) by ...
45 views

### Modeling multivariate density with semiparametric methods

I am trying to model (using R) the density of multivariate data conditioned on a few known parameters so I can simulate sampling from new sets of parameters. I have about 100,000 data points that ...
182 views

### Problem with the formulation of a gaussian copula likelihood function

I recently got to hear about copulas which to me sounded like a nice tool to model relationships between variables. I decided to try to implement the likelihood function for a bivariate Gaussian ...
148 views

### PCs scores from Correlation and Covariance matrices through matrix computations and prcomp

I'm want to get PCs scores through matrix approach. My calculated PCs scores for correlation matrix matches with prcomp results but the PCs scores for covariance ...
57 views

### Simulated single value based on multiple chains in RJAGS

I am using RJAGS to simulate the posterior distribution of event that a certain candidate will win the presidential election. I need to find the actual percentage that one of the candidates will have. ...
1k views

### Automatic outlier detection in R

Our model processes millions of multivariate observations; manual outlier detection is impractical. I am looking for a method of automatic outlier detection. I have been trying to use R package ...
87 views

### Sample size calculation for multivariate problems

I am interested in multivariate investigations. I have been trying to learn about designing such experiments where there is one dependent variable (a class/group) and many independent variables that ...
530 views

### Smoothing 2D data

The data consist of optical spectra (light intensity against frequency) recorded at varying times. The points were acquired on a regular grid in x (time) , y (frequency). In order to analyse the time ...
25 views

### Determine relationship of habitat features to classification on an already classified dataset

I have a dataset of habitat classifications that were classified using canopy trees ratios. I have the associated understory characteristics (leafy forest floor plants, short shrubs, mosses, etc) that ...
20 views

### the approach for checking whether a process is stable?

I have two scenarios for time series data. 1) I have a uni-variate variable spanning across the time axis, are there any approaches or statistic to check whether this process is stable? 2) I have a ...
779 views

### Multivariate linear regression in R

I an trying to perform a multivariate linear regression in R. I have two dependent variables (outcomes) and one independent variable (predictor). The model would be something like: ...
436 views

### Interpreting standardized coefficients on a natural log response variable in OLS multiple regression

I am working on a housing problem in which I use dichotomous and ratio data to predict housing production (units constructed in a year-ratio) in a 17 year time period. At this time, I am using OLS and ...
310 views

### How to interpret coefficients of a multivariate mixed model in lme4 without overall intercept?

I'm trying to fit a multivariate (i.e., multiple response) mixed model in R. Aside from the ASReml-r and ...
78 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 ...
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. ...
216 views

### Efficient Portfolio Optimization Through Simulation

Apologies in advance for the (possibly?) poor terminology as I'm a bit of a novice in the field. I was torn whether to ask this on stackoverflow or here, so hope its the right place. Anyway, my ...
356 views

### Basic Multivariate Regression Analysis with R

I'm trying to look for simple patterns in weather data. Here's a simplified version of what I'm working with. ...
153 views

### Projecting factors, forecast, using SVD and VAR

I'm curious whether something I tried makes sense statistically... I took a pile of time series inputs and performed an SVD. I want to predict variable Y on the basis of its own time series, and the ...
2k views

### SVAR, Cholesky decomposition and impulse-response function in R

I have two sets of data from the FRED database: real GDP (y) and GDP deflator (p) and I want to be able to use R in order to estimate a VAR(p) (p determined by AIC) process and generate the sets of ...
2k views

### What is the purpose of and how to use the xreg argument when fitting ARIMA model in R?

I am really new with R and time series. But, I have understood most concept. Part where I am (very) confused is the xreg= argument in ...
754 views

### Problem with negative values when simulating multivariate data using rmvnorm

I'm simulating a multivariate dataset using a modified form of the mvrnorm() function (from the MASS package in R). The problem is that I'm getting some negative ...
238 views

### How to perform a multivariate multiple regression in R?

I have 4 dependent categorical variables and 11 independent variables.im not been able to write the commands in R using the CRAN's mvtnorm. Can anyone help me ...
665 views

### How to find quantiles for multivariate data using R?

Quantile for a single variable is easy to implement in R. However, it is not an easy task to quantile for multivariate data. There are several papers have been proposed to quantile for multivariate ...
763 views

### How to generate correlated test data that has Bernoulli, categorical, and continuous vectors (in R)?

I'm looking to generate a set of 5 random variables and enforce a dependence structure between them and onto a dependent variable Y. I understand how to generate correlated random variables for ...
224 views

### How to obtain optimally scaled data from homals in R?

I am using the homals-package in R to optimally quantify my data that contains categorical (nominal and ordinal) as well as numerical variables. My goal is to ...
314 views

### Restricted permutations

I have some multivariate data and want to investigate the effect of some environmental gradient. I want to use capscale but I donĀ“t know how to deal with the permutation scheme. I have made up some ...
342 views

### Looking for a hierarchical-clustering method for multiple data types

I would like to find a hierarchical-clustering method useful to assign a group membership into k groups for all individuals in my dataset. I have considered several classic ordination methods, PCA, ...
2k views

### Fitting a multivariate ARIMA model with R

I have 4 correlated time series, and I want to predict one of them, from the other 3. There is a clear seasonal effect in the 4 time series, so my first thought was to fit a multivariate ARIMA model, ...
483 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 ...
245 views

### Getting started with multivariate testing

I'm looking for the best combination of variables to result in a click to the next page of my website... For example the size and color of a submit button. I have a system that currently tests each ...
580 views

### Alternative to block bootstrap for multivariate time series

I currently use the following process for bootstrapping a multivariate time series in R: Determine block sizes -- run the function b.star in the ...
1k views

### Fitting multivariate, natural cubic spline

note: with no correct answers after a month, I have reposted to SO Background I have a model, $f$, where $Y=f(\textbf{X})$ $\textbf{X}$ is an $n \times m$ matrix of samples from $m$ parameters and ...
1k views

### Interpretation of MDS factor plot

Suppose I run Multidimensional Scaling and I got the resulting plot. Can anybody suggest me how to interpret the plot. Please find one of my result below. Here I've 5 concepts which I run the MDS ...
252 views

### Canonical correlation analysis on a MICE data set

I am looking to do a canonical correlations analysis (CCA) in R, using the CCA package, on a multiply imputed dataset (obtained from the mice package). I know that ...
5k views

### Multivariate multiple regression in R

I have 2 dependent variables (DVs) each of whose score may be influenced by the set of 7 independent variables (IVs). DVs are continuous, while the set of IVs consists of a mix of continuous and ...