Multivariate analysis is used when there is more than one variable of interest in the statistical analysis.
6
votes
1answer
144 views
Is there a multivariate version of the Weibull distribution?
I hope this one is self-explanatory, but let me know if something is unclear: Is there a multivariate version of the Weibull distribution?
0
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2answers
863 views
How to do multiple regression with limited experience and (hopefully) excel?
I am doing a study of how legal need relates to a number of predictors.
Outcome Variable: Legal Need (Yes or No)
Possible Predictors: Age, Gender, Race, Ethnicity, Language, Clinic, Insurance ...
2
votes
0answers
127 views
Linearity in local sensitivity analysis
As it is know local sensitivity analysis attempt to quantify the local impact of input factors on the model, through partial derivatives: a derivative of the outputs accordingly to the inputs, when ...
1
vote
2answers
58 views
How can I tell which location is the best?
I have a list of the scores from various locations on different exams listed below.
How can I compare the different test and scores to show which location is the best over all?
It would really help ...
4
votes
0answers
115 views
Logistic regression model for analysis of many IVs with a relatively small sample size
I'm trying to determine the influence (direction and relative strength) of certain attributes of incoming students to an academic program on their successful completion of the program. My sample size ...
2
votes
0answers
69 views
Faster alternative to multivariate LOESS?
I want to make predictions by creating a smooth response surface to 2 variables. I get good results using R's loess() function, but with 10 million observations, it is far too slow. Are there any ...
1
vote
0answers
71 views
Model comparison across multiple correlated responses
I have two multivariate linear regression models (multiple outcomes, i.e., the responses are a matrix), and I'm measuring their performance using $R^2$ in cross-validation, over these individual ...
4
votes
2answers
123 views
How do you create a multivariate distribution with both continuous and discrete data?
I understand how to create a multivariate normal distribution to handle multiple sources of continuous data, and I understand how to create a multivariate categorical distribution to handle the ...
3
votes
1answer
363 views
Mahalanobis distance distribution of multivariate normally distributed points
I'm trying to understand the properties of Mahalanobis distance of multivariate random points (my final goal is to use Mahalanobis distance for outlier detection). My calculations are in python.
I ...
0
votes
0answers
27 views
What test to perform to obtain measure of multivariate stability
Oversimplified example for purpose of explanation of the problem:
Imagine you have an exam with 2 questions of different severity, each question gives 10 points - 20 points overall. You run the test ...
1
vote
2answers
105 views
I need a model that can predict based on multiple variables. How do I get started?
I have a problem where I have to predict a variable X that is dependent on several other variables a,b,c,d... I have the data containing the values of these variables a,b,c,d.. and also X up to a ...
8
votes
1answer
255 views
Does the multivariate Central Limit Theorem (CLT) hold when variables exhibit perfect contemporaneous dependence?
The title sums up my question, but for clarity consider the following simple example. Let $X_i \overset{iid}{\backsim} \mathcal{N}(0, 1)$, $i = 1, ..., n$. Define:
\begin{equation}
S_n = \frac{1}{n} ...
2
votes
2answers
241 views
Example where a simple correlation coefficient has a sign opposite to that of the corresponding partial correlation coefficient
Give some examples where a simple correlation coefficient has a sign opposite to that of the corresponding partial correlation coefficient and comment on it.
It is a question from an examination ...
0
votes
0answers
140 views
Kullback-Leibler divergence for multivariate binomial distributions
I understand KL divergence abstractly, but I'm not exactly sure how you would calculate it for a multivariate binomial distribution (such as an Ising model on a random graph). If I am sampling 100 ...
6
votes
1answer
94 views
Generalization of multivariate normal distribution and classification
I am interested in a family of multivariate distributions that can be seen as a generalization of the multivariate normal distribution, insofar as they are defined by an expectation value $\vec \mu$ ...
1
vote
1answer
146 views
Hotelling T^2 test derivation question
I am reading about the Hotelling $T^2$ test (A primer of multivariate statistic s by Richard J. Harris). It says here that the test can be seen as creating a linear combination of your variables and ...
1
vote
0answers
19 views
Curve based clustering of multivariate data (time series like data) [duplicate]
Possible Duplicate:
Reducing no of variables subsetted based on depth for PCA
I have a question, I am trying to apply a method to my research area, which has not been aplied yet, based on ...
1
vote
1answer
255 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 ...
10
votes
1answer
266 views
What are the multidimensional versions of median
What are the multidimensional versions of the median and what are their pros and cons? I confess this doesn't have a single answer, but I think it is a useful question to ask and will be a benefit to ...
0
votes
0answers
24 views
Analysis of Systematic differences in two multifactor pricing models
I am trying to compare two different pricing models for a product. The two models take the same inputs ( 10-12 different factors)and i know the definitions of both functions which calculate the price. ...
0
votes
0answers
70 views
Find the partial correlation coefficient $r_{1p.2468}.$
Suppose all the simple correlations between $x_i$ and $x_j$ are $r$ for all $i,j=1,2,\dots,p, i\neq j.p>8$. Find the partial correlation coefficient $r_{1p.2468}.$
By definition, ...
1
vote
1answer
449 views
How to create a composite variable to use as a response variable?
I am a student doing my master's thesis and I have a question regarding my study.
I am working with country data for 25 countries and I am looking into cultural values, attitudes and ...
1
vote
0answers
44 views
Model selection using multivariate normal as input and multivariate negative binomial as response?
I'm trying to determine a good model to use to predict multivariate count data given a row of multivariate normal as inputs.
The training set is N*D and the response set is N*P, where N is the ...
3
votes
0answers
66 views
Parameter estimation of a power spectrum equal to a power law + white noise
Given $X_t$ a multivariate random gaussian variable of covariance matrix $N_{tt'}$ diagonal in Fourier space (sampling is equally spaced),
I would like to parametrise its power spectrum as:
$S_X(f) = ...
0
votes
0answers
61 views
Choosing right algorithm for binary classification
I'm having a problem to predict hits from original features. I tried using LDA on original matrix but the thing is that probability of getting a hit vs non-hit is 95% vs 5%. That said after running ...
3
votes
0answers
219 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 SabreR packages (which ...
1
vote
0answers
63 views
conditional mean
Unfortunately nobody seem to know the answer to my first question...does anyone know how to compute a conditional expectation on absolute value?
Let
$$\boldsymbol y
=
\begin{bmatrix}
\boldsymbol ...
2
votes
0answers
85 views
How do you detect if a given dataset has multivariate normal distribution?
I'm looking at Fisher's LDA on various datasets on UCI ML repository and trying to see where LDA might perform badly. One reason I can think of is if the data distribution is not a multi-variate ...
3
votes
1answer
126 views
Which model to use with repeated measures data that contains multiple binary dependent variables
What model should I use??? I have daily repeated measures data. It has multiple dependent presence absence variables, (of which, I have collapsed into a CA with continuous variables of CA1 & ...
1
vote
2answers
83 views
Visualizing two variables which have a very similar values
I have two columns of data, and would like to show their differences through the visualization approach. The current issue is that these two columns are in-fact very close to each other. In other ...
4
votes
0answers
99 views
Relationship between LASSO T and LARS number of steps k
We can see on the figure (cf Least Angle Regression p30, Efron, Hastie, Johnstone, Tibshirani - link: Least Angle Regression) that there is a direct relationship between:
LASSO T absolute norm of ...
1
vote
0answers
92 views
Multidimensional similarity analysis - graph similarity?
I study several chemicals that their effects on different reference surfaces is measured and plotted individually (on a semi-log plot of effect vs concentration of chemical).
Is there a way to find ...
1
vote
0answers
82 views
Multivariate normal - conditioning on absolute values
I’m reading a paper and really struggling with one appendix. Basically they derive conditional expectation of a multivariate normal, conditioning on absolute values.
Let
$$\boldsymbol y
=
...
1
vote
3answers
605 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
...
5
votes
1answer
108 views
Multivariate analysis techniques for fMRI data
I am doing a project in which I need to predict fMRI activation values for each voxel of the brain. The voxels are approximately 20,000 and I have 300 examples with 25 features in each. Thus there are ...
0
votes
1answer
43 views
How to find effects of several mostly categorial variables on a numeric value?
I have the following problem:
I want to analyze the following data:
Sales of products per year with respect to
product type
product group (similar products types are grouped together)
country ...
1
vote
1answer
121 views
Distance invariant approaches to find the “main” difference between two distributions in R$^n$
If I have a population of vectors in R$^n$ and some special subset has a different distribution, I could try and use PCA to describe the main axes of these distributions and, if they are aligned ...
1
vote
1answer
147 views
How robust are multivariate methods to violations of normality? [closed]
In many cases, multivariate methods are used without normality tests.
How are following methods robust if data are not normal?
Principal components analysis
Canonical correlations analysis
Factor ...
4
votes
0answers
81 views
Joint distribution of two distances
Suppose there are three points in 3D space, each with coordinates $A_i=(X_i,Y_i,Z_i)\leadsto \mathcal{N}(\mu_i,\tau^2\mathbb{I}_3)$. We compute the distance between the three points, e.g. $D_{ij} = ...
2
votes
1answer
327 views
Mahalanobis distance and percentage of the distribution represented
In a one dimensional normal distribution, it is really handy to know that 68% of the data are within one standard deviation, 95% lies within two standard deviations, etc. My question is about the ...
1
vote
0answers
54 views
How to sum cluster data?
I have a binary variable with probit model, i.e., $P(Y_{ij}=1|X_j)= \Phi(a_i+b_iX_j)$, where $X_j$ is $\mathcal N(0,1)$, and $a_i$ and $b_i$ are regression parameters.
I am wondering what the ...
2
votes
0answers
177 views
Principal component analysis, bootstrap and probability of eigenvalue collision?
This is really a side project of mine ... while writing on a paper on something totally different! I read (part of ) the excellent paper
"FINITE SAMPLE APPROXIMATION RESULTS
FOR PRINCIPAL COMPONENT ...
8
votes
3answers
498 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 ...
2
votes
1answer
180 views
Looking for some intuition regarding the MCD estimator
The Minimum Covariance Determinant (MCD) estimator may be used to achieve robustness when estimating a covariance matrix. It looks for the subset of $h$ data points (out of $n > h$) whose covariance ...
1
vote
0answers
88 views
How do I calculate the Bayes error of a multivariate normal Bayesian classifier?
I have a 4 dimensional feature and each of them are independent normal distributions. I want to calculate the bayesian error associated with this classifier. The covariance matrix and the mean have ...
2
votes
1answer
154 views
How to estimate the deposit mix of a bank using interest rate as the independent variable?
Let's say a bank has 5 different types of deposits. One type is certificates of deposits (CD), and the other 4 types are different checking and savings account products with various interest rates ...
2
votes
0answers
63 views
Making sense of a factor analysis application
I'm a biochem guy so the stats in this paper are giving me a real hard time.
Kliman, RM, Irving, N, and Santiago, M. Selection Conflicts, Gene
Expression, and Codon Usage Trends in Yeast. J Mol ...
3
votes
1answer
180 views
Is a vector of normal random variables ever -not- multivariate normal [duplicate]
Possible Duplicate:
Is it possible to have a pair of Gaussian random variables for which the joint distribution is not Gaussian?
In the Wikipedia entry on the multivariate normal ...
20
votes
2answers
1k views
Is it possible to have a pair of Gaussian random variables for which the joint distribution is not Gaussian?
Somebody asked me this question in a job interview and I replied that their joint distribution is always Gaussian. I thought that I can always write a bivariate Normal with their means and variance ...
1
vote
0answers
241 views
Multivariate time series simulation in RapidMiner? [closed]
I'm actually "Getting started" with RapidMiner (RM).
I'm an R expert but totally newbie to RM. The problem involved is analysing and forecasting the dispersion of multivariate timeseries (in finance). ...
