Multivariate analysis is used when there is more than one variable of interest in the statistical analysis.
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17 views
pdf of multivariate normal distribution
I have a question concerning some sentences in the book Structural Equations with Latent Variables (Bollen) at page 132 (bottom) and page 133 (top) regarding the pdf of the multivariate normal ...
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0answers
18 views
Multivariate linear mixed model in R
I have run into a problem with respect to an application of linear mixed effects model using lme4 package and I wondered if I could seek your help.
This is my model in a multivariate setup where ...
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1answer
48 views
Minimize a function with respect to a matrix
I have two sets of vectors, A and B. Vectors from set A live in an m-dimensional space, ...
2
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1answer
27 views
How to prove independentness of marginal/conditional (?) posterior distributions?
This is a question about exercises 4.2 and 4.3 of Jim Albert’s “Bayesian Comptutation With R” (p. 82). Note that while this might be homework, in my case it is not.
We are to prove that, given two ...
2
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1answer
137 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 ...
2
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1answer
77 views
Canonical correlation analysis with rank correlation
Canonical correlation analysis (CCA) aims to maximize the usual Pearson product-moment correlation (i.e. linear correlation coefficient) of the linear combinations of the two data sets.
Now, consider ...
7
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5answers
386 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 ...
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0answers
27 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, ...
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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 ...
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1answer
52 views
Constructing a measure versus using an interaction
My dataset is sports data and the outcome variable is wins in a season and I am trying to see the affect of the characteristics of the players on the team on this outcome. My question is, is it easier ...
1
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2answers
68 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 ...
1
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1answer
33 views
Is it normal to obtain better (smaller) P values in multivariate analysis compared to bivariate one?
If a multivariate design controls for other predictors when calculating the effect of a predictor, shouldn't it give paler P values (less significant ones, or less vivid odds ratios)? I am seeing ...
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0answers
32 views
Two-way anova with interaction term: what is the point of a post-hoc test?
I have a statistics interpretation question. I've recently performed a two-way anova to identify an interaction term between my categorical independent variables (genotype + temperature) that ...
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0answers
36 views
Find the moment generating function
Find the moment generating function of $W$, when $W=X+2Y+4Z$. $~X,~Y,~Z$ are independent normal distributions $\mathcal N(1,4),~ \mathcal N(2,9) \text{ and }\mathcal N(3,16)$.
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2answers
104 views
Prediction and explanation of user rating based on multiple criteria
I'm trying to figure out a way to both predict how a user would rate a certain document, as well as an explanation of why certain documents are rated a certain way.
A user is represented by:
...
1
vote
1answer
45 views
Back transformation of an MLR model
I've obtained a multiple linear regression model in the form
$$
\mathrm{log}(Y) = \beta_0 + \beta_1x_1 + \dots + \beta_4x_4 + \beta_5x_1x_2 + \dots + \beta_{10}x_3x_4 + \beta_{11}x_1^2 + \dots + ...
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0answers
33 views
How do I set up a multivariate hierarchical multiple linear regression in R?
I have two continuous DVs (measurements taken on individual fish), one continuous individual level IV (fish's size), and two site-level IVs (PC1 and PC4). Sites are either take or no take. There are ...
2
votes
2answers
83 views
What is the difference between multivariate analysis and econometrics?
I am writing my thesis about how different factors influence stock excess returns after an M&A announcement. I haven't taken a multivariate analysis class and I have only a very basic idea of ...
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0answers
11 views
How does the Cross Validation in PRIM work?
One of the steps described in the PRIM algorithm is, after the peeling and pasting procedure, using Cross Validation to select an appropriate Box from the sequence of boxes obtained by the peeling and ...
3
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1answer
60 views
Compute sum of vectors drawn from multivariate normal, subject to a linear constraint
I want to compute $S = \sum_{i=1}^n x_i$ where $w^t x_i>-1, \; \forall i$ and $x_i \tilde{} \mathcal{N}(\mu, \Sigma)$ for known $w$, $\mu$ and $\Sigma$.
I know $S$ can be approximated by sampling ...
3
votes
1answer
153 views
A measure of overall variance from multivariate Gaussian
I am performing some regression task, where I try to discover the underlying multivariate Gaussians from a set of $n$, $p$-dimensional vectors. For example, given a split of the set into $S_i$ and ...
1
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1answer
29 views
Distance measure for multi-categorical responses
I have a data set of categorical data where each question can have more than one answer. This is a toy example:
question one: what did you eat today?
...
-1
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0answers
34 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
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1answer
93 views
Backward selection in a Cox regression model
My goal is to fit a cox regression model in SAS, for which I use the PROC PHREG statement. As I am still new to regression methods, I would appreciate a little of ...
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0answers
15 views
NMDS for biomass
I would like to make a NMDS with biomass of different prey groups in stomach content of fish..
I have already made one where the data matrix consists of 0 and 1, and this one went fine but are not ...
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0answers
33 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
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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 ...
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0answers
11 views
How to analyze data with more than one associated categorical dependent variables?
I have some dependent variables related to the growth of a company having categories like (e.g. for variables indicating net profit, financial turnover etc.)
(1) decreasing,
(2) stable,
(3) ...
1
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0answers
23 views
Regression with some associated ordinal dependent variables
I have some associated categorical dependent variables that are ordinal in nature (with 4 or 5 categories). If I want to see the effect of a set of independent variables (which can be both continuous ...
2
votes
3answers
314 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:
...
5
votes
1answer
175 views
When doing quadrat counting, how do you construct the quadrats?
I want to perform quadrat count analysis on several point processes (or one marked point process), to then apply some dimensionality reduction techniques.
The marks are not identically distributed, ...
1
vote
0answers
37 views
How to test for differences in 3 related measures assessed pre- & post- treatment on the same sample?
I am designing a study to compare whether one specific treatment improves Quality of life. I am using a convenience sample ($N=20$). I hope to administer three ...
-2
votes
0answers
19 views
Help with choosing a DM method [closed]
I'm a student using Oracle for a data mining project, and i'm wondering if you can assist me with picking the right DM method for my data set. I'm doing an electricity consumption prediction and i ...
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0answers
56 views
Distribution of random variable
The chloride concentration at depth $x$ mm at time $t$ is:
$$
\text{C}(x,t)=\text{Cs}(1-\text{erf}(x/(2(D*t)^{0.5}))
$$
where $\text{Cs}$ is chloride surface concentration with Lognormal ...
2
votes
0answers
52 views
PCA and varimax references?
After doing PCA it is common that the first component describes the largest part of variability. This is important in i.e. study of body measurements where it is commonly known (Jolliffe, 2002) that ...
4
votes
1answer
83 views
Dealing with 'Don't Know' answers for a categorical outcome variable
I have a survey data with categorical outcome variable (yes, no, don't know) which reflects the acceptance of some situation by respondents. My concern is how to deal with Don't know answers, I really ...
1
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0answers
58 views
Proof for two-sample Hotelling $T^2$ statistic?
I've been reading "A primer of multivariate statistics" by Richard J. Harris, page 546, which shows how to derive the Hotelling $T^2$ statistic, after seeing this related but different question (I ...
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0answers
26 views
Two IVs (schools) and 3 IVs (grade levels in each) where there are 2 DVs (math and reading scores)
Is MANOVA the correct test? I am looking at 3 grade levels in each of the two middle schools. I want to compare the standardized scores (reading and math) of students in each grade level to the same ...
3
votes
1answer
61 views
Errors in Variables and Deming's multivariate regression: Assumptions
There has been extensive literature that puts forth a standard set of assumptions for the Ordinary Least Squares (OLS) estimator. I am very interested in working around the two classical problems of
...
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1answer
80 views
How should I analyze a data set with 1 IV and 2DVs (all scale variables)?
Hello wonderful statisticians,
I'm writing a proposal for a dissertation where I'd like to look at whether heart rate can predict 1) narrative coherence (as judged on a scale - but could also be ...
3
votes
2answers
64 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 ...
0
votes
0answers
32 views
geographic distance and mahalanobis distance
I am trying to match individuals based on monthly consumption and geographic consumption in a dense metro area. Essentially I want to create treatment and control pairs with the having both geo ...
2
votes
2answers
79 views
Is there a multivariate version of logistic regression?
Based on readings with logistic regression, it appears that you could use this analysis to make predictions about categorical variables. Does logistic regression allow you to predict multiple ...
4
votes
1answer
904 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 ...
0
votes
1answer
45 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. ...
0
votes
0answers
60 views
Draw conditioned beta distributed random variables
I am trying to draw a beta distributed random variable (recovery rate), conditioned on another beta distributed random variable (default rate).
I have shape parameters $(\alpha= 0.6, \beta = 55.5)$ ...
3
votes
2answers
423 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 ...
2
votes
1answer
225 views
Moment generating function of the inner product of two gaussian random vectors
Can anybody please suggest how I can compute the moment generating function of the inner product of two gaussian random vectors, each distributed as $\mathcal N(0,\sigma^2)$, independent of each ...
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votes
3answers
331 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 ...
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0answers
63 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 ...
