Regression with more than one response (dependent) variable.

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Multiple similar dependent variables, each with the same set of idependent variables. How to find a generic model?

I have a number of similar dependent variables $y_i$, $i\in[1;10]$. Each $y$ has a number of corresponding independent variables $x_{ij}$, $j\in[1;20]$. Now I would like to find some generic multiple ...
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19 views

Residuals from a mixed effect model

I'm running a beta-binomial mixed effects model that estimates the effect size (B) and partitions variance into a random effect (g) and error (e). I would like to calculate the residuals (e), but only ...
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19 views

What kind of methods do I need to use in order to analyze this kind of health dataset

I've recently been given a dataset with the following variables: -BMI -Type of Therapy (indicated by 1, 2, or 3) -ADH Levels -HIV positive or negative (0,1 dummy variables) -Systolic blood pressure ...
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15 views

Looking for a repeated measure variation of a multiple outcomes model like the one proposed by Teixeira-Pinto et al. (2009)

The original model is proposed by Teixeira-Pinto et al. (2009) in "Statistical Approaches to Modeling Multiple Outcomes In Psychiatric Studies" (doi: 10.3928/00485713-20090625-08) (see ...
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34 views

Normal equation for multivariate linear regression

What is the normal equation for multivariate linear regression? In the case of monovariate linear regression, using ordinary least squares, to obtain $\theta^* = \text{argmin}_{\theta} \sum_{i=1}^m ...
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35 views

MANOVA and Multivariate Regression: Related as ANOVA and Regression?

If I wish to find the relationship between a continuous independent variable (IV) and a single continuous dependent variable (DV), I can conduct a regression (or a correlation, as there is only one ...
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20 views

Multivariate test for conditional (in)dependence

Suppose I have vector random variables $X,Y,Z$ of dimensions $n_x\times 1, n_y\times 1, n_z\times 1$ respectively. My goal is to test whether $X$ is conditionally independent of $Y$ given $Z$, given ...
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13 views

How to select variables to include in a multivariate probit regression in R

I am trying to do a multivariate probit regression in R. I have 20 dependent variables and 150 indept variables variables. I am trying to test which variables to include in the regression. I know ...
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18 views

How would I go about using regression to estimate a change in direction or movement in n-space?

I have a dependent variable which is a position in n-space (so a vector of length n). I want to use regression (or some other method if you have a suggestion) to determine whether independent ...
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41 views

multivariate logistic regression

I have a quick question. I wondering to know, whether there is a step by step guide to learn multivariate logistic regression. i have a health science paper which described the procedure, but it is a ...
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105 views

Log-likelihood proof and AIC hypothesis

First of all, statistics is just not my thing ... yet (I hope!) I'm having a hard time finding out the log-likelihood equation: Given $Y \rightarrow \mathcal{N}(\mu_1,\sigma_1)$ (observation) and ...
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94 views

How to start with regression analysis? 10 variables; 1M samples

My statistics knowledge is limited, and it appears that I have a task which would benefit from regression analysis. Please direct me. I've around 10 variables (A, B, C, ...) which might be related to ...
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37 views

Modelling against “day” or “day^2” in to look at change over time?

I'm a masters student trying to model changes in behaviour, heart rate variation and faecal cortisol as welfare measures in sheep over the course of 22 days. Days -4 to -1 is used as baseline, day 0 ...
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14 views

Instrumental variable regression related question

In Lubik and Schorfheide (2007), they are saying that The monetary policy rule can be represented as $$ R_{t}=X_{t}'M\beta_{1} + Y_{2}'\beta_{2}+\epsilon_{t}^{R} \hspace{1cm}(1) $$ where ...
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82 views

How to compare explained variances of nested multivariate multiple regression models?

I have two groups of continuous* variables - let's call them MF (5 variables) and OR (2 variables), plus some demographics. It has been previously found that the MF are associated with one of the OR ...
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1answer
330 views

Solution for Autocorrelation in Linear Regression Model - Economic Data

I am trying to estimate a multivariate linear regression model in the form of: $Y(t) = c + b_1*X_1(t) + b_2*X_2(t) + b_3*X_3(t) + b_4*X_4(t)$ All my variables (both Xs and Y) are Year on Year ...
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131 views

Errors-in-variables multivariate polynomial regression (R)

(EDIT: the question has been modified just a little bit to be more specific) I want to fit a multivariate polynomial regression that accounts for measurement errors (an Error-in-Variables model). ...
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26 views

multivariate student-t regression

(1) I want to do a multivariate regression in R (where each output sample is a vector, instead of a number), which I know can be handled using the lm() function; however, the multivariate output data ...
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329 views

Examples of Non-Linear Time Series?

Does anyone have an example of real world (ideally multivariate) time-series data that depends on its past in a non-linear, but additive way? I understand that there are several examples of ...
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1answer
229 views

Various methods for predicting multiple dependent variables (python)

I would like to model and predict multiple dependent variables depending on one or more independent variables. The most straightforward method appears to be multivariate regression. I was wondering ...
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1answer
71 views

Can regression be used with 3 observations and more than 3 independent variables?

I want to regress v1 on o1:o7. I would like to do the same for each of v2:v5 with ...
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23 views

books for introduction to statistics. [duplicate]

Good Morning, I am currently working with a process automation company. I am new in this field and wants to know more about statistics. If somebody can suggest some basic books on statistics where I ...
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80 views

Hidden markov model multivariate regression with time-series data

I am working with a dataset that includes the trajectories of various car trips and would like to be able to predict their destinations using only a subset of the trip trajectory. For instance, if in ...
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13 views

How to use SPSS to compare the regression weights of each predictor for different outcomes variables In multivariate regression,

In my example, I have three outcome variables and two predictors, so I need to use multivariate regression to do the analysis. For the first step, I tested the predictors are significant for the ...
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1answer
49 views

Multivariate Linear Regression with continuous and discrete explanatory variable

I have some trouble to apply a multivariate linear regression on my data. I have two features gross_area which is continuous, nb_bathrooms which is discrete (1,2,3) and a dependent variable y which is ...
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1answer
231 views

What does 'Controlling for' mean in regression? [duplicate]

I am working towards completing my undergrad honours thesis and I am in the process of analyzing and writing up my discussion section that is dealing with some form of multiple regression (can't ...
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23 views

Confusion over MANOVA and Regression for my research study

I have a research study that I am planning but I am a little confused as to what kind of analysis I should be doing. On that one hand, I thought MANOVA. On the other, some other people think it is a ...
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79 views

Finding a Multiple Response Linear Regression Data Set

I'm looking for a dataset where one can apply multiple response linear regression. Ideally, this dataset would have a large number of responses and predictors relative to the sample size, and both ...
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2answers
161 views

Collinearity in multivariate regression with huge amounts of data

Take the following example. I wish to predict physical performance as a function of height and weight. I already know weight negatively affects performance. Height also negatively affects performance, ...
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82 views

Multiple Versus Multivariate Regression

I have 4 IVs and 4 DVs and not sure if I have to use linear regression (one IV and one DV at a time) or multiple regression (the 4 IVs and one DV at a time)? Is there any application where I can put ...
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1answer
42 views

Is there such thing as regression involving a pairwise response variable? (X,Y)~Z0+Z1*B1

I'm trying to model a pairwise outcome of basketball game scores. Ie. (94,87),(102,98),(76,54),... My input variable is a single performance metric for each team. Ie. (12,9),(14,17),... Is there a ...
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2k views

How to do MANCOVA in R?

I have two groups of persons, GRP0 and GRP1, on which I measured three continuous variables: VAR1, VAR2 and VAR3. I would like to use Mancova in R with: - VAR1, VAR2 and VAR3 as outcome variables - ...
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158 views

Curse of dimensionality mimics multicollinearity?

Why does the curse of dimensionality mimic multicollinearity, in the following sense.. Consider the random vector $Y = [y_{1}, \dots, y_{4}]$ where each element is ~ Uniform (0,1). Take 10 samples ...
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86 views

Compare $R^2$ statistical significance in multivariate multiple regression

I have a multivariate multiple regression model with 3 dependent variables and the same 5 covariates. I used manova and mvreg in ...
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2answers
288 views

Many dependent variables, few samples: is this an example of “large $p$, small $n$” problem?

"Large $p$, small $n$" typically refers to "many independent variables, few samples". In my case, I have $1$ independent variable, $300$ dependent variables, and $n < 20$ samples. Thus, my case ...
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53 views

Covariance for a multivariate Bayesian Additive Regression Tree

Chipman, George, and McCullogh (2010) state that: One can also extend the sum-of-trees model to a multivariate framework such as: $$ (29) \qquad\qquad Y_i = h_i\left( x_i \right) + ...
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1answer
157 views

Multiple regression or multivariate regression

Are there any difference in beta coefficients when doing several multiple regression analysis as compared to doing multivariate regression?
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37 views

What are some suggestions for analysis of and model development for a small sample of data?

I originally planned on path analysis utilizing multivariate multiple regression to test my hypothetical model - but I am not getting my sample size. I have looked at non-parametric regression ...
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1answer
383 views

Multivariate Linear Regression in Python

How to compute the overall standard error of a linear regression model using Python? Which library should I use? I am looking for something like this, however, I can't see how to get the overall ...
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1answer
399 views

Which regression analysis should I use for ranked dependent variables and proportional independent variables?

I am analysing the effect of deprivation on breastfeeding and am wondering which type of regression analysis I should use. It is area level data. Deprivation data is available as a score from 0 - ...
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22 views

References suggested for multivariate analysis of several similar time series

I have a time series dataset that reports the hourly page views and social media shares of online news stories. What I hope to obtain is the relationship between the two variables. I would imagine ...
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59 views

Using a PCA to reduce response variables or multivariate multiple regression?

Does it make sense to use a PCA (principal component analysis) on a set of response Y variables and then conduct a multiple regression, or carry out a multivariate multiple regression all response ...
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2answers
218 views

How to do multivariate regression in R?

I need to preform a multivariate normal regression in R. The question is: Let $Y_1$, $Y_2$, and $Y_3$ follows multivariate normal distribution. What is the conditional of $Y_3$ given ...
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4k views

Lag order for Granger Causality Test

Suppose I'm considering several independent variables for possible inclusion in an ARIMAX model I'm developing. Before fitting different variables, I'd like to screen out variables that exhibit ...
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45 views

What are some multivariate models with feature interactions

I have dependent variable matrix $Y_{i,j}$ and feature matrix $X_{i,k}$. My objective is to predict each element of the vector $[y_{i,0},...,y_{i,J}]$ by using new observations of the features, ...
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24 views

Marginally Uncorrelated Responses in Multivariate Regression

Consider the multivariate regression with random predictors as described in Izenman's Modern Multivariate Statistical Techniques, that is, $X : r \times 1$ and $Y: s \times 1$ are jointly normally ...
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90 views

Regression by multiple dependent variables with constraints & feature selection

I have a data set of 1000 records. Each record has three dependent variables $y_1, y_2, y_3$ and 100 independent variables $x_1,...,x_{100}$, where the dependent variable $y_i$ satisfies: $0\le y_i ...
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3answers
598 views

Formula to calculate beta matrix in multivariate analysis [duplicate]

I have to implement a multivariate analysis on $n$ random variables with a sample of $m$ data points. I would like to get a matrix with the $\beta$ (as in $n$ $\beta$ vectors put together). Is ...
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2answers
3k views

Multivariate regression with weighted least squares in python?

I have a multivariate regression problem that I need to solve using the weighted least squares method. In particular, I have a dataset X which is a 2D array. It ...
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1answer
456 views

What is the difference between multiple regression & mutivariate regression?

I have data on GDP growth as a dependent variable and growth in main production sectors of Pakistan such as mining, electricity, communication, manufacturing and electricity. I am supposed to run a ...