Regression with more than one response (dependent) variable.

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How can I transfer a multivariate model between spectrometers without the use of standard samples?

Our lab has created several multivariate models to predict sample properties from infrared spectra. However, different spectrometers often give different responses, and often the model created on one ...
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27 views

Difference between VAR model and simple vectorial regression

So I am aware of VAR models. Specifically for the VAR(1) case: $X = A_1~LX +\epsilon_t$ where $L$ is the lag operator. A simple regression between vectors would be: $Z = A_2~Y+\epsilon$ where $Z$ ...
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40 views

Repeated measures but not longitudinal: A case of multivariate LMM or repeated measures LMM?

I am trying to get my head around the question of what kind of model is most appropriate for the following data: Every participant rated 14 written statements in terms of various aspects (e.g. ...
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13 views

Regression Analysis - Individual vs. Aggregated Team data

I have a set individuals (let's say ID_No 1 through 50) and a set of metrics that pertain to these individuals: things like age, SAT reading score, SAT math score, a motivation index metric, etc. ...
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17 views

Fitting a cross-classified variance components model with three response variables in nlme

I am attempting to fit a multivariate variance components model with repeated measures on three response variables. I am using the lme function in the nlme package in R and have run into some ...
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18 views

Multinomial logit / time-series fixed effects / multivariate regression: Which one to use in this case?

Friends, As part of a larger study, we have collected a wealth of data on the interactions customers engage in when buying and using a service. Particularly, we have distinguished this process into ...
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1answer
42 views

R's algorithm for finding glm estimates

Is there a way of seeing the algorithm behind the glm function in R? I'm not really interested in the source code, but the step by step algorithm for finding estimates for binomial family and how it ...
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1answer
21 views

Multivariate Regression vs T-test: and implication for multiple comparisons

I have a data frame with different outcome measures (DV1:4) for participants some partcipant with additional IVs 1:2. ...
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2answers
80 views

Which is more appropriate? Poisson or regular linear regression?

I am working on a project to predict a range for patient length of stay. My data consists of 215,000 rows of the following variables (30 total): LOS (length of ...
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16 views

Multiple Linear Regression where some variables are proportions & some are absolute?

Is it appropriate to do a multivariate linear regression where some of the explanatory variables are represented as percentages (continuous from 0 to 1) and the rest are represented in absolute terms (...
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52 views

Naive question about Bayesian multivariate logistic regression

I am stuck on what's probably a trivial question. I am reading a paper about multivariate logistic regression, and they say: ...
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171 views

Do I need to use multivariate regression or several regression analyses?

I have a data set of 45 participants with 96 variables each (although some measurements are missing). Some variables are simple such as age and disability while other measurements are scores on some ...
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10 views

Multi-response Multivariate Coefficient of Determinations

For the linear model, $$ \bf{Y} = \mu_{Y} + \bf{B}^t \left(\bf{X}-\bf{\mu_X}\right) + \boldsymbol{\epsilon} $$ Where, $\bf{Y}$ is a $n \times q$ matrix of $q$ responses, and $\bf{X}$ is a $n \times ...
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22 views

What should be the ratio between number of cases and attributes in multivariate regression?

Is there any way to determine if it is feasible to perform a multivariate regression based on a given number of samples and attributes? For example I have a data set with 6 cases , 30 attributes and ...
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30 views

City Traffic - multivariate, irregular time series analysis

I am trying to analyze correlations between traffic speeds on city roads, and make forecasts for the speed on a road based on its speed and that of correlated roads. The speeds are recorded ...
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8 views

Multivariate Regression: Linear or Non-Linear [duplicate]

I found several articles asking about the difference between linear and non-linear but unfortunately none of them answered my question. In case we are dealing with Multivariate Regression (for example ...
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20 views

Comparing correlation between 2 regression coefficients

I have 2 dependent variables which depend upon on 5 independent variables. So, I performed multivariate multiple linear regression in R and got the coefficients for my variable of interest for both ...
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27 views

Multi-period multi-variate lagged regression in R

I'm relatively new to R and statistics and am trying to figure out how to do a multi-period, multi-variate lagged regression. The dependent variable depends purely on the past n values of each of the ...
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26 views

What is the proof that the multivariate standardized Beta coefficients can be derived from the correlation matrix?

According to the source below, $B_i=R_{ii}^{-1}R_{iy}$ where $R_{iy}$ is the DV & IV correl vector and $R_{ii} $is the IV correlation matrix. To convert to the unstandardized Betas, multiply by $...
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22 views

Estimation of multivariate time-varying cross-sectional data

I want to estimate the following model for each variable $y_{ti}$: $$ y_{ti} =\alpha_t + \beta_t w_{ti} + \gamma_t u_{ti} + \delta_i x_{ti} + \phi_i z_{ti} + \varepsilon_{ti}, \quad \quad \text{for } ...
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21 views

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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25 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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23 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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60 views

Which statistical test to use for multiple IV's and DV's

I am conducting a study over post-concussive symptoms. I have two groups, a non-concussed group and a group who has been concussed. I will have three IV's (depression, anxiety, and neuroticism) and ...
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69 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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51 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 IV)...
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26 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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23 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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22 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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45 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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154 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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159 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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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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17 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 $X_{...
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131 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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701 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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242 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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34 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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355 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 non-...
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318 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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87 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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92 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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1answer
77 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
385 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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209 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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104 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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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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3k 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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181 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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104 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 ...