All Questions
Tagged with multivariable or multivariate-analysis
2,588 questions
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Interaction terms in logistic regression model of patient mortality
Admittedly, I am a bit inexperienced in the world of statistics and data modeling but am trying my best to learn on the job. As a first time user, I apologize if there are any formatting errors here!
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24
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When doing multiple ANOVAs, do I need to adjust the p-values?
I measured 12 blood parameters in 80 individuals and I know sex (F/M), season (start/end) and locality (A/B). So I have 12 continuous dependent variables and 3 independent variables, each with 2 ...
- 1
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30
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How to analyze differences in growth data with non-normal distributions?
I have data on fungal growth (growth rate and latency period) from different strains. I want to examine whether these values differ based on origin (2 types), growth medium (2 types), and incubation ...
- 1
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15
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How can I assume covariance (rho) between two psychiatric disorders for multivariate meta-analysis
I want to do a multivariate meta-analysis, as I have several effect sizes per study. For example, I want to investigate the risk (Odds Ratio) of Conduct Disorder (CD) and Oppositional Defiance ...
3
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1
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32
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Statistical test for whether two methods of measuring community composition produce the same distribution?
I'm measuring community composition (i.e., the distribution of abundance) of 30 taxa as captured in 3 samples at 1 site. For each of my samples, I've measured community composition using 2 different ...
- 31
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13
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Multivariate vs Univariate models in brms: Equivalence and computational efficacy
In R's brms package, I am analyzing multiple response variables. I understand that setting set_rescor(FALSE) in a multivariate ...
- 613
1
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27
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What stress function in terms of coordinate distances does classical MDS minimize?
In multidimensional scaling (MDS), the goal is to find a transformation of a set of data points $x_1,\ldots,x_n$ with $x_i\in\mathbb{R}^p$ into the lower dimensional space $\mathbb{R}^k$ (e.g., for ...
- 5,720
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29
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How can I identify the distribution of a series of Mahalanobis distances?
If my dataset follows a multivariate t-distribution, what is the cdf of the Mahalanobis distance of a datapoint outside the sample? In other words, if I want to calculate the probability that a ...
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26
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Where most species are absent from most samples, use zeros or leave cells empty?
I have a dataset of 110 avian diet samples containing a couple hundred insect species. Most species are absent from most samples. I'm unclear on whether I should enter zeroes where a species is absent ...
2
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2
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205
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When regression models outperforms the naive methods?
I followed from this question.
Case1:
I have the following task to do: Training by the consecutive 3 days to predict the each 4th day. Each day data represents one CSV file which has dimension 24x25. ...
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1
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29
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Similarity measure between copulas
I have five 1,000,000$\times$30 matrices labeled as $M_1, M_2, M_3, M_4, M_5$. Each column in these matrices consists of random uniforms $\in[0, 1]$. The five $30\times 30$ covariance matrices are ...
- 239
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1
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37
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Is a random intercept necessary for multivariate models?
I’m modeling height and weight as joint outcomes in a Bayesian multivariate model with brms, ...
- 613
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24
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Forecasting for Multivariate Time Series on Multiple Subject
Let's imagine I have time series data for 50 users and 20 features per user: User1_ts(F1,...F20), User2_ts(F1,...F20), ...User50_ts(F1,...F20). F20 is my target variable, and the goal is to apply to ...
- 131
1
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12
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Is penalized regression an appropriate way to analyze observational data in this space-for-time substitution study?
I am interested in understanding how a suite of response variables (soil metrics such as pH, element concentrations, rates of decomposition/minderalization, etc.) vary with 1) soil depth, and 2) time ...
- 121
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1
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31
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For any pair of distinct, real-valued bivariate samples of finite size n, can one always obtain one sample by some rotational function of the other?
I'd like to define a set of functions, $F$, with the following property. For every distinct pair of real-valued, finite, bivariate samples, $(X_1,Y_1)$ and $(X_2,Y_2)$, there should be an $f$ in $F$ ...
- 642
4
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41
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Statistical approach for analyzing volume-outcome relationship in PCI with varying complexity between hospital types
I am working on a study to assess the volume-outcome relationship in PCI (Percutaneous Coronary Intervention). I have a dataset that includes detailed information on:
Operator characteristics, ...
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5
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1
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49
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Is Repeated Measure MANOVA appropriate here?
I have data on the yearly number of doctor visits for patients from 2020 to 2022, along with characteristics associated with these visits. During each visit, patients are asked questions about their ...
- 203
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8
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Determining Which Variables Drive Group Differences After a Permutational Multivariate Analysis of Variance With a Post-Hoc Means Separation Test
I have a data frame with several different columns of variables (there are categorical predictor variables and several different numeric response variables). I've done a permutational multivariate ...
- 297
1
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10
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Is there a link between a multivariate VAR specification and the bivariate ones arising when combining the variables in groups of two?
Consider $x_t=(x_t^1,x_t^2,x_t^3)$ and a simple Vector Autoregression (VAR) of order one for its dynamics, given by
$$
x_t=\Phi x_{t-1}+\epsilon_t,
$$
where $\phi\in\mathbb{R}^{3x3}$ satisfies the ...
- 349
1
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1
answer
32
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Statistics evaluating two variables in several groups
I am not sure what kind of statistics (MVA) would be used in the following experimental scenario:
Under different conditions I measure two (log norm distributed) parameters and want to assess the ...
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21
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Clustering on clusters
I'm working on a problem where I need to categorize pore types in different sponges. To do this, I use the HDBSCAN clustering algorithm to create sponge-specific (or "local") clusters. I ...
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0
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1
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71
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Comparing linear slopes between two scatterplot matrices
Below is a reproducible example of code that produces a dataset and plot roughly similar to what I am working on. The dataset is comprised of multiple columns for gene transcript abundance values and ...
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2
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1
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99
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PCA to help select variables?
I'm thinking to run PCA within a pre-processing step before an other PCA which will actually be used to analyse sub-sampled data. I thought it might be useful to sub-sample the original set of ...
- 23
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7
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Modeling a Multivariate Time Series with Non-Constant Intervals
The time series literature I've been exposed to usually assumes that multivariate data shares observation timestamps i.e. representing a VAR as $\mathbf z_t$ for $t \in \{1, \dots, T\}$. I'm currently ...
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1
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14
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What are the pros and cons of using multivariate Filtered Historical Simulation with univariate GARCH models compared to a GARCH-DCC approach?
I am assessing the market risk of an equity portfolio and have come across an example in the MATLAB documentation that uses a multivariate Filtered Historical Simulation technique:
https://it....
- 363
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10
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Feature based anomaly detection
I am working on a concept that is new to me in the field of anomaly detection in multivariate time series. A motor is going through different phases (3 phases in total) and in each phase a certain ...
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0
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21
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Can the derivation of the BIC be simply extended to multivariate observations?
Under the assumption that observations are univariate and i.i.d., the classical definition of the Bayesian Information Criterion for a model $\mathcal{M}$ and a dataset $\mathcal{D}$ is
$$
BIC = -2 \...
- 2,931
1
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1
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60
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Nested studydesign - Necessary to restrict permutations in betadisper?
I have the following study design: 8 locations, 5 forest types (Plots) per location (D,DB,B,FB,F). In every plot I sampled spiders and identified them. I did an NMDS with Morisita-Horn index.
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28
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Coupled Multivariate Regression and AR(1) Process for the Covariates
I am wondering how to fit the following model:
I have a standard multivariate regression, and a set of covariates X. I want to couple my regression equation with an AR(1) process for the dynamics of ...
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2
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1
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29
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Multivariate analyses using mixed models vs. other approaches
Multivariate analyses (i.e. several dependant variables) can be performed using mixed effects models. In brief, columns representing the dependent variables are stacked on top of one another into a ...
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22
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About Multivariate Generalized Regression Mixed Models with negative binomial distribution
I have a research question about the intra-individual variations of contact patterns before and during the lockdown. I will explain the definition of contact patterns and the model I built with test ...
- 301
1
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1
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24
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State Space Model with All Observed Factors
I have seen state space models implemented when we have latent/unobserved factors we want to uncover that jointly explain the dynamics of a time series of dependent variables. I have also seen state ...
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2
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1
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157
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What analysis is best with a binary independent variable that is very skewed?
I have a binary independent variable (1 = event occurs, 0 = no event occurs) and a continuous moderating variable. My dependent variables are continuous. I want to test if engaging in a particular ...
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0
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30
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How do I maximize this specific loglikelihood function in R?
I am interested in determining the parameters mu and lambda that maximizes the function:
...
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2
votes
1
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46
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Permutest or TukeyHSD for group-wise comparison after significant Anova of betadisper?
I want to perform a PERMANOVA with my community-data of spider assembladges, sampled in different forest stands. Before applying PERMANOVA I wanted to find out if there is a difference in the ...
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0
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0
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18
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Ascertaining sub-probabilities using re-sampling of the data. Multivariate convergence?
I am trying to compute a payout for an online game that has the following information:
40% chance of a loss with value -2
10% chance of a loss with value -1
remaining 50% chance with four potential ...
- 101
2
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1
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47
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How does one develop an intuitive understanding of statistical methods and the ability to "know" which test to use, why, and how to interpret results [closed]
This is not a mathematical or coding question. Apologies if this is not the forum for this and please let me know if I need to ask this somewhere else.
I have a masters degree in data science and I ...
0
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1
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29
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What criterion to use to compare multiple correlations of binary variables?
I have $N$ definitions of certain properties of countries (for example, if the country is "democratic", "totalitarian" etc.), and want to test how consistently different people ...
- 101
1
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1
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37
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How to disentangle effects of components in system?
I have a system where one property (delay) depends on its components, a valve $V$ and the piping $P$ in a hydraulic system:
$d = f(V, P)$
I have reference measurements with one type of valve and ...
- 497
0
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0
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14
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Checking if the relationship between a composite score and its components across variates covariates
I have created a continuous composite score, C, which consists of scores A + B. I have a predictor variable, D. This would produce 3 different regression formulas, where predictor D has a coefficient ...
0
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0
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34
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Multivariate LME
I am counting how often some patterns occur in many observations of timeseries data. I want to compare three conditions in two time intervals (so I average pattern counts over those intervals). There ...
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1
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1
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56
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Multivariable analysis for an ordinal dependent variable
I am investigating the factors associated with self-perception of oral health. My dependent variable is self-perception of oral health, which is an ordinal variable measured on a 5-point Likert scale. ...
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19
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comparing non-nested models with different specifications based on AIc/BIC criteria
I am trying to determine if I can use the AIC/BIC criteria for model selection in the case of a multivariate probit model. I have two models with different specifications:
e.g. Model-1: mvprobit ( $...
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3
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3
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195
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How to perform a joint significance test for multiple coefficients across several regression models?
I have 10 regression models, each regressing a different dependent variable $ y_i $ (for $ i = 1, 2, \ldots, 10 $) on the same independent variable $ x $. Each model produces a coefficient for $ x $, ...
- 96
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0
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51
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Multiple Dependent Variables, One Independent - with dummy variables
I am trying to run regression models and don't know what type of regression to be running.
I have one independent variable (binary variable) and 8 dependent variables (3 discrete, 3 categorical, 2 ...
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0
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0
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16
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Loss of df when taking inverse of Wishart distribution
Let $\mathbf M$ be a Wishart matrix from $n$ observations of $p$-variate Normals having dispersion $\mathbf \Sigma$. Then,
$$
\frac{\mathbf a^{\mathsf T} \mathbf M \mathbf a}{\mathbf a^{\mathsf T} \...
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30
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Higher order moments to evaluate strength of linear relationship between variables
Let $X_1,\dots,X_n$ be real random variables such that $\alpha_1X_1+\dots+\alpha_nX_n=0$ for some unknown $\alpha_1,\dots,\alpha_n$. If $n=2$, one can study the strength of linear relationship by ...
- 213
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17
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Why does the forecast for some series degrade when using a VARMA model comparing to independent ARMA models?
I am working with multiple time series that I suspect are correlated, and I have assumed that using a VARMA model would at least not degrade the forecasts of each series, if not improve them. However, ...
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89
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How to Statistically Test if a Community of Species at a Particular Site is Becoming More Like Another Type of Site
I have the following data frame (I'm using R here).
...
- 297
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61
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Variable importance in cluster analysis
I'm new to the cluster analysis, read lots of things but I'm not able to understand how to variables are ordered into cluster. I mean, I find that my data are clustered into 3 different cluster, but ...
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