All Questions
Tagged with multivariate-analysis multivariate-regression
86 questions
1
vote
1
answer
37
views
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
1
vote
0
answers
12
views
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
1
vote
0
answers
10
views
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
0
votes
0
answers
7
views
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 ...
- 31
0
votes
0
answers
21
views
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
$$
BIC = -2 \...
- 2,931
7
votes
2
answers
103
views
Univariate approach to a Bivariate logistic regression
Consider a situation where two independent agents (out of a set of many agents) look at the same problem and attempt to solve it with a yes/no response, obtaining $(Y_{i1},Y_{i2})$ for $i \in \{1,\...
- 73
1
vote
1
answer
31
views
How do I find all the independent variables for a time series regression model?
Suppose I have a single time-dependent variable $y_{t}$ (e.g. stock price) and a few hundred independent variables $X_{it}$ with data available for the same time frame as $y_{t}$ (e.g. company revenue,...
- 37
4
votes
1
answer
38
views
meta-analysis of prognostic factor for models with different parameters
I am trying to meta-analysis the OR of a variable (troponin) for a dichotomous outcome (mortality). There are several multivariate logistic regressions out there, but none of them share the exact same ...
- 83
5
votes
1
answer
255
views
Minimum number of observation in multivariate regression
Given a multivariate regression, in a form bellow, what would be the minimum number of observations ($n$)?
$$\mathbf{Y}=\mathbf{X}\mathbf{B}+\mathbf{E},$$
where $\mathbf{Y}, \mathbf{X}$ and $\mathbf{E}...
- 703
2
votes
1
answer
110
views
Test for multivariate regression coefficients
Given a multivariate regression, how can I test if each element in the coefficient matrix is statistically significant? Would doing a t-test be right?
$$\mathbf{Y}=\mathbf{X}\mathbf{B}+\mathbf{E},$$
...
- 703
1
vote
0
answers
62
views
How do I model relative time spent doing different behaviours?
I have a dataset comprising observations of ducks performing different behaviours. Specifically, ducks were observed for 1 minute each, and during each 1 minute observation the amount of time that ...
- 73
1
vote
1
answer
103
views
interaction term in Cox PH model
I have a question with regard to interaction term in Cox PH model.
I'd like to analyze the impact of variable A on cardiovascular (CV) event.
Variable A levels are different according to sex, although ...
- 11
1
vote
0
answers
13
views
Extracting factors of a large (dimension m,n) matrix M which correlate with a vector P (length m)
So I'm dealing with a large gene expression dataset (m sample by n genes, where m ~ 1000 and n ~ 20,000). For each of these samples, a phenotype of interest P exists. I'd like to be able to say ...
- 165
0
votes
1
answer
161
views
How analyze annual data with one IV and multiple DVs
I'm currently working with a data set that includes multiple variables associated with each of 10 years of data. The basic structure, with (example hypothetical) variables in caps, is from YEAR to ...
- 31
0
votes
1
answer
261
views
How to choose the right variables for the logistic regression in an observational study?
I have read answers to the similar questions here and read other resources but I could not find a solid answer to this point. Sorry for my simple terminology.
While analyzing the data from an ...
3
votes
1
answer
250
views
Binary logistic regression model shows unrealistic OR and 95% CI
I've just done a multivariate regression analysis, using a p-value from bivariate regression analyses of <0.20 as a cut-off to determine which variables will be included in the multivariate model.
...
2
votes
1
answer
212
views
When should multivariate GLM(M)s be used?
Suppose I have a set of $k$ dependent variables which are all correlated with each other and known a priori that they are dependent. I also have a set of $p$ independent variables (predictors) which ...
- 685
1
vote
0
answers
372
views
Multiple post-hoc tests after Multivariate GLM/MANCOVA
I have three groups, where I am doing a multivariate GLM/MANCOVA to test for multivariate differences between groups (6 DVs), adjusting for 2 covariates. I would like to do post-hoc tests to see which ...
- 43
1
vote
1
answer
167
views
Joint (or multivariate) model to predict two correlated time-to-event outcomes
this is a general question.
Say you want to predict two time-to-event outcomes, the time until chronic heart disease, and time until diabetes. You think these outcomes are likely to be correlated, i.e....
- 355
1
vote
0
answers
152
views
Bayesian multivariate regression
I am trying to solve the below multivariate regression problem by building a fully Bayesian model-
\begin{align*}
\mathbf{Y} = \mathbf{X}\mathbf{B} + \mathbf{E}
\end{align*}
where $\mathbf{Y} \in R^{n\...
- 255
2
votes
1
answer
324
views
How does AMOS or other SEM/path analysis software estimate missing data?
I'm currently writing a paper as a hopeful publication. I'm using AMOS to run path models. But I think my question can apply when utilizing other path analytical software.
I have one path model that ...
- 59
2
votes
0
answers
105
views
Intuition for Hotelling's T^2 Test [closed]
I have been learning about Hotelling's $T^2$ test from Multivariate Statistics: Old School. The test is given by $T^2 = \nu\cdot\text{trace}(\bf{W}^{-1}\bf{B})$. The author shows that in the case of ...
- 141
1
vote
0
answers
100
views
Investigate correlations in dependent variables: interpreting EFA
Background
I have a dataset that includes 5 dependent variables (different genes expression levels, all continuous) and independent variables (a categorical variable -treatment-, a few covariates and ...
- 33
0
votes
0
answers
43
views
Formula for estimates of multivariate linear regression
Does anyone have links to a source which gives the mathematics behind how coefficients, standard error's and covariance structures are estimated in multivariate linear regression?
There are plenty of ...
- 355
1
vote
0
answers
45
views
How to approach modeling multiple outcomes with differing distributions in Bayesian setting?
I'm planning a replication study, and am exploring various ways of analyzing the data. In a single study, I will have two outcome measures, which are expressed on completely different scales - one is ...
- 73
0
votes
0
answers
27
views
In multivariate regression, under what condtions is $var(X_i\epsilon_i')$ positive definite?
Suppose we have $(Y_i, X_i)$, with $Y_i$ an r.v. in $\mathbb{R}^k$ and $X_i$ an r.v. in $\mathbb{R}^p$ and suppose the covariance matrix of $X_i$, $E(XX')$ is positive definite. Now we can estimate ...
- 209
3
votes
0
answers
158
views
SEs in multivariate regression
To avoid confusion, my question refers to multivariate regression as multiple dependent variables for the same set of independent variables.
As far as I understand (see e.g., this question), the ...
- 43
0
votes
2
answers
117
views
Test for comparing corresponding coefficients in multivariate regression
This question is related to this but I am hoping for more tangible techniques than a general discussion.
For simplicity, suppose I am trying to linearly model two correlated responses $Y_1$ and $Y_2$ ...
- 185
2
votes
0
answers
238
views
Difference between several univariate regressions and one multivariate regression in a machine learning context
I know there are several other questions asking for the advantages of multivariate regression over several univariate regressions (e.g. this). I understand that the dependent variables can be ...
- 546
0
votes
1
answer
259
views
How does SPSS calculate composite variable for MANOVA/Multivariate multiple regression?
I have analysed my data using multivariate multiple regression (8 IVs, 3 DVs), and significant composite results have been found.
Before reporting my findings, I want to discuss in my results chapter ...
- 53
0
votes
1
answer
40
views
Is multivariate regression the right test?
Data
Amount spent on product type A
Amount spent on product type B
5 age groups
External factor X
External factor y
I have data in the form of monthly sums over 60 months for all of those data-...
- 1
1
vote
1
answer
139
views
Best way to find correlation between categorical response variables and continuous explanatory variables
Sorry if this is a really simple question, but I'm very new to multivariable statistics and I'm trying to find a best method to deal with my ecological dataset.
I recorded the environmental ...
- 143
1
vote
0
answers
28
views
Whither multivariate regression?
I've been handed someone else's data (again). It's measurements of six proteins' levels from 20 human brain samples, 5 each of different stages of a disorder. I'd like to run a multivariate regression,...
- 1,291
1
vote
1
answer
266
views
How can I determine the overall Cox proportional hazard HR in multivariate analysis?
I am using the survival and survminer packages in R. I use the data and code below as an example. See also the output below. I ...
- 129
0
votes
0
answers
28
views
Simulate multivariate outliers
Considering a multivariate linear model $\boldsymbol{Y = XB + E}$, where $\boldsymbol{Y, X, B}$ and $\boldsymbol{E}$ have dimension $n \times m$, $n \times p$, $p \times m$ and $n \times m$, ...
- 249
0
votes
0
answers
187
views
OLS regression with multiple dependent variables that are correlated with each other
Suppose I want to see the impact of an explanatory variable $X$ on two different dependent variables: $Y_1$ and $Y_2$. Suppose also that I find that $Y_1$ and $Y_2$ are correlated.
Assuming that all ...
- 221
2
votes
2
answers
1k
views
Predict a vector of values with constraints? [duplicate]
I am aware of a variety of methods for simultaneously predicting multiple outcomes known sometimes as multivariate regression/analysis. However, my situation is a little more special. I am trying to ...
- 437
0
votes
1
answer
955
views
Multivariate (Multi-responce) for negative binomial (GLM) in R
I developed a multivariate linear regression using lm() function in R. However, I am having trouble coding a Multivariate model in R for glm(), especially for the negative binomial.
Can anyone point ...
1
vote
1
answer
51
views
Hypothesis testing: significance
i conducted a survey that aims to find out if Australians prefer Australian phones over Chinese phones.
My hypothesis states: Australians prefer Australian phones over Chinese phones
This was ...
- 13
0
votes
0
answers
487
views
multivariate normal distribution with mean vector 0 and covariance matrix Σ
I am newby in statistics and I have huge data with "p" variables and "n" samples. My data is a two dimensional matrix with "n" columns (each column is a sample) and "p" rows (each row is a variable). ...
- 101
0
votes
0
answers
26
views
Distribution of maximum variance explained by 1 variable
Say I do principal component analysis on $n$ variables, and I sort the fractions of variance explained to find the largest. What is the probability distribution for this figure?
For context I just ...
- 507
1
vote
1
answer
63
views
How to determine the type of regression to be used? [closed]
I am relatively new into the machine learning field and I came up with the following problem that is giving me some headaches, so any help on it would be greatly appreciated for my inner peace.
...
- 113
2
votes
0
answers
46
views
Geometric intuition of residuals sample variance as a ratio of two determinants
We are estimating a regression
$$
y_i = \hat\beta_1 + \hat\beta_2 x_i + ... + \hat\beta_k z_i + \hat u_i
$$
I am searching for the geometrical intuition behind the formula
$$
sVar(\hat u) = \frac{\...
- 285
1
vote
2
answers
2k
views
Logistic regression with multiple outcome variables (all categorical)
I am completely in over my head with logistic regression at the moment, so what follows is probably very basic and silly questions. But I would appreciate it hugely if anyone took the time to respond ...
- 11
1
vote
0
answers
45
views
Multiple imputation when have more than 1 outcome variable
Is there a good paper or reference for doing multiple imputation when there is more than one outcome variable? Anything that specifically addresses building the imputation model or software to use for ...
- 519
0
votes
0
answers
39
views
Given midterm and finals; select answers which predict overall success
Midway through the course, students' grasp of topics ['category'] gets tested. Same for finals. Like:
...
- 81
4
votes
0
answers
144
views
Why is conditional independence more important than marginal independence?
Graphical models are based on the idea of representing certain types of conditional independences in a (joint) distribution via a graph, and are an active research area.
As argued (correctly I believe ...
- 6,479
12
votes
1
answer
5k
views
Multivariate linear regression vs. several univariate regression models
In the univariate regression settings, we try to model
$$y = X\beta +noise$$
where $y \in \mathbb{R}^n$ a vector of $n$ observations and $X \in \mathbb{R}^{n \times m}$ the design matrix with $m$ ...
- 849
1
vote
0
answers
51
views
Multivariate analysis. Hypothesis income variable increases 2 outcome variables simultaneously
I am working on an epidemic analysis on a known blood disease. My outcome variables are two, lets call them A and B. I have already two income variables lets call them c and d, that have been proved ...
- 11
1
vote
1
answer
243
views
interpretation and inclusion of interaction terms in regression model
I have a 3-way interaction model as follows:
Y = A + B + C + A*B + A*C + B*C + A*B*C
A is a dummy and B and C are centred continuous variables.
I am mainly ...
- 2,225