# Questions tagged [multivariate-analysis]

Analyses/models where there is more than one response (dependent) variable. Commonly confused with "multiple" or "multivariable" analysis, which has more than one predictor (independent) variable.

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### Need help do determine which variable has biggest impact [closed]

R = = (Ax + By) + (Cs + Dt). How do I know which of the x, y, s and t variable has the biggest impact on R. I have no control of A, B, C and. D
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### multivariate analysis for seasonal patterns among rivers

I sampled three different rivers over one year during the four seasons. In addition, in the autumn and winter seasons I sampled both during an event of high (drought period) and low water (flood ...
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### species differential abundance across time series samples

Apologies if it is a stupid question or has been asked before or I have phrased it the wrong way, but I have been looking for an answer for days and I could not find anything - so any help will be ...
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### Which analysis should i use for group classification?

I have done this PCA analysis and found this score values, now I want to another analysis on this data to see that PC loaded in which "Region" (column 1). Now i did NMDS plot using bray-... 25 views

### Are there margins such that, while the "correlation" parameters of a Gaussian copula are positive, the correlations between the margins are negative?

Let there be a multivariate distribution $F$ with margins $F_1,\dots,F_n$ and a Gaussian copula with "correlation" matrix $\Sigma$. Let the off-diagonal elements of $\sigma$ be positive. Let ...
1 vote
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### 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,...
1 vote
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### Are population principal components scale invariant?

Are population principal components scale invariant? The answer is no. I'm not sure whether my understanding regarding the first two is correct; please, correct me if I'm wrong. Also, I don't ...
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### Covariance matrix for data

Assume $n*p$ data matrix $X$, where n is the number of observations and p is the number of features. We are interested in the covariance among features. I have seen notations where covariance matrix ...
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### 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 ...
1 vote
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### Comparing two set of data and extract the most information

I have a dataset from RNA sequencing of 4 different regions and comparing 2 groups. I would like to be able to compare the average expression of each group for each gene, however, I don't know the ...
1 vote
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### Comparison of IPTW Methods and the Role of Multivariable Regression in Small Sample Sizes

I recently conducted an observational study with a relatively small sample size, comprising three groups (A: 30 patients, B: 500 patients, C: 30 patients) with varying event rates (5-10%). To estimate ...
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### Approaches to analyse microbiome of closely related individuals

I am currently analysing the gut microbiome of 36 birds under a controlled living environment and diet. Some of them have a particular disease, therefore I'd like to analyse whether the microbiome ...
1 vote
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### Managing Daily Quotas with Complex Equation for Resource Allocation

I have a complex resource allocation problem where I need to manage specific quantities while adhering to a daily quota of 3000 tonnes. The allocation is based on various variables, and I'm looking ...
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### VECM model unable to predict approximately but able to learn the pattern

In the below image VECM model has learnt the pattern but did not predict properly there is a difference in actual and prediction Have used the below dataset to predict the meanpressure:- https://www....
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### Finding functional forms and state space in a state-space model

Let's say that we have a time series: $$\{y_i\}_{i=0}^{n-1}, y_i \in \mathcal{Y} \subseteq \mathbb{R}^m, m \in \mathbb{N}_1$$ that we would like to model with some sort of state-space model: x_i = f(...
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### Impact analysis of individual independent components

I need help in understanding how we can analyse the impact of an individual independent variable (campaign media type in this case) on a dependent variable (sales performance here) when not using the ...
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### What non-parametric test for multivariate binary data should I use?

I have two different groups of participants ("g" and "b") answering the same set of questions. Group "g" answered questions in the same order. Group "b" ...
1 vote
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### hundreds of linear mixed models

I have collected hundreds of electrophysiological indexes along with several demographic variables on about 400 healthy subjects on which the indices are collected through repeated measures at ...
1 vote
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### Modeling player interactions in multi-dimensional rating systems

In traditional rating systems (such as Elo), a player's strength is represented by a single scalar value, which is assumed to be consistent across different opponents. However, in some games, the ...
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### Linear Regression with Multiple Input and Output Variables, Matrix Invertibility Condition?

I'm trying to work out a linear regression model where both inputs and outputs are multidimensional. Suppose we have $n$ input variables, $m$ output variables and $k$ observations. Each observation ...
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### Multivariate Longitudinal Multi-level Model: What is the hierarchy structure?

I am interested in running a multivariate multi-level model with longitudinal data, and I'm having a hard time conceptualising the hierarchy levels. My variables are: Multivariate outcome: Quality of ...
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### Univariate vs. Multivariate Standardization

There are several common methods for scaling input features to machine learning models prior to training the model. The most popular methods seem to be standardization (centering by the mean and ...
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### Timeseries Anomaly Detection using Rolling Kurtosis?

I'm working on anomaly detection for multiple streaming time series datasets. Due to the vast number of datasets, I'm seeking a scalable, generalized method without resorting to adaptive thresholds ...
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### Longitudinal, repeated measures, multivariate meta analysis

I am trying to carry out a meta analysis with proportions in which I calculate the % of patients with response and/or remission (measured with the same scale) to a treatment at determinated time ...
1 vote
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### Data with identical row but the day and the target

In some data analysis challenge (so I don't control the data given), I have a dataset made with the price of a commodity in two location (let say Japan and Korea) and at different day to relate to ...
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### What econometrics method is better for the analysis?

I need some tips and tricks to figure out what would be an appropriate econometric method to find causal relationships between $x₁$ and $Y$ in my model $Y = α + β₁x₁ + β₂x₂ + \dotsm + βᵣxᵣ + ε$ where ...
1 vote
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### Multivariate longitudinal/repeated measures models: change in latent variables vs. latent change

Researchers often employ multivariate longitudinal/repeated meatures models when they collect multiple measures ($k\in K$) on each of multiple occasions ($t\in T$) for each of multiple units ($i \in N$...