Questions tagged [multivariate-analysis]

Analyses where there is more than one variable analyzed together at once, and these variables are either dependent (response) ones or the only ones in the analysis. This can be contrasted with "multiple" or "multivariable" analysis, which implies more than one predictor (independent) variable.

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26 views

Negative sigma Multivariate variate normal distribution

I want to use the mvrnorm function in R, but I get an error that my sigma is negative. I created some data and used log likelihood functions to estimate the best parameters for my model. I now want to ...
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How do I forecast quarterly public expenses based on annual budgets and potentially other variables?

I have some time series data from 2008 and forward (see below) on quarterly public expenses and annual public budgets. I would like to forecast the last two quarters of 2018 as precisely as possible, ...
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P-values from Box Pierce test [closed]

BoxPierce(var) lags statistic df p-value 5 177.6016 144 0.029874458 10 392.2707 324 0.005549876 15 564.7036 504 0.031372275 20 687.7843 684 0.452184170 25 ...
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17 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 $n \times m$, ...
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17 views

Comparing the performance of multivariate with univariate linear regression model

Let $\boldsymbol{Y} = \boldsymbol{X\beta} + \boldsymbol{E}$ a multivariate linear model, where $Y \in \mathbb{R}^n \times \mathbb{R}^m$ a dependent variable, $\boldsymbol{X} \in \mathbb{R}^n \times \...
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11 views

Multivariate Linear Regression - Heuristic approach, using the residuals

I am studying multivariate linear regression, trying to fit by the rule of thumb a multivariate model that predicts a target dataset $T$ over three datasets $D_1,D_2,D_3$, (blue, orange, green), all ...
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2answers
29 views

Multivariate post-hoc tests and multiple comparisons

My research group is currently working on a medical imaging project in which we are studying brain perfusion in patients affected and unaffected by a particular type of injury using a technique called ...
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5 views

What happens If the variables are highly correlated in multivariate sampling allocation problem

I am solving a multivariate sampling allocation problem where the variables of interests are highly correlated. Now If I take only one variable of interest and calculate the univariate sampling ...
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18 views

Count Data and Relationships

I am new and it was suggested I migrate a question I have over at StackOverflow. I am editing the question to hopefully make the stats question easy to understand (without the noise of code ^_^ ) ...
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1answer
80 views

Proof Verification: Joint variance of the product of a random matrix with a random vector

BACKGROUND QUESTIONS Is the proof of my claim correct? How might my proof be improved? Claim: (1) The joint-covariance matrix of the product of a real random matrix $X$ of dimension $v\times m$...
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8 views

MC error propagation of multivariate function with variables with non-gaussian distribution

I'm trying to determine the error of $K_p$ in the following: $$K_p=\frac{a^3}{P^2}$$ $a$ derives from $a/R_s$, of which I had previously sampled the distribution using a MCMC sampler (the algorithm ...
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11 views

With 5 independent nominal & ordinal variable and 2 dependent ordinal variable, which analyses should I use?

I am relatively new at statistical analysis 'focused' on categorical data... and I need some advice of the kind of analyses I should use. I have 5 independent variables: 2 are nominal: University and ...
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16 views

Wrong sign of a model coefficient in Bayesian Poisson-Lognormal Car model

I am trying to develop a multivariate Poisson lognormal CAR model. One of my most important variables in the model is providing a negative sign which should be positive. However, when I develop a ...
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11 views

Guidance on Exploring Categorical Data

I am hoping this is well recevied - based on the meta page, this is the appropriate SE site to ask questions about statistical analysis. I will try to provide a clear explanation of what I am hoping ...
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8 views

Multivariate (dependent) Markov transition probability

I have a set of random variables, let us say $t_1, t_2, ..., t_N, N$ where $N$ is a strictly positive integer as well as the $t_i$. Furthermore, I have a certain condition $\sum_{i=1}^N t_i = x$ with ...
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18 views

Statistical test for comparing total variance of multivariate data

I have data (with ~50,000 data points) that consists of measurement of two variables. I wanted to see how "spread out" the scatterplot of each sample is i.e. variance in all (2) dimensions. You can ...
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24 views

Hotelling T-squared: Degrees of Fredom for confidence interval

I am trying to define a confidence interval for a multivariate data set (data[n_samples, n_comp]) to detect outliers with the mahalanobis distance. The distances of ...
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1answer
14 views

P for trend test in multivariate analysis

I'm trying to analyze dose-response using trend anlysis in SAS. In 2*2 table analysis, we can use Mantel-haenszel test with proc freq. However, several study ...
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2answers
56 views

How does multivariate regression consider the correlation among response when estimating the parameters?

I have read a few posts about multivariate regression, where the response is a matrix instead of a vector. However, when I really look into the literatures, there is nothing. I have read the ...
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21 views

Comparison of multiple variables in paired data

I'm trying to visualize/analyze some data but unfortunately I don't know which would be the right way to approach my problem. My apologies if the question appears somewhat vague: the scenario ...
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22 views

Detrended Correspondence Analysis or Non-metric multidimensional scaling

For an ecology project I am analysing how and if the species composition of a habitat type (heathland for example) changes through time. This was done by measuring fixed plots within a habitat type ...
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11 views

Regressing age-specific outcome for individuals born in successive years from biennial longitudinal survey

My question is about a regression model. I am using longitudinal survey data on individuals born in successive years that is collected every two years (in even years) from interviews. I want to ...
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2answers
99 views

Multi-step ahead forecasting with LSTM neural network

I would like to forecast the heat load of a district heating network given its past values, the temperature and the 3-day ahead forecast of the temperature with an LSTM RNN. The data is hourly and I ...
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21 views

Regression of a discrete variable on two others, one discrete the other categorical

I have a study which pairs up two people and has them go through a sequence of processes. They are then measured according to three variables: similarity, competitive status, and trust. Similarity ...
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Covariance between two binomial random variables

Consider a binomial random variable $X$ with parameter $p$ and another binomial random variable $Y$ with parameter $q$. What is the covariance of $X$ and $Y$? How well does the proof generalize to $n$...
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33 views

Winbugs code multivariate hierarchical Poisson Log-normal CAR model

I am looking for some example code to develop multivariate hierarchical Poisson Log-normal CAR model using Winbugs. Can anyone help me with similar reserach that added their code? Also, how can I ...
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1answer
31 views

Analytical solution to the multivariate CDF given multivariate pdf

Is there any way of approximating or analytically solving the below CDF (let's say even for $n\to\infty$)? I am trying to find the below probability: \begin{align} &P\left[X_{2}-X_{1} \leq 0,...
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9 views

Multivariate change point detection with strongly correlated (nonlinear) variables

I have a two-variable time series. There is a very strong nonlinear correlation between the two variables, so they can be thought of as: variable_1 = $X$ (random variable) variable_2 = $f(X) + N(\mu,...
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1answer
30 views

Training ARIMA based on overlapping hourly weather forecasts

I am working with hourly water level data and I plan to forecast each day the next two weeks (on an hourly base meaning 14*24 = 336 forecasts each day). My regressor is an hourly weather forecast. ...
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1answer
21 views

Extracting useful metrics from price info

First, an admission: my stats knowledge is minimal - purely practical applications in a fairly narrow range. I'm mostly a mechanic with a good bit of experience building and wrenching on ML/DS systems ...
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26 views

Distance between objects with different attributes meaningful?

Let's say you have two sets of apples and you assign some attributes to them like color, size...
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50 views

Comparing univariate and bivariate models [closed]

I have a bivariate dataset, that is, $(\boldsymbol{y}_i, \boldsymbol{x}_i)$ for $i = 1, \ldots, n$, where $\boldsymbol{y}_i = (y_{i1}, y_{i2})$ and $\boldsymbol{x}_i = x_{i1}, \ldots, x_{ip}$ are ...
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10 views

SPSS_ 3 within-subjects variables, 1 dependent variables

I'm not sure the difference between univariate and repetitive measures in GLM (SPSS). I had a within-subjects design which has 3 within-subjects variables and 1 dependent variable. In this case, ...
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25 views

Integral and expected value for multivariate distribution

for the last couple of days I have been struggling with a problem and I was hoping to get some help here. I have a function that looks as follows: $$ f(x,y,z)=\begin{cases} 0 & \text{if} \ (x*...
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35 views

Multivariate test for likert scale data in r programming

I have a data of likert scale type, collected to know the 'level of awareness of individuals' about various investment options. I want to check if there is significant difference in level of ...
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1answer
55 views

Is there an analytic form of the mode of a multivariate lognormal random variable?

Is there an analytic form of the mode of a multivariate log-normal random variable? $Y$ is said to be a log-normal multivariate of dimension $d$ if $(ln Y_1,...,ln Y_d)$ is normal multivariate with ...
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1answer
22 views

Multivariate and high-dimensional data, are they the same?

I read about the multivariate and high-dimensional data set. I found that the multivariate data is the data with more than 3 variables. In addition, the high-dimensional data is the data with a large ...
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25 views

Difference between standardizing variables and using Mahalanobis distance

I am wondering how and/or why the Mahalanobis distance is different from using the Euclidean distance on standardized variables?
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1answer
108 views

Time Series Regressor Selection

I am interest in a (multivariate) algorithm to identify relevant regressors (which are itself time series) to forecast a time series of interest. The question is worded in general terms because this ...
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40 views

Distribution of sample scatter matrix (mean-corrected SSCP matrix) in case of missingness (MCAR)/unbalanced design

The sample scatter matrix (or mean-corrected sum of squares and cross products [SSCP] matrix) $S$ of multivariate normally distributed vectors $\boldsymbol x_{j}$ ($j=1,\ldots,n)$ each of size $m$ (e....
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27 views

Covariance structure of effects in multivariate meta-analysis with correlated outcomes and predictors

I'm working on a meta-analysis of studies examining the correlation between SES and mental health. Unfortunately, studies typically have multiple measures of both SES and mental health, which I've ...
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11 views

Difference between PROC REG , PROC GLM, and GENMOD

Can anyone give me a very simple explanation of each? I have no previous statistical background - what would be examples to use each? Thank you. Apologies if this is very broad but I cannot decipher ...
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1answer
48 views

How to find prediction interval when there is >1 response variable

I have been working on a data set where there is more than 1 response variable (multi-output). I used random forest for this model. The data set has 17 predictor variables and 2 output variables. I ...
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15 views

How to check numerically that a dataset follows normal distribution with a mean and a covariance matrix? mean, cov matrix are known. (multivariate)?

I have a dataset, I have found theoretically that the dataset follows a normal distribution with some mean and covariance matrix, (multivariate). Now I want a numerical verification of my theoretical ...
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7 views

Statistical test for repeated measures when clustered bootstrap techniques are applied

I'm trying to evaluate the relationship between a number of variables with an event. The event occurs every 24 hours and repeats a number of times. The variables are measured in participants at 4 ...
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8 views

Reduce scoring time for test sample of K-Nearest Neighbors regression for a time series dependent variables

My dependent variable is values of $ balance amount for an entity over next 24 months after the entity is subjected to a specific treatment. I am trying to predict these 24 values (bal1-bal24) for ...
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1answer
70 views

How likely is sample A and sample B is from distribution C? [closed]

Let's say I have a sample A: [0,0,0,1] and another sample B: [2,0,5,10,100,3,2,6] I would like to know the probability that A and B are both picked from the same population C. I tried applying a ...
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59 views

Multiple Time series Forecasting Using LSTM in python

Assume I have a m dimensional input feature vector and I would like to perform multiple steps time series forecasting. I have about 500 files which each one is has 100 observations for example ...
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8 views

Which model or algorithm to use for complex optimization problem?

I have a simulation model with a large amount of input and multiple output parameters. I would like to use this model for an optimization task, but I am limited in computation time and resources. So a ...
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1answer
36 views

Sample size prediction in multivariate A-B testing

I need to run an A-B testing with one control group (40%) and 3 variants (20%) each. Base line = 0.65 Target lift = 0.25 Power =0.8 Confidence = 95% I found following R code to find minimum ...