Stack Exchange Network

Stack Exchange network consists of 175 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.

Visit Stack Exchange

Questions tagged [multivariate-analysis]

Analyses where there is more than one response or dependent variable of interest. This can be contrasted with "multiple" or "multivariable" analysis, which typically implies more than one predictor or independent variable.

0
votes
0answers
12 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 ...
0
votes
0answers
11 views

Ranking users by mean daily message count and least variation

I would like to rank users of a text and voice communication app by the number of messages sent, the amount of time spent on voice calls and number of interactions. This ranking should be updated in ...
0
votes
0answers
4 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 ...
0
votes
0answers
10 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 ...
0
votes
1answer
28 views

Longitudinal Cox Regression analysis?

So I have a dataset that is currently in wide format and I have multiple waves recording data such as age, death, diagnosis etc. I have done a simple Cox regression analysis: ...
0
votes
2answers
16 views

Answering a question with Multivariate analysis - benefits of machine learning?

I'm doing an medical analysis examining the relationship between 20odd variables with a particular patient outcome. I've always run a multivariate analysis to answer these sort of questions, with the ...
0
votes
0answers
16 views

Creating multivariate regression model out of multiple univariate models

A bunch of ML regression models are defined only for predicting the value of a single variable. Or have standard implementation that are only for the univariate case. For example support vector ...
0
votes
0answers
7 views

Difference between matched pair design and the same control variable

Currently I'm doing a Master thesis and I have a question related to that. I'm running a regression and I created a matched pair design sample (based on firm size, industry and year). However, my ...
0
votes
0answers
9 views

How to use a truncated multi normal distribution? [on hold]

I know how to use truncated normal distribution. Just add T(limit1, limit2) after piror, e.g. dnorm(mean, sd^-2) T(limit1, limit2). However, Now I need to use dmnorm function, which is used for ...
0
votes
0answers
15 views

Maximum likelihood estimator Factor Analysis

I'm looking for a good explanation for how to perform factor analysis using MLE. I'm aware of the factanal function in R, but I'm looking to calculate it manually ...
1
vote
0answers
11 views

MCA in FactoMineR: all variables are the same on Dim 1?

My data is ordinal (1, 2, 3, 4, 5, NA from a likert scale) and doesn't have any obvious pattern looking at the raw data. My code looks like this: library(FactoMineR) df <- data.frame(Var1 ...
2
votes
1answer
46 views

Learn this distribution from samples? What is the sample complexity?

$\newcommand{\norm}[1]{\left\lVert#1\right\rVert}$ We have an $n$-variate distribution $X\in\{0,1\}^n | \sum_i^n X_i = k$. Or, in other words, we are guaranteed that only $k$ variables will be $1$ in ...
2
votes
1answer
21 views

Standard BEKK parameters

I am looking at a BEKK Multivariate GARCH model. In a standard GARCH model, we generally expect, $$h_t=\omega+\alpha u_{t-1}^2 +\beta\sigma_{t-1}^2$$ The alpha ($\alpha$) coefficient to be ...
2
votes
0answers
64 views

Find correlations based on large multivariable time-based data with one output per dataset

I am not well versed in anything beyond basic statistics but have been tasked with coming up with a "grading" scale for wear on a part based on data we have collected. I am in need of help figuring ...
1
vote
0answers
27 views

Outlier detection for bivariate bimodal distributions

I have been trying various methods to detect outliers in a bivariate dataset using Mahalanobis in R, but I am unsure about how correct it is since both of my variable vectors are not normally ...
0
votes
0answers
10 views

Multiple correlation coefficient in multivariate distribution [duplicate]

If mean and covariance matrix are given then how to find multiple correlation coefficient ?
2
votes
0answers
33 views

Maximizing Sum of Upper Triangle Matrix Elements with Respect to Column and Row Swapping

So, I wanna make a ranking method for teams in the EPL, there are 20 teams in EPL, therefore there are $20!$ configurations of ranking assignment, my final ranking assignment would be the one that ...
0
votes
0answers
18 views

joint model and multivariate model

I have a crash data set which provides information about the frequency of crash by severity level on each intersection. I want to develop a joint model for frequency by severity. I am new in this ...
0
votes
0answers
11 views

Multinomial vs multivariate logistic regression

I have a list of cancer cases with details. They belong to various stages like 1a/b, 2a/b/c, 3a/3b/3c, and Stage 4a/b/c, unknown and blank(missing). I combined early stage cancer cases consisting of ...
0
votes
0answers
9 views

Adding interaction term to multivariate parallel growth model nlme/lme4

I've been using examples from Grimm, Ram, and Estabrook (2017) to construct a parallel multivariate model to explore the relationship across time between two continuous variables, FS and Left_dlPFC. ...
0
votes
0answers
8 views

Comparison between Bivariate Student t with dependence matrix and without dependence matrix

Let $\boldsymbol{Y} = (Y_1, Y_2)^T $ be a $n \times 2$ random vector and $\boldsymbol{X}_1, \boldsymbol{X_2}$ are $n \times p$ regressors matrices. Finaly, $\Sigma^{1/2} = \Sigma \times \Sigma$, where ...
1
vote
0answers
17 views

Should I run an ANOVA between groups on each question from a questionnaire?

I have asked one group of participants their views on 2 different forms of recruitment. They answer 19 identical Likert scale questions for each form, of the 19 questions there are 5 themes. My idea ...
1
vote
0answers
23 views

How to conduct multivariate hypothesis testing?

I have 60 samples which form 1 population. Each contain 9 variables, saying, $X_1, X_2, X_3, X_4, ..., X_9$, continuously ranging from 0 to 10. Now I would like to test if there is anomaly in each ...
0
votes
1answer
27 views

Coefficient test (Wald) vs model test (Wald, LR and Score) in multiple regression cox model

I am aware that, in multiple regression cox model, we test (Wald) each variate to show if it has significant impact on survival. Also, we got the significance of overall model using Wald, LR and Score ...
1
vote
0answers
15 views

Representing Multiple Variables Measured at Multiple Independent Times

I'm attempting to find a good storage/data representation in "R" for a data set with a large number of variables, each of which is measured independently for a number of years but at irregular ...
0
votes
0answers
4 views

RDA axes significance

I performed a RDA with RDA function from vegan library. I tested model significance with permutations and I also teste axes significance. Results indicate that the model is significant (p=.005). From ...
0
votes
0answers
2 views

Creating a statistic for The Chase quiz show

I run a website based on the UK version of this TV show. At the moment I use a simple statistic to rate a player's performance, basically the percentage of show's that they have won. But this isn't a ...
1
vote
0answers
17 views

Vector Autoregression with Trials

I want to use VAR model on my data. In addition to typical two dimensions (variables, time steps), I have a third dimension, namely the repetitions of the same experiment. Can you recommend a ...
0
votes
0answers
16 views

Multivariate regression for dataset with several dependent variables?

I'm looking at whether bottle size, design etc. has an effect on perceived value, perceived quality etc. So first set are the independent variables and the second are dependent variables. Would ...
1
vote
2answers
55 views

How to analyze correlation of multivariate time series

I have a multivariate time series with variables A, B and C. ...
0
votes
0answers
6 views

gogarch package

I have read the description to gogarch package, but i don't understand the function of external.regression option in that package.. How it is working ? could you give an example? ...
0
votes
0answers
9 views

Why protect “general factor”s in factor analysis?

My Multivariate Analysis textbook states that As we have noted, a general factor (that is, one on which all the variables load highly) tends to be "destroyed after rotation." For this reason, ...
0
votes
0answers
26 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 ...
1
vote
0answers
30 views

Why aren't multivariate analyses more popular within econometrics? [closed]

I'm currently working on a project that would benefit from having multiple dependent variables. The main model we want to use is a fixed-effects model. My instinct was that it is not okay to repeat ...
4
votes
0answers
59 views

Why do people use PCA when it has so many issues?

(This is a soft question) Recently I'm learning Principal Component Analysis, and it appears to have a lot of issues: You have to transform the data to roughly the same scale before applying PCA, but ...
0
votes
0answers
38 views

Chi-Square Degeneracy for Large Sample

(Forgive my hand-waving explanation) When discussing anomaly detection methods (for example), one possibility is comparing the distance of a point from a centroid: Given 100 samples $X_1,...,X_{100}$ ...
2
votes
1answer
45 views

Does $\text{cov}(a_1' X, a_2' X) = 0$ imply $a_1 \cdot a_2 = 0$?

Let $X$ be a $p$-dimensional random vector with $p$ principal components $y_1, y_2, \dots, y_p$. By definition, a restriction put on the second principal component $y_2 = a_2'X$ is $$ \text{cov}(y_1, ...
0
votes
1answer
43 views

Anomaly detection in time series data from multiple sensors [closed]

I've build a classification model based on 15 features coming in real time from 15 sensors. The window time is 60 seconds, means that the classification model needs 60 records from each sensor (the ...
0
votes
0answers
22 views

Removing Influence of Other Time Series in Multivariate TS Analysis

I have some non-periodic time series that are all correlated. In the absence of the others, each time series would consist of a set of responses to events. I don't know the duration or shape of each ...
0
votes
0answers
28 views

Portfolio Value at risk (VaR) with DCC Garch model in R

Hello respected members, I need your help to forecast portfolio VaR for 3 assets(returns) with the help of DCC Garch model in R. I have done the following steps as you can see from my codes also, 1) ...
2
votes
0answers
17 views

Quantifying how informative knowledge of an observation's value on one variable for predicting its value on another

Say I have two variables, V1 and V2: df <- data.frame(V1 = c(1, 3, 3, 4, 2, 5, 6, 4, 8, 7), V2 = c(4, 5, 4, 6, 1, 5, 6, 5, 5, 7)) These ...
0
votes
0answers
22 views

Does a PCoA (or MDS) assume normality of the variables behind distances?

More precisely, if I conduct a cmdscale (classical multidimensional scaling) on an Euclidean distance matrix by considering $n$ observations of $p$ variables i.e. $D_{ij}=\sqrt{ \sum_p (x_{ip} - x_{...
0
votes
0answers
13 views

Multilevel logistic regression for 3 by 3 factorial design? Sparse matrix problem

For the sake of example, let’s say this is a costumer research study. I have a binary outcome (x) that is either making a purchase or not making it. I have three independent variables: store ...
0
votes
0answers
12 views

CCA on feature maps: Gradient w.r.t to Jacobian

Assume I have two neural networks, abstracted as two feature maps, parametrized by $\theta_x,\theta_y$ respectively. $\phi_x(x;\theta_x) \in \mathbb{R}^{h_1}$, $\phi_y(x;\theta_y) \in \mathbb{R}^{h_2}$...
1
vote
0answers
15 views

Multivariate Generalized Least Squares

I'd like to use the generalized least squares (GLS) in the multivariate version. I have a response variable $\boldsymbol{Y}$ with dimension $n \times m$, where $n$ indicates the number of observations ...
1
vote
1answer
111 views

Which multivariate test on repeated k-fold cross-validation with collinearity?

I am running repeated k-fold cross validation (5x5-fold) for comparing two models based on 3 dependent numerical variables (X, Y, Z) and 4 independent categorical variables (A (two groups), B (five ...
0
votes
0answers
47 views

Model selection - three correlated binary variables

I wish to examine the effect of a vector of independent variables $X$ on three dependent variables $y_{1-3}$. The independent variables are identical for all three dependent variables, as are the ...
1
vote
0answers
28 views

skew G-Jensen-Shannon divergence between multivariate gaussian calculation discrepancy

I'm trying to calculate the Jensen-Shannon divergence between two multivariate Gaussians. I found a closed-form expression both for the KL divergence and JS divergence between two Gaussians in this ...
2
votes
1answer
32 views

Computing conditional probabilities on multivariate data from covariances

I am struggling to implement some Bayesian algorithm which I hope you may help me with. I am required to compute all probabilities of the form: $$P(Z_i\le z_i\;|\;Z_1=z_1, \dots, Z_{i-1}=z_{i-1}) \;\...
3
votes
1answer
97 views

Eigenvalues as weighting factors for projection results on corresponding eigenvectors in PCA

In the paper Novel PCA-based Color-to-gray Image Conversion, the authors project the three-dimensional $(R, G, B)$ value of each pixel onto a one-dimensional grayscale space via a curious application ...