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-...
Kazi
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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 ...
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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,...
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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 ...
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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 ...
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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 ...
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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" ...
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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 ...
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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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Common way to forecast multivariate time series where components are restricted by an inequality?
Let's say we have a multivariate time series that we would like to forecast future values of: $Z_t = (X_t, Y_t)$ where $X_t$ and $Y_t$ are real-valued time series and constrained by the inequality $...
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Anomaly detection in Multivariate timeseries
I am working on an algorithm which will detect the anomalies in multivariate timeseries.
Suppose there is a time series
My algorithm will compute two equations: lower_equation_y and upper_equation_y. ...
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Sample Size Question - Population- Multiple Regression?
I am doing a research project for class. Our research questions are as follows:
Has news exposure impacted parental decision-making in preparation for the new school year?
Has Media exposure to ...
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Dependence or independence of three random variables
Consider I have three random variables A, B, C. I know that A depends on (B,C). Can I always deduce that it implies that A depends on B and also A depends on C? I mean does it implies that neither A ...
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Conditional Distribution of Multivariate Gaussian given Linear Inequalities
Consider a multivariate Gaussian $Y\sim\mathcal{N}(\mu,\Sigma)$ of dimension $n$. For fixed $c\in\mathbb{R}^n, A\in\mathbb{R}^{m\times n}$ and $c\in\mathbb{R^m}$, what is the conditional distribution ...
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How to use ML to confirm if Cuban cigars are over priced?
I want to use ML to verify if Cuban cigars are overpriced. I want to use this website https://www.cigaraficionado.com/ratings/search?q=&brand= to get cigar data. The website provides a blind ...
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How to analyze multivariate data that comes from a 2D design space?
I'm analyzing a set of biological samples. Each sample is linked to a specific carbon and nitrogen concentration, representing the 2D (experimental) design space I referenced in the title. I've ...
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Difference between multivariate regression and running multiple linear regression models for every dependent variable
This post is to understand differences between multivariate linear regression models (i.e multiple independent variables predicting multiple dependent variables) and running multiple linear ...
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Pairwise comparisons of two multivariate linear models
Currently working on a project that involves looking at aggression rates towards a variety of different objects in six primate species. I've created two linear models:
modelagg <- lm(log(Aggression ...
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Show: scaling transformation $Y_i=D^{-1}(X_i-\bar{X})$ can be written as $Y = HX_{n\times p}D^{-1}$
Show that the scaling transformation $\textbf{y}_i=D^{-1}(\textbf{x}_i-\bar{\textbf{x}})$ can be written as $Y = HX_{n\times p}D^{-1}$ where $H$ is the centering matrix $(I_n-\frac{1}{n}\textbf{11}')$....
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Can you combine effects from both the composite and domain levels of questionnaires in a meta-analysis?
First time posting here.
I am collaborating on a meta-analysis investigating the association between fatigue (in a specific clinical population) and cognition. I have done a few meta's before so I am ...
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VAR on I(1) and I(3) time series
I want to analyze the effect of interest rate to exchange rate with VAR. After some unit root and stationarity tests (ADF, PP, KPSS), all of the exchange rate time series are I(1) series, whereas ...
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Is it possible to perform a meta-analysis of multiple outcomes and multiple predictors?
I have a pool of 20-ish quantitative studies that report odds ratios for a particular outcome (e.g. homelessness) but most studies will also report a few more outcomes. All of these studies report the ...
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corr(xz, yz) given all pairwise correlations
Suppose we have random variables $x,y,z$ where each random variable has mean 0 and standard deviation of 1. $Corr(x,y) = a$, $corr(x,z)=b$ and $corr(y,z)=c$
How do I go about calculating $corr(xz, yz)$...
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Multiple group analysis in canonical correlation analysis
Canonical correlation analysis estimates the relationship between two canonical sets of variables. However, I am interested in using a technique to compare these CCA results across groups (something ...
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Joint testing of proportions, analogous to the Hotelling $T^2$ test?
Hotelling's $T^2$ test examine if two multivariate Gaussian distributions with the same covariance matrix have the same mean vector. Assuming the two distributions to have the same covariance matrix ...
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Canonical correlation analysis
I have data on variables such as age category, sex (3 categories), habits (each with a yes or no question), drug habits (each with a yes or no question), and osteoporosis index (oi) as continuous ...
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Anomaly Detection in Multivariate and Univariate timeseries
I just started exploring Anomaly detection in timeseries for Univariate, Multivariate timeseries.
I read few articles about it, few research papers as well. But every article/research paper has ...
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How to compare two multivariate distribution (of distances) to zero in terms of mean and variance in R?
We have N 3D coordinates estimated with two methods and want to compare them with a reference set of N 3D coordinates which is the ground truth, so in notations:
...
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Structural Equation Modelling vs Mixed Effects Model
I have a question regarding what type of statistical analysis works best for my study design.
The research question is finding out what variables predict why a psychotherapy intervention is effective ...
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Deriving covariance of joint distributions of MVN [Linear Gaussian systems?]
Let $z$ ∈ R^L be an unknown vector of values, and $y$ ∈ R^D be some noisy measurement of z. We assume these variables are related by the following joint distribution
$p(z) \sim N(z|\mu_{z}, \Sigma_{z})...
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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 ...
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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 ...
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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 ($i \in N$...
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Likelihood function of VAR-MGARCH-BEKK model?
I am doing my dissertation on the spillover effect between countries' markets and looking to use VAR-MGARCH model to do it. For example how would a change/shock of US market index affect Thailand ...
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How do you know which variables gave a lift to my Y variable?
Let's assume that I have Y (monthly sales data) and multiple variables (X1, X2, X3, X4, ....). Let's assume that I have fitted a regression model until the latest month and I got what features are ...
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