# 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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### How does one develop an intuitive understanding of statistical methods and the ability to "know" which test to use, why, and how to interpret results [closed]

This is not a mathematical or coding question. Apologies if this is not the forum for this and please let me know if I need to ask this somewhere else. I have a masters degree in data science and I ...
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### What criterion to use to compare multiple correlations of binary variables?

I have $N$ definitions of certain properties of countries (for example, if the country is "democratic", "totalitarian" etc.), and want to test how consistently different people ...
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### How to disentangle effects of components in system?

I have a system where one property (delay) depends on its components, a valve $V$ and the piping $P$ in a hydraulic system: $d = f(V, P)$ I have reference measurements with one type of valve and ...
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### Checking if the relationship between a composite score and its components across variates covariates

I have created a continuous composite score, C, which consists of scores A + B. I have a predictor variable, D. This would produce 3 different regression formulas, where predictor D has a coefficient ...
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### Multivariate LME

I am counting how often some patterns occur in many observations of timeseries data. I want to compare three conditions in two time intervals (so I average pattern counts over those intervals). There ...
1 vote
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### Multivariable analysis for an ordinal dependent variable

I am investigating the factors associated with self-perception of oral health. My dependent variable is self-perception of oral health, which is an ordinal variable measured on a 5-point Likert scale. ...
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### comparing non-nested models with different specifications based on AIc/BIC criteria

I am trying to determine if I can use the AIC/BIC criteria for model selection in the case of a multivariate probit model. I have two models with different specifications: e.g. Model-1: mvprobit ( Y1 =...
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### How to perform a joint significance test for multiple coefficients across several regression models?

I have 10 regression models, each regressing a different dependent variable $y_i$ (for $i = 1, 2, \ldots, 10$) on the same independent variable $x$. Each model produces a coefficient for $x$, ...
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### Multiple Dependent Variables, One Independent - with dummy variables

I am trying to run regression models and don't know what type of regression to be running. I have one independent variable (binary variable) and 8 dependent variables (3 discrete, 3 categorical, 2 ...
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### How can I combine p-values estimated for individual variables within a single dataset using different statistical methods?

I'm analyzing a multivariate dataset with two classes (case/control). I've calculated p-values for each variable to test their discrimination perfomance using two different methods: 1) univariate t-...
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### Transforming count data for NMDS?

I am looking at species count data. Due to large counts of certain species, I initially fourth root transformed the data. I am using Bray-Curtis distance measurement. However when using vegan::metaMDS,...
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### Should data be transformed for NMDS? [duplicate]

I am looking at species count data. Due to large counts of certain species, I initially fourth root transformed the data. However when using vegan::metaMDS-Bray Curtis distance, the stress value for ...
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### Multivariate ljung-box test: how to pick the degree of freedom for the chi-squared distribution?

I have a model with $p$ inputs and $q$ outputs. I want to check the autocorrelation of the output residuals, defined as $\epsilon(t) = y(t) - \tilde y(t)$, being $y$ the model output and $\tilde y$ ...
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### Maximum Likelihood for Multivariate Regression (ML)

TL;DR: How do you perform likelihood maximization for a multivariate regression in the context of ML? Background: For univariate regression we can view datapoints $(x, y)$ as being sampled from a ...
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### Distance between two multivariate distributions

I have data structured as followed: 2 years -> several metrics per year (let's say 2000) -> several measurements per metric (let's say 1000 for year 1 and 800 for year 2). So I have a 2000x1000 ...
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### Multi Level Mixed Models

I have a model in which I collected information from 3 different farms, and on each farm in several different weeks. The weeks are not exactly the same, so week 1 of Farm 1 is not the same moment as ...
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### Environmental variables explain hare weight - 80 traps in 4 zones where each trap caught unequal number of hares - Linear mixed effects model best?

Study design So I have put out 80 hare traps in a forest area of 50 km^2. There forest area is split into 4 zones. Each zone is expected to be different because of different pollution input levels. In ...
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### "RV coefficient" relationship to canonical correlation

Canonical correlation addresses the following: Given matrices $X$ and $Y$, what linear combination of the columns of $X$ best correlates with what linear combination of the columns of $Y$, and what ...
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### Sample size calculation for a multicenter RCT

I'm very new to the world of statistics, so sorry in advance for my limited knowledge. I hope you don't mind helping me. We are currently setting up a multicenter RCT of treatment A versus placebo in ...
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### How to apply RLQ ordination to communities with different species?

I am analyzing the relationship between bird traits and environmental variation using the RLQ ordination corrected for spatial autocorrelation and phylogeny, i.e., the method in Pavoine et al. 2011 ...
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### Deriving the multivariate asset returns model and interpreting cholesky factorization

I am trying to understand the multivariate asset returns model for a portfolio of assets from chapter 4 DCC-GARCH of Orskaug "Multivariate DCC-GARCH Model With Various Error Distributions" (...
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### Why can't fit I fit a multivariate regression (OPLS) model when my variables are univariately (Pearson/Spearman) correlated?

I have a dataset of 950 lipids (X) and want to see if any are correlated with cognitive function (Y). When I try to fit an opls regression model, it errors and says that "No model was built ...
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### Test for independence of multivariate normality in R

I have 3 normal data matrices, i.e., that in each matrix, the rows are iid Multivariate Normal, but the rows of different matrices need not be identically distributed, but they have the same dimension....
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### Using the jackknife method in permutation tests

We aim to employ a permutation test to evaluate the significance of the relationship between two datasets using Sparse Canonical Correlation Analysis (SCCA) for a specific level of sparsity. To ...
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### Seeking Advice on Handling Systematic Missingness Due to Conditional Logic in Dataset for Binary Outcome Analysis

I am tackling a complex multivariate analysis project with a binary outcome variable. My dataset's unique challenge arises from structured missingness due to conditional logic responses, significantly ...
1 vote
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### Inference from profile comparisons

What would be a good test to compare patterns of differences among treatments? For example, the Y maze has an outcome of % of entries into each of three arms. Thus, three numbers are generated for ...
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### How understand the logic underneath standardization methods?

I have a dataset of very different data and I want to make a multivariate analysis. I am a biology student so I'm very poor in statistics and so I am willing to study this fascinating yet important ...
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### Choosing the right modeling procedure

I am working with a dataset (electronic medical record extract) and trying to find out whether there is a difference in a continuous integer outcome (RxTotal, mean=7.4, range 2-34, skew=1.6, kurtosis=...
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### NA values in community matrix makes Hmsc object hard to interpret

For an analyis of the effect of precipitation onto a given species trait, I am trying to interpret an hmsc model I have created. To do so, I have log transformed my community matrix ...
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### multivariate meta-analysis - can subgroup indicator reflect several different variables and outcome types?

I have seen that in meta - analysis, a multivariate model can be used to get the same estimates as a series of separate meta analyses e.g. https://www.metafor-project.org/doku.php/tips:...
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### What are some possible reasons my feature has the opposite direction of effect in a multivariate model vs bivariate tests [duplicate]

I'm working on a model of rent for my employer. To keep it interpretable we're using OLS. I've had great luck on feature engineering so far in terms of increasing R-squared and reducing AIC. However, ...
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### Single model restrictions X Multivariate model restrictions

I cannot spin my head around how to implement linear restrictions into multivariate models. Or, at least, what is the basic intuition behind it. Let's start from the easy stuff I understand: ...
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### Simulate bivariate bernoulli responses with predefined beta coefficients

I have a specific data matrix with features (mainly categorical). I want to simulate a multivariate bernoulli response, for example bivariate, but with a predefined vector of beta coefficients (most ...
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### Sampling distribution of Coefficient of determination in general

I was studying the properties of multiple linear regression, and stumbled across the F statistics often used for the tests. We are testing for the regression coefficients (let's say there are $p$ ...
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### How to understand the real effect of an independent variable on the response?

I am aware the question is a bit generic, but any hint that would point me in the right direction is welcomed. Consider I have a dataset with few variables: gender type of education (bachelor/master) ...
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### How do I estimate the covariance matrix of a set of dependent Poisson RVs?

LeBron James has averaged 27 pts, 7 rebounds, and 7 assists per game essentially since his debut in 2003. Despite this, he has never had a game with a stat line of exactly 27/7/7. I'm interested in ...
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### Dummy variable in regression

I have a dataset for countries. One variable is coded as 0,1,2 or 3. For one country, its values on this variable are 0,1 and 2 (i.e., there is no 3). I created three dummies for this variable (and ...
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### How do we interpret the covariance matrices $\textbf{U}$ and $\textbf{V}$ in the Matrix Variate Normal Distribution?

Consider the Matrix Normal Distribution. My first question is: how do we interpret the entries $\textbf{X}_{ij}$ of the random matrix $\textbf{X}(n\times p)$? My second question is: how do we ...
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### How to measure the difference in outcomes across 32 dimensions in a time-series study?

I have a dataset that recorded the contact patterns for each participant during three waves. For example: matrix_base_1 means that Participant 1 met with one person aged over 70 at location two, and ...
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### Distance to find similar samples in a multivariate dataset

Apart from Euclidean and Mahalanobis distance metrics. Given a sample with multivariable values, is there a way to find the samples that are similar to the given sample? Does KNN clustering find the ...
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### Modeling Wildlife Survey Data with Conditional Outcomes

I'm working on a project involving surveying for an invasive species which is removed upon encounter. When an individual is encountered, morphometrics are collected (e.g., size and sex). I'm ...
1 vote