Skip to main content

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.

Filter by
Sorted by
Tagged with
2 votes
1 answer
33 views

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 ...
0 votes
1 answer
23 views

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 ...
Daigaku no Baku's user avatar
1 vote
1 answer
30 views
+50

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 ...
Ken Grimes's user avatar
0 votes
0 answers
11 views

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 ...
Ronald Sanchez's user avatar
0 votes
0 answers
30 views

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 ...
KayPe's user avatar
  • 1
1 vote
1 answer
36 views

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. ...
Nisha's user avatar
  • 11
1 vote
0 answers
12 views

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 =...
Jay Shah's user avatar
3 votes
3 answers
113 views

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 $, ...
Econlover's user avatar
0 votes
0 answers
31 views

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 ...
Margot's user avatar
  • 1
0 votes
0 answers
13 views

Loss of df when taking inverse of Wishart distribution

Let $\mathbf M$ be a Wishart matrix from $n$ observations of $p$-variate Normals having dispersion $\mathbf \Sigma$. Then, $$ \frac{\mathbf a^{\mathsf T} \mathbf M \mathbf a}{\mathbf a^{\mathsf T} \...
Shaikh Ammar's user avatar
0 votes
0 answers
24 views

Higher order moments to evaluate strength of linear relationship between variables

Let $X_1,\dots,X_n$ be real random variables such that $\alpha_1X_1+\dots+\alpha_nX_n=0$ for some unknown $\alpha_1,\dots,\alpha_n$. If $n=2$, one can study the strength of linear relationship by ...
12345's user avatar
  • 213
0 votes
0 answers
14 views

Why does the forecast for some series degrade when using a VARMA model comparing to independent ARMA models?

I am working with multiple time series that I suspect are correlated, and I have assumed that using a VARMA model would at least not degrade the forecasts of each series, if not improve them. However, ...
Rocio's user avatar
  • 1
0 votes
0 answers
68 views

How to Statistically Test if a Community of Species at a Particular Site is Becoming More Like Another Type of Site

I have the following data frame (I'm using R here). ...
David Moore's user avatar
0 votes
0 answers
41 views

Variable importance in cluster analysis

I'm new to the cluster analysis, read lots of things but I'm not able to understand how to variables are ordered into cluster. I mean, I find that my data are clustered into 3 different cluster, but ...
Riccardo's user avatar
  • 101
2 votes
0 answers
35 views

How to appropriately model complex structured, multivariate data [closed]

This is an extension of this question I posted earlier. The general data I introduced there is the same. The structure/nature of my data is: y ... my response variable of interest x ... my main ...
Anke's user avatar
  • 301
1 vote
0 answers
34 views

Optimizing objective with two variables multiplied with each other? [closed]

Let's say you want to optimize the following objective function: $$\min_{a,b} \Vert a + ab + b - W \Vert_2^2$$ where $a \in \mathbb{R}^{m,n}$ and $b \in \mathbb{R}^{n,p}$ are the learnable matrices, ...
user3667125's user avatar
0 votes
0 answers
35 views

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-...
Guillermo Q's user avatar
0 votes
1 answer
64 views

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,...
user390865's user avatar
0 votes
0 answers
7 views

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 ...
user390865's user avatar
0 votes
0 answers
46 views

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 $\tilde y$ ...
Barzi2001's user avatar
  • 113
1 vote
1 answer
36 views

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 ...
asras's user avatar
  • 11
1 vote
1 answer
33 views

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 ...
Lou's user avatar
  • 21
1 vote
1 answer
47 views

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 ...
Rafael Nicolino's user avatar
1 vote
1 answer
21 views

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 ...
Cordex's user avatar
  • 77
4 votes
1 answer
64 views

"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 ...
Dave's user avatar
  • 64.9k
4 votes
3 answers
145 views

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 ...
Catherina Muscat's user avatar
0 votes
1 answer
15 views

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 ...
michela's user avatar
0 votes
0 answers
23 views

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" (...
Jose_Peeterson's user avatar
0 votes
0 answers
13 views

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 ...
mkadz's user avatar
  • 51
0 votes
0 answers
11 views

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....
Shaikh Ammar's user avatar
0 votes
0 answers
7 views

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 ...
R.N.'s user avatar
  • 1
0 votes
0 answers
9 views

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 ...
g y l's user avatar
  • 1
1 vote
1 answer
36 views

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 ...
Bryan's user avatar
  • 1,109
0 votes
0 answers
22 views

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 ...
Jan's user avatar
  • 1
5 votes
2 answers
48 views

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=...
L.S.'s user avatar
  • 341
0 votes
0 answers
9 views

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 ...
Inopinans's user avatar
0 votes
1 answer
44 views

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:...
user167591's user avatar
0 votes
0 answers
25 views

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, ...
Nye307's user avatar
  • 11
0 votes
0 answers
5 views

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: ...
Athaeneus's user avatar
  • 205
0 votes
0 answers
34 views

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 ...
eddie8434's user avatar
3 votes
3 answers
129 views

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 $p$ ...
LogicalPal's user avatar
0 votes
0 answers
25 views

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) ...
rusiano's user avatar
  • 566
0 votes
0 answers
22 views

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 ...
RYAN ANDERSON's user avatar
0 votes
0 answers
21 views

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 ...
brian's user avatar
  • 75
4 votes
2 answers
140 views

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 ...
user1234's user avatar
  • 245
0 votes
0 answers
11 views

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 ...
Chao's user avatar
  • 1
0 votes
0 answers
10 views

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 ...
sveer's user avatar
  • 103
1 vote
0 answers
21 views

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 ...
Alex Romer's user avatar
1 vote
0 answers
30 views

Repeated measures microbiome data with baseline measurement: comparison of two treatments

I am interested in any advice I can get on different ways I might analyze multivariate ecological community (fecal sample microbiome) data that come from a "before after control impact" ...
qdread's user avatar
  • 295
0 votes
0 answers
85 views

PCA and Gower's Distance

I have a dataset with nutrient information about different ingredients. There are a total of 70 nutrients (numeric features) and 3 categorical features for a total of around 550 ingredients. I am ...
MSingh's user avatar
  • 1

1
2 3 4 5
51