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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6 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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4 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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17 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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9 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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1answer
33 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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17 views

Approaching a multi data set problem [closed]

I have a 17 data sets that I need to combine in order to have one master data set that I will then clean and apply ML to to create a recommender system. The data from all 17 spreadsheets seems to be ...
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16 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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2answers
51 views

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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28 views

Models where Y is a matrix and neural nets? [closed]

Is possible to model a dependent variable Y, where Y is a matrix, with a neural network? I want to keep Y as a matrix because in my case, the values of Y may have correlation between each other. If ...
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23 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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8 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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27 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
20 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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24 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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9 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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24 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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84 views

Calculating derivative of negative log likelihood function of a density mixture model? [on hold]

Suppose our negative log likelihood function represents a density mixture model, such as: Let $\ell := \frac{1}{N}\sum_{n=1}^{N}\left[-\log\left[\sum_{k=1}^{K} \alpha_{k}(x_{n})\;\phi_{k}(\mu(x_{n}),\...
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23 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
53 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
21 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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21 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
105 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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37 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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23 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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8 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
43 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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22 views

Can I regress a country-level variable with a firm-level variable?

Can I regress a country-level variable with a firm-level variable, for example, the country's GDP and the profitability of the firm? If so, then in this case all companies from the same country would ...
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6 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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35 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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7 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
26 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 ...
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1answer
34 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: ...
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2answers
19 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 ...
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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 ...
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8 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 ...
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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 ...
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18 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 ...
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1answer
48 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 ...
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1answer
27 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 ...
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0answers
67 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 ...
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32 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 ...
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10 views

Multiple correlation coefficient in multivariate distribution [duplicate]

If mean and covariance matrix are given then how to find multiple correlation coefficient ?
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34 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 ...
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19 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 ...
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0answers
18 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 ...