# Questions tagged [multivariate-regression]

Regression with more than one response (dependent) variable.

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18 views

### SEs in multivariate regression

To avoid confusion, my question refers to multivariate regression as multiple dependent variables for the same set of independent variables. As far as I understand (see e.g., this question), the ...
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### How do we know adding an uncorrelated variable to a regression will not change existing coefficients?

Say I have a regression with 3 independent variables and I decide to introduce a 4th variable and rerun the regression. A previous post states that the coefficient on an original variable will change ...
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### Is single-output regression the same as univariate?

Similarly, is multi-output regression the same as multivariate regression?
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### Whither multivariate regression?

I've been handed someone else's data (again). It's measurements of six proteins' levels from 20 human brain samples, 5 each of different stages of a disorder. I'd like to run a multivariate regression,...
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### What to do with statistically insignificant dummy/categorical variables? [duplicate]

From the research I've done the common answer is that you can not remove insignificant dummy variables from a regression. I'm having a hard time finding academic papers or books that back up this ...
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### Correlation in the residuals of a multivariate linear regression

I'm using a multivariate multiple linear regression model to predict 4 scalars out of multiple regressors. I'm not sure if this model is a good one and now I'm trying to asses the validity of the ...
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### Multivariate zero_one_inflated_beta regression

I want to run a zero_one_inflated_beta regression with brms on the following multivariate formula: ...
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### Mathematics behind single input, multiple output regression

I have sought some help and trained a regression model that takes in a single dependent variable Y and gives the three independent variable R, B and G as output. This has been done in attempt to ...
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### Simultaneous equation model with endogenous regressors

Let's assume four dependent variables $Y_1$, $Y_2$ and $Y_3$ that are correlated. I want to evaluate the impact of several regressors: $X_1$, $X_2$ and $X_3$ on these 3 dependent variables using a ...
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### How to get change of basis matrix for Canonical Correlation Analysis?

A bit of background: I am trying to create toy example of the Curds and Whey regression shrinkage algorithm in python. In a standard multivariate regression this algorithm uses canonical correlation ...
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### Estimating conditional probability distribution from samples

I have three continuous variables, $X$, $Y_1$ and $Y_2$. All three are correlated. For a given value of $X$, the conditional probability distributions of $Y_1$ and $Y_2$ are typically bimodal. I'm ...
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### Formulas for multivariate meta-regression

everyone! I'm digging in meta-regression and doing hand calculations using WLS to get better understanding of the topic. I'm fine with calculations for univariative model (that is, 1 covariate is ...
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### How can I determine the overall Cox proportional hazard HR in multivariate analysis?

I am using the survival and survminer packages in R. I use the data and code below as an example. See also the output below. I ...
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### Anyone know Multivariate OLS on Statsmodels? [closed]

I trying to run a mutivariate multiple regression using Statsmodels. Not sure if this is the best tool for this type of regression, so please do tell me if there's another package to which I should ...
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### Regression with multiple dependent variables controlling for age and gender [closed]

I have multiple dependent variables (interval) and one independent variable (interval). I would also like to control for age (interval) and sex (categorical). Is this possible in SPSS? Moreover, my ...
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### Adjustment for multiple comparison in bayesian multivariate regression model (using brms)

I am investigating age and timepoint effects on different (correlated) EEG parameters in a repeated measurements structure. I chose to use the brms R package to fit a bayesian multivariate model with ...
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### Simulate multivariate outliers

Considering a multivariate linear model $\boldsymbol{Y = XB + E}$, where $\boldsymbol{Y, X, B}$ and $\boldsymbol{E}$ have dimension $n \times m$, $n \times p$, $p \times m$ and $n \times m$, ...
Let $\boldsymbol{Y} = \boldsymbol{X\beta} + \boldsymbol{E}$ a multivariate linear model, where $Y \in \mathbb{R}^n \times \mathbb{R}^m$ a dependent variable, $\boldsymbol{X} \in \mathbb{R}^n \times \... 0answers 26 views ### Parameter estimation in bivariate linear models I'd like to simulate data from a bivariate normal distribution to a regression problem. In other words, let$X = (X_1, X_2)$, where$X_1$and$X_2$be two matrices$n \times 1$.$X_1\sim N(3, 2)$and$...
Is there any way to get summary statistics (p-value specifically) for the results of a multivariate linear regression ($y = X\beta + \epsilon)$ using gradient descent? Most online library ...