# Questions tagged [multivariate-regression]

Regression with more than one response (dependent) variable.

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### Exclusion of Spuriousness With More Dimensions?

The usual way of excluding spuriousness in multivariate correlation is to increase the number of samples. However, if increasing the dimensions of measurements produces an unusual magnitude of ...
32 views

### Multivariate regression (multi-target regression) dataset where some regression coefficients are known to be zero

I'm looking for a sample dataset for multivariate linear regression - also known as multi-target or multi-output. Preferably with more than 10 inputs and more than 10 outputs. There don't seem to ...
127k views

### Explain the difference between multiple regression and multivariate regression, with minimal use of symbols/math

Are multiple and multivariate regression really different? What is a variate anyways?
117 views

### Linear regresson with four values as input and two values as output

I have the following problem for a personal project of mine: I am solving a system of two differential equations that has 4 changing parameters. The output are two vectors of numbers. Let's say I am ...
128 views

### What is MCRMSE (mean columnwise root mean squared error)?

The MCRMSE evaluation metric was used in the Kaggle Competitions Africa Soil Property Prediction Challenge(6 years ago) and OpenVaccine: COVID-19 mRNA Vaccine Degradation Prediction(On-going) ...
26 views

### Are the outcome and predictor variables in a logistic/linear regression interchangeable?

Consider the following example. I am studying the mutation burden across three subtypes of cancer. In my dataset, I have individuals without cancer (controls) and individuals with cancer (cases); the ...
2k views

### Multivariate ARIMA with regression

I have a dataset covering daily data for 3 years (3x365 rows) for multiple attributes TotalPhoneCall (main attribute that I want to predict), Christmas day, weekend, weekday, Easter, 4th_july, etc.(...
165 views

### 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 ...
18 views

### Wald test / seemingly unrelated regression on models with clustered standard errors in R

I am trying to conduct a Wald test (aka seemingly unrelated regression) on multivariate models with clustered standard errors in R. This is easy to do in Stata, but I cannot figure out how to do it in ...
68 views

### Multivariate multiple regression in R with mice [closed]

I have imputed a data set with mice and want to run a multivariate multiple linear regression on the imputed data. Below is a description of what I have done. ...
1k views

### Multivariate Weighted Linear Regression

Very simple. I am looking for a package that does Multivariate Linear Regression with weights on the observations. Does anyone know of a package that does this? I am shocked that I have not been ...
314 views

### How to model an “order-invariant” function by neural networks

I want to approximate a multi-variable function $f(x_1,x_2,x_3,x_4,x_5,y)$ from data by neural networks, and $f$ satisfies $f(x_1,\ldots,x_5,y)=f(x_{i_1},\ldots,x_{i_5},y)$, where $(i_1,\ldots,i_5)$ ...
19 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 ...
73 views

### Model selection for multivariate mixed models

I would like to perform a multivariate mixed model but am a bit confused about model selection for such models. I wonder if I could get some help here. When fitting a univariate mixed model, to avoid ...
18k views

### Neural network for multiple output regression

I have a dataset containing 34 input columns and 8 output columns. One way to solve the problem is to take the 34 inputs and build individual regression model for each output column. I am wondering if ...
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329 views

### Which statistical test to use for multiple IV's and DV's

I am conducting a study over post-concussive symptoms. I have two groups, a non-concussed group and a group who has been concussed. I will have three IV's (depression, anxiety, and neuroticism) and ...
50 views

### When will lasso and regression tree perform differently?

If I want to use lasso and regression tree respectively to generate the important variable lists. I'm wondering when will they generate lists with a huge difference? Under what signal structure?
68k views

### Multivariate multiple regression in R

I have 2 dependent variables (DVs) each of whose score may be influenced by the set of 7 independent variables (IVs). DVs are continuous, while the set of IVs consists of a mix of continuous and ...
155 views

### How do I make sense of 200 regression models?

I'm dealing with a dataset that has about 300 input features, and about 200 response variables and consists of 25000 samples. These response variables are basically a profile of 200 different values ...
118 views

### Setting priors for bivariate regression

I would like to perform a bivariate MCMC regression with boldness scores as the continuous response variable, aggression ranks as the ordinal response variable, trial numbers as fixed effect and ...
55 views

### How does SPSS calculate composite variable for MANOVA/Multivariate multiple regression?

I have analysed my data using multivariate multiple regression (8 IVs, 3 DVs), and significant composite results have been found. Before reporting my findings, I want to discuss in my results chapter ...
34 views

### Difference between several univariate regressions and one multivariate regression in a machine learning context

I know there are several other questions asking for the advantages of multivariate regression over several univariate regressions (e.g. this). I understand that the dependent variables can be ...
41 views

### Multivariate regression with a mix of ordinal and continuous dependent variables [closed]

I would like to run a multivariate mixed regression MCMC model with two response (independent) variables, namely x and y. x is continuous while y is ordinal. There is one predictor variable that is ...
29 views

### Is multivariate regression the right test?

Data Amount spent on product type A Amount spent on product type B 5 age groups External factor X External factor y I have data in the form of monthly sums over 60 months for all of those data-...