Questions tagged [multivariate-regression]

Regression with more than one response (dependent) variable.

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71
votes
2answers
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 ...
74
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5answers
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?
34
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6answers
16k views

Why do we need multivariate regression (as opposed to a bunch of univariate regressions)?

I just browsed through this wonderful book: Applied multivariate statistical analysis by Johnson and Wichern. The irony is, I am still not able to understand the motivation for using multivariate (...
3
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1answer
1k views

Regression analysis with factor scores as explanatory variable

I intend to use factor scores as derived from exploratory factor analysis in subsequent multivariate regression analysis, as an explanatory variable. I've read in multiple books/papers that ...
21
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2answers
2k views

Casting a multivariate linear model as a multiple regression

Is recasting a multivariate linear regression model as a multiple linear regression entirely equivalent? I'm not referring to simply running $t$ separate regressions. I have read this in a few ...
11
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1answer
3k views

Multivariate linear regression vs. several univariate regression models

In the univariate regression settings, we try to model $$y = X\beta +noise$$ where $y \in \mathbb{R}^n$ a vector of $n$ observations and $X \in \mathbb{R}^{n \times m}$ the design matrix with $m$ ...
5
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1answer
962 views

A measure of overall variance from multivariate Gaussian

I am performing some regression task, where I try to discover the underlying multivariate Gaussians from a set of $n$, $p$-dimensional vectors. For example, given a split of the set into $S_i$ and $...
7
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2answers
2k views

Multivariate response regressions vs many linear models

Would anyone be willing to venture an intuitive description of the situations under which a multivariate response model is more appropriate than many linear regressions? As an example, take a ...
4
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2answers
3k views

Defining a univariate regression

Does the following qualify as a univariate regression? $$y=b_0+b_1x+b_2x^2+\epsilon$$ I fully comprehend the implications of adding regressors and need no background information - a "yes" or "no" ...
8
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2answers
10k views

Methods to predict multiple dependent variables

I have a situation in which I have $n$ observations, each with $p$ independent variables and $q$ dependent variables. I would like to build a model or series of models to obtain predictions of the $q$ ...
6
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1answer
5k views

What's the point in neural networks for multivariate regression?

Do you have any case in which fitting a multivariate regression (so having multiple output nodes) outperforms the fitting of a single output one at a time in terms of accuracy? I ask this because ...
0
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1answer
4k views

Solution for Autocorrelation in Linear Regression Model - Economic Data

I am trying to estimate a multivariate linear regression model in the form of: $Y(t) = c + b_1*X_1(t) + b_2*X_2(t) + b_3*X_3(t) + b_4*X_4(t)$ All my variables (both Xs and Y) are Year on Year ...
3
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0answers
639 views

Why signs of coefficients change when doing multivariate vs. univariate logit regression? [duplicate]

Excuse my dumb question, but I did an univariate logistic regression where the sign of the coefficient of my variable was negative (and it was significant). Once I have input it into a multivariate ...
3
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1answer
503 views

Interpretation of multivariate linear regression significance with interaction term

I am working through an obesity dataset for a project I'm involved in, and I wanted to run a fairly simple multivariate linear regression on the data. What I was interested in is the correlation ...
2
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2answers
2k views

Which is more appropriate? Poisson or regular linear regression?

I am working on a project to predict a range for patient length of stay. My data consists of 215,000 rows of the following variables (30 total): LOS (length of ...
0
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1answer
183 views

How to analyze data with more than one associated categorical dependent variables?

I have some dependent variables related to the growth of a company having categories like (e.g. for variables indicating net profit, financial turnover etc.) (1) decreasing, (2) stable, (3) ...
14
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4answers
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 ...
6
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1answer
928 views

Seemingly unrelated regression and multivariate Regression

I have a problem with an linear regression model in which I have 2 dependent variables. Both are highly correlated with each other and should both be explained by the linear model ...
2
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1answer
461 views

How to find cross correlation of a response variable with three independent predictor variables for time series data to identify useful lags?

I have a time series data y (response variable) which I want to predict using 3 independent time series data x1, x2 and x3. My goal is to build a multivariate regression model for which I want to ...
7
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1answer
1k views

What is the difference between multiple regression & mutivariate regression? [duplicate]

I have data on GDP growth as a dependent variable and growth in main production sectors of Pakistan such as mining, electricity, communication, manufacturing and electricity. I am supposed to run a ...
5
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2answers
1k views

Many dependent variables, few samples: is this an example of “large $p$, small $n$” problem?

"Large $p$, small $n$" typically refers to "many independent variables, few samples". In my case, I have $1$ independent variable, $300$ dependent variables, and $n < 20$ samples. Thus, my case ...
4
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2answers
17k views

GRS statistic in R to test that intercepts from multivariate panel regression are jointly zero?

The GRS statistic is the Gibbons et al. (1989) statistic that tests whether the estimated intercepts from a multiple regression model are jointly zero. The typical scenario involves a multivariate ...
4
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2answers
1k views

How to do multivariate regression in R?

I need to preform a multivariate normal regression in R. The question is: Let $Y_1$, $Y_2$, and $Y_3$ follows multivariate normal distribution. What is the conditional of $Y_3$ given $Y_1$...
3
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1answer
326 views

Breakpoint for bivariate data

The breakpoint(s) estimation approach implemented in the strucchange package (Zeilei & al) seems to work very well (based on my little experience with this package on real case studies). Is ...
2
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1answer
2k views

Normal equation for multivariate linear regression

What is the normal equation for multivariate linear regression? In the case of monovariate linear regression, using ordinary least squares, to obtain $\theta^* = \text{argmin}_{\theta} \sum_{i=1}^m (\...
0
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2answers
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. ...
6
votes
3answers
2k views

Using multinomial logistic regression for multiple related outcomes

Is it common practice (and adequate) to regroup two binary dependant variables into a single 4-level dependent variable to take advantage of the multinomial regression? For instance, say we have ...
2
votes
1answer
1k views

Doing a “linear regression” with 2d points under a linear transformation

Let's say I have a list of 2D points $\vec v_i = (x_i,y_i)$ and the list of points after some linear transformation $\vec v_i'= A\vec v + b + \epsilon_i$ where $\epsilon_i$ is some deviation assumed ...
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1answer
44 views

Hypothesis testing: significance

i conducted a survey that aims to find out if Australians prefer Australian phones over Chinese phones. My hypothesis states: Australians prefer Australian phones over Chinese phones This was ...
1
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1answer
228 views

Repeated measures but not longitudinal: A case of multivariate LMM or repeated measures LMM?

I am trying to get my head around the question of what kind of model is most appropriate for the following data: Every participant rated 14 written statements in terms of various aspects (e.g. ...
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0answers
757 views

Prediction Intervals for General Linear Model

How do I derive prediction intervals for a general linear model? My general linear model written in matrix form is, $$ \mathbf{Y} = \mathbf{X} \mathbf{B} + \mathbf{R}$$ with each of the rows of ...
0
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1answer
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.(...