Questions tagged [multivariate-regression]

Regression with more than one response (dependent) variable.

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33 views

Multivariate regression with relationship between outputs

Can anyone suggest some machine learning algorithms for the problem of multi-output regression when the outputs depend both on input vector and other outputs. More specifically, given input vector x ...
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178 views

Multivariate Regression? [duplicate]

All I know about multivariate regression is that there's multiple outputs. I'd like to learn more, but I have no idea where to start because all of the tutorials that say 'multivariate regression' ...
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1answer
307 views

Multivariate linear regression with dependant observations

the Multivariate linear regression model is given by $\underset{n \times d}{\mathbf{Y}} = \underset{n \times k}{\mathbf{X}} \hspace{2mm}\underset{k \times d}{\mathbf{B}} + \underset{n \times d}{\...
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1answer
315 views

Linear regression with several DVs with correlated errors

When I think of generalizing linear regression to several dependent variables (DVs), I assume that the natural way to do this is to replace the normally distributed error term with a multivariate-...
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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" ...
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1answer
628 views

AIC Model Fitting - Multiple Models

I have many predictor variables (100+) and many outcome variables (10+). I am attempting to optimise which predictor variables to use when modelling my outcome variables. I am using R for the analysis ...
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47 views

Correlation between residuals of two different relations

I have two relations, A=f(B) and C=f(B). They both are different physical quantities depending on the same variable (let's say pressure=A density=B, temperature=C). I fit both relations to my data. ...
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1answer
1k views

Heteroskedasticity and Distribution of the Dependent Variable in Linear Models

I am running a multivariate ols model where my dependent variable is Food Consumption Score, an index created by the weighted sum of the consumption occurrences of some given food categories. ...
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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
883 views

Difference between VAR model and simple vectorial regression

So I am aware of VAR models. Specifically for the VAR(1) case: $X = A_1~LX +\epsilon_t$ where $L$ is the lag operator. A simple regression between vectors would be: $Z = A_2~Y+\epsilon$ where $Z$ ...
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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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1answer
269 views

R's algorithm for finding glm estimates

Is there a way of seeing the algorithm behind the glm function in R? I'm not really interested in the source code, but the step by step algorithm for finding estimates for binomial family and how it ...
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1answer
207 views

Multivariate Regression vs T-test: and implication for multiple comparisons

I have a data frame with different outcome measures (DV1:4) for participants some partcipant with additional IVs 1:2. ...
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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 ...
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37 views

Multiple Linear Regression where some variables are proportions & some are absolute?

Is it appropriate to do a multivariate linear regression where some of the explanatory variables are represented as percentages (continuous from 0 to 1) and the rest are represented in absolute terms (...
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1answer
95 views

Naive question about Bayesian multivariate logistic regression

I am stuck on what's probably a trivial question. I am reading a paper about multivariate logistic regression, and they say: ...
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1answer
276 views

Do I need to use multivariate regression or several regression analyses?

I have a data set of 45 participants with 96 variables each (although some measurements are missing). Some variables are simple such as age and disability while other measurements are scores on some ...
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1answer
45 views

What should be the ratio between number of cases and attributes in multivariate regression?

Is there any way to determine if it is feasible to perform a multivariate regression based on a given number of samples and attributes? For example I have a data set with 6 cases , 30 attributes and ...
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111 views

Estimation of multivariate time-varying cross-sectional data

I want to estimate the following model for each variable $y_{ti}$: $$ y_{ti} =\alpha_t + \beta_t w_{ti} + \gamma_t u_{ti} + \delta_i x_{ti} + \phi_i z_{ti} + \varepsilon_{ti}, \quad \quad \text{for } ...
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51 views

Multiple similar dependent variables, each with the same set of idependent variables. How to find a generic model?

I have a number of similar dependent variables $y_i$, $i\in[1;10]$. Each $y$ has a number of corresponding independent variables $x_{ij}$, $j\in[1;20]$. Now I would like to find some generic multiple ...
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52 views

Residuals from a mixed effect model

I'm running a beta-binomial mixed effects model that estimates the effect size (B) and partitions variance into a random effect (g) and error (e). I would like to calculate the residuals (e), but only ...
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32 views

What kind of methods do I need to use in order to analyze this kind of health dataset

I've recently been given a dataset with the following variables: -BMI -Type of Therapy (indicated by 1, 2, or 3) -ADH Levels -HIV positive or negative (0,1 dummy variables) -Systolic blood pressure -...
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1answer
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 ...
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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 (\...
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1k views

MANOVA and Multivariate Regression: Related as ANOVA and Regression?

If I wish to find the relationship between a continuous independent variable (IV) and a single continuous dependent variable (DV), I can conduct a regression (or a correlation, as there is only one IV)...
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51 views

How would I go about using regression to estimate a change in direction or movement in n-space?

I have a dependent variable which is a position in n-space (so a vector of length n). I want to use regression (or some other method if you have a suggestion) to determine whether independent ...
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641 views

Log-likelihood proof and AIC hypothesis

First of all, statistics is just not my thing ... yet (I hope!) I'm having a hard time finding out the log-likelihood equation: Given $Y \rightarrow \mathcal{N}(\mu_1,\sigma_1)$ (observation) and $\...
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1answer
933 views

How to start with regression analysis? 10 variables; 1M samples

My statistics knowledge is limited, and it appears that I have a task which would benefit from regression analysis. Please direct me. I've around 10 variables (A, B, C, ...) which might be related to ...
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60 views

Modelling against “day” or “day^2” in to look at change over time?

I'm a masters student trying to model changes in behaviour, heart rate variation and faecal cortisol as welfare measures in sheep over the course of 22 days. Days -4 to -1 is used as baseline, day 0 ...
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413 views

How to compare explained variances of nested multivariate multiple regression models?

I have two groups of continuous* variables - let's call them MF (5 variables) and OR (2 variables), plus some demographics. It has been previously found that the MF are associated with one of the OR ...
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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 ...
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581 views

Errors-in-variables multivariate polynomial regression (R)

(EDIT: the question has been modified just a little bit to be more specific) I want to fit a multivariate polynomial regression that accounts for measurement errors (an Error-in-Variables model). ...
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113 views

multivariate student-t regression [closed]

(1) I want to do a multivariate regression in R (where each output sample is a vector, instead of a number), which I know can be handled using the lm() function; however, the multivariate output data ...
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1answer
879 views

Examples of Non-Linear Time Series?

Does anyone have an example of real world (ideally multivariate) time-series data that depends on its past in a non-linear, but additive way? I understand that there are several examples of non-...
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1answer
2k views

Various methods for predicting multiple dependent variables (python)

I would like to model and predict multiple dependent variables depending on one or more independent variables. The most straightforward method appears to be multivariate regression. I was wondering ...
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1answer
610 views

Can regression be used with 3 observations and more than 3 independent variables?

I want to regress v1 on o1:o7. I would like to do the same for each of v2:v5 with ...
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0answers
494 views

Hidden markov model multivariate regression with time-series data

I am working with a dataset that includes the trajectories of various car trips and would like to be able to predict their destinations using only a subset of the trip trajectory. For instance, if in ...
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1answer
927 views

Multivariate Linear Regression with continuous and discrete explanatory variable

I have some trouble to apply a multivariate linear regression on my data. I have two features gross_area which is continuous, nb_bathrooms which is discrete (1,2,3) and a dependent variable y which is ...
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1answer
7k views

What does 'Controlling for' mean in regression? [duplicate]

I am working towards completing my undergrad honours thesis and I am in the process of analyzing and writing up my discussion section that is dealing with some form of multiple regression (can't ...
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3answers
523 views

Collinearity in multivariate regression with huge amounts of data

Take the following example: I wish to predict physical performance as a function of height and weight. I already know weight negatively affects performance. Height also negatively affects performance,...
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0answers
187 views

Multiple Versus Multivariate Regression

I have 4 IVs and 4 DVs and not sure if I have to use linear regression (one IV and one DV at a time) or multiple regression (the 4 IVs and one DV at a time)? Is there any application where I can put ...
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1answer
67 views

Is there such thing as regression involving a pairwise response variable? (X,Y)~Z0+Z1*B1

I'm trying to model a pairwise outcome of basketball game scores. Ie. (94,87),(102,98),(76,54),... My input variable is a single performance metric for each team. Ie. (12,9),(14,17),... Is there a ...
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1answer
14k views

How to do MANCOVA in R?

I have two groups of persons, GRP0 and GRP1, on which I measured three continuous variables: VAR1, VAR2 and VAR3. I would like to use Mancova in R with: - VAR1, VAR2 and VAR3 as outcome variables - ...
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1answer
604 views

Curse of dimensionality mimics multicollinearity?

Why does the curse of dimensionality mimic multicollinearity, in the following sense.. Consider the random vector $Y = [y_{1}, \dots, y_{4}]$ where each element is ~ Uniform (0,1). Take 10 samples ...
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0answers
204 views

Compare $R^2$ statistical significance in multivariate multiple regression

I have a multivariate multiple regression model with 3 dependent variables and the same 5 covariates. I used manova and mvreg in ...
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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 ...
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209 views

Covariance for a multivariate Bayesian Additive Regression Tree

Chipman, George, and McCullogh (2010) state that: One can also extend the sum-of-trees model to a multivariate framework such as: $$ (29) \qquad\qquad Y_i = h_i\left( x_i \right) + \varepsilon_i, ...
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1answer
394 views

Multiple regression or multivariate regression

Are there any difference in beta coefficients when doing several multiple regression analysis as compared to doing multivariate regression?
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53 views

What are some suggestions for analysis of and model development for a small sample of data?

I originally planned on path analysis utilizing multivariate multiple regression to test my hypothetical model - but I am not getting my sample size. I have looked at non-parametric regression ...
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1answer
963 views

Multivariate Linear Regression in Python

How to compute the overall standard error of a linear regression model using Python? Which library should I use? I am looking for something like this, however, I can't see how to get the overall ...