Questions tagged [univariate]

Pertaining to a single variable. Univariate statistics deal with only one variable - e.g. the mean, standard deviation, range etc. Univariate distributions involve only one variable e.g. the univariate normal, uniform etc. distributions.

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13
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4answers
1k views

What is the point of univariate regression before multivariate regression?

I am currently working on a problem in which we have a small dataset and are interested in the causality effect of a treatment on the outcome. My advisor has instructed me to perform a univariate ...
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2answers
5k views

Simple, multiple, univariate, bivariate, multivariate - terminology

I do realise (some of) this has already been addressed here (e.g., Why do we need multivariate regression (as opposed to a bunch of univariate regressions)?, Explain the difference between multiple ...
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1answer
1k views

Imputation in a univariate time series

I am doing a univariate time series analysis on regional sea-surface temperatures which has missing data, and I am thinking about using the R package, 'imputeTS.' My model is simple, it has MA errors ...
5
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1answer
153 views

Graphical summaries of relationships between univariate distributions

I'd like to review published papers or book chapters (so I could formally refer to them) that graphically illustrate the parametric relationships between univariate distribution families. The papers ...
5
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0answers
101 views

Is there a standard name for this continuous distribution? [closed]

I'm encountering the following PDF of continuous scalar real $X$ with semi-infinite support $]0,+\infty[$: $$ f_X(x) = C ~ x^{-\alpha} ~_1F_1\left ( a,b;-\frac{d}{x^\beta} \right ),~~~~~~\beta>0;~\...
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1answer
917 views

Are the marginals of the multivariate t distribution univariate Student t distributions?

Are the marginals of the Multivariate t distribution with $\nu$ degrees of freedom univariate Student t distributions with $\nu$ degrees of freedom?
4
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1answer
87 views

In a linear regression hypothesis equation, what does each symbol represent?

So I've been watching Andrew Ng's machine learning lectures, and I'm on a video about univariate linear regression. He was talking about how a Hypothesis takes an input and predicts an output, like a ...
4
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1answer
7k views

Categorize statistical tests into univariate and multivariate methods

I am not sure about the following tests/methods whether they belong to the category of univariate or multivariate tests. Univariate tests/methods: t-test,ANOVA,ANCOVA, univariate linear regression (...
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" ...
4
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1answer
1k views

Outlier removal for univariate and multivariate analysis

I have a biological data set on which I would like to do both univariate and multivariate analysis, and try to find correlation of features to a response. Should I remove univariate outliers and do ...
3
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3answers
3k views

Alternatives to Using ARIMA for forecasting

I've been dealing with mostly univariate time series data and am wondering what alternative models exist for forecasting instead of ARIMA, ARMA, AR and MA processes, I know about exponential ...
3
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1answer
166 views

Claims and questions regarding $n$-ball distribution?

CONTEXT In my research, I am utilizing an $n$-ball distributions along with two related distributions. I'd like to make certain I have a firm handle on the way to describe my three distributions. I ...
3
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1answer
555 views

How to adjust for a temporary 12-month level shift in time series?

I am working with a time series on monthly base (April 2004 - Oct 2016) in order to identify an ARIMA model and do forecasting. This is the time series I examine: month;volume Apr 04;2.555 Mai 04;2....
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1answer
119 views

Given $n$ different univariate non-normal sample sets calculate for a new sample, $x$, which it most likely belongs to [duplicate]

Say you have $n$ different, non-normal, potentially overlapping data sets of samples. Maybe their densities look something like: and you are given a new sample $x$, how would you decide to which of ...
3
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0answers
104 views

Does this distribution have a name? $p(x) \propto |x|^a \exp\left(-\frac{1}{2} (x-b)^2 \right)$

Quick question. Anyone able to attribute the following kernel to a known probability distribution (univariate, continous on the real line)? $$ p(x) \propto |x|^a \exp\left(-\frac{1}{2} (x-b)^2 \...
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0answers
935 views

Random forest for forecasting univariate time series [closed]

I read few articles on random forest and its implementation in various fields. But I hardly found any literature on its implementation on forecasting univariate time series. Can it be used for ...
3
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0answers
636 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 ...
2
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2answers
48 views

Generates variates of $F^s$ given a known algorithm for variates of $F$

Let rv $X$ have a distribution $F (t):={\rm Prob}(X <t)$ and rv $Y$ have a distribution $G (t):=(F(t))^s$ for some constant $s>0$. Suppose that I know an algorithm for generating random variates ...
2
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2answers
895 views

Bootstrapping and hypothesis testing

I got a comment on a paper that I recently submitted. He said, "Pag 7: referring to the “Univariate Analysis” section, bootstrap is not mentioned. This technique is extremely useful when dealing ...
2
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2answers
142 views

How different will that be between the R-squared of linear regression y~x and square of cor(x,y)

Generally, both of them can represent the linear relationship between x and y scale to [0,1]. Are they 99% very similar?
2
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1answer
856 views

Are the marginal distributions of a multivariate distribution the corresponding univariate distributions?

Are the marginal distributions of a multivariate distribution necessarily the corresponding univariate distributions? For example: Every marginal distribution of a multivariate normal distribution ...
2
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2answers
2k views

Is multiple logistic regression the right choice or should I use univariate logistic regression?

I have a set of data (~ 90 cases) and an outcome of a diagnostic test. I have collected factors that were determined before the test that could predict the outcome of the test. Now some of the data ...
2
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1answer
8k views

Handling outliers in ANOVA

I have a question relative to the correct method to deal with univariate outliers when one has to conduct an ANOVA. Starting with an example, suppose I have two samples of subjects tested on a number ...
2
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1answer
28 views

Chi squared test assumptions not met

I want to perform a univariate analysis to predict if a higher BMI is associated with an increased incidence of complications after surgery. I divided the BMI of patients in 4 categories (<18.5; 18....
2
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1answer
11k views

Univariate cox regression hazard ratio in SPSS

I'm currently doing some analysis for a retrospective cohort study of biomarkers in cancer patients. I've noticed that some papers have utilized univariate cox regression analysis to generate a hazard ...
2
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1answer
31 views

What is the best way to model such time series?

I have this time series where a peak occurs every around 5 years and the structure changes after each peak. What do you think is the best way to model such time series? Can this be modeled using the ...
2
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0answers
55 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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0answers
38 views

Definition of stable distribution

In some places, I find the following definition of stable distribution: A distribution is said to be stable if a linear combination of two independent random variables with this distribution has ...
2
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0answers
462 views

Univariate and multivariate outlier detection

I have a dataset with several features (about 15), and I am interested in finding outliers. My approach is to perform univariate analysis to highlight outliers in the single features and multivariate ...
2
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0answers
3k views

Imputation in monthly univariate time series

I have a time series of the amount of apples sold in a specific Region. The time series include monthly values of 10 years (2006-2016). However two months are missing (February 2009 and July 2014). ...
2
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1answer
60 views

Seek tool for univariate exploratory analysis

Looking for a tool to assist with univariate exploratory analysis as an early step in a model building process. Capabilities I’m looking for are to recode or transform the raw predictor variable, x, ...
2
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1answer
3k views

Variable selection in time series data

I have an econometric dataset, 50 observations of 350 variables. They include things like GDP, unemployment, interest rates and their transformation such as YoY change, log transform, first ...
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2answers
822 views

Express multivariate normal as a univariate normals

I want to find the univariate normals of a multivariate normal in order to plot them. If we assume that each are independent, then I know that we can use the mean vector and diagonal of the covariance ...
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1answer
722 views

Question about univariate regression

Can we talk about univariate analysis if regression model has two dependent variables? I guess it would be incorrect. However, maybe univariate analysis means that we just analyze Y vs X1 and then Y ...
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2answers
48 views

Estimating parameters for the product of a lognormal random variable and a uniform r.v

Suppose I have a random variable which I suspect is the product of a lognormally distributed random variable $X$ and an independent uniformly distributed variable $U(0, 1)$. (The variables are the ...
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1answer
817 views

Different p-values for coefficients and LRT in univariate cox regression (coxph R)

I have used Cox PH to test the relationship between one predictor and survival for 6 patients. Cox PH was used since the predictor is continuous. Using the "cox.zph" function, there was no significant ...
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2answers
3k views

1d optimal clustering

I have the following problem - i have a range of numbers (ie. [1, 5, 7, 8, 15, 29, 100]). I need to cluster them OPTIMALLY (not local optimum as in lloyd algorithm) and better than NP time, minimizing ...
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1answer
1k views

No significant tests when using Benjamini-Yekutieli multiple testing correction on millions of tests

I am using a univariate filter to reduce the number of features prior to applying a learning algorithm to a huge binary classification dataset (22510066 features x 500 examples). All the features are ...
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1answer
1k views

Can univariate linear regression be used to identify useful variables for a subsequent multiple logistic regression?

Does the $R^2$ (or some other statistic) from a univariate linear regression tell me anything about how it would work in a logistic model? What if I normalized the data to mean zero? I'm doing ...
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1answer
128 views

Comparing treatment means with lots of zeros

I am trying to compare the means of two treatments on a continuous variable with a lot of zeros in it. I've tried a log(n+1) transformation but that did not get me to a normal distribution. Any ...
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1answer
670 views

In a matched case-control study, what do I use for hypothesis testing in the descriptive statistics or the “univariate” associations?

I am doing a case-control study with 80 disease cases matched 1:3 to non-diseased controls and examining whether they had a binary exposure prior to developing the disease. I am using multivariable ...
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1answer
107 views

Probability density function within [0,1] with specifiable mode

I needed a probability density function which worked on the interval $[0,1]$, had kind of a bell shape, and had an adjustable mode / peak $p$. I thought of a pdf $f(x|p)$, given by \begin{equation} f(...
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1answer
7k views

Finding the parameters of bimodal and trimodal univariate distribution with MATLAB [closed]

I am rather new to Matlab and never had a lot to do with statistics, so I apologize already for possibly being ignorant of quite a bit of important knowledge. It also would be nice if you could answer ...
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1answer
33 views

forecasting with optimised theta method (otm) using time series cross validation with R

I want to do an out-of-sample forecast experiment using the optimised theta method (otm) on a time series. Further, time series cross validation with a fixed rolling window size should be applied. ...
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1answer
30 views

Generating samples from a histogram

I don't quite know how to ask this question or what to search for but I'm certain this method has a name.. I have a uni variate binned distribution, something like x = { 0, 10 , 20 , 30,....} with ...
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1answer
77 views

Univariate regression analysis - unexpected sign

I am performing an univariate regression analysis by basically regressing a default rate on macro economic variables such as $DR = \alpha + \beta GDP$ I noticed that sometimes the sign of the betas ...
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1answer
116 views

In univariate logistic regression, does the scale of values affect the predicted “risk” at a particular value of the independent variable?

I have many datasets representing different populations. Each dataset contains values of an independent variable along with (0/1) representing the occurrence of an undesirable event. I analysed each ...
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1answer
523 views

expressing a univariate normal as a multivariate normal

I need to express a univariate normal as a multivariate normal to make certain calculations possible (for example: being able to divide two Gaussian distributions). So, my univariate normal is defined ...
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1answer
2k views

covariate significant

I'm a bit lost at the results part of my thesis. I have conducted an generalized maximum likelihood (GML) univariate test with Y variable: dependent variable one X variable: independent (consists of 2 ...
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1answer
530 views

How to do Univariate Heteroscedasticity Test

I just wanted to know how to do Heteroscedasticity Test on a Univariate Model? ex: an univariate autoregressive model ex: an univariate ARCH/GARCH model If it is possible, how does one do that in <...