# Questions tagged [multivariate-analysis]

Analyses where there is more than one variable analyzed together at once, and these variables are either dependent (response) ones or the only ones in the analysis. This can be contrasted with "multiple" or "multivariable" analysis, which implies more than one predictor (independent) variable.

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### Why does component-wise median not make sense in higher dimensions?

I would like to compute the median of a higher-dimensional point set by computing the component-wise median for each individual dimension. The point that consists of the medians of each individual ...
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### How should I use interaction variables to compare two logistic regressions?

I am working on creating a predictive model using logistic regressions. I am hoping to compare two different populations, using the same set of variables but different data sets with different sample ...
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### How can I find the difference in features between two groups?

Assuming I have 2 data sets with 200 features each, and I can tell there is a difference between the groups in behavior. I want to identify the difference between these two groups (what features are ...
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### Multivariate One-Tailed Tests

I know when performing hypothesis tests like the z-test or the t-test for one variable, the one-tailed test (when fitting, usually in the case of verifying claims of superiority) provide stricter ...
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### How to learn dependency of variables from data?

I have a data set $X$ that consist of $m$ vectors $\vec{x}$ of $n$ real valued components. Each vector component lies within a corresponding predefined interval of valid values, which is the same for ...
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### What is the best way to convert a graded scale (A to G) to a numeric scale to be used in a composite index?

I'm creating a composite index and one of my indicators ranks countries in terms of grades (A, B, C, D, E, F, G). The grades come from a purely qualitative (but thorough) analysis which does not ...
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### How to identify the dissimilar points between multiple time series having almost similar patterns?

I have multiple time series that are quite similar to each other in terms of pattern. I Clustered all them to get similar time series under a cluster. This is what the cluster looks like: Now I'd ...
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### Liklihood ratio test and linear mixed effects regression

I have a data set which includes sex, age, and 5 polygenic scores as independent variables, with 16 dependent variables. I have constructed univariate linear mixed effects regression models and ...
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### oddstream error for get_pc_space() [closed]

I am trying out the 'oddstream' package for anomaly detection in a collection of time series data streams, following the example here - http://github.com/pridiltal/oddstream I am now trying the same ...
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### What is the purpose of using cbind in r for multivariate regression?

I am trying to see if A1_IS (internalised stigma) predicts A1_CSI (couple satisfaction at time1) and A2_CSI(couple satisfaction at time 2). So i think this is multivariate regression right? My R code:...
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### Can a predictor variable from one regression be the outcome variable in a multivariate-like regression?

I was hoping to get advice on what I believe might qualify as a multivariate regression analysis. The first equation is a rather simple linear multiple regression. However, one of the independent ...
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### Multivariate versus multivariable regression [closed]

I am doing research to predict if alcoholism is an independent risk factor for bleeding after surgery. I will perform a univariate analysis with a chi squared test to know if other factors, such as ...
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### Cointegration of order 2

Can we use the Johansen Test of Cointegration when the we have 7 variables that 6 of them are i(2) and one of them is i(0)?
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### Pairwise Kendall's tau & upper tail dependance high dimension copula in R

In R's copula package, one can use the functions tau() and lambda() to get Kendall's tau and the upper and lower tail dependance ...
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### Which Standard Deviation formula & Standard Error formula to use to conclude an A/B test

Story: Our site has a button whose existing color is Green. While we think the color of the button should be Blue. Around 100k people visit our site daily, and the CTR of the green button is 3%. So, ...
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### how to model this multivariate time series?

Say I have a dataset as follows. ...
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### Conditional multivariate distribution

Suppose, Y = X + error where error follows standard normal(multivariate). Can we find the conditional distribution P(Y|X) if we don't know the distribution of X. If yes, how to start the procedure? Is ...
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### Expressibility of VAR(1) models

Am I correct in understanding that vector autoregressive (VAR) models of order one can capture seemingly more general modeling frameworks such as VAR(p) models, for orders $p > 1$, and ARMA models? ...
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### Is there any difference between these two terms, Population and Probability Distribution?

I am learning trying to learn more about statistics and probability theory, but I am having trouble understanding some of the terms that I feel have same or similar semantics just different name. For ...
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### Build and index with weighted scores with Principal Component Analysis?

For my undergrad thesis I wanted to build a multidimensional index of financial inclusion that would include variables of access and use of financial services in the states of Mexico. I have a set of ...
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### Convergence rate of test-statistic to chi-square distribution

I know that the to test whether $\Sigma=\Sigma_0$ against $\Sigma\ne\Sigma_0$ for an $n\times p$ data matrix, the test statistic is $np(a-1-\log g)$ where $a$ and $g$ are the AM and GM of the eigen ...
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### what is the necessary relationship between a confounding variable and related predictor?

My understanding of a confounder variable is that, say response variable is y, predictor is x and confounder variable is z. Running a simple linear regression y~x might show a suprious relationship. ...
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### What is Pillai's trace actually telling me?

I've read the site, the MANOVA section in a stats for n00bs book and Googled but I can't find this answer. I believe I'm conducting a one-way MANOVA. I have one IV which consists of two groups. I ...
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### Best way to find correlation between categorical response variables and continuous explanatory variables

Sorry if this is a really simple question, but I'm very new to multivariable statistics and I'm trying to find a best method to deal with my ecological dataset. I recorded the environmental ...
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### Suitable similarity measure for zero-rich preference data

I am performing some statistical analysis on preference data (-10 for strong dislike, 0 for neutral, 10 for strong like, let's assume all floats in [-10,10] are allowed) for 30 different food items ...
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### Is the coefficient of determination defined for higher dimensional dependent variables?

The coefficient of determination has a clear definition for scalar dependent variables. See for instance the definition here: http://en.wikipedia.org/wiki/Coefficient_of_determination Can this ...
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### How is conditioning on a variable different than specifying nested random effects

How is conditioning on a variable similar to or different from using a mixed effect model? I am a biologist. I'm analyzing my data. I have body sites nested within individuals. We're interested in ...
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### Which multivariate statistical method to use for qualitative AND quantitative data?

I'm just starting to learn about different types of multivariate statistics, but I'm having trouble figuring out which method is appropriate for my data. My data is a mixture of quantitative and ...
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### What statistical test can be used to test if multiple samples of data originate from the same underlying distributions?

I have a data-set with several independent variables, and my depended variable can get only positive values (it looks somewhat like a gamma-distribution). For example - let's say the data is similar ...
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### time series for each customer to predict time to leave?

I am a beginner in the domain of forecasting and I was wondering if such a problem could be solved with time series analysis : given customer historical data of taxi pickups,along with the weather ...
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### Multiple Linear Regression from scratch?

I am using multiple linear regression for my python project to predict prices of used cars. I want to do this from scratch and not rely on any libraries to do this for me. I cannot find any material ...
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### Dealing with non positive definite matrix covariance (possible numeric issue)

I'm generating random number of a multivariate skew normal distribution. Here is my code: ...
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### How can i correct or interpret a negative but an insignificant error correction term?

The variables that are used for cointegration are I(1). I got the error correction term as negative but it not significant. So how should i proceed for the results?
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### Does classic MultiDimensional Scaling reconstructs data upto a rotation when there's no noise and embedding dimensions equals original data dimension?

In the setup of classical MultiDimensional Scaling (MDS), assume that $D:=[d_{ij}]$ be an $n \times n$ distance matrix, i.e. $d(i,i)=0, d(i,j)=d(j,i) > 0 \forall i, j = 1 \dots n.$ Assume that: ...
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### How to organize data and batches for many sets of time series data for a recurrent neural network? [closed]

For example, I have data from 2010-01-01 to 2020-01-01, but many sets of similar data that I want to train from with the same features. I want clarified, if every dataset have the same length (say 10 ...
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### What information is needed to estimate the Joint PDF of two rv?

I've been reading multiple posts on the site about estimating Joint PDF and I understood why you can't estimate it from marginals. I also understand the use of Copulas. But curiously a lot of users ...
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### I need help choosing the appropriate model for structured time series

My hypothesis was that individuals born within 20 different populations could be differentiated based on the concentration of 7 substances that reflect the environment of those populations.The ...
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### Combining estimates from multivariate multiple regression using MICE in R?

A similar question was posted last year, but it didn't get any love, so!: I'm trying to calculate a pooled estimate after fitting a multivariate regression in multiply imputed data (having used MICE ...
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### Best model for investigating which independant variables might affect the dependant variable the most

I have a dataset with almost 70000 rows and 8 colums (variables). The variables are district codes, drg-points (Diagnosis-related group), treatment days, cost for each visit and a few other dummy ...
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### How to measure smoothness of inputs over outputs?

I know similar questions have been asked for time series data. But my question is a little bit different. Consider that we have input dataset $X \in R^{N \times M}$, where $M$ is the dimension of ...
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### Forecasting a multivariate time series with few observations

I am trying to forecast the number of confirmed cases for several days (1, 3, a week) of a virus with the following data: ...
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### Distribution of ratio of $\bar X' \bar X$ and $\operatorname{tr}(S)$

$X_{n\times p}\sim N_p(\mu,\Sigma)$ and $S$ is the sample variance-covariance matrix. I was able to find out that $$(\bar X-\mu)^T (\bar X-\mu)/\operatorname{tr}(S)\sim{1\over n-1}F_{p,np-p}$$ since ...
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### log-linear modelling: transforming y variable

I am conducting a study on graphical log-linear modelling and my aim is to fit a log-linear model to data. I am using R studio to carry out the analysis and I am using the glm function. When first ...