Questions tagged [multivariate-analysis]
Analyses/models where there is more than one response (dependent) variable. Commonly confused with "multiple" or "multivariable" analysis, which has more than one predictor (independent) variable.
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Ascertaining sub-probabilities using re-sampling of the data. Multivariate convergence?
I am trying to compute a payout for an online game that has the following information:
40% chance of a loss with value -2
10% chance of a loss with value -1
remaining 50% chance with four potential ...
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How does one develop an intuitive understanding of statistical methods and the ability to "know" which test to use, why, and how to interpret results [closed]
This is not a mathematical or coding question. Apologies if this is not the forum for this and please let me know if I need to ask this somewhere else.
I have a masters degree in data science and I ...
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What criterion to use to compare multiple correlations of binary variables?
I have $N$ definitions of certain properties of countries (for example, if the country is "democratic", "totalitarian" etc.), and want to test how consistently different people ...
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How to disentangle effects of components in system?
I have a system where one property (delay) depends on its components, a valve $V$ and the piping $P$ in a hydraulic system:
$d = f(V, P)$
I have reference measurements with one type of valve and ...
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Checking if the relationship between a composite score and its components across variates covariates
I have created a continuous composite score, C, which consists of scores A + B. I have a predictor variable, D. This would produce 3 different regression formulas, where predictor D has a coefficient ...
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Multivariate LME
I am counting how often some patterns occur in many observations of timeseries data. I want to compare three conditions in two time intervals (so I average pattern counts over those intervals). There ...
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Multivariable analysis for an ordinal dependent variable
I am investigating the factors associated with self-perception of oral health. My dependent variable is self-perception of oral health, which is an ordinal variable measured on a 5-point Likert scale. ...
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comparing non-nested models with different specifications based on AIc/BIC criteria
I am trying to determine if I can use the AIC/BIC criteria for model selection in the case of a multivariate probit model. I have two models with different specifications:
e.g. Model-1: mvprobit ( Y1 =...
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How to perform a joint significance test for multiple coefficients across several regression models?
I have 10 regression models, each regressing a different dependent variable $ y_i $ (for $ i = 1, 2, \ldots, 10 $) on the same independent variable $ x $. Each model produces a coefficient for $ x $, ...
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Multiple Dependent Variables, One Independent - with dummy variables
I am trying to run regression models and don't know what type of regression to be running.
I have one independent variable (binary variable) and 8 dependent variables (3 discrete, 3 categorical, 2 ...
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Loss of df when taking inverse of Wishart distribution
Let $\mathbf M$ be a Wishart matrix from $n$ observations of $p$-variate Normals having dispersion $\mathbf \Sigma$. Then,
$$
\frac{\mathbf a^{\mathsf T} \mathbf M \mathbf a}{\mathbf a^{\mathsf T} \...
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Higher order moments to evaluate strength of linear relationship between variables
Let $X_1,\dots,X_n$ be real random variables such that $\alpha_1X_1+\dots+\alpha_nX_n=0$ for some unknown $\alpha_1,\dots,\alpha_n$. If $n=2$, one can study the strength of linear relationship by ...
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Why does the forecast for some series degrade when using a VARMA model comparing to independent ARMA models?
I am working with multiple time series that I suspect are correlated, and I have assumed that using a VARMA model would at least not degrade the forecasts of each series, if not improve them. However, ...
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How to Statistically Test if a Community of Species at a Particular Site is Becoming More Like Another Type of Site
I have the following data frame (I'm using R here).
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Variable importance in cluster analysis
I'm new to the cluster analysis, read lots of things but I'm not able to understand how to variables are ordered into cluster. I mean, I find that my data are clustered into 3 different cluster, but ...
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