Statistical Analysis Stack Exchange
Statistical Analysis Stack Exchange

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.

2514 questions
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How do test whether two multivariate distributions are sampled from the same underlying population?

Say you are given two multivariate data sets, say an old one and a new one, and that they are supposed to have been generated by the same process(that you have no model for) but perhaps, somewhere along the line of collecting/creating the data,…
adiamond
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How to find the level curves of a multivariate normal?

I'm trying to get some intuition for multivariate analysis. Thought it would be good to visualise, say, the .95 probability contour for a multivariate normal. I'm looking for suggestions on an efficient way to do this in R. My attempt was to…
conjectures
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Discrimination between multivariate populations when variables are non-normal?

I'm analyzing chemical profiles of amphetamine samples, and each sample has 26 numerical variables describing the relative quantity of some chemical constituent. Only a few of the 26 variables have pretty Gaussian distributions, the rest are…
user1134516
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How to understand complex social relations in huge populational data?

I have 20 years of data from observing dolphins. When a group is seen, it gets an unique number identifying it, and all identified (marked) dolphins were also registered. So I had a table like Group Dolphin 1 1 1 10 1 14 2 10 2 …
Rodrigo
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comparing multivariate variables under different conditions

Let's consider $N$ different musical instruments. For each instruments, $k$ notes have been recorded at different frequencies. $M$ audio descriptors have been extracted from every instrument and every frequency. Therefore, for each frequency we have…
firion
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Does $Y=\alpha X + \beta$ hold for multivariate gaussian density?

In the one-dimensional case, if $X$ is $\mathcal{N}(\mu,\sigma^2)$, then $Y =\alpha X + \beta $ is $\mathcal{N}(\alpha \mu + \beta,\alpha^2\sigma^2)$ . We can prove this using the cumulative distribution function of of $Y$ $F_Y(a) = P\{Y \leq a\} =…
Learner
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Mahalanobis Distance - Unable to take square root of negative inner product

I have been doing some simple Mahalanobis distance problems by hand and checking my answers in the back of the book. Things were going well, so I decided to try and write a simple program to calculate it for a real data set using my statistics…
Arash Howaida
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What are some examples of "real world" problems that can be modeled using vector autoregressive models?

I would like to stay away from finance and economic examples since they are too abstract for me to understand. Are there any "real world" examples for example healthcare, exam marks, environmental science and so on? From a managerial perspective I…
deltanovember
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Fit a curve (spline?) through a solid in 3D and map a value onto it

I have a series of xyz data in a unit cube. It forms a sort of tapered & curved cylinder. It will begin and end at 0,0,0 and 1,1,1. I want some sort of best fit curve down the 'axis' of this shape. And I need to take a new xyz point and…
Bryan Hanson
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Modelling dependency between random variables

Assume we have 2 random variables $(X,Y)$ with same distribution $G(.)$. Suppose we are interested in a joint probability of these r.v.'s without any information about dependence or correlation between these random variables. Would it help to…
Akshay Sabib
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Threshold for Mahalanobis distance

I have training samples that I project onto the eigenspace via pca. What is a reasonable threshold for the mahalanobis distance (to the mean) to reject invalid input data ? The paper here states that a distance of 3 standard deviations would be…
RuiQi
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Online tool for testing voting systems?

Let's say that I have twenty candidates in a political race and that I want to run tests on the success of each candidate based on a variety of voting systems. Is there a software that allowed me to do this, i.e. enter the candidates, pick voting…
fantomore
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PERMANOVA on categorical data set

I am trying to perform a multivariate analysis using R and as I have a ecololgical dataset of categorical data only, is it possible to use PERMANOVA on this type of dataset? Thanks
lroca
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How to show that answers to a set of 16 questions are different based on gender.

I have set of 16 questions that have been answered on a numerical scale, from 1 to 7. They are answered by 200 couples, and I want to show there is a difference in the answers on gender. On a casual glance at the data, I see there is little…
user35534
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Citation for the weakness of sequential univariate regression?

I'm rebutting a paper in which the author has done linear regression in two steps: Regression against a single predictor Regression of the residuals from the first model against a second predictor The problem with this approach is that if the two…
Kevin C
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