Can regression be used with 3 observations and more than 3 independent...
I want to regress v1 on o1:o7. I would like to do the same for each of v2:v5 with o1:o7. Is this possible?
View ArticleVarious 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...
View ArticleErrors-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). As an...
View ArticleMARS Model Validation
Can anyone please explain how to validate MARS Model in R. I am running MARS Model with categorical DV and IDV’s. And also please explain how to validate the outcome results. Thanks
View ArticleLog-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 $hat{Y}...
View ArticleResiduals 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...
View ArticleAssumptions behind errors covariance matrix in factor models [closed]
I am facing problems in checking the assumptions behind factor models. Specifically, I estimated the Fama-French model for 43 European stocks in Matlab. Now, in order to “respect” the assumptions...
View ArticleMulti-period multi-variate lagged regression in R
I’m relatively new to R and statistics and am trying to figure out how to do a multi-period, multi-variate lagged regression. The dependent variable depends purely on the past n values of each of the...
View ArticleWhat should be the ratio between number of cases and attributes in...
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 5...
View ArticleMulti-response Multivariate Coefficient of Determinations
For the linear model, $$ bf{Y} = mu_{Y} + bf{B}^t left(bf{X}-bf{mu_X}right) + boldsymbol{epsilon} $$ Where, $bf{Y}$ is a $n times q$ matrix of $q$ responses, and $bf{X}$ is a $n times p$ matrix of $p$...
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