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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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 regression on each predictor with the outcome as the…
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Can a (possibly infinite) mixture of Gaussians be Gaussian?

Suppose we define a (possibly infinite) mixture of zero-mean Gaussians: $$p(x) = \int_{\mathbb{R}^+} N(x; 0, \sigma^2)\ \pi(\sigma)\,\text d\sigma,$$ where $\pi$ defines the mixture components. Obviously, if $\pi$ is a point mass on some standard…
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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)? $$ p(x) \propto |x|^a \exp\left(-\frac{1}{2} (x-b)^2 \right), x \in R, \qquad a>0, b \in R$$ My goal is to…
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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 regression and multivariate regression, with…
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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 by Lawrence M. Leemis are well-known, see e.g.…
Hibernating
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Is there a standard name for this continuous distribution?

I'm encountering the following PDF of continuous scalar real $X$ with semi-infinite support $]0,+\infty[$: $$ f_X(x) = C ~ x^{-\alpha} ~_1F_1\left ( a,b;-\frac{d}{x^\beta} \right ),~~~~~~\beta>0;~\alpha>1;~a,b>2;~d>0 $$ where…
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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 and a term linear in time. I would like to…
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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 (Y=a+bX) Multivariate tests/methods: MANOVA,…
Paul
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How to set (p,d,q) and (P,D,Q) for SARIMA time series model

I have a time series dataset of monthly average temperature in Cayman from year 1823 to 2013, with dickey-fuller test = 0.008275 (I assume the series to be stationary since the test doesn't exceed 0.05). Link to dataset:…
Jess
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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 typical function we learn in math class such as…
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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?
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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" will do :-)
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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 univariate analysis, and remove multivariate…
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Given $n$ different univariate non-normal sample sets calculate for a new sample, $x$, which it most likely belongs to

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 these sample sets it would most likely belong? I…
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Why signs of coefficients change when doing multivariate vs. univariate logit regression?

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 regression, the sign of the coefficient of the same…
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