Contents

Preface  xiv 2.1.3 Prediction of Group Membership 20

2.1.3.1 One-Way Discriminant Analysis 20
1 Introduction 1 2.1.3.2 Sequential One-Way Discriminant
Analysis20
1.1 Multivariate Statistics: Why? 1 2.1.3.3 Multiway Frequency Analysis
1.1.1 The Domain of Multivariate Statistics: (Logit)21
Numbers of IVs and DVs 2 2.1.3.4 Logistic Regression 21
1.1.2 Experimental and Nonexperimental 2.1.3.5 Sequential Logistic Regression 21
Research2 2.1.3.6 Factorial Discriminant Analysis 21
1.1.3 Computers and Multivariate Statistics 3 2.1.3.7 Sequential Factorial Discriminant
1.1.4 Garbage In, Roses Out? 4 Analysis22

1.2 Some Useful Definitions 5 2.1.4 Structure 22

2.1.4.1 Principal Components 22
1.2.1 Continuous, Discrete, and Dichotomous
2.1.4.2 Factor Analysis 22
Data5
2.1.4.3 Structural Equation Modeling 22
1.2.2 Samples and Populations 6
2.1.5 Time Course of Events 22
1.2.3 Descriptive and Inferential Statistics 7
2.1.5.1 Survival/Failure Analysis 23
1.2.4 Orthogonality: Standard and Sequential
2.1.5.2 Time-Series Analysis 23
Analyses7
2.2 Some Further Comparisons 23
1.3 Linear Combinations of Variables 9
2.3 A Decision Tree 24
1.4 Number and Nature of Variables to Include 10
2.4 Technique Chapters27
1.5 Statistical Power 10
2.5 Preliminary Check of the Data 28
1.6 Data Appropriate for Multivariate Statistics 11
1.6.1 The Data Matrix
1.6.2 The Correlation Matrix
11
12
3 Review of Univariate and
Bivariate Statistics 29
1.6.3 The Variance–Covariance Matrix 12
1.6.4 The Sum-of-Squares and Cross-Products 3.1 Hypothesis Testing 29
Matrix13 3.1.1 One-Sample z Test as Prototype 30
1.6.5 Residuals 14 3.1.2 Power 32
1.7 Organization of the Book14 3.1.3 Extensions of the Model 32

2 3.1.4 Controversy Surrounding Significance

A Guide to Statistical Techniques: Testing33
Using the Book 15 3.2 Analysis of Variance 33
2.1 Research Questions and Associated Techniques 15 3.2.1 One-Way Between-Subjects ANOVA 34
2.1.1 Degree of Relationship Among Variables 15 3.2.2 Factorial Between-Subjects ANOVA 36
2.1.1.1 Bivariate r16 3.2.3 Within-Subjects ANOVA 38
2.1.1.2 Multiple R16 3.2.4 Mixed Between-Within-Subjects ANOVA 40
2.1.1.3 Sequential R16 3.2.5 Design Complexity 41
2.1.1.4 Canonical R16 3.2.5.1 Nesting 41
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2.1.1.5 Multiway Frequency Analysis 17 3.2.5.2 Latin-Square Designs 42

2.1.1.6 Multilevel Modeling 17 3.2.5.3 Unequal n and Nonorthogonality 42
2.1.2 Significance of Group Differences 17 3.2.5.4 Fixed and Random Effects 43
2.1.2.1 One-Way ANOVA and t Test 17 3.2.6 Specific Comparisons 43
2.1.2.2 One-Way ANCOVA 17 3.2.6.1 Weighting Coefficients for
2.1.2.3 Factorial ANOVA 18 Comparisons43
2.1.2.4 Factorial ANCOVA 18 3.2.6.2 Orthogonality of Weighting
Coefficients44
2.1.2.5 Hotelling’s T 218
3.2.6.3 Obtained F for Comparisons 44
2.1.2.6 One-Way MANOVA 18
3.2.6.4 Critical F for Planned Comparisons 45
2.1.2.7 One-Way MANCOVA 19
3.2.6.5 Critical F for Post Hoc Comparisons 45
2.1.2.8 Factorial MANOVA 19
2.1.2.9 Factorial MANCOVA 19 3.3 Parameter Estimation 46
2.1.2.10 Profile Analysis of Repeated Measures 19 3.4 Effect Size 47

iii

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3.5 Bivariate Statistics: Correlation and Regression 48

3.5.1 Correlation 48
5 Multiple Regression 99
3.5.2 Regression 49 5.1 General Purpose and Description 99
3.6 Chi-Square Analysis 50 5.2 Kinds of Research Questions 101
5.2.1 Degree of Relationship 101
4 Cleaning Up Your Act: Screening 5.2.2 Importance of IVs 102
Data Prior to Analysis 52 5.2.3 Adding IVs 102
4.1 Important Issues in Data Screening 53 5.2.4 Changing IVs 102
4.1.1 Accuracy of Data File 53 5.2.5 Contingencies Among IVs 102
4.1.2 Honest Correlations 53 5.2.6 Comparing Sets of IVs 102
4.1.2.1 Inflated Correlation 53 5.2.7 Predicting DV Scores
4.1.2.2 Deflated Correlation 53 for Members of a New Sample 103
4.1.3 Missing Data 54 5.2.8 Parameter Estimates 103
4.1.3.1 Deleting Cases or Variables 57 5.3 Limitations to Regression Analyses 103
4.1.3.2 Estimating Missing Data 57 5.3.1 Theoretical Issues 103
4.1.3.3 Using a Missing Data Correlation 5.3.2 Practical Issues 104
Matrix61 5.3.2.1 Ratio of Cases to IVs 105
4.1.3.4 Treating Missing Data as Data 61 5.3.2.2 Absence of Outliers Among
4.1.3.5 Repeating Analyses with and without the IVs and on the DV 105
Missing Data 61 5.3.2.3 Absence of Multicollinearity and
4.1.3.6 Choosing Among Methods for Singularity106
Dealing with Missing Data 62 5.3.2.4 Normality, Linearity, and
4.1.4 Outliers 62 Homoscedasticity of Residuals 106
4.1.4.1 Detecting Univariate and 5.3.2.5 Independence of Errors 108
Multivariate Outliers 63 5.3.2.6 Absence of Outliers in the Solution 109
4.1.4.2 Describing Outliers 66 5.4 Fundamental Equations for Multiple
4.1.4.3 Reducing the Influence Regression109
of Outliers 66
5.4.1 General Linear Equations 110
4.1.4.4 Outliers in a Solution 67
5.4.2 Matrix Equations 111
4.1.5 Normality, Linearity, and
Homoscedasticity67 5.4.3 Computer Analyses of Small-Sample
4.1.5.1 Normality 68
Example113
4.1.5.2 Linearity 72 5.5 Major Types of Multiple Regression 115
4.1.5.3 Homoscedasticity, Homogeneity 5.5.1 Standard Multiple Regression 115
of Variance, and Homogeneity of 5.5.2 Sequential Multiple Regression 116
Variance–Covariance Matrices 73
5.5.3 Statistical (Stepwise) Regression 117
4.1.6 Common Data Transformations 75
5.5.4 Choosing Among Regression
4.1.7 Multicollinearity and Singularity 76 Strategies121
4.1.8 A Checklist and Some Practical 5.6 Some Important Issues 121
Recommendations79
5.6.1 Importance of IVs 121
4.2 Complete Examples of Data Screening 79 5.6.1.1 Standard Multiple Regression 122
4.2.1 Screening Ungrouped Data 80 5.6.1.2 Sequential or Statistical Regression 123
4.2.1.1 Accuracy of Input, Missing Data, 5.6.1.3 Commonality Analysis 123
Distributions, and Univariate Outliers 81
5.6.1.4 Relative Importance Analysis 125
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4.2.1.2 Linearity and Homoscedasticity 84

5.6.2 Statistical Inference 128
4.2.1.3 Transformation 84
5.6.2.1 Test for Multiple R128
4.2.1.4 Detecting Multivariate Outliers 84
5.6.2.2 Test of Regression Components 129
4.2.1.5 Variables Causing Cases to Be Outliers 86
5.6.2.3 Test of Added Subset of IVs 130
4.2.1.6 Multicollinearity 88
5.6.2.4 Confidence Limits 130
4.2.2 Screening Grouped Data 88
5.6.2.5 Comparing Two Sets of Predictors 131
4.2.2.1 Accuracy of Input, Missing Data,
Distributions, Homogeneity of Variance,
5.6.3 Adjustment of R2132
and Univariate Outliers 89 5.6.4 Suppressor Variables 133
4.2.2.2 Linearity 93 5.6.5 Regression Approach to ANOVA 134
4.2.2.3 Multivariate Outliers 93 5.6.6 Centering When Interactions
4.2.2.4 Variables Causing Cases to Be Outliers 94 and Powers of IVs Are Included 135
4.2.2.5 Multicollinearity 97 5.6.7 Mediation in Causal Sequence 137

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5.7 Complete Examples of Regression Analysis 138 6.5.4.3 Specific Comparisons and

5.7.1 Evaluation of Assumptions 139 Trend Analysis 185
5.7.1.1 Ratio of Cases to IVs 139 6.5.4.4 Effect Size 187
5.7.1.2 Normality, Linearity, 6.5.5 Alternatives to ANCOVA 187
Homoscedasticity, and 6.6 Complete Example of Analysis of Covariance 189
Independence of Residuals 139
6.6.1 Evaluation of Assumptions 189
5.7.1.3 Outliers 142
6.6.1.1 Unequal n and Missing Data 189
5.7.1.4 Multicollinearity and Singularity 144
6.6.1.2 Normality 189
5.7.2 Standard Multiple Regression 144 6.6.1.3 Linearity 191
5.7.3 Sequential Regression 150 6.6.1.4 Outliers 191
5.7.4 Example of Standard Multiple 6.6.1.5 Multicollinearity and Singularity 192
Regression with Missing Values 6.6.1.6 Homogeneity of Variance 192
Multiply Imputed 154 6.6.1.7 Homogeneity of Regression 193
5.8 Comparison of Programs 162 6.6.1.8 Reliability of Covariates 193
5.8.1 IBM SPSS Package 163 6.6.2 Analysis of Covariance 193
5.8.2 SAS System 165 6.6.2.1 Main Analysis 193
5.8.3 SYSTAT System 166 6.6.2.2 Evaluation of Covariates 196
6.6.2.3 Homogeneity of Regression Run 196
6 Analysis of Covariance 167 6.7 Comparison of Programs 200
6.1 General Purpose and Description 167 6.7.1 IBM SPSS Package 200
6.7.2 SAS System 200
6.2 Kinds of Research Questions 170
6.7.3 SYSTAT System 200
6.2.1 Main Effects of IVs 170
6.2.2 Interactions Among IVs
6.2.3 Specific Comparisons and Trend
170
7 Multivariate Analysis of
Analysis170 Variance and Covariance 203
6.2.4 Effects of Covariates 170 7.1 General Purpose and Description 203
6.2.5 Effect Size 171 7.2 Kinds of Research Questions 206
6.2.6 Parameter Estimates 171 7.2.1 Main Effects of IVs 206
6.3 Limitations to Analysis of Covariance 171 7.2.2 Interactions Among IVs 207
6.3.1 Theoretical Issues 171 7.2.3 Importance of DVs 207
6.3.2 Practical Issues 172 7.2.4 Parameter Estimates 207
6.3.2.1 Unequal Sample Sizes, Missing 7.2.5 Specific Comparisons
Data, and Ratio of Cases to IVs 172 and Trend Analysis 207
6.3.2.2 Absence of Outliers 172
7.2.6 Effect Size 208
6.3.2.3 Absence of Multicollinearity
7.2.7 Effects of Covariates 208
and Singularity 172
6.3.2.4 Normality of Sampling Distributions 173 7.2.8 Repeated-Measures Analysis
of Variance 208
6.3.2.5 Homogeneity of Variance 173
6.3.2.6 Linearity 173 7.3 Limitations to Multivariate Analysis
6.3.2.7 Homogeneity of Regression 173 of Variance and Covariance 208
6.3.2.8 Reliability of Covariates 174 7.3.1 Theoretical Issues 208
6.4 Fundamental Equations for Analysis 7.3.2 Practical Issues 209
of Covariance174 7.3.2.1 Unequal Sample Sizes,
Missing Data, and Power 209
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6.4.1 Sums of Squares and Cross-Products 175

7.3.2.2 Multivariate Normality 210
6.4.2 Significance Test and Effect Size 177
7.3.2.3 Absence of Outliers 210
6.4.3 Computer Analyses of Small-Sample 7.3.2.4 Homogeneity of Variance–
Example178 Covariance Matrices 210
6.5 Some Important Issues 179 7.3.2.5 Linearity 211
6.5.1 Choosing Covariates 179 7.3.2.6 Homogeneity of Regression 211
6.5.2 Evaluation of Covariates 180 7.3.2.7 Reliability of Covariates 211
6.5.3 Test for Homogeneity of Regression 180 7.3.2.8 Absence of Multicollinearity
and Singularity 211
6.5.4 Design Complexity 181
6.5.4.1 Within-Subjects and Mixed 7.4 Fundamental Equations for Multivariate
Within-Between Designs 181 Analysis of Variance and Covariance 212
6.5.4.2 Unequal Sample Sizes 182 7.4.1 Multivariate Analysis of Variance 212

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7.4.2 Computer Analyses 8.3.2.2 Multivariate Normality 260

of Small-Sample Example 218 8.3.2.3 Absence of Outliers 260
7.4.3 Multivariate Analysis 8.3.2.4 Homogeneity of
of Covariance 221 Variance–Covariance Matrices 260
7.5 Some Important Issues 223 8.3.2.5 Linearity 260
8.3.2.6 Absence of Multicollinearity
7.5.1 MANOVA Versus ANOVAs 223
and Singularity 260
7.5.2 Criteria for Statistical Inference 223
8.4 Fundamental Equations for Profile Analysis 260
7.5.3 Assessing DVs 224
8.4.1 Differences in Levels 262
7.5.3.1 Univariate F224
8.4.2 Parallelism 262
7.5.3.2 Roy–Bargmann Stepdown Analysis 226
7.5.3.3 Using Discriminant Analysis 226 8.4.3 Flatness 265
7.5.3.4 Choosing Among Strategies 8.4.4 Computer Analyses of Small-Sample
for Assessing DVs 227 Example266
7.5.4 Specific Comparisons and Trend 8.5 Some Important Issues 269
Analysis227 8.5.1 Univariate Versus Multivariate
7.5.5 Design Complexity 228 Approach to Repeated Measures 269
7.5.5.1 Within-Subjects and Between- 8.5.2 Contrasts in Profile Analysis 270
Within Designs 228 8.5.2.1 Parallelism and Flatness
7.5.5.2 Unequal Sample Sizes 228 Significant, Levels Not Significant
7.6 Complete Examples of Multivariate (Simple-Effects Analysis) 272
Analysis of Variance and Covariance 230 8.5.2.2 Parallelism and Levels Significant,
Flatness Not Significant
7.6.1 Evaluation of Assumptions 230 (Simple-Effects Analysis) 274
7.6.1.1 Unequal Sample Sizes 8.5.2.3 Parallelism, Levels, and Flatness
and Missing Data 230 Significant (Interaction Contrasts) 275
7.6.1.2 Multivariate Normality 231 8.5.2.4 Only Parallelism Significant 276
7.6.1.3 Linearity 231
8.5.3 Doubly Multivariate Designs 277
7.6.1.4 Outliers 232
8.5.4 Classifying Profiles 279
7.6.1.5 Homogeneity of Variance–
Covariance Matrices 233 8.5.5 Imputation of Missing Values 279
7.6.1.6 Homogeneity of Regression 233 8.6 Complete Examples of Profile Analysis 280
7.6.1.7 Reliability of Covariates 235 8.6.1 Profile Analysis of Subscales
7.6.1.8 Multicollinearity and Singularity 235 of the WISC 280
7.6.2 Multivariate Analysis of Variance 235 8.6.1.1 Evaluation of Assumptions 280
7.6.3 Multivariate Analysis of Covariance 244 8.6.1.2 Profile Analysis 282
7.6.3.1 Assessing Covariates 244 8.6.2 Doubly Multivariate Analysis
7.6.3.2 Assessing DVs 245 of Reaction Time 288
8.6.2.1 Evaluation of Assumptions 288
7.7 Comparison of Programs 252
8.6.2.2 Doubly Multivariate Analysis
7.7.1 IBM SPSS Package 252 of Slope and Intercept 290
7.7.2 SAS System 255 8.7 Comparison of Programs 297
7.7.3 SYSTAT System 255 8.7.1 IBM SPSS Package 297
8.7.2 SAS System 298
8 Profile Analysis: The Multivariate 8.7.3 SYSTAT System 298
Approach to Repeated Measures 256
9 Discriminant Analysis 299
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8.1 General Purpose and Description 256

8.2 Kinds of Research Questions 257 9.1 General Purpose and Description 299
8.2.1 Parallelism of Profiles 258 9.2 Kinds of Research Questions 302
8.2.2 Overall Difference Among Groups 258 9.2.1 Significance of Prediction 302
8.2.3 Flatness of Profiles 258 9.2.2 Number of Significant
8.2.4 Contrasts Following Profile Analysis 258 Discriminant Functions 302
8.2.5 Parameter Estimates 258 9.2.3 Dimensions of Discrimination 302
8.2.6 Effect Size 259 9.2.4 Classification Functions 303
8.3 Limitations to Profile Analysis 259 9.2.5 Adequacy of Classification 303
8.3.1 Theoretical Issues 259 9.2.6 Effect Size 303
8.3.2 Practical Issues 259 9.2.7 Importance of Predictor Variables 303
8.3.2.1 Sample Size, Missing Data, 9.2.8 Significance of Prediction with Covariates 304
and Power 259 9.2.9 Estimation of Group Means 304

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9.3 Limitations to Discriminant Analysis

9.3.1 Theoretical Issues
304
304
10 Logistic Regression 346
9.3.2 Practical Issues 304 10.1 General Purpose and Description 346
9.3.2.1 Unequal Sample Sizes, Missing 10.2 Kinds of Research Questions 348
Data, and Power 304 10.2.1 Prediction of Group Membership
9.3.2.2 Multivariate Normality 305 or Outcome 348
9.3.2.3 Absence of Outliers 305 10.2.2 Importance of Predictors 348
9.3.2.4 Homogeneity of
10.2.3 Interactions Among Predictors 349
Variance–Covariance Matrices 305
9.3.2.5 Linearity 306
10.2.4 Parameter Estimates 349
9.3.2.6 Absence of Multicollinearity 10.2.5 Classification of Cases 349
and Singularity 306 10.2.6 Significance of Prediction with
9.4 Fundamental Equations for Covariates349
Discriminant Analysis 306 10.2.7 Effect Size 349
9.4.1 Derivation and Test of 10.3 Limitations to Logistic Regression Analysis 350
Discriminant Functions 307 10.3.1 Theoretical Issues 350
9.4.2 Classification 309 10.3.2 Practical Issues 350
9.4.3 Computer Analyses of 10.3.2.1 Ratio of Cases to Variables 350
Small-Sample Example 311 10.3.2.2 Adequacy of Expected
9.5 Types of Discriminant Analyses 315 Frequencies and Power 351
10.3.2.3 Linearity in the Logit 351
9.5.1 Direct Discriminant Analysis 315
10.3.2.4 Absence of Multicollinearity 351
9.5.2 Sequential Discriminant Analysis 315
10.3.2.5 Absence of Outliers in the Solution 351
9.5.3 Stepwise (Statistical) Discriminant
10.3.2.6 Independence of Errors 352
Analysis316
10.4 Fundamental Equations for
9.6 Some Important Issues 316
Logistic Regression 352
9.6.1 Statistical Inference 316
10.4.1 Testing and Interpreting Coefficients 353
9.6.1.1 Criteria for Overall Statistical
Significance317 10.4.2 Goodness of Fit 354
9.6.1.2 Stepping Methods 317 10.4.3 Comparing Models 355
9.6.2 Number of Discriminant Functions 317 10.4.4 Interpretation and Analysis of
9.6.3 Interpreting Discriminant Functions 318 Residuals355
9.6.3.1 Discriminant Function Plots 318 10.4.5 Computer Analyses of
9.6.3.2 Structure Matrix of Loadings 318 Small-Sample Example 356
9.6.4 Evaluating Predictor Variables 320 10.5 Types of Logistic Regression 360
9.6.5 Effect Size 321 10.5.1 Direct Logistic Regression 360
9.6.6 Design Complexity: Factorial Designs 321 10.5.2 Sequential Logistic Regression 360
9.6.7 Use of Classification Procedures 322 10.5.3 Statistical (Stepwise) Logistic
9.6.7.1 Cross-Validation and New Cases 322 Regression362
9.6.7.2 Jackknifed Classification 323 10.5.4 Probit and Other Analyses 362
9.6.7.3 Evaluating Improvement in 10.6 Some Important Issues 363
Classification323 10.6.1 Statistical Inference 363
9.7 Complete Example of Discriminant Analysis 324 10.6.1.1 Assessing Goodness of Fit
9.7.1 Evaluation of Assumptions 325 of Models 363
9.7.1.1 Unequal Sample Sizes 10.6.1.2 Tests of Individual Predictors 365
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and Missing Data 325 10.6.2 Effect Sizes 365

9.7.1.2 Multivariate Normality 325 10.6.2.1 Effect Size for a Model 365
9.7.1.3 Linearity 325 10.6.2.2 Effect Sizes for Predictors 366
9.7.1.4 Outliers 325 10.6.3 Interpretation of Coefficients
9.7.1.5 Homogeneity of Variance– Using Odds 367
Covariance Matrices 326 10.6.4 Coding Outcome and Predictor
9.7.1.6 Multicollinearity and Singularity 327 Categories368
9.7.2 Direct Discriminant Analysis 327 10.6.5 Number and Type of Outcome
9.8 Comparison of Programs 340 Categories369
9.8.1 IBM SPSS Package 344 10.6.6 Classification of Cases 372
9.8.2 SAS System 344 10.6.7 Hierarchical and Nonhierarchical
9.8.3 SYSTAT System 345 Analysis372

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10.6.8 Importance of Predictors 373 11.4.2 Standard Error of Cumulative

10.6.9 Logistic Regression for Matched Proportion Surviving 408
Groups374 11.4.3 Hazard and Density Functions 408
10.7 Complete Examples of Logistic Regression 374 11.4.4 Plot of Life Tables 409
10.7.1 Evaluation of Limitations 374 11.4.5 Test for Group Differences 410
10.7.1.1 Ratio of Cases to Variables 11.4.6 Computer Analyses of Small-Sample
and Missing Data 374 Example411
10.7.1.2 Multicollinearity 376 11.5 Types of Survival Analyses 415
10.7.1.3 Outliers in the Solution 376 11.5.1 Actuarial and Product-Limit Life
10.7.2 Direct Logistic Regression with Tables and Survivor Functions 415
Two-Category Outcome and 11.5.2 Prediction of Group Survival Times
Continuous Predictors 377 from Covariates 417
10.7.2.1 Limitation: Linearity in the Logit 377 11.5.2.1 Direct, Sequential,
10.7.2.2 Direct Logistic Regression with and Statistical Analysis 417
Two-Category Outcome 377 11.5.2.2 Cox Proportional-Hazards Model 417
10.7.3 Sequential Logistic Regression 11.5.2.3 Accelerated Failure-Time Models 419
with Three Categories of Outcome 384 11.5.2.4 Choosing a Method 423
10.7.3.1 Limitations of Multinomial
Logistic Regression 384 11.6 Some Important Issues 423
10.7.3.2 Sequential Multinomial 11.6.1 Proportionality of Hazards 423
Logistic Regression 387 11.6.2 Censored Data 424
10.8 Comparison of Programs 396 11.6.2.1 Right-Censored Data 425
10.8.1 IBM SPSS Package 396 11.6.2.2 Other Forms of Censoring 425

10.8.2 SAS System 399 11.6.3 Effect Size and Power 425
10.8.3 SYSTAT System 400 11.6.4 Statistical Criteria 426
11.6.4.1 Test Statistics for Group

11 Survival/Failure Analysis 401

Differences in Survival Functions
11.6.4.2 Test Statistics for Prediction
426

from Covariates 427

11.1 General Purpose and Description 401
11.6.5 Predicting Survival Rate 427
11.2 Kinds of Research Questions 403
11.6.5.1 Regression Coefficients
11.2.1 Proportions Surviving at (Parameter Estimates) 427
Various Times 403
11.6.5.2 Hazard Ratios 427
11.2.2 Group Differences in Survival 403 11.6.5.3 Expected Survival Rates 428
11.2.3 Survival Time with Covariates 403
11.7 Complete Example of Survival Analysis 429
11.2.3.1 Treatment Effects 403
11.7.1 Evaluation of Assumptions 430
11.2.3.2 Importance of Covariates 403
11.7.1.1 Accuracy of Input, Adequacy
11.2.3.3 Parameter Estimates 404 of Sample Size, Missing Data,
11.2.3.4 Contingencies Among and Distributions 430
Covariates404
11.7.1.2 Outliers 430
11.2.3.5 Effect Size and Power 404 11.7.1.3 Differences Between
11.3 Limitations to Survival Analysis 404 Withdrawn and Remaining
11.3.1 Theoretical Issues 404 Cases433
11.7.1.4 Change in Survival
11.3.2 Practical Issues 404
Experience over Time 433
11.3.2.1 Sample Size and
11.7.1.5 Proportionality of Hazards 433
Missing Data 404
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11.7.1.6 Multicollinearity 434

11.3.2.2 Normality of Sampling
Distributions, Linearity, and 11.7.2 Cox Regression Survival Analysis 436
Homoscedasticity405 11.7.2.1 Effect of Drug Treatment 436
11.3.2.3 Absence of Outliers 405 11.7.2.2 Evaluation of Other
11.3.2.4 Differences Between Covariates436
Withdrawn and Remaining 11.8 Comparison of Programs 440
Cases405
11.8.1 SAS System 444
11.3.2.5 Change in Survival
Conditions over Time 405 11.8.2 IBM SPSS Package 445
11.3.2.6 Proportionality of Hazards 405 11.8.3 SYSTAT System 445
11.3.2.7 Absence of Multicollinearity
11.4 Fundamental Equations for
405
12 Canonical Correlation 446
Survival Analysis 405 12.1 General Purpose and Description 446
11.4.1 Life Tables 406 12.2 Kinds of Research Questions 448

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12.2.1 Number of Canonical Variate Pairs 448 13.3.2.5 Absence of Multicollinearity

12.2.2 Interpretation of Canonical Variates 448 and Singularity 482
13.3.2.6 Factorability of R 482
12.2.3 Importance of Canonical Variates
and Predictors 448 13.3.2.7 Absence of Outliers Among
Variables483
12.2.4 Canonical Variate Scores 449
13.4 Fundamental Equations for Factor
12.3 Limitations 449
Analysis483
12.3.1 Theoretical Limitations 449
13.4.1 Extraction 485
12.3.2 Practical Issues 450
13.4.2 Orthogonal Rotation 487
12.3.2.1 Ratio of Cases to IVs 450
13.4.3 Communalities, Variance, and
12.3.2.2 Normality, Linearity, and
Covariance488
Homoscedasticity450
12.3.2.3 Missing Data 451 13.4.4 Factor Scores 489
12.3.2.4 Absence of Outliers 451 13.4.5 Oblique Rotation 491
12.3.2.5 Absence of Multicollinearity 13.4.6 Computer Analyses of
and Singularity 451 Small-Sample Example 493
12.4 Fundamental Equations for 13.5 Major Types of Factor Analyses 496
Canonical Correlation451 13.5.1 Factor Extraction Techniques 496
12.4.1 Eigenvalues and Eigenvectors 452 13.5.1.1 PCA Versus FA 496
12.4.2 Matrix Equations 454 13.5.1.2 Principal Components 498
12.4.3 Proportions of Variance Extracted 457 13.5.1.3 Principal Factors 498
12.4.4 Computer Analyses of 13.5.1.4 Image Factor Extraction 498
Small-Sample Example 458 13.5.1.5 Maximum Likelihood
Factor Extraction 499
12.5 Some Important Issues 462
13.5.1.6 Unweighted Least
12.5.1 Importance of Canonical Variates 462 Squares Factoring 499
12.5.2 Interpretation of Canonical Variates 463 13.5.1.7 Generalized (Weighted)
12.6 Complete Example of Canonical Correlation 463 Least Squares Factoring 499
12.6.1 Evaluation of Assumptions 463 13.5.1.8 Alpha Factoring 499
12.6.1.1 Missing Data 463 13.5.2 Rotation 500
12.6.1.2 Normality, Linearity, and 13.5.2.1 Orthogonal Rotation 500
Homoscedasticity463 13.5.2.2 Oblique Rotation 501
12.6.1.3 Outliers 466 13.5.2.3 Geometric Interpretation 502
12.6.1.4 Multicollinearity 13.5.3 Some Practical Recommendations 503
and Singularity 467
13.6 Some Important Issues 504
12.6.2 Canonical Correlation 467 13.6.1 Estimates of Communalities 504
12.7 Comparison of Programs 473 13.6.2 Adequacy of Extraction and
12.7.1 SAS System 473 Number of Factors 504
12.7.2 IBM SPSS Package 474 13.6.3 Adequacy of Rotation and
12.7.3 SYSTAT System 475 Simple Structure 507
13.6.4 Importance and Internal
13 Principal Components Consistency of Factors 508
13.6.5 Interpretation of Factors 509
and Factor Analysis 476
13.6.6 Factor Scores 510
13.1 General Purpose and Description 476 13.6.7 Comparisons Among Solutions
Copyright © 2018. Pearson Education. All rights reserved.

13.2 Kinds of Research Questions 479 and Groups 511

13.2.1 Number of Factors 479 13.7 Complete Example of FA 511
13.2.2 Nature of Factors 479 13.7.1 Evaluation of Limitations 511
13.2.3 Importance of Solutions and Factors 480 13.7.1.1 Sample Size and
Missing Data 512
13.2.4 Testing Theory in FA 480
13.7.1.2 Normality 512
13.2.5 Estimating Scores on Factors 480
13.7.1.3 Linearity 512
13.3 Limitations 480 13.7.1.4 Outliers 513
13.3.1 Theoretical Issues 480 13.7.1.5 Multicollinearity
13.3.2 Practical Issues 481 and Singularity 514
13.3.2.1 Sample Size and Missing Data 481 13.7.1.6 Factorability of R514
13.3.2.2 Normality 482 13.7.1.7 Outliers Among Variables 515
13.3.2.3 Linearity 482 13.7.2 Principal Factors Extraction with
13.3.2.4 Absence of Outliers Among Cases 482 Varimax Rotation 515

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13.8 Comparison of Programs 525 14.5.3.3 Indices of Proportion

13.8.1 IBM SPSS Package 527 of Variance Accounted 562
14.5.3.4 Degree of Parsimony
13.8.2 SAS System 527
Fit Indices 563
13.8.3 SYSTAT System 527 14.5.3.5 Residual-Based Fit Indices 563

14 Structural Equation Modeling

14.5.3.6 Choosing Among Fit Indices
14.5.4 Model Modification
564
564
by Jodie B. Ullman 528 14.5.4.1 Chi-Square Difference Test 564
14.1 General Purpose and Description 528 14.5.4.2 Lagrange Multiplier (LM) Test 565
14.5.4.3 Wald Test 569
14.2 Kinds of Research Questions 531
14.5.4.4 Some Caveats and Hints on
14.2.1 Adequacy of the Model 531 Model Modification 570
14.2.2 Testing Theory 532 14.5.5 Reliability and Proportion of Variance 570
14.2.3 Amount of Variance in the Variables 14.5.6 Discrete and Ordinal Data 571
Accounted for by the Factors 532
14.5.7 Multiple Group Models 572
14.2.4 Reliability of the Indicators 532
14.5.8 Mean and Covariance Structure
14.2.5 Parameter Estimates 532 Models573
14.2.6 Intervening Variables 532
14.6 Complete Examples of Structural Equation
14.2.7 Group Differences 532 Modeling Analysis 574
14.2.8 Longitudinal Differences 533 14.6.1 Confirmatory Factor Analysis
14.2.9 Multilevel Modeling 533 of the WISC 574
14.2.10 Latent Class Analysis 533 14.6.1.1 Model Specification for CFA 574
14.3 Limitations to Structural Equation 14.6.1.2 Evaluation of Assumptions
Modeling533 for CFA 574
14.3.1 Theoretical Issues 533 14.6.1.3 CFA Model Estimation and
Preliminary Evaluation 576
14.3.2 Practical Issues 534
14.6.1.4 Model Modification 583
14.3.2.1 Sample Size and
Missing Data 534 14.6.2 SEM of Health Data 589
14.3.2.2 Multivariate Normality 14.6.2.1 SEM Model Specification 589
and Outliers 534 14.6.2.2 Evaluation of Assumptions
14.3.2.3 Linearity 535 for SEM 591
14.3.2.4 Absence of Multicollinearity 14.6.2.3 SEM Model Estimation and
and Singularity 535 Preliminary Evaluation 593
14.3.2.5 Residuals 535 14.6.2.4 Model Modification 596

14.4 Fundamental Equations for Structural 14.7 Comparison of Programs 607

Equations Modeling 535 14.7.1 EQS 607
14.4.1 Covariance Algebra 535 14.7.2 LISREL 607
14.4.2 Model Hypotheses 537 14.7.3 AMOS 612
14.4.3 Model Specification 538 14.7.4 SAS System 612
14.4.4 Model Estimation 540
14.4.5 Model Evaluation 543 15 Multilevel Linear Modeling 613
14.4.6 Computer Analysis of
15.1 General Purpose and Description 613
Small-Sample Example 545
15.2 Kinds of Research Questions 616
14.5 Some Important Issues 555
15.2.1 Group Differences in Means 616
Copyright © 2018. Pearson Education. All rights reserved.

14.5.1 Model Identification 555

15.2.2 Group Differences in Slopes 616
14.5.2 Estimation Techniques 557
14.5.2.1 Estimation Methods 15.2.3 Cross-Level Interactions 616
and Sample Size 559 15.2.4 Meta-Analysis 616
14.5.2.2 Estimation Methods 15.2.5 Relative Strength of Predictors
and Nonnormality 559 at Various Levels 617
14.5.2.3 Estimation Methods 15.2.6 Individual and Group Structure 617
and Dependence 559
15.2.7 Effect Size 617
14.5.2.4 Some Recommendations
for Choice of Estimation 15.2.8 Path Analysis at Individual
Method560 and Group Levels 617
14.5.3 Assessing the Fit of the Model 560 15.2.9 Analysis of Longitudinal Data 617
14.5.3.1 Comparative Fit Indices 560 15.2.10 Multilevel Logistic Regression 618
14.5.3.2 Absolute Fit Index 562 15.2.11 Multiple Response Analysis 618

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15.3 Limitations to Multilevel Linear Modeling 618 15.7.1.1 Sample Sizes, Missing

15.3.1 Theoretical Issues 618 Data, and Distributions 656
15.7.1.2 Outliers 659
15.3.2 Practical Issues 618
15.7.1.3 Multicollinearity
15.3.2.1 Sample Size, Unequal-n,
and Singularity 659
and Missing Data 619
15.7.1.4 Independence of Errors:
15.3.2.2 Independence of Errors 619
Intraclass Correlations 659
15.3.2.3 Absence of Multicollinearity
and Singularity 620 15.7.2 Multilevel Modeling 661
15.4 Fundamental Equations 620 15.8 Comparison of Programs 668
15.4.1 Intercepts-Only Model 623 15.8.1 SAS System 668
15.4.1.1 The Intercepts-Only Model: 15.8.2 IBM SPSS Package 670
Level-1 Equation 623 15.8.3 HLM Program 671
15.4.1.2 The Intercepts-Only Model: 15.8.4 MLwiN Program 671
Level-2 Equation 623
15.8.5 SYSTAT System 671
15.4.1.3 Computer Analyses
of Intercepts-Only Model 624
15.4.2 Model with a First-Level Predictor 627 16 Multiway Frequency Analysis 672
15.4.2.1 Level-1 Equation for a 16.1 General Purpose and Description 672
Model with a Level-1
Predictor627 16.2 Kinds of Research Questions 673
15.4.2.2 Level-2 Equations for a 16.2.1 Associations Among Variables 673
Model with a Level-1 16.2.2 Effect on a Dependent Variable 674
Predictor628
16.2.3 Parameter Estimates 674
15.4.2.3 Computer Analysis of a
16.2.4 Importance of Effects 674
Model with a Level-1
Predictor630 16.2.5 Effect Size 674
15.4.3 Model with Predictors at First 16.2.6 Specific Comparisons and
and Second Levels 633 Trend Analysis 674
15.4.3.1 Level-1 Equation for 16.3 Limitations to Multiway Frequency Analysis 675
Model with Predictors at 16.3.1 Theoretical Issues 675
Both Levels 633
16.3.2 Practical Issues 675
15.4.3.2 Level-2 Equations for
Model with Predictors 16.3.2.1 Independence 675
at Both Levels 633 16.3.2.2 Ratio of Cases to Variables 675
15.4.3.3 Computer Analyses of 16.3.2.3 Adequacy of Expected
Model with Predictors at Frequencies675
First and Second Levels 634 16.3.2.4 Absence of Outliers in the
15.5 Types of MLM 638 Solution676

15.5.1 Repeated Measures 638 16.4 Fundamental Equations for Multiway

15.5.2 Higher-Order MLM 642 Frequency Analysis 676
15.5.3 Latent Variables 642 16.4.1 Screening for Effects 678
16.4.1.1 Total Effect 678
15.5.4 Nonnormal Outcome Variables 643
16.4.1.2 First-Order Effects 679
15.5.5 Multiple Response Models 644
16.4.1.3 Second-Order Effects 679
15.6 Some Important Issues 644 16.4.1.4 Third-Order Effect 683
15.6.1 Intraclass Correlation 644 16.4.2 Modeling 683
15.6.2 Centering Predictors and Changes 16.4.3 Evaluation and Interpretation 685
Copyright © 2018. Pearson Education. All rights reserved.

in Their Interpretations 646

16.4.3.1 Residuals 685
15.6.3 Interactions 648 16.4.3.2 Parameter Estimates 686
15.6.4 Random and Fixed Intercepts 16.4.4 Computer Analyses of Small-Sample
and Slopes 648 Example690
15.6.5 Statistical Inference 651
16.5 Some Important Issues 695
15.6.5.1 Assessing Models 651
16.5.1 Hierarchical and Nonhierarchical
15.6.5.2 Tests of Individual Effects 652
Models695
15.6.6 Effect Size 653
16.5.2 Statistical Criteria 696
15.6.7 Estimation Techniques and 16.5.2.1 Tests of Models 696
Convergence Problems 653
16.5.2.2 Tests of Individual Effects 696
15.6.8 Exploratory Model Building 654
16.5.3 Strategies for Choosing a Model 696
15.7 Complete Example of MLM 655 16.5.3.1 IBM SPSS HILOGLINEAR
15.7.1 Evaluation of Assumptions 656 (Hierarchical)697

Tabachnick, B., & Fidell, L. (2018). Using multivariate statistics. Pearson Education.
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16.5.3.2 IBM SPSS GENLOG 17.5.2.1 Abrupt, Permanent Effects 741

(General Log-Linear) 697 17.5.2.2 Abrupt, Temporary Effects 742
16.5.3.3 SAS CATMOD and IBM 17.5.2.3 Gradual, Permanent Effects 745
SPSS LOGLINEAR (General 17.5.2.4 Models with Multiple Interventions 746
Log-Linear)697
17.5.3 Adding Continuous Variables 747
16.6 Complete Example of Multiway
17.6 Some Important Issues 748
Frequency Analysis 698
17.6.1 Patterns of ACFs and PACFs 748
16.6.1 Evaluation of Assumptions:
Adequacy of Expected Frequencies 698 17.6.2 Effect Size 751
16.6.2 Hierarchical Log-Linear Analysis 700 17.6.3 Forecasting 752
16.6.2.1 Preliminary Model Screening 700 17.6.4 Statistical Methods for Comparing
16.6.2.2 Stepwise Model Selection 702 Two Models 752
16.6.2.3 Adequacy of Fit 702 17.7 Complete Examples of Time-Series
16.6.2.4 Interpretation of the Analysis753
Selected Model 705 17.7.1 Time-Series Analysis of
16.7 Comparison of Programs 710 Introduction of Seat Belt Law 753
16.7.1 IBM SPSS Package 710 17.7.1.1 Evaluation of Assumptions 754
16.7.2 SAS System 712 17.7.1.2 Baseline Model
Identification and
16.7.3 SYSTAT System 713 Estimation755

17 Time-Series Analysis 714

17.7.1.3 Baseline Model Diagnosis
17.7.1.4 Intervention Analysis
758
758
17.1 General Purpose and Description 714 17.7.2. Time-Series Analysis of
17.2 Kinds of Research Questions 716 Introduction of a Dashboard to
an Educational Computer Game 762
17.2.1 Pattern of Autocorrelation 717
17.7.2.1 Evaluation of Assumptions 763
17.2.2 Seasonal Cycles and Trends 717
17.7.2.2 Baseline Model Identification
17.2.3 Forecasting 717 and Diagnosis 765
17.2.4 Effect of an Intervention 718 17.7.2.3 Intervention Analysis 766
17.2.5 Comparing Time Series 718 17.8 Comparison of Programs 771
17.2.6 Time Series with Covariates 718 17.8.1 IBM SPSS Package 771
17.2.7 Effect Size and Power 718 17.8.2 SAS System 774
17.3 Assumptions of Time-Series Analysis 718 17.8.3 SYSTAT System 774
17.3.1 Theoretical Issues 718
17.3.2 Practical Issues 718 18 An Overview of the General
17.3.2.1 Normality of Distributions Linear Model 775
of Residuals 719
17.3.2.2 Homogeneity of Variance 18.1 Linearity and the General Linear Model 775
and Zero Mean of Residuals 719 18.2 Bivariate to Multivariate Statistics
17.3.2.3 Independence of Residuals 719 and Overview of Techniques 775
17.3.2.4 Absence of Outliers 719 18.2.1 Bivariate Form 775
17.3.2.5 Sample Size and Missing Data 719 18.2.2 Simple Multivariate Form 777
17.4 Fundamental Equations for 18.2.3 Full Multivariate Form 778
Time-Series ARIMA Models 720 18.3 Alternative Research Strategies 782
17.4.1 Identification of ARIMA
Appendix A
Copyright © 2018. Pearson Education. All rights reserved.

(p, d, q) Models 720

17.4.1.1 Trend Components, d: Making
the Process Stationary 721 A Skimpy Introduction to
17.4.1.2 Auto-Regressive Components 722 Matrix Algebra 783
17.4.1.3 Moving Average Components 724
17.4.1.4 Mixed Models 724 A.1 The Trace of a Matrix 784
17.4.1.5 ACFs and PACFs 724 A.2 Addition or Subtraction of a
17.4.2 Estimating Model Parameters 729 Constant to a Matrix 784
17.4.3 Diagnosing a Model 729 A.3 Multiplication or Division of a
17.4.4 Computer Analysis of Small-Sample Matrix by a Constant 784
Time-Series Example 734 A.4 Addition and Subtraction
17.5 Types of Time-Series Analyses 737 of Two Matrices 785
17.5.1 Models with Seasonal Components 737 A.5 Multiplication, Transposes, and Square
17.5.2 Models with Interventions 738 Roots of Matrice 785

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A.6 Matrix “Division” (Inverses and B.7 Impact of Seat Belt Law 795
Determinants)786 B.8 The Selene Online Educational Game 796
A.7 Eigenvalues and Eigenvectors:
Procedures for Consolidating Variance Appendix C
from a Matrix 788
Statistical Tables 797
C.1 Normal Curve Areas 798
Appendix B C.2 Critical Values of the t Distribution
Research Designs for Complete for a = .05 and .01, Two-Tailed Test 799
C.3 Critical Values of the F Distribution 800
Examples791 C.4 Critical Values of Chi Square (x2)804
B.1 Women’s Health and Drug Study 791 C.5 Critical Values for Squares Multiple
B.2 Sexual Attraction Study 793 Correlation (R2) in Forward Stepwise
B.3 Learning Disabilities Data Bank 794 Selection: a = .05805
B.4 Reaction Time to Identify Figures 794 C.6 Critical Values for FMAX (S2MAX/S2MIN)
B.5 Field Studies of Noise-Induced Sleep Distribution for a = .05 and .01 807
Disturbance795
B.6 Clinical Trial for Primary Biliary References 808
Cirrhosis795 Index 815
Copyright © 2018. Pearson Education. All rights reserved.

Tabachnick, B., & Fidell, L. (2018). Using multivariate statistics. Pearson Education.
Created from ed on 2024-07-16 09:46:27.