GuideSelectingStatisticalTechniques OCR PDF
GuideSelectingStatisticalTechniques OCR PDF
GuideSelectingStatisticalTechniques OCR PDF
A Guide for
Selecting Statistical
Techniques for Analyzing
Social Science Data
Second Edition
Frank M. Andrews
LauraKlem
Terrence N. Davidson
Patrick M. O'Malley
Willard L. Rodgers
Survey Research Center
Institute for Social Research
The University of Michigan
1981
2
5 7 8
Copyrto/ll 18111 ~ T1Io UnI_yof IoIk:1!toon. All RIghi. _
- -
4 • ••
CONTENTS
Preface to the Second Edition vi
Glossary 63
References 67
PREFACE TO THE SECOND EDITION
This Guide Is Intended to help social sclenllsts select and functionally distinguish - those statistics and statls·
from the vast array at statistical techniques a particular tical techniques that are In common use In the social
stallsllc or technique that can be appropriately applied In a SCiences, that receive significant allentlon In social science
given analysis. The Guide Is addressed to pracllclng social statistics texts, or that seem to have high potential useful·
sclenllsts, data analysts, and graduate students who ness. About 150 statistics or stallstlcal techniques are In·
already have some knowledge of social science stallsllcs cluded In this Guide.
and who want a systematic but highly condensed overview The core of the Guide Is the 28 pages of sequential
of many of the statlsllcal techniques In current use and of questlons-and·answers that lead the user to an appropriate
the purposes for which each Is Intended. technique. This Is the "deCision tree." Preceding the "tree"
The popularity of the first edition of the Guide leads us to section Is a short set of Instructions about how to use the
hope that this substantially expanded and updated second tree and some comments suggesting alternative strategies
edition will also prove useful. The original version of this and certain cautions that should be kepi In mind. Three ap·
Guide became available In 1971, was revised and formally pendlces and a glossary follow the Iree. Appendix A cites
published by the Inslllute for Social Research In 1974, and specific pages In a major reference where each slatlstlc
has subsequently been through four Engllsh·language print· presented In the Guide Is discussed and Its means of com-
Ings. In addition, ISR has granted permission for editions In putation Is given. Appendix B Identifies the programs In five
French (Laval UniverSity, Quebec) and Hebrew (University of major software syslems and several special-purpose pro·
Haifa). This second edition contains nearly all of lhe material grams that compute given slatlstlcs. Appendix C covers
thaI appeared In the first edilion plus significant some additional statistical techniques Ihat were Judged to
expansions: the number of statistical techniques Included be too new or too rarely used to merit inclUSion In the
In the decision tree has been Increased by almost 50 decision· tree portion of the Guide but that seemed poten·
percent, with major additions being made to the coverage of lIally useful for social science data analysis. The Guide con·
muilivariate analysis; a glossary that defines technical cludes with a bibliography presenting Ihe full reference for
terms has been added; and Appendix B, which Indicates each cited book and arllcle.
where each statistic can be found In the output from com- For assistance In the preparation of Ihls Guide we are
puter software, now Includes detailed Information on grateful to Chrlsllne Zupanovlch and her colleagues In the
sources In the OSIRIS, MIDAS, SPSS, SAS, and BMOP soft· ISR Word ProceSSing Group, to Linda Stafford and her col·
ware systems. There has been a general updating through· leagues In the ISR Publishing Division, and to Eugene Lep·
out the Guide to Incorporate many of the stallsllcal and an- panen and his colleagues In the University of Michigan
alytical developments of the past decade. Technical lIIuslration Unit. Preparation of Ihe Guide has
No guide could Include all the stallstlcs ever proposed as been partially supported by the Computer Support Group of
useful for social science data analysis and this Guide ISR's Survey Research Cenler.
makes no claim to do so. Rather, It attempts to Include-
vi
INSTRUCTIONS AND COMMENTS ON THE USE OF THIS GUIDE
This Guide Is Intended to help a data an.lyst .elect sequence through the decision tree or to consult another
statistics or statl.tlcal techniques appropriate for the pur- source of Information.
poses and conditions of a particular analysis. In many analysis situations It Is possible to make a11erna·
To use this Guide, .t.rt with the question on page 3, tlve decisions about the nature of the variables, relation-
choose one of the answers pres.nted ther., and then con- ships, andlor goals, and these may result In the selection of
tinue along the "branches" of the decision tree as In- alternative final boxes. It Is always possible to use tech-
structed. Eventually you will arrive at a box that names a sta- niques that require less stringent assumptions than the
tistical technique andlor a statistical measure and/or a ones originally considered. For example. measures or tests
statistical test appropriate to your situation -If one was may be used that are appropriate for a weak.r scale of
known to the authors. Many of the technical terms used In measurement, or techniques appropriate for non-additive
the Guide are defined In the Glossary that begins on page situations may be used even though the variables actually
63. form an additive system. Note also that non-additive
The typical box contains one statistical measure (In the systems can sometimes be handled using an additive t.ch-
portion outlined by solid line.) and on. statl.tlcal te.t (In the nlque If an appropriate combination of variable. (e.g.,
dotted portion). In a few cases, several dlffer.nt m.asures, pattern variable, product variable) has been formed. Recall
or s.veral different tests, .re presanted In the same box. also thaI two-polnl nominal variables and ranks meel the
Thes•• re •••• ntl.lly .qulvalent from a functional point of deflnilion of Inlervally scaled variable •.
view, and comments to help you choose among them may
appear In an accompanying footnote. Sometime. a mea.ure
appear. without an accompanying test If none seemed par- Cautionary Comment.
ticularly appropriate, and sometimes a test Is listed without
any measure. 1. Welghled dala, missing data, small sample sizes, com-
Some branches of the tree terminate In boxes that are plex sample deSigns, and capitalization on ch.nce In fitting
empty. These Indicate situations for which the authors knew a slatistlcal model are sources of potential problems In data
of no approprlat. technique-Indeed, further statistical de- analYSis. The Guide does not deal with these complications.
velopment may be needed. If an analysis Is to be performed If one of these slluallons exists, Ihe Guide should be used
In such a case, It will be necessary to find an alternative with caution . (See note 91n Appendix C for a brief discussion
of sampling errors from complex samples.) example, It Is often possible to transform scores so that the
2. The statistical measures In the terminal boxes are de· transformed scores correspond to a normal distribution,
scrlptlve of the particular sample being examined. For some constitute an Interval scale. or relate linearly to another
statistical measures, the value obtained will also be a good variable.) Occasionally, It may be wise to eliminate cases
estimate of the value In the population as a whole, whereas with extreme values. For guidance on selecting appropriate
other statistics may underestimate (or overestimate) the transformations, see Kruskal (1978).
population value. In general, the amount of biBS Is relatively 5. Common assumptions for Inferences based on tech-
small and sometimes adjustments can be made for It. These niques using one or more Intervalty scaled variables (par-
adjustments are discussed In some statistics texts (but not ticularly when the Intervally scaled variable Is a dependent
In this Guide). If a statistic Is a biased estimator of the popu· variable) Include the following: first, that the observations
latlon value, It Is marked In this Guide with an asterisk. are Independent, I.e., the selection of one case for Inclusion
3. In principle, a confidence Interval may be placed In the sample does not affect the chances of any other case
around any statistic. It Is also possible to test the slgnlfl· being Included, and the value of a variable for one case In no
cance of the difference between values of a statistic cal· way affects the value of the variable for any other case;
culated for two non-overlapplng groups. These procedures second, that the observations are drawn from a population
are not Indicated In the Guide but are discussed In standard normally distributed on the Intervally scaled varlable(s); and
textbooks. third, If more than one variable Is Involved, that the Intervally
4. The Guide does not explicitly consider possible trans· scaled varlable(s) have equal variances within categories
formations of the data such as bracketing, using logarithms, of the other varlable(s), I.e., there Is homogeneity of
ranking, etc. Transformations may be used to simplify variance. Bivariate or multivariate normality Is also some·
analysis or to bring data Into line wllh assumptions. (For times assumed.
2
I
•
STARTING POINT
( 'I
On. Variable Two Vartabl.. More Than Two
Vlrllbll.
How do you want to tre,t the "arJabl.s with respect to sca/. of measurement?
,
_____________________ __________________
Bolh Both
-
Bolh
~
A~
ONE VARIABLE
How do you want to 'r6al the variable with respect to scale of measurement?
r~----------------------~A~-------------------------
Nominal Ordinal Interval
\
I
, What do you want to know about the distri-
bution of the v8r/able? butlon of the '1Brlable?
I
What do you want to know about the dlstrl·
__------~A~________~ ~ ______~A~______~
( Conlral Dllparalon Frequencle. \ ( Cenlrol DI.panlon Froquonclo. \
Tendency Tendency
Inler-quartlle Relative
Relative Relative frequencies, e.g.,
frequency of frequencies, e.g., deviation
percentages
modal value percentages
or class Absolute
Absolute frequencies
frequencle.
N-Ules
4
•
I
Whet Is the form
testa fOf skewness
and kurtosis
or 'he
Wlnsorlzed mean
dlstrlbullon?
r -_ _ _ _.....
A ___--,
Sk._ ~
Trimmed mean
( Symm.trlc
Hampel esUmate
of location
SIwe10ht maan
-±-
~ M~lan
Mean
- Slased astlmator
TWO INTERVAL VARIABLES
v..
rr--------~--------------~A------------~~----------~
No '\ -
I
Do you want to 'reat the relationsh ip 8$ linear?
I
Do you want 1o test whether the mBans on
the two vsr/ables are equal?
r_ _-::_ _ _ _-'A'-_ _ _ _ _ _ , ~
V.. No (r---~-----------------~~----~--------------
V.. No \
I I
Do you want to trBat the relationship as IInBar?
r -___________ A____________
0
Regression
coelflclent
Coefficients from
curvilinear l paired
t test for r VH ~ ,
(b or beta. tI)' regression I
I
l (F_
F testt
equals til_ ..JI
(b or betl, /'f) I.'
I F teat I
IL observatlons'·-·
______ .JI
What do you w.L to m.a.u,.?
r---~~~~_A~--~~-
'- _ _ ____
: (F equals I' tor
I'- ________
each coefticlent) J I ( Agreement COYl,lollon"\
I
Should there b. a panalty II th.
go 10
variables do not have the same
pagll 7
distributions?
• Biased astlmator.
6
7
(conflnued from page 6)
4 Two Interval variables • No dlstlnctlon Is made between a
r~--~~----------------~~----~P--------------------~~--------~
Non. Ono Both "\
Biased "tlmator.
Both the talracharlc r and the biserial r depend on • atrlcl .lIump- • Pearson', r In thl, case I. mathematically equivalent to a point
tlon of the normality of the contlnuoua variable, that have been biserial r; the teata are almoat equIvalent.
dichotomized. Furthermore, the sampling error for both coeffiCient,
Is large when dichotomies are extreme. Nunnally (1978, pages I Pearson's r In this case Is mathematically equivalent to phi (see
135-137) advises against the use of Iheae coefficients. page 9); the tests are almost equivalent.
: . . £12
TWO ORDINAL VARIABLES
r~-------.~------------------~A~--~------------------------~
V.. No '\
I ~====
What do you
_______
w~nt 10 measure?
A~~~ _______
Somera' d
( Agreement Court.llon '\
dJ
I For N greater than la, refer the erillee' ratio I
: of S to 8 table of the unit normal curve; for I
1 N less than or equal to 10. refer d to 8 table I
L of____________________
critical values 01 S. JI Do you want to treat the fanks 01
the ordered c8legor/es 88 Interval scales?
rr---~----------~A~----------~--~
V.. No 'I
I I
Spearman's rho (rJ"
Kendall', lau ., tau b, or tau c
(1'., feu "el '
: When N Is 10 or larger, refer the crillca' valUe of
Goodman and Kruskal's gamma
I r. to a table of the t distribution; for N les8 than
I 10,_
.... _ reler
_ _r._to
_alable
_ _ _ of
__ critical
___ values
___ 01_r l ·_ __ JI hl*
Kim's d l
For N graatar than 10 reler the critical ratio :
of S to a table 01 the unit normal curve; lor
I N 'aas than or equal to 10, refer these statistics :
IL to a table 01 critical values of S.
___________________ ~ I
Biased estimator. statistics, tau a will be the smallest, and tau b, tau c, and Kim's d
will be Intermediate. This ordering Is because gamma Ignores all
t The data may be transformed to ranks and '. or Krlppendor"'s f ties (when present In the data-as Is usually the case), whereas the
used. See page e. other four statistics penalize for Ues In the sensa of reducing the
absolute value 01 tha statistic obtalnad. Unlike tau b and Kim's d,
I These stallstics differ with respect to how they treat pairs 0' cases tau c can attain ::k 1 even If the two variables do not have the same
that fall In the same category on one Of both of the varlabla • . number of categories. If there are no Ues on either variable the five
Excapt In axtrama casas (I.a., whara any 01 tha statl.tlcs equals 0 maasuras are Identical. Sea Goodman and Kruskal (1954), Kendall
or 1) tha absolute value 01 gamma will be the highest of the five (1970), Kendall and Stuart (1981), Stuart (1953), and Kim (1971).
8
9
r~--------v=----------------~A_----------~~------------~
V.. No \
What do you want to measure? Is a distinction made between a dependent and an Independent var/able?
r~----------~A~--~--~---
Symmetry Court.tlon " r~------------~--~A~----------------~
V.. No ....,
rr----~~==~------~~~---A~----------~~~--------~
Agreement Symmetry Cowerletlon "\
I
Do you want 8 statistic based on
the number of cases /n each cale-
gory or on the number of cases In
: McNemar'S lest I the modal categories?
Should there be B penalty If the symmetry·· ....I
L of______
variables do not have the S8me dis- ~ ________ ~A~~~~~~~
tributions? r
St.tI.tlc B••~ on Number St.tI.tlc B.ud on Number \
r-~----_A~------~ of C •••• In e.ch e.tegory at C.... In Mod.' e.tegorl••
r V.. No '\
I
Do you want a statlsllc whose up-
per limit varies with the number of
Symmetric lambda
().,u)
Scott's coeffi- Cohen's agree- categories and whose upper limit
cient of agree· ment coellicients, I
ment, pl(...) kappas IJr'S) may be less than one? I Refer critical ratio
I of symmetric lambda I
I I Pearson I
I Pearaon I
L~~sqU~~j(t)' J I ohl·square (x1)1
L.. _ _ _ _ _ _ ..J
~
I Pearaon chl·squares can be corrected for continuity but this Is .. McNemar's tast of symmetry Is appropriate for parallel measures
conlroyer.lal. See Bradley at al. (19~. from matched case. as well as for tepealed maasures on a sIngle
set of cases. See "matched samples" In Glossary.
10
"
l ~,
• .ZS
11
r~------~Y·=·~---------------~~--------------~N~O------'
Jaapen's coefficient of
I
Do you want to treat the ordinal vaflable as If It wefe II monotonic
multlse,lal correlaUon · ,f transformation of 8n underlying Interval var/able?
Do Flaher'a r to Z trana. I
I 'ormation and ,ef.r critical I r~--~~------A~----~~
Y.. No
__~~
I raUo of Z to a table of I
L t~~nlt ~m!I.:~_ J
Mayer and
Roblnaon's M...
r 00 Flaher's r to Z trana. I
: fOrmation and reflN' critical ~
I ,atlo 01 Z to a tabfe of I
C~ ~~~~~curYe, __ J
Biased altlmator,
~
I I
Omega' (.!)'"
I F test M I Intraclass correlallor}
L ____ _ J coefficient (tl)- ,I
• Biased estimator.
want to make Inlerencea about the total set 01 potential categories.
I The assumptions In nota 5 on page 2 may apply. (See Hays, 1973, page 525; Hays denotes the totraclass correlation
88 p. rather than ' 1') In most slluatlons II Is more appropriate to use
t If the nominal variable Is a two-point scale, the I teat Is an alter· the fixed effects model, I.• .• omega'. K.II.y's epsilon' Is used lor
nallve (because In such case F equals It). . xactly the same purpose as Hays' omega' but differs very slightly
In computation. Hays' omega' wa. apparently developed
IOmega' applies to the fi xed effects model, and the tnUaelass Independently 01 Kelley's earlier statistic. Kellay's epsilon' Is
correlation coefficient applies to the random effects model. Thus precisely equivalent to ela', after eta' Is adjusted for degrees of
omega' should be used If you want to make In'arence. only about fr..dom. Se. QI ••• and Haketlan (1989), Kelley (1935), and Hays
the specific calaga,'.' of the nominal variable which appear In the (1973; page 485).
data, whereas the !nlraclass earretal lon eoetflelentshould be used
If you view the particular categories that appear In the data as a • Any two-point variable meets the criteria for an IntetvaUy scaled
random sample from a larger set of potenllal categories and you variable.
12
- - -,--'-
13
(con tin"; from page 12) • There are two variables, one Interval and the other
nominal • The Interval variable Is dependent • Stallstlcal
stgnlflcance of dllferences between groups Is to be tasted
Are you willing to assume that the Intervally scaled verlable Is normally dis-
tributed In the population?
~ ____ ~__________ ________________
~A ~~
r Vo. No \
(__--------------~A~------~----~
__ ~ __________ ~A~ __ ~ ________ ~
I
Do you want to assume
homo,cedastlclty aCI088 Analysis 01
Is the nominal var/eble a two-point scale?
Analys's 01
levels 01 the Independent variance variance __-------JA~----~--~
variable? ( V.. No "\
I I
r V..
_ _- - - - - -_ _A~_ _~~--~
No"\
I
Bartlatt', 'Ulf ....JI
IL _______ I levene's
L ______ W t JI
Analys's of Analysis of
variance variance
I tt i I Welch statlstlet I
IL.. _F_test
_ _ _ ..JI I I
I I
I Brown-Forsythe I
I statlsllet :
I I
L lestt..
I t ______ .JI
Y..
/ No
/
I
Are Ihe cases (e.g., people) In one
I
Are the CBses (e.g., people) In one
category of the nominal variable
category of the nominal ver/able matched to the caSBS In each of
matched 10 the CBBes In the olher Ihe olher categories of that VBr/·
category of that var/able?·· able? ••
~ __~~____~A________~__~
r YII No , r.------:-:-----A'----::--~,
v.. No'
r~~~--~A----~--~
Y.. No ,
I for two Independent 1
IL aampl""
_________ .JI
1 teat lor matched :
I•_________
samplea tt J
II teat for Independent 1
L samples
________ tt
J
I I
I
I
I Walsh test I : Randomization test tor:
•l- _ _____ .JI Imatched palr. tt I
'-----------'
I If the nominal varla~e Is a tw~nl acale, the t le,t Is an ., See "matched sample," In Gloseary.
alternative (becaua. In such ca .. F equall t').
If In practice, randomization t •• t. ar. usually only applied when the
• It the nominal varlabl. la • two-point sca'., • special form of the number of ca.es Is very amall. With larger N's the Inlerval variable
t test may be u ••d. (See Hays, 1973, IIp. 4()ot and 410.) Is generally tr••ted .s an ordinal variable.
14
15
TWO VARIABLES: ONE ORDINAL, ONE NOMINAL
Is 8 distinction made between a dependent and an Independent var/able?
r~--~--------~A~--------~--~,
Y.. No '
I I
Is the nominal variable two-pofnt?
Is the ordlnalv8r'able dependent?
___,'
r VII
Is the nominal
r v..
.~/ab/a two-point?
..
No 'I
0 No' r~--~~--~A~----~
V.. No
I
A,e the cases (e.g., people) In one category
o( the nomina' variable matched to the cases I
In tha other category of that .arlab/e?""
r '"
V••
*
I
II
No
I
Somer,' d
" ArB the casas (e.g., people) In one category 01 the
nominal variable matched to the cases In each of
I For .Ionlllc.nce of Somers' d with N o,••ter I the other calegorles o( tha, var/able?""
: Sign test :
I then 10. r.ler the critical ratio of S to • table I __________ __
I Wilcoxon r
~~A~ ~~ ~
. 1,;; 'f"
~ .. . ,'
MORE THAN TWO VARIABLES
( V•• No
I
Do you want to trea, the relationships in-
I
Do you want to treat the relationships among
volving the covar'ale(s) as additive?' the var/ables 8S additive?'
r~~--------~A~----~~~
V.. No ~ r~--v~.~.--------~A~---------'N~O--~
I
Do you want to 'reat the dependent
I
variable and the covaria/e(s) as
Interval and the Independent var/·
able(s) 8S nominal?
( v..
~ __ ~ ______ ____
~A ____
~
No '\
I
I _ _ _
L Fiest'
__ __ _ _ JI
16
17
(continued trom ".gff 18J
r~~~-----------------------JA~----------~~
Y.. No ,
I
How do you want to treat the varl-
I
Do you want to test whether the
abies with respect 10 scale of means (or proportions) on all var/·
measurement? abIes are equal?
rr~~~--A---~----~I~'
All Nomln.1 Alllnto,...1
(~~V~O~.-------------A---------~N-o----~'
I SM note 3 In Appendix C.
• Biased estimator.
, There are varloua chl·square teat statistics Including Pearson,
t The assumptions In note 5 on page 2 may apply. maximum IIkeUhood, and Neyman.
parallel me.sures from matched
_'JN~o~n~'~d~d~,,~,y~,,~y~c~'ini~ij~i~wi"hln
_ _ _... using a pattern variable. Another
additive possibility
techniques by Is measures on a single set of cases.
• to I!.II!II!!III
- . - • .. _._ ............... - ~.IOIlIly.e
. .. . - ... .. _.- .... _ _ ,,_ ",.•• ur•• from matched
10 _n.ry:u eubgroup8 lopara.ely. See Oloe.lry. c.. . . . . well •• for repeated mea.ures on • single sel of cases
a 3
Se. "matched samples" In Glossary. .
,
(cOII,'nutd from page 17J • More than two variables. No distinction Is made between de-
pendent and Independent variables. Relationships are to be
treated as additive
Do you want to analyze patterns existing among "arlab/es or among Individual cases
(e.g., persons/?
cr"
~ ______________________ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _\
A~
r v·~rl.'
Do you have two or more sets of Do you want to treat the Vlrlables
var/ables and do you want to as measured on Interval scales
measure the strength of the and relationships among them 8S
___ ~~
8ssoc/atlon between
____________ those sets?
A ______________ ~ ____ linear?
(- Y.. No ' r,,"-~y~
••~---A'--~N'-o----\
I
Do you want to tr8at ,he var/abla,
Does the analysis Involve (a) one Clustering techniques
as measured on Interval scales auch .s alngte linkage,
and relationships among them 8S group o/Indlvldual case. or (b/lwo
complete linkage, eyeraoe
linear? or more groups?' linkage, K·msans
r-----____ ____ __
(""--o::-no--=O-rou-p-~:wo'--or-M-ore--:O:-rou-P-'-\
A~ ~
r J~
: Wilks' lambda t
6 Q.type faclor
analyals
I Roy'S greatesl
I rool crnerlon' I
I ,
Plllal·Bartiett vt_J
IL ________
18
19
(continued trom page f8)
Do you want to explore covarlat/on among the variables (e.g., to examine their
relationships to underlying dimensions) or do you Want to find clusters of
IIBrlables tha, are more strongly related fa one another than 10 the fsmslnlng
variables?
~------~________~A~__________-=~~~
I
Do you want to treat the va,/abltls
as measured on Interval scales Clustering techniques
and the relationships among them such I' slng'e IInkege,
as IInear?1 complete linkage, lver.
age linkage, K·means
r~--------~Y~o.-----------A~--------------=NO~--'
I
Do you wIn' to explore the rel.-
I
Do you want 10 locate each of the
tlonshlps among the set of varl· variables In multidimensional
abIes or do you want to compate space?
the pattern of the relationships ~~ ____ ~A~ ______ ~ __
with 8 prespecilled pattern?
I Yn No "
"" V.I
"'" No
Non·metrlc multi·
dimensional
acallng techniques
rr-----------------A~--------------~
Explore Compo.. " Do you want to 'reat
R.IIUonlhlpo PIU.ml all 'IIr/ables as nominal?
I
Do you want to presBrve the metric
I
Do you want to preserve the metric
r__-----;:;:-:---~A~---::--,
V.I No '
units In which the variables were units In which the variables were
measured or to standardize them measured or to standardize them
by the observed var'ance o( BICh? by the observed variance of each?
~ ________ ~A __ ~~ _____ ~ ________ ~A~ ________ ~
20
21
r~--~-----------------A~-----------------------
Explore Comp .... '\
Relltlon.hlpl Plttem.
rr---------~A~--------
Vo. No
__' rr----------~A~-----------
Stendonll.. O~glnol Mot~c '\
Three-way non·metrlc
Three-mode multidimensional scaling
factor analysis
techniques ConfirmatOf)' Confirmatory factor
factor analya'a analysis of varlanee-
of standardized covariance matrices
variance-covariance
t The auumpllons In note 5 on page 2 may apply. matrices' I
Maximum IIkallhood 1
t "Two or more groups" may mean distinct aeta of Indlvlduala, a aet I I chl·square (xl)t 1
Maximum likelihOod I L _______ .-l
of Indlvlduale obaerved on two or more occasions, etc. I chl·square b:1 )t I
L _______ ...l
I The variables should be standardized using the combined groups as
a ref.renee group. (This Is not the same as using the correlation
matrlce. for the separate groups.) See "standardized variable" In
Glossary.
• More than two variables • A distinction Is made between de·
pendent and Independent variables • There Is more than one de·
pendent variable
(--------------~~~------------~
v.. No '\ (
~~
V..
_ _ _ _ _ _ _ _A~_ _ _ _ _ _~~
No '\
I
Do you went to 'reat al/ the Do you want to test only whether
dependent varIables as Interval? the vectors of meens 8re equal for
( V.._______
~ A~~~~
No '\
aI/ categories of the Independent
variables?
I r~--:v:-.-. ___--A~_---:-:N-O-~\
Multivariate Profile
analysis of analysis I
t The assumptions In note 5 on page 2 may apply. varlance l
I Nonadditivity can be represented within additive techniques by I Wilks' lambda',f I Wilks' lambda',f
using a pattern variable or a product variable, Another possibility Is I I
10 analyze subgroups soparately, See Glossary, I Roy'S greatest I Roy's greatest
I root criterion I I I root crlterlon f
I Soma multivariate analyals of variance technlquee assume
stalistlcal Independence between al\ paint ot Independent variables. LP'~a~B~rtle~~ J I
IL Plllal·earUett
_______ Vt .JI
22
• ~ .- .----
23
(contlnu&d from plge 22)
• A dlatlnctlon Is made between dependent and Independent
variables • There Is more than one dependent variable and more
than one Independent variable • Relationships among the varl·
abies are to be treated as additive
~~
Do_you
__ want _trea'
_ _to _ _ all the_
relationships
~AL _ _ _8S _IInsar?
~~
r V.. - No \
I
Does your analysis Include.' least
one 'a tent (I.e.• unmeasured) vari-
Canonical correlation
I Wilks' lambda t
abl.? I
I
I Roy's greatesl
I rool criterion' I
I I
L_':I11.~~~I~t~:' J
Structural Path
models with analysl.
'atent variable.
.;
- .. -- .. -
Do you want to treat 81/ the Independent var/abl., a' nomInal and t•• t a .8' 01 prespeclfled relationships?
rr--~~--------------A~
V.. __
------~~, No 1
I
The ...umpllon, In nole 5 on page 2 may apply.
24 I
25
(continUed from plge 16,
Do you want to do an amplrlcal search for strong relationships or to test 8 se' of prespecllled relationships?
rr--------~~~--------
S.arch
__ ~A~__________________~~--
r... "\
How do you want to treat the lIa,.
lables with respect to sClle of
measurement? Do you wlnt 10 'r881 the dependent
~---- __________ ~A~ ___________ vsrlabl. IS ordinal?
~~ ______A~____~~~
( Dopenclenl: Nomln.1 or In...".1 01110, '\
( Y.. No 'I
Inclepond.nt Nomln.1 0' Ordl..1
Multidimensional
contingency table
analysis baaed on
the cumulative
I This technique depends on a strict assumption 0' the normality 01 logistic dis-
the continuous varlab'e which " represented by the ordinal tribution'
dependent variable.
Chi-square :
IL _ _
tests'
_ _ _ _ _ -.JI
I There are various chl·square test statistics Including Pearson,
maximum likelihood, and Neyman.
Ii g
(conf/nued from peQ8 25) • More than two variables • A distinction Is made between de·
pendent and Independant variable. • There Is one dependent
variable • No covariate Is used to remove linear effects • Rela·
tlonshlps among the variables are not to be treated as additive
• A set of prespeclfled relationships Is to be tested • The de·
pendent variable Is not to be treated as ordinal
00 you
~
want to treat any ollheAIndependent
______________ verlables as ordinal?
....____________ ~~
r~ - ~,
I
Do you want to treat the dependent variable 8S Interval and all the Independent
vallables 8S nominal and do you want to assume homoscedasllclty?
••~~~~~~~~--A---~~~~~~~~N~O~'
r~~v~
I
Do you want to tr8ala1/ of the variables as nom/naI?l
~~~~~~~~~A....~~~~~~~
Analyals 0' ( V.. No '\
:L
variance'
F test' .J:
_______
I
Do you want to t,8a' the dependent
Do you want to do a hierarchical variable as Interval and all of Ihe
analysis? Independent variables 8S nominal?
r-~~~~__~A_____~~__~
rr~~---A....----~~
r V..
I
No
1
"I
Vi' c±JNO'\
Multidimensional Multidimensional Analystt of
contingency table contingency table variance using tt
analysis technique weighted least
analysis squares
allowing an unconstrained
I Chl.squa,e I design matrix
IL.. _ _______
testa' JI
I Chi· square I
I.... _ _ _tests'
________ J
t
t The assumptions In note 5 on page 2 may apply.
• There are various chl·square test statistics Including Pearson,
I Many analysis of variance techniques assume statistical maximum likelihood, and Neyman.
Independence between all pairs of Independent variables.
n Multidimensional contlngenc:y table analysis using weighted I.ast
t See note 3 In Appendix C. aquares may be appropriate.
?R
,
27
(continued ',om page 16)
• More than two variables • A distinction Is made between de-
pendent and Independent variables • There Is one dependent
variable • No covariate Is used to remove linear effects • Rela.
tlonshlps among the variables Bre to be treated 8S additive
r~--~~~-------------A~~~~-- ________
How do you want to treat the dependent vs".ble with respect to scale of measurement?
~~~~
Nomlnel
I
Ordlnel
t~e8t
,
( V..
~
A
~
~
_
No I
Muiliple clIrvlllne.r
regresslon l
I
Wilks' lambda' I
I
Roy'. orealesl I
I Do you wlnt to treat aI/ 01 the Ind.
root criterion' I pendent variables as nominal?'
IL _ _ vt
_ _ _ _ _ _ _ .JI
Plllal-8arliett
I
__V..
I
---A~------__'"_~
No "\
Multidimensional contingency
table analysis
IL _ _ _Chi-square
_ _ _ _ _tests'
_____ J I
\v••
. \
Is there a very high proporllon In
one category of the dependent var-
Iable (e.g., 9O%)?
~~ _____________ ____________
A~ ~ __
( V.. No '\
28
29
Structural
models
with
Path
analysis
Multiple correlation
(multiple regression)
I
Do you want a alst/Blle which as-
sIgns to .ach Independent variable
(A 1. , ••.• ,JI) some 01 the explainable variance
'atant
variable, In the dependent variable which
L-
I _ _Ft.stt
_____ ...JI that Independent varlabl. shares
with other Independent var/ables?
rr7.-------A~------~N~O~'
V.I 1
7"' _. - - - - - -- - --
v•• No
( Vo. No '\
I
Part correlaUon2
I
Do you wants stallsllc that meas-
Irflt4 ....•.,1* ures Ihe addlllons' ProportIon of
the lolal variance In the dependent
IL F_teet (F_ 2 varIable explainable by each Inde-
__ __ 1
equals _ )'..J:
pendent variable, over and above
what the other independent V8r'.
abies clln explain, expressed re/a·
tlve to the proportion of variance In
the dependent varIable unexplaln·
able by Ihe other Independent varl·
r-_~.=b/~e~S?~___A~__________~__~
( Vo. No '\
* Biased e,Umelor.
difference between the R2'S reaultlng 'rom two separate multiple cal ratio of Z to a tabla
correlation analysea. I of the unit normal curva,' :
I See Glossary. IL ________
F teat (F aquals 12)t __ ...lI
30
APPENDIX A
SOURCES OF FURTHER INFORMATION ABOUT STATISTICS
APPEARINO IN THIS OUIDE
Pagll •
32
33
Pogo a
Pogo •
McNemar'. te.t of symmetry Siegel, 1956. p. 63 (when both variable. are two·polnt scales,
McNemar's test of symmetry and McNemar's tesl for the significance
of changes ate equivalent); Bowker, 1848
Yule'. Q Yule and Kendall, 1957, p. 30
Phi McNemar, 1989, p. 225
Critical raUo 01 phi McNemar, 1989, p. 227
Fisher's 1)llct tHt SIegel, 1856, p. 96
PearlOn chl·aquar. Hay., 1973, p. 735
Goodman and Kruskal'. tau b Blalock, 1979, p. 307
Crltlca' ratio 01 Goodman and Kruska"s tau b Goodman and Kruskal, 1972, p. 417
Aaymmetrlc lambda Hays, 1913, p. 747
CrtUel' ratio of lambda Goodman and Kruakat, 1983, p. 318
P.l0
'1841 11
Page 12
34
r ,
35
Page l'
Page 17
Pogo"
36
" -
37
Wilks' lambda
Cooley and lohnes, 1971, p. 175;
Morrison, 1976, p. 222; HarriS, 1975, p. 143
Roy's greatest root criterion Morrison, 1976, p. 176;
Har,ls, 1975, pp. 103, 143
Plllal·Barllett V Morrison, 1978, p. 223
a ·type factor analysis Overall and Klett, 1972, p. 201; Gorsuch, 1974, p. 279
Clustering technqlues such as alnol8 IInkaoe, complete linkage,
Sneath and Sok.l, 1973
ayerage linkaoe, K.means
'a01l18-2O
'age 21
38
39
Wilks' lambda Cooley and Lohnes, 1971. p. 175;
Morrison, 1976, p. 222;
Hanl., 1975, p. 143
Roy'. gr.atest root criterion Morrison, 1976, p. 176;
HarriS, 1975, pp. 103, 143
PIIIIII·Bartlen V Morrison, 1976, p. 223
Binary segmentation technique. Sonqolst, Oaker, and Morgan, 1974 (SEARCH, formerly known as AID)
Multidimensional contingency 'able analysis based on the cumulaUve Bock. 1975, p. 541 (Gene,al):
logistic distribution Bock and Vates, 1973 (MULTIQUAl)
Chl·square 'eata Bock, 1975, p. 518 (Pearson and maximum likelihOOd)
Paget 21-30
40
41
For many of the statistics and statistical techniques that explaining how to obtain It.
appear In the Guide, there exist one or more programs that In the following table, at least one program per column Is
calculate the statistic or use the technique. The entries In cited for each entry whenever possible. If multiple programs
this Appendix are Intended to guide the reader to an appro· could be cited, only the program or programs most fre·
prlate program or command. In some cases, the program or quently used for the particular purpose are listed. The appro·
command listed provides a functional approximation to the prlate program, command, or procedure was determined by
Indicated statistic (for example, many programs give prob· a review of the published documentation for each system; It
ability values rather than critical ratios). An asterisk follow· Is therefore possible that some errors, particularly of omls·
Ing a program name means thai the statistic, while not sian, may have been made. It Is Important to note the dates
printed, can be readily obtained or, In more complicated 01 the documentation (see References) as program pack·
cases, that there Is documentation In the User's Manual ages are constantly being Improved and augmented.
- - _.- - ---.-~ ....-- ..'
Plge 4
Mod. TABLES HISTOGRAM FREQUENCIES UNIVARIATE P2D
ONEWAY
Distribution 01
relative frequencies TABLES HISTOGRAM FREQUENCIES UNIVARIATE P2D
ONEWAY CHART
' .... 6
WlnlOrlzed mean P7D
44
45
Geary's criterion
for kurtosis
KolmogoroY·5mlrno'i NPAR
one sample tesl
Lllliefors test
.. UNIVARIATE
Robinson'. A
Krlppendor'fs t
Pogo 1
Pearson's product MDC CORRELATE PEARSON CORR CORR
moment r PeD
MCORR CAOSSTABS P••
Fisher's r to Z MDC CORRELATE PEARSON CORR CORR
transformation and MCaRR CROSSTABS
the critical ratio of Z
8ls8rt., r
•• Requires a sequence of MIDAS commands. See SI.lIstle.' Research Laboratory, 1976, page 274,
t All cap.bllltI•• In SPSS REGRESSION are also available In NEW REGRESSION.
I Requires that the data analyzed be the dlff.rences between the paired observations.
46
47
Tetrachorlc r P4F
p. . . .
Standard 8f'ror 01
5, assuming Uea
Standard enor 01
S, assuming no Ue.
·-
Table 0' critical values
of S, assuming no lies
Pogo,
McNemar's le8t
0'symmetry
TWOWAV NPAR P4F
Yula's a
P4F
Phi TABLES! TWOWAV! CROSSTABS FREQt P4F
Critical fatlo 0' phi TABLES· TWOWAY· CAOSSTASS" FREQ" P4P
Fisher's exact lest TWOWAV CROSSTABS P4F
Pearson chi-square TABLES TWOWAV CROSSTABS FREQ P4F
Goodman and TWOWAY
Kruakal's tau b P4F
Critical rallo of
Goodman and Kruskal's
tau b
48
49
P.lI
Jaspen', coefficient of
multl ••rlll correlation
Flaher'. r to Z
transformation and
the critical ,aUo of Z
Mayer and
RobInson'. MyU
Fisher's r to Z
transformation end
the critical raUo of Z
P... 12
Etaa ANOVA ANOVA BREAKDOWN GlM
MCA ANOVA ANOVA
Omega'
OLM
ANOVA
Intraclue correlallon ANOVA'
coefficient GLM
ANOVA
Kelley" epsilon!
PlO
Walth 'eal
Aandomlzetlon teat
for matched pairs
50
51
Pogo 15
Slon tMI TABLES· RPAIR NPAR MRANK P3S
WllcOKon slgned·rank TABLES· RPAIR NPAR UNIVARIATE P3S
teat
Standard error of S,
.ssumlng lies
Kolmogorov-Smlrnov
two sample teat TWOSAMPLE NPAR
Freeman'. coefficient
of differentiation
P.,.
P.17
LIght" agr••ment
eoefUclent
Robtnson" A
F tnl for Intracl ... ANOVA
correlatton coefficient
F ,.,t lor Rob6nlOn'. A
.
(tranll•• to In.racl•••
cOffel_lion and t••t ••
_ )-
Cochran', a NPAR
RELIABILITY
52
_. ~ - ........ .:.-~ -~ . ......>...-.......- - - - - - . . . - . . . " ->. . ..........' ''--'--- - ~ •• - .'-"---
53
Confirmatory faclor
analysla of • ROTATE
COFAMM
standardized variance-
COY.flance matrix
Maximum likelihood
chl-aquare COFAMM
Confirmatory factor
analysis 0' variance- ROTATE
COFAMM
covill_nee matrix
Maximum likelihOOd
chi-eqUalS COFAMM
Non-metric MINISSA
multidimensional AlSCAL MINISSA
ICailing techniques MeSCAL
TORse"
KYST
ALSCAL
FUNCAT P4F ECTA
GENCAT
.'. -
AlSCAL INDSCAL
1oc:hnlquoo PARAFAC
PINOIS
CANDEUNC
MULTISCAl
"LSCAL
ALSCOMP3
55
P.22
Multivariate analysis MANOVA MANOVA MANOVA GLM P'V
0' variance ANOVA
Wilks' lambda MANOVA MANOVA GLM P'V
ANOVA
PIlIo23
======================---- -- ---- REGRESSION", f SYSAEG
Canonical correlation CANONICAL CANCORA CANCORR P6M
Wilks' lambda CANCORR CANCORR
Roy', gr••t.,t root CANONICAL CANCORR
criterion
Plllal·Bartlett V CANCORR
'_2A
Multivariate analysis MANOYA MANOYA GLM
of variance P4Y
ANOYA
Wilks' lambda MANOVA MANOVA OLM P4V
ANOVA
Roy'a gr•• t•• t root MANOVA OLM P4V
criterion ANOVA
PIII.I·S.rU." V MANOVA OLM
ANOVA
Multivariate tHnary MAID
segmentation
techniques
P_25
Binary segmentation SEARCH"
technique.
Multldlmen"ona' MULTIQUAL
contingency table
analysis based on the
cumulative logistic
dlstrlbuUon
P_25
56
57
' . . . 27 - 28
Multiple discriminant DISCRIMINANT DISCRIMINANT DISCRIM P7M
function SEPARATE CANDISC
PIII.I·Bartlen V CANDISC
Multidimensional MNA
conllngency table FUNCAT P4F ECTA
analysis GENCAT
Chl-squ.re tests
FUNCAT P4F ECTA
GENCIIT
Muiliple curvilinear
regre8l10n REGRESSION" , t GLM P1Ao
MANOVA
P• • 2I-30
Path analysis
REGRESSION·, t SYSREG
Multiple cOfrelallon REGRESSN REGRESSION REGRESSION' GLM PIR
REG
F test 'or muiliple REGRESSN REGRESSION
correlallon REGRESSION t GLM PI R
REG
Regression coefficient REGRESSN REGRESSION REGRESSION t GLM PIR
REG
F tasl for regression REGAESSN REGRESSION
coefficient REGRESSION t GLM PIR
REG
Part COrrelation REGRESSN·· REGRESSION REGRESSION t
F tesl 'or pari REGRESSN REGRESSION
corralatlon REGRESSION", t
There are In the statistical literature many statistical performing multidimensional mappings simultaneously for
techniques that are not Included In this Guide for various separate groups so as to generate Information about how
reasons-they may be new and not yet well·known, or they the groups differ. An early algorithm for this type of analysis,
may be old and seldom used. Some of these techniques are INDSCAl (Carroll and Chang, 1970), has now been comple·
noted below. mented by several others that make fewer (or different)
assumptions and that are In other ways more powerful and
1. Multl.arlate analysis of ordinal dltl. general. These Include CANDELINC (Carroll, Puzansky, and
Developing methods of multivariate analysis appropriate Kruskal, 1980), PINDIS (Lingoes and Borg, 1976), MUlTlSCAl
to the uniquely ordinal properties of ordinal scales, Includ· (Ramsay, 1977), AlSCOMP3 (Sands and Young, 1980), and
Ing constructing coefficients that measure multiple and AlSCAl (Takane, Young, and Deleeuw, 1977). (In the de·
partial association among ordinal measures, has been ex- clslon tree, ' these are referred to as three-way non metric
tensively discussed In the methodological literature of the multidimensional scaling techniques.)
1970s but has proven to be a difficult problem. The Issues A second line of methodological Investigation has
are not yet resolved. Useful discussions of the problems, focused on the statistical significance of the obtained flts-
and references to other relevant literature, can be found In that Is, the probability that the correspondence between the
Blalock (1975), Kim (1975), and Mayer and Robinson (1977). multidimensional scaling solution and the observed dala
From a practical standpoint, most analysts who desire to could have been obtained purely by a random placement of
perform a multivariate analysle with ordinal measures disre- • specified number of pOints In a space of given dimension·
gard the uniquely ordinal aspects of their measures and allty; see Isaac and Poor (1974), langehelne (1980), MacCal·
treat them as either nominal scales or Interval scales. lum and Cornelius (1977), Spence and Graef (1974), and
Spence and Ogilvie (1973).
2. De.elopments In nonmetrle multidimensional seaUng. A third line of development has pursued "confirmatory"
Nonmetrlc multidimensional scaling has undergone con· multidimensional scaling - the attempt to fit data to an
slderable development and expansion In recent years existing structure; see Borg and Lingoes (1980), and Lingoes
through several distinct lines of methodological actl~lty. and Borg (1976).
One such line Is yielding a variety of different algorithms for
3. Developmenls In lechnlques lor muilldimensional believe these developments have not yet reached the point
conllngency table analysis. where most social science data analysts can routinely apply
Muilldimensional conllngency I~ble analysis has been them and expect to obtain better results than would be pro·
used mainly with nominal scales, but recent developments duced by more traditional approaches. Useful discussions
allow Its use with Interval scales that have a small number and reviews of biased estimation techniques (Including,
at categories. Because such applications are not yet com- particularly, "ridge regresslon'1 have been provided by the
mon, use 01 multidimensional contingency table analysis following authors: Darlington (1978), Dempster, Schatzoll,
with Interval scales Is not Included In the deciSion tree and Wermuth (1977), Fennessey and d'Amlco (1990), Raze·
portion 01 this Guide. For lurther Inlormatlon, see Flenberg boom (1979), and Smith and Campbell (1980).
(1977) and Landis et al. (1976).
8. Explorltory dltl In.lysls.
4. Polynomial regrellion and nonlinear regression. "Exploratory data analysis" Is a phrase associated with a
As used In this Guide, curvilinear regression relers to collection of techniques proposed by Tukey (1977) that are
polynomial regression, a type 01 regression that Is linear In Intended 10 let the analyst explore a set of data while
Its parameters but not In ItB variables (see Draper and Smith, making minimal assumptions. Although based on well
1966, page 129). This Is dillerent from a type of regression accepted slatlstlcal foundations, Tukey's terminology Is
that Is nonlinear In Its parameters, usually relerred to as nontraditional and his techniques are not yet widely used.
nonlinear regression (see Draper and Smith, 1966, p. 263). Summaries of some of his key Ideas can be found In Hartwig
(1979) and Lelnhardt and Wasserman (1978).
5. Reduced varlanc. regr.llion techniques.
When one Is attempting to predict a dependent variable 7. SurvivII analYlls.
using two or more predictor variables, the appropriate Techniques for survival analysis (I.e., the analysis of time
weights to be applied to those predictor variables can be Intervals between events) are not Included In the tree portion
expected to show substantial variation from one random of this Guide because, at least In the pasl, their appllcallon
sample to another If the correlations among the predictor In the social SCiences has largely been restricted to specifiC
variables are high. Sometimes this Is relerred to as "Insta· disciplines, such as demography. It Is poSSible, however,
blllty" 01 coelliclents that results from high multicollinearity that these techniques could profitably be applied to prob·
among the predictor variables. In recent years there has lems encountered In other contexts, such as studies of resl.
been considerable discussion In the statistical literature dentlal and occupational mobility, completion of education ,
about ways to achieve greater stability In regression coef· and retirement. Techniques to handle cases with Incomplete
ficlents by accepting certain biases. The underlying as· dala (censored data), data Involving competing risks, co·
sumptlon Is that It may be better to use coelliclents that varlales, and Interactions have been developed. Texts that
tend to be reasonably close to the Ideal (population) value describe such techniques Include Kalbfielsch and Prentice
bul that on average tend to come out sllghlly dillerent lrom (1980) and Gross and Clark (1975).
this value, rather than a coefficient that averages to Ihe
correct value over many samples but that In anyone sample 8. Informltlon theory Ind the Inllysls of contingency tabl.s.
may be very far all. Although theoretically Inlerestlng, we A measure of uncertainty. H, derived from Information
60
61
theory. can be used to measure the degree of association Irom unobserved (latent) Interval·scale variables with a
between two or more nominal variables. (The coefficient of blvarlate·normal distribution. Then Ihe "true" product·
association Is often called U.) More generally, Information moment correlation Is estimated by a measure called the
theory has been used to develop methods for analyzing polychorlc correlation coefficient (Olsson, 1979, 1980). The
multidimensional contingency tables. For detailS, see polychorlc coefficient Is a generalization to polychotomles
Gokhale and Kullback (1978). (scales with more than two points) 01 the tetrachorlc coef·
flclent, which Is a similar measure used In the case of two
9. Sempllng .rror. of atell.lle. lrom com pl•• de.lgns. dichotomous variables (see the cautionary footnote on
An assumption often required lor the use of Inferential page 7).
statistics Is that the observations are based on a simple
random sample from some population. This assumption Is 11. Tim••• rl•• enely.I • •
required because the estimates of sampling error a9sume Generally, time series analysis US9S regression tech·
that each observation Is Independent of all others. Often, nlques (often something other than ordinary least squares)
however, stratification or clustering Is used Instead 01 a to analyze or predict change. Economists have been the
simple random procedure, and this Introduces non· leaders among social scIentists In developing this area, but
Independence among the observations. Two programs are other social scientists Increasingly are finding time series
available In the OSIRIS IV software package that can be analysis to be relevant to their analytic problems. The Guide
used to estimate the sampling error of statistics from does not Include time series analysls-partiy because the
clustered or stratified samples: &PSALMS estimates the declslon·tree approach does not lend Itself well to the
sampling error of means, and &REPERR eSlimates the analysis of data of a special type (which Is the case with
sampling error 01 regression statistics. time series data), and partly because time series analysis
has not yet become widely used by social scientists (except
10, The polychorlc correletlon coelllcl.nt economists). However, because several of the major soft·
lor two ordlnel vartebl ••. ware packages now Include time series programs (BMDP,
It was pOinted out In the Instructions and Comments sec- MIDAS, SAS, SPSS), Increased use of these analytic tech·
tion of this Guide that ordlnally scaled variables may be nlques In the coming years seems likely. Introductions to
transformed to ranks, and the transformed data then treated time series analysis for social scientists can be found In
as Intervalty scaled. Another approach has been suggested Glass. Willson, and Gottman (1975), Hannan and Tuma
lor the case of two ordinal variables. This approach (1979), and McCleary et al. (1980).
assumes that the ordinal variables have been generated
L
GLOSSARY
ADDITIVE. A situation In which the best estimate of a dependent COMPLEX SAMPLE DESIGN. Any sample design that uses something
variable la obtained by simply adding together the appropriately com· olher Ihan simple random selecllon. Complex sample designs Include
puted effects 01 each of the Independent variables. Additivity Implies multl·stage selection, andlor slratltlcatlon, andlor clustering. For In·
the absence of Interactions. See ./50 INTERACTION. formation on the calculation of sampling errors of staUstlcs from
AGREEMENT. Agreement measures the extent to which two sels of complex designs, see nole 9 In Appendix C.
scores (e.g,. scores obtained from two ralers) ale Identical. Agreement COVARIATE. A variable thai Is used In an analysis to correcl, adjust, or
Involves a more stringent matching 0' two variables than does covarl· modify the scores on a dependenl variable befora Ihose scores are
atlon, which Implicitly allows one to change Ihe mean (by adding a relaled 10 one or more Independent variables. For example, In an
constant) andlor to change the variance (by multiplying by a constant) analysla of how demographic factors (age, sex, education, etc.) relata
for either or both variables before checking the match. to wage rates, monthly earnings might fhst be adjusted to lake
BIAS, The difference between the expected value of a statistic and the account of (I.e., remove effects attributable (0) number of hours
population value It Is Intended 10 estimate. See EXPECTED VALUE. worked, which In this example would be the covariate.
BIASED ESTIMATOR. A slatlstlc whose expected value Is not equal to COVARIATION. Covarlatlon measures the extent to which cases (e.g.,
the population value. See EXPECTED VALUE. persons) have the same relative positions on two variables. See also
BIVARIATE NORMAUTY. A particular form of distribution of two varla~es AGREEMENT.
that has the traditional "bell" shape (but not all bell· shaped dlstrlbu· DEPENDENT VARIABLE. A variable which the analyst Is trying to explain
tlons are normal), If ploUed In three-dImensional space, with the In terma of one or more Independent variables. The distinction
vertical axis showing the number of cases, the shape would be that of between dependent and Independent variables Is typically made on
a three-dImensional bell (It the varlancea on both variables were equal) theorellcal grounds-In terms of a particular causal model or to test a
or a ""reman's hat" (If the variances were unequal). When perfect .,.. particular hypothesis. Synonym: criterion variable,
variate normality obtaIns, the distribution of one variable Is normal for DESIGN MATRIX. A specification, expressed In matrix format, of the par·
each and every value of the other variable. S.. elso NORMAL Ilcular effects and comblnaUons of effects thai are to be considered In
DISTRIBUTION. an anaJysls,
BRACKETING. The operation of combining categories or ,anges of DICHOTOMOUS VARIABLE. A variable that has only two categories.
values of a variable so a8 to produce a small number of categories, Gender (malellemala) Is an example. S •• • 'so TWO-POINT SCALE,
Sometimes referred to as "collepslng" or "orouplng." DUMMY VARIABLE. A variable with Just two categories that reflects only
CAPITALIZATION ON CHANCE. When one Is searchlno for. maxImally part of the Informallon actually available In a more comprehensive
powerful prediction equation, chance fluctuations In a given semple variable. For example, the 'our-category variable Region (Northeast,
acl to Increase the predictive powe, obtained; since data from another South.ast, Central, West) could be the basIs for a two·category
sample from the same population will show different chance fluctu· dummy variable that would distinguish Northeast from all other
atlons, the equation derived for one sample Is likely to work less well regIons. Dummy variables often come In sets so as to reflect all of the
In any other sample. original Information. In our example, the four·category region variable
CAUSAL MODEL. An abstract quantitative representation of real·world defines four dummy variables: (1) Northeast vs. all other: (2) Southeast
dynamics (I.e., 0' the causil dependencies and other InterrelaUon· vs. all other; (3) Central va. all other; and (") West VI. all other. Alterna·
ships among observed or hypothetical variables). tlve coding procedures (which are equivalent In terms of explanatory
power but which may produce more easily Interpretable estimates) are MATCHED SAMPLES. Two (or more) samples selected In such a way that
effect coding and orthogonal coefficients. each case (e.g., person) In one semple Is matched -I.e., Identical
EXPECTED VALUE. A theoretical average value 0' a staUslic over an within specllled limits-on one or more preselected characteristics
Inllnlte number of samples from the same population. with a corresponding case In the other sample. One example of
HETEROSCEDASTICITY. The absence of hOlllOyenelty of variance. See matched ssmples Is having repeated measures on the same In·
HOMOGENEITY OF VARIANCE. dlvlduals. Another example Is linking husbands and wives. Matched
HIERARCHICAL ANALYSIS. As used on page 26 of the Guide, a hler· samples are different from Independent samples, where such case·by·
archlcal analysis Is one In which Inclusion 01 a higher order Inter· case matching on selected chsracterlstlcs has not been assured.
action term Implies the Inclusion of all lower order terms. For 8l18mple, MEASURE OF ASSOCIATION . A number (a statistic) whose magnitude
II the Interaction of two Independent variables Is Included In an ex- Indicates Ihe degree of correspondence-I.e., strength of relationship
planatory model, then the main affects 'or both of those variables are -belween two variables. An example Is the Pearson product·moment
also Included In the model. correletlon coefficient. Measures of association are different from sta·
HOMOGENEITY OF VARIANCE. A altuaUon In which the varlence on a tist/cal tests 01 association (e.g.• Pearson chl·square, F test) whose
dependent variable Is the ,ame (homogeneous) across aU levels of the primary purpose Is to assess the probability that the slrength of a rela·
Independent variables. In analysis of variance applications, several tlonshlp Is different from lOme preselected value (usually zero). See
staUslics .re avaUable for tesUng the homogeneity assumption (see .1,0 STATISTICAL MEASURE, STATISTICAL TEST.
Kirk, 1968, ps,ge 61); In regression applications, a lack of homogeneity MISSING DATA. Informallon that Is not available for a particular case
can be detected by examination of residuals (see Draper and Smith, (e.g.• person) for which at least some olher InformaUon Is available.
1966, page 86). In either case, a variance-stabilizing transformation This can occur for a variety of re8sons, Including a person's refusal or
may be helpful (see Kruskal, 1978, page 1052). Synonym: homosce- Inability to anSWer a qUestion, nonapplicability of a question, etc. For
dastlclty. Antonym: heterosceda.tlclty. useful discussions of how to overcome problems caused by missing
HOMOSCEDASTICITY. See HOMOGENEITY OF VARIANCE. data In surveys see Herle' (1976) and Kim and Curry (1971).
INDEPENDENT VARIABLE. A variable used 10 explain a dependent MULTIVARIATE NORMALITY. The form 01. dlstrlbullon Involving more
varlab4e. Synonyms: predictor variable, explanatory variable. See also than lwo variableS In which the distribution of one variable Is normal
DEPENDENT VARIABLE. for each and every combination of categories of all other variables.
INTERACTION. A situation In which the direction andlor magnitude of See Harris (1975, page 231) for s discussion 01 multivariate normality.
the relationship between two variables depends on (I.e., differs accord· See ."0 NORMAL DISTRIBUTION.
Ing to) the value of one or more other variables. When Intersctlon Is NOMINAL SCALE. A classification of cases which defines their equlva·
present, simple additive techniques are Inappropriate; hence, Inter- lence and non-equlvalencl, but Implies no quanlllaUve relationships
action is sometimes thought of as the absence of additivity. Syno· or ordering among them. Analyllc techniques appropriate for nomln·
nyms: nonadditivity, conditioning effect, moderating effect, contin- ally scaled variables are not affected by any one-to-one transformation
gency effect. S.. "SO PATIERN VARIABLE, PRODUCT VARIABLE. of the numbers assigned to the classes. See .'so SCALE OF
iNTERVAL SCALE. A scale consisting of equal·slzed units (dollars, MEASUREMENT.
years, etc.). On an Inlerval scale the distance between any two posl· NONADDITIVE. Nol additive. See ADDITIVE, INTERACTION.
tlons IS of known size. Results from snalytlc techniques appropriate NORMAL DISTRIBUTION. A particular form lor the distribution of a
for Interval scales will be affected by any non-linear tlansformatlon of varlabte which, when plotted, produces a "beli" shaped curVe-
the scale values. See a/.o SCALE OF MEASUREMENT. symmetrical, rl81ng smoothly from a small number of cases al both
INTERVENING VARIABLE. A variable which Is postulated to be a pre· extremes to a large number of cases In the middle. Not all symmetrical
dlctor of one or more dependent variables, and simultaneously pre· bell·,haped distributions meet the definition of normality. See Hays
dlcted by one Of more Independent 'Iarlables. Synonym: mediating (1973, page 296).
variable. NORMALITY. S.. NORMAL DISTRIBUTION.
KURTOSIS. Kurtosis Indicates the extenl to which 8 distribution Is more ORDINAL SCALE. A classification of caseS Into a set of ordered classes
peaked or flat·topped than a normal distribution. such that each case Is considered equal to, greater than, or less than
LINEAR. The form of a relationship amorlg variables such that when any every othet case. Analytic techniques appropriate for ordlnally scaled
two variables are plolted, 8 straight line results. A relationship Is variables are not affected by any monotonic transformation of the
linea, If the elleet on 8 dependent variable of a change of onl unit In numbers assigned to the classes. See also SCALE OF
an Independent variable Is the 8ame for all possible such changes. MEASUREMENT.
64
65
OUTLYING CASE (OUTLIER). A case (e.g., person) whose score on a vari· STANDARDIZED VARIABLE. A variable that h.s been transformed by
able deviates aubstantlally from the mean (or other measure of central multiplication of all scores by a constant andlor by the addition of a
tendency). Such ceaes can have disproportionately strong effects on constant to aU scores. Often thes. constants are selected so thai the
atatlatlcs. transform.d scor.s have a mean of z.ro and a variance (and slandard
PATIERN VARIABLE. A nominally sc aled variable whose categories deviation) 01 1.0.
Identify particular combinations (patterns) of SCOfes on two or more STATISTICAL INDEPENDENCE. A complele lack 01 cov.rlatlon between
other ...arlables. For e)(ample, a parly·by·gender pattern variable mlghl variables; a lack of association between variables. When used In an.'-
be developed by clasallylng people Inlo Ihe following .1)( categories: ysls of variance or covariance, statistical Independence between the
(1) Republican males, (2) Independent males, (3) Democratic males. (4) Independent ...arlables 's sometlm.s referred 10 as a balanced design.
Republican females, (5) Independ.nt females, (6) Democratic 'em ales. STATISTICAL MEASURE. A number (a slatlstlc) whose size Indleates the
A paUern variable can b. u.ed to Incorporate Interaction In multi· magnitude of some quantity of Interest-e.g., the strength of a rela-
...arlate analyals. lIonshlp, the amount of variation, the size of a difference, the level of
PRODUCT VARIABLE. An InteNally scaled variable whose scor.s are Income, etc. E)(amples Include me.ns, variances, correlation coeffi-
equal to the product obtained when the value. of two other ....rlables cients, and many others. Statistical measures are different from
are multiplied together. A product varl.ble can be used to Incorporate alatlstlcal tests. See ./so STATISTICAL TEST.
certain types 01 Interacllon In muilivariale analysiS. STATISTICAL TEST. A number (a statlsllc) that can be used to assess the
RANKS. The position of a particular case (e.g., person) relative to other probability that a slatlstlcal measure deviates from some preselected
cases on a defined scale-as In " 1st place," "2nd place," etc. Note that value (otten zero) by no more than would be e)(peeted due to the ope,a·
when the actual values of the numbers designating the relative posl· tlon of chance It the cases (e.g., persons) studied were randomly
tlons (the ranks) are used In analysis they are being treated as an Inler· selected from a I.rg.r population. E)(amples Include Pearson chi·
val scale, not .n ordinal sc.le. Se. ,1'0 INTERVAL SCALE, ORDINAL squa,e, F t.SI, t test, .nd many others. Statistical tests are different
SCALE. Irom statisUcal measures. See al80 STATISTICAL MEASURE.
SCALE OF MEASUREMENT. As used In this Guide, scale of measure· TRANSFORMATION. A change m.de to the scores of all cases (e.g., per·
ment re'ers to the nature of the assumptions one makes about the sana) on a varlabl. by the application of the same mathem.tlcal ope,·
properti.s of a v.rl.bl.; In particular, whether that variable meets the atlon(a} to each score. (Common op.ratlons Include addition of s
definition of nominal, ordinal, or Interval measurement. SH a/80 constant, mulllpllcaUon by • constant. taking logsflthmS, ranking,
NOMINAL SCALE, ORDINAL SCALE, INTERVAL SCALE. br.cketlng, .tc.) .
SKEWNESS. Skewness Is a m••sure 01 lack 01 symmetry of a distribu- TWO-POINT SCALE. It each case Is classllled Into one of two categories
tion. (e.g., yeslno, malelfemale, dead/.llve), the varl.ble Is a two-point scale.
STANDARDIZED COEFFICIENT. Wh.n an an.lyal" Is perlormed on For analytiC purposes, two-polnl scales can be treated as nominal
.... rlabl.s that have been standardized 10 that th.y have variances of scales, ordinal acales, or Interval scales.
1.0, the .stlma'es that reault.r. known •• standardized coefficients; WEIGHTED DATA. Weights are applied wh.n one wishes to adjust the
for e)(ampl., a regression run on original variables produces un- Impact of cas.s (e.g., persons) In the analYSis, e.g., to take accounl of
standardlz.d regr.sslon coefficients known as b'l. while a regr.sslon the number 01 population units that .ach cas. represents. In sample
run on st.nd.rdlz.d variables produces standardized regr.sslon coef· surveys weights ar. most likely to be used with data derived tram
flclents known .s betal. (In practice, both typ.s of coefficients can be sample deSigns h .... lng different s.leelion rates or with data having
estimated from the original ...arlables.) BI.lock (1987), Hargens (1978). m.rkedly dlffer.nt subgroup response rates.
and Kim and Mueller (1976) provide useful discussions on the use of
atandardlzed coefficient • .
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