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Multivariate Analysis
for the
Behavioral Sciences
Second Edition
Chapman & Hall/CRC
Statistics in the Social and Behavioral Sciences Series
Series Editors
Jeff Gill Steven Heeringa
Washington University, USA University of Michigan, USA
Large and complex datasets are becoming prevalent in the social and behavioral sciences and
statistical methods are crucial for the analysis and interpretation of such data. This series aims
to capture new developments in statistical methodology with particular relevance to
applications in the social and behavioral sciences. It seeks to promote appropriate use of
statistical, econometric and psychometric methods in these applied sciences by publishing a
broad range of reference works, textbooks and handbooks.
The scope of the series is wide, including applications of statistical methodology in sociology,
psychology, economics, education, marketing research, political science, criminology, public
policy, demography, survey methodology and official statistics. The titles included in the series
are designed to appeal to applied statisticians, as well as students, researchers and
practitioners from the above disciplines. The inclusion of real examples and case studies is
therefore essential.
Kimmo Vehkalahti
Brian S. Everitt
First edition published as Multivariable Modeling and Multivariate Analysis for the Behavioral
Sciences.
CRC Press
Taylor & Francis Group
6000 Broken Sound Parkway NW, Suite 300
Boca Raton, FL 33487-2742
This book contains information obtained from authentic and highly regarded sources. Reasonable
efforts have been made to publish reliable data and information, but the author and publisher
cannot assume responsibility for the validity of all materials or the consequences of their use. The
authors and publishers have attempted to trace the copyright holders of all material reproduced
in this publication and apologize to copyright holders if permission to publish in this form has
not been obtained. If any copyright material has not been acknowledged please write and let us
know so we may rectify in any future reprint.
Except as permitted under U.S. Copyright Law, no part of this book may be reprinted, re-
produced, transmitted, or utilized in any form by any electronic, mechanical, or other means,
now known or hereafter invented, including photocopying, microfilming, and recording, or in any
information storage or retrieval system, without written permission from the publishers.
For permission to photocopy or use material electronically from this work, please access
www.copyright.com (http://www.copyright.com/) or contact the Copyright Clearance Center,
Inc. (CCC), 222 Rosewood Drive, Danvers, MA 01923, 978-750-8400. CCC is a not-for-profit
organization that provides licenses and registration for a variety of users. For organizations that
have been granted a photocopy license by the CCC, a separate system of payment has been
arranged.
Preface xiii
Preface to Multivariable Modeling and Multivariate Analysis
for the Behavioral Sciences xv
Authors xix
Acknowledgments xxi
2 Looking at Data 23
2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
2.2 Simple Graphics—Pie Charts, Bar Charts, Histograms,
and Boxplots . . . . . . . . . . . . . . . . . . . . . . . . . . 24
2.2.1 Categorical Data . . . . . . . . . . . . . . . . . . . . 24
2.2.2 Interval/Quasi-Interval Data . . . . . . . . . . . . . . 32
2.3 The Scatterplot and beyond . . . . . . . . . . . . . . . . . . 37
2.3.1 The Bubbleplot . . . . . . . . . . . . . . . . . . . . . 40
2.3.2 The Bivariate Boxplot . . . . . . . . . . . . . . . . . 42
2.4 Scatterplot Matrices . . . . . . . . . . . . . . . . . . . . . . 45
vii
viii Contents
References 385
Index 401
Preface
xiii
xiv Preface
tions and instead concentrate on the examples given to help them understand
the practical implications of the methods.
There are exercises at the end of each chapter, some of which are ‘starred’
(*) to indicate that they are more challenging and could perhaps be used as
the basis of student projects. Data sets for most exercises are not given in the
text but are available on the associated web sites (see later) where they are
identified by the relevant exercise number. For the starred exercises the web
sites also contain pointers to the appropriate analysis.
The web site for the book is www.crcpress.com and in addition the book
has a GitHub repository (https://github.com/KimmoVehkalahti/MABS) for
distributing the complete data sets and the R code for reproducing the exam-
ples and for answering the exercises; consequently this allows us to abbreviate
the listings of most data sets in the text.
We hope that this book will be found useful in a number of different ways,
including:
Brian S. Everitt
Dulwich, London
Kimmo Vehkalahti
Vuosaari, Helsinki
Preface to Multivariable Modeling
and Multivariate Analysis for the
Behavioral Sciences
xv
xvi Preface to Multivariable Modeling and Multivariate Analysis
As mentioned in the penultimate bullet point above, the text assumes that
readers will be using one or another of the many available statistical software
packages for data analysis. This raises the thorny question for the author of
what information should be provided in the text about software. Would, for
example, screen dumps from SPSS be useful, or listings of STATA code? Per-
haps, but neither are included here. Instead, all the computer code used to
analyze the many examples to be found in the text is given on the book’s
Web site, and this code is in the R language, where R is a software system for
statistical computing, data analysis, and graphics. This may appear a strange
choice for a book aimed at behavioral scientists, but the rationale behind the
choice is first that the author uses R in preference to other statistical soft-
ware, second that R can be used to produce many interesting and informative
graphics that are difficult if not impossible to produce with other software,
third that R is free and can be easily downloaded by students, and fourth, R
has a very active user community and recently developed statistical methods
become available far more quickly than they do with other packages. The only
downside with R is that it takes a little more time to learn than say using
“point-and-click” SPSS. The initial extra effort, however, is rapidly rewarded.
A useful book for learning more about R is Everitt and Hothorn (2009).
The material covered in the book assumes the reader is familiar with the
topics covered in introductory statistics courses, for example, population, sam-
Preface to Multivariable Modeling and Multivariate Analysis xvii
B. S. Everitt
Dulwich, U.K.
Authors
xix
Acknowledgments
Kimmo would like to thank the faculty of Social Sciences at the University
of Helsinki for granting him a six-month sabbatical without which this book
could not have been written. Three months of this sabbatical were spent at the
Universitat Pompeu Fabra in Barcelona at the kind invitation and hospitality
of Professor Michael Greenacre. The hard work needed to get to grips with
R and LATEX was greatly aided by the sharing of an office (and coffee breaks)
with Michael at Campus de la Ciutadella. Gràcies!
Kimmo’s thanks are also given to Maria Anna Donati, Ulla Palotie, Juha
Törmänen, Raimo Hämäläinen, Esa Saarinen, and Seppo Mustonen, all of
whom gave their permission to use their interesting data sets in this book;
he has the warmest memories of staying in the beautiful home of the lovely
Firenze family. Grazie Caterina Primi, Michele e Luisa!
Thanks are given to Dr. Deepayan Sarkar, the author of Lattice: Multi-
variate Data Visualization with R, and Springer, the publishers of the book,
for permission to use Figures 2.8, 2.9, 4.5, 4.6, 4.7, and 5.16 in Chapter 2 of
this book.
Brian and Kimmo thank each other for an extremely smooth collaboration
that allowed this book to be completed on time whilst allowing them to become
and remain good friends; they also agree that sincere thanks are given to
Rob Calver of Taylor & Francis, who has been, as always, supportive and
encouraging during the writing of the book.
xxi
1
Data, Measurement, and Models
1.1 Introduction
Statistics is a general intellectual method that applies wherever data,
variation, and chance appear. It is a fundamental method because data,
variation and chance are omnipresent in modern life. It is an indepen-
dent discipline with its own core ideas, rather than, for example, a
branch of mathematics . . . Statistics offers general, fundamental and
independent ways of thinking.
1
2 Multivariate Analysis for the Behavioral Sciences
achieve some appropriate power for the analysis. But it is not the statistician
who is faced with the frustration caused by a last-minute phone call from a
subject who cannot take part in an experiment that has taken several hours
to arrange. Again, the statistician advising on a longitudinal study may call
for more effort in carrying out follow-up interviews so that the study avoids
statistical problems produced by the presence of missing data. It is, however,
the behavioral researcher who must continue to persuade people to talk about
potentially distressing aspects of their lives, who must confront possibly dan-
gerous respondents, or who arrives at a given (and often remote) address to
conduct an interview, only to find that the person is not at home. Many statis-
ticians often do not appear to appreciate the complex stories behind each data
point in many behavioral studies. One way of improving the possible commu-
nication problems between behavioral scientist and statistician is for each
to learn more about the language of the other. There is already available a
plethora of, for example, “Statistics for Psychologists” books, but sadly, (as
far as we know) no “Psychology for Statisticians” equivalent. Perhaps there
should be?
Having outlined briefly a few caveats about the possible misuse of statistics
and the equally possible conflict between statistician and behavioral scientist,
it is time to move on to consider some of the basics of behavioral science
studies and their implications for statistical analysis.
• Surveys
• Experiments
• Observational studies
• Quasi-experiments
Some brief comments about each of these four types are given below; a more
detailed account is available in the papers by Stretch, Raulin, and Graziano,
and by Dane, all of which appear in the second volume of the excellent Com-
panion Encyclopedia of Psychology (see Colman, 1994).
1.2.1 Surveys
Survey methods are based on the simple discovery that “asking questions is a
remarkably efficient way to obtain information from and about people” (Schu-
man and Kalton, 1985, p. 635). Surveys involve an exchange of information
between researcher and respondent; the researcher identifies topics of interest,
and the respondent provides knowledge or opinion about these topics. Depend-
ing upon the length and content of the survey as well as the facilities available,
this exchange can be accomplished via written questionnaires, in-person in-
terviews, or telephone conversations; and, in the 21st century, surveys via the
Internet are increasingly common.
Surveys conducted by behavioral scientists are usually designed to elicit
information about the respondents’ opinions, beliefs, attitudes, and values.
Perhaps one of the most famous surveys of the 20th century was that con-
ducted by Alfred Charles Kinsey, a student of human sexual behavior in the
1940s and 1950s. The first Kinsey report, Sexual Behavior in the Human Male,
appeared in 1948 (see Kinsey et al., 1948), and the second, Sexual Behavior
in the Human Female, in 1953 (see Kinsey et al., 1953). It is no exaggeration
to say that both reports caused a sensation, and the first quickly became a
bestseller.
Surveys are often a flexible and powerful approach to gathering information
of interest, but careful consideration needs to be given to several aspects of
the survey if the information is to be accurate, particularly when dealing
with a sensitive topic. Having a representative sample, having a large-enough
sample, minimizing nonresponse, and ensuring that the questions asked elicit
accurate responses are just a few of the issues that the researcher thinking of
carrying out a survey needs to consider. Readers are referred to Bradburn et
al. (2004) and Tourangeau et al. (2000) for a broad coverage of practical advice
for questionnaire construction and Laaksonen (2018), Groves et al. (2009), de
Leeuw et al. (2008) and Lehtonen and Pahkinen (2004) for detailed accounts
of survey sampling and survey methodology.
4 Multivariate Analysis for the Behavioral Sciences
Examples of data collected in surveys and their analysis are given in several
later chapters.
1.2.2 Experiments
According to Sir Ronald Fisher, perhaps the greatest statistician of the 20th
century, “experiments are only experience carefully planned in advance and
designed to form a secure basis of new knowledge.” The essential feature of an
experiment is the large degree of control in the hands of the experimenters,
and in designed experiments the goal is to allow inferences to be drawn about
the effects of an intervention of interest that are logically compelled by the
data and hence allow assessment of a causal relationship. In many cases the
“intervention” will be some form of therapy in which case the experiment is
usually called a clinical trial.
In an experiment, the researcher controls the manner in which subjects are
allocated to the different levels of the experimental factors. In a comparison of
a new treatment with one used previously, for example, the researcher would
have control over the scheme for allocating subjects to the two treatments.
The manner in which this control is exercised is of vital importance if the
results of the experiment are to lead to a largely unambiguous assessment of
the effect of treatment. The objective in allocation is that the groups to be
compared should be alike in all respects except the intervention (treatment)
received. Comparable groups prior to the intervention ensure that differences
in outcomes after the intervention reflect effects of the intervention in an
unbiased fashion. Let us begin by considering two flawed allocation procedures
that are unlikely to achieve the desired degree of similarity of the two groups.
So, how should we form the groups that will be used to assess an experi-
mental intervention? The answer is deceptively simple—use randomization.
The group to which a participant in the experiment is allocated is decided
by chance. It could be arranged by flipping a coin each time a new eligi-
ble patient arrives, and allocating the patient to the new treatment if the
Data, Measurement, and Models 5
1.2.4 Quasi-Experiments
Quasi-experimental designs resemble experiments proper but are weak on
some of the characteristics. In particular (and as in the observational study),
the ability to manipulate the groups to be compared is not under the inves-
tigator’s control. But, unlike the observational study, the quasi-experiment
involves the intervention of the investigator in the sense that he or she applies
a variety of different “treatments” to naturally occurring groups. In investi-
gating the effectiveness of three different methods of teaching mathematics to
15 year olds, for example, a method might be given to all the members of a
particular class in a school. The three classes that receive the different teach-
ing methods would be selected to be similar to each other on most relevant
variables, and the methods would be assigned to classes on a chance basis.
For more details of quasi-experiments see Shadish et al. (2002).
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