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Multivariate Analysis
for the
Behavioral Sciences
Second Edition
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
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
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viii Contents
References 385
Index 401
xiii
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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
xv
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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-
B. S. Everitt
Dulwich, U.K.
xix
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Libros de Estadística-Ciencia de Datos|Statistics-Data Science
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
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Libros de Estadística-Ciencia de Datos|Statistics-Data Science
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
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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.
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
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).
II
It is in business and in professional pursuits that the occupational
progress of women, and their emancipation from traditional
prejudices, are most marked. Although in the lower ranks of labour in
these pursuits there is a mass of women who, impelled by necessity,
work for low wages at mechanical tasks which offer no chance of
advancement, there is, nearer the top, a large group of women who
have been more fortunate in worldly position and education, and who
are spurred as much either by interest in their work or a desire to be
self-supporting, as by actual need to earn; who share, in other
words, the attitude that leads young men to strike out for themselves
even though their fathers may be able to support them. It is the
woman animated by these motives who is doing most for the
advancement of her sex; for it is she, and not the woman who works
through necessity, who really challenges the traditional prejudices
concerning the proper place of women. The woman labourer proves
the need of women to earn; the business woman or professional
woman who works because she wants to work, is establishing the
right of women to earn. More than this, as she makes her way into
one after another of the occupations that have been held to belong
to men by prescriptive right, she is establishing her claim, as a
human being, to choose her work from the whole wide field of human
activity. It is owing to the attitude towards life adopted by such
women, to their preference of independence and action over the
dependence and passivity in vogue not so many years ago, that it is
coming to be quite the expected thing that young women of the well-
to-do classes shall set out to earn their living, as young men do,
instead of stopping under the parental roof, with a watchful eye out
for men who will marry and support them. Need I remark that nothing
is more likely than this new attitude to bring about the substitution of
the “union by affection” for the union by interest? The woman who is
economically independent is under much less temptation to marry
from economic motives than the woman for whom marriage
represents the only prospect of security.
There is still a goodly number of prejudices and discriminations to be
overcome before women in business and the professions shall stand
on an equal footing with men as regards opportunity and
remuneration. Except where she is in business for herself, the
woman in these pursuits must generally be content with a lower rate
of pay than men; and if observation may be taken to count for
anything, she is expected to work somewhat harder for what she
gets—less loafing on the job is tolerated in her than in the male
employee. She is also more likely to find herself pocketed; that is to
say, in a position from which, because of her sex, there is no
possibility of further advance because the higher positions are
reserved for men. It is so universally the rule that women must
content themselves with reaching the lower rungs of the
occupational ladder, that the instances where they manage to attain
to places of responsibility and authority are still rare enough to be
found worthy of remark in the press. The same thing is true of
political positions; women are not yet represented in politics in
anything like a just proportion to their numbers, nor are they often
able to get themselves either elected or appointed to responsible
positions. None the less, considering the comparatively short time
since their emergence into the business world and the world of
public affairs, they are already making an excellent showing.
The world of business and the professions, like the world of industry,
has its occupations which are considered peculiarly suitable for
women. Strictly subordinate positions are thought to suit them very
well; hence there is quite an army of women stenographers,
bookkeepers, clerks and secretaries to be found in the business
section of any modern city. The personnel of the nursing profession
is made up almost exclusively of women; and the work of teaching in
our public schools, especially where it is most conspicuously
underpaid, is largely in their hands. There is, to be sure, an
impression current among members of school boards that marriage
disqualifies a woman for the teaching profession; but the single
woman is fairly secure in her position, possibly because it does not
pay well enough to be very attractive to men. Occupations
connected with the arts are also held, in this country, to be
particularly well adapted for women, although it must be noted that
the prejudice of male musicians is effective enough to exclude them
from the personnel of our important orchestras. It is in the creative
arts that their work is most welcomed; more especially in the field of
literature; and this may seem strange, in view of the fact that so
many eminent authorities believe that their sex renders them
incapable of attaining any significance in creative work. It is, I
apprehend, rather to the low opinion in which aesthetic pursuits are
held in this country than to a high opinion of female ability, that this
peculiar condition must be ascribed.
But if certain occupations are considered peculiarly appropriate for
women, there is none the less a great deal of prejudice against them
in others. The idea that woman’s place is the home has no more
disappeared from the world of business and the professions than it
has disappeared from the world of industry, even though it is the
business woman and the professional woman who are doing most to
dislodge it. And here it may be well to remark a fact that has already
been noted, with some pointed comment, by Ethel Snowden,
namely: that woman’s invasion of the gainful occupations appears to
be found unwomanly in proportion to the importance of the position
to which she aspires.
It is the married woman in business or in professional work, as it is in
industry, who suffers most from the surviving prejudices concerning
her sex. When there are economies to be effected through the
discharge of workers, the idea that the married woman is normally a
dependent comes immediately to the fore, and she is the first
employee to be discharged. For example, Equal Rights of 8 August,
1925, noted in an editorial that the city of St. Louis had begun a
campaign for economy by discharging twelve married women; that
there was a movement on in Germany to reduce governmental
expenses by a wholesale discharge of women employees; and that,
according to rumour, Mr. Coolidge’s campaign of economy was
being made to bear most heavily on married women. The comment
of Equal Rights on the action of the city of St. Louis is worth quoting:
St. Louis employed twenty-seven married women. It
investigated the economic condition of all these, retained nine,
discharged twelve, and was, at last report, still considering the
case of the other six. St. Louis did not investigate the economic
condition of the men employees, to see whether or not these
might continue to live if they were discharged. St. Louis did not
try to find out whether or not these men had fathers, brothers,
mothers, or wives who might support them while they were
looking for other jobs. St. Louis assumed that men have a right
to economic independence and the increased happiness and
opportunity that it brings. St. Louis assumed that women have
no such right.
FOOTNOTES:
[26] Ellis: Man and Woman. 5th ed. p. 14.
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