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Quick Guide to OpenStat

By William G. Miller, PhD July, 2007

Table of Contents
QUICK GUIDE TO OPENSTAT ............................................................................................................... 1 TABLE OF CONTENTS ............................................................................................................................. 2 FIGURES ...................................................................................................................................................... 6 INTRODUCTION ...................................................................................................................................... 10 INSTALLING AND STARTING OPENSTAT ................................................................................................... 10 DATA CHARACTERISTICS AND RELATED ANALYSES ............................................................... 12 TYPES OF VARIABLES ............................................................................................................................... 12 Nominal Variables .............................................................................................................................. 12 Ordinal Variables ............................................................................................................................... 12 Interval Variables ............................................................................................................................... 12 Ratio Variables ................................................................................................................................... 13 Discrete and Continuous Variables .................................................................................................... 13 RECORDING DATA................................................................................................................................. 15 VARIABLE LABELS ................................................................................................................................... 15 ENTERING DATA IN THE GRID .................................................................................................................. 16 SAVING YOUR DATA ................................................................................................................................ 16 EDITING DATA.......................................................................................................................................... 17 GENERATING DATA .................................................................................................................................. 18 IMPORTING AND EXPORTING DATA .......................................................................................................... 18 Copy and Paste Method of Importing Excel Data .............................................................................. 18 Importing a Tab File........................................................................................................................... 18 Exporting Data from OpenStat ........................................................................................................... 19 THE OUTPUT FORM .................................................................................................................................. 20 TESTING HYPOTHESES ........................................................................................................................ 23 SAMPLE STATISTICS AND POPULATION PARAMETERS ............................................................................... 23 DISTRIBUTION OF SAMPLING ERRORS: TYPE I AND TYPE II ERRORS ......................................................... 23 DATA DESCRIPTION .............................................................................................................................. 25 DISTRIBUTION OF VALUES ........................................................................................................................ 25 CENTRAL TENDENCY AND VARIABILITY ................................................................................................... 26 COMPARISONS WITH THEORETICAL DISTRIBUTIONS ................................................................................. 26 TRANSFORMATIONS.................................................................................................................................. 27 BOX PLOTS ............................................................................................................................................... 28 THE BREAKDOWN PROCEDURE ................................................................................................................ 30 STEM AND LEAF PLOTS ............................................................................................................................ 33 THE QQ OR PP PLOT ................................................................................................................................ 35 THREE DIMENSIONAL ROTATION ............................................................................................................. 37 GROUP FREQUENCIES ANALYSIS .............................................................................................................. 38 PARAMETRIC AND NON-PARAMETRIC ANALYSES .................................................................... 42 PARAMETRIC ANALYSES .......................................................................................................................... 42 Univariate Analyses ............................................................................................................................ 42 Multivariate Analyses ......................................................................................................................... 42 NON-PARAMETRIC ANALYSES .................................................................................................................. 42 Contingency tables.............................................................................................................................. 43

Relationship among rankings.............................................................................................................. 43 Rater agreement.................................................................................................................................. 44 MEASUREMENT INSTRUMENTS ........................................................................................................ 45 RELIABILITY AND VALIDITY ..................................................................................................................... 45 EXAMPLES OF PARAMETRIC ANALYSES WITH OPENSTAT .................................................... 46 COMPARING SAMPLE MEANS ................................................................................................................... 46 The t-test ............................................................................................................................................. 46 ANALYSIS OF VARIANCE .......................................................................................................................... 48 One, Two or Three Way ANOVA ........................................................................................................ 48 Repeated Measures ANOVAs.............................................................................................................. 55 Nested ANOVA Designs...................................................................................................................... 61 Latin Square Designs ANOVA ............................................................................................................ 65 ANALYZING RELATIONSHIPS AND PREDICTION CORRELATION AND MULTIPLE REGRESSION ................ 69 Correlation.......................................................................................................................................... 69 Multiple Regression and Prediction ................................................................................................... 71 Using Multiple Regression for Analysis of Variance .......................................................................... 74 Regression with a Dichotomous Dependent Variable......................................................................... 80 Simultaneous Multiple Regression...................................................................................................... 82 Cox Proportional Hazards Survival Regression................................................................................. 85 Non-Linear Regression ....................................................................................................................... 88 Weighted Least-Squares Regression ................................................................................................... 94 2-Stage Least-Squares Regression.....................................................................................................103 MULTIVARIATE PROCEDURES.........................................................................................................110 IDENTIFYING LATENT VARIABLES ...........................................................................................................110 Factor Analysis ..................................................................................................................................110 IDENTIFYING NATURAL GROUPS - CLUSTER ANALYSIS ..........................................................................117 PREDICTING GROUP CLASSIFICATION......................................................................................................121 PATH ANALYSIS: EXAMINING THE PLAUSIBILITY OF CAUSE AND EFFECT MODELS ................................127 Example of a Path Analysis ...............................................................................................................128 NON-PARAMETRIC ...............................................................................................................................134 CONTINGENCY CHI-SQUARE ...................................................................................................................134 Example Contingency Chi Square .....................................................................................................135 SPEARMAN RANK CORRELATION ............................................................................................................136 Example Spearman Rank Correlation ...............................................................................................137 MANN-WHITNEY U TEST ........................................................................................................................138 FISHERS EXACT TEST .............................................................................................................................139 KENDALLS COEFFICIENT OF CONCORDANCE .........................................................................................141 KRUSKAL-WALLIS ONE-WAY ANOVA..................................................................................................142 WILCOXON MATCHED-PAIRS SIGNED RANKS TEST ................................................................................144 COCHRAN Q TEST ...................................................................................................................................145 SIGN TEST ...............................................................................................................................................147 FRIEDMAN TWO WAY ANOVA ..............................................................................................................148 PROBABILITY OF A BINOMIAL EVENT ......................................................................................................150 RUNS TEST ..............................................................................................................................................151 KENDALL'S TAU AND PARTIAL TAU ........................................................................................................153 KAPLAN-MEIER SURVIVAL TEST.............................................................................................................155 MEASUREMENT RELATED PROCEDURES.....................................................................................164 CLASSICAL ITEM ANALYSIS METHODS....................................................................................................164 Item Discrimination ...........................................................................................................................164 Item difficulty .....................................................................................................................................165 The Item Analysis Program ...............................................................................................................165

Example Item Analysis.......................................................................................................................166 RASCH ONE PARAMETER LOGISTIC SCALING ..........................................................................................173 The One Parameter Logistic Model...................................................................................................173 Estimating Parameters in the Rasch Model: Prox. Method...............................................................174 SPEARMAN-BROWN RELIABILITY PROPHECY ..........................................................................................183 THREE PARAMETER LOGISTIC SCALING ..................................................................................................184 KUDER-RICHARDSON #21 RELIABILITY ..................................................................................................184 RELIABILITY ADJUSTMENT FOR SCORE VARIABILITY .............................................................................185 WEIGHTED COMPOSITE TEST RELIABILITY .............................................................................................185 SUCCESSIVE INTERVAL SCALING .............................................................................................................187 GUTTMAN SCALOGRAM ANALYSIS .........................................................................................................189 DIFFERENTIAL ITEM FUNCTIONING .........................................................................................................190 POLYTOMOUS DIF ANALYSIS .................................................................................................................201 COURSE GRADES SYSTEM .......................................................................................................................203 GENERAL UNFOLDING MODEL ANALYSIS ...............................................................................................208 ITEM BANKING SYSTEM ..........................................................................................................................213 HOYT AND CRONBACH RELIABILITY .......................................................................................................219 THREE PARAMETER LOGISTIC SCALING ..................................................................................................220 STATISTICAL PROCESS CONTROL..................................................................................................221 XBAR CHART .........................................................................................................................................221 RANGE CHART.........................................................................................................................................223 THE S CHART ..........................................................................................................................................225 CUSUM CHART ......................................................................................................................................227 P CHART..................................................................................................................................................230 DEFECT (NONCONFORMITY) C CHART ....................................................................................................232 DEFECTS PER UNIT U CHART...................................................................................................................234 FINANCIAL PROCEDURES ..................................................................................................................237 LOAN AMORTIZATION .............................................................................................................................237 FUTURE VALUE .......................................................................................................................................239 PAYMENT ................................................................................................................................................240 PERIOD PAYMENT....................................................................................................................................241 INTEREST PAYMENT ................................................................................................................................242 INTEREST RATE .......................................................................................................................................244 NUMBER OF PERIODS...............................................................................................................................245 PRESENT VALUE OF AN INVESTMENT ......................................................................................................246 DOUBLE DECLINING BALANCE ................................................................................................................247 STRAIGHT LINE DEPRECIATION ...............................................................................................................248 ACCELERATED DEPRECIATION ................................................................................................................249 INTERNAL RATE OF RETURN ...................................................................................................................250 NET PRESENT VALUE ..............................................................................................................................252 SIMULATION PROCEDURES ..............................................................................................................254 CORRELATION .........................................................................................................................................254 GENERATING MULTIVARIATE NORMAL DISTRIBUTION DATA .................................................................255 ESTIMATING SAMPLE SIZES NEEDED FOR TYPE I AND TYPE II ERROR CONTROL ...................................258 GENERATING POWER CURVES FOR Z-TESTS ............................................................................................260 THEORETICAL DISTRIBUTIONS ................................................................................................................263 GENERATE SEQUENTIAL VALUES ............................................................................................................264 RANDOM NUMBER GENERATION .............................................................................................................265 SIMULATE 2-WAY ANALYSIS OF VARIANCE ...........................................................................................267 PROJECT EVALUATION GENERATOR ........................................................................................................270 PLOT A Z DISTRIBUTION ..........................................................................................................................273 PLOT A CHI SQUARE DISTRIBUTION ........................................................................................................275 PLOT AN F DISTRIBUTION........................................................................................................................276

RESAMPLING AND BOOTSTRAP DEMO .....................................................................................................277 MATRIX MANIPULATION ...................................................................................................................282 KEYBOARD INPUT ...................................................................................................................................283 CLEARING A GRID ...................................................................................................................................283 USING THE COMBINATION BOXES ...........................................................................................................283 OPERATIONS AND OPERANDS ..................................................................................................................284 MENUS ....................................................................................................................................................284 THE OPERATIONS SCRIPT ........................................................................................................................285 GETTING HELP ON A TOPIC......................................................................................................................286 MATRIX OPERATIONS ..............................................................................................................................287 REFERENCES ..........................................................................................................................................288 INDEX ........................................................................................................................................................294

Figures
Figure 1 The Main Form and Data Grid .......................................................................... 11 Figure 2 The Data Dictionary Form................................................................................. 15 Figure 3 Editing Options.................................................................................................. 17 Figure 4 The Output Form .............................................................................................. 20 Figure 5 Copy and Paste of a Graphic Image ................................................................. 22 Figure 6 Options for Descriptive Analyses..................................................................... 25 Figure 7 Comparison of Observed and Theoretical Distribution.................................... 27 Figure 8 Transformation of a Variable. .......................................................................... 28 Figure 9 Box Plot Form ................................................................................................... 29 Figure 10 Sample Box Plot .............................................................................................. 30 Figure 11 The Breakdown Procedure Form..................................................................... 31 Figure 12 Stem and Leaf Plot Form................................................................................. 33 Figure 13 PP or QQ Plot Form ........................................................................................ 35 Figure 14 Expected and Observed Values in the QQ Plot of weight in cansas.txt ...... 36 Figure 15 The PP Plot of weight in the cansas.txt file. ................................................ 37 Figure 16 Three Dimension Plot...................................................................................... 38 Figure 17 Group Frequencies Analysis Form.................................................................. 39 Figure 18 Frequency Distribution of Defects in the Defects.txt file................................ 40 Figure 19 A Pie Chart of Defect Frequencies from the Defects.txt file. ......................... 41 Figure 20. Specification Form for the Student t-test....................................................... 47 Figure 21 Two Way Analysis of Variance Specification ............................................... 49 Figure 22 Means for Row 1 and Row 2........................................................................... 53 Figure 23 Means for Column 1 and Column 2 ................................................................ 54 Figure 24 Row and Column Interaction........................................................................... 55 Figure 25 A Repeated Measures Analysis of Variance Form.......................................... 56 Figure 26 One Within and One Between Analysis of Variance Form. ........................... 57 Figure 27 Two Between and One Within Analysis of Variance Form............................ 58 Figure 28 Two Repeated Measures ANOVA Form. ....................................................... 60 Figure 29 Factor B Nested in Factor A Specification Form. ........................................... 62 Figure 30 Three Treatment Design with B Treatment Nested in the A Treatment. ........ 64 Figure 31 Form to Plot GPA versus GREV..................................................................... 70 Figure 32 Plot of GREV with GPA Including Regression Line and Confidence............ 71 Figure 33 Block Entry Multiple Regression Form. ......................................................... 72 Figure 34 Analysis of Covariance Procedure Form......................................................... 75 Figure 35 Binary Logistic Regression Form.................................................................... 80 Figure 36 Form for Specifying a Simultaneous Multiple Regression Analysis .............. 82 Figure 37 Cox Regression Specification Form................................................................ 87 Figure 38 Non-Linear Regression Specification Form.................................................... 90 Figure 39 X Versus Observed Y Plot From the Non-Linear Regression Analysis. ........ 91 Figure 40 X Versus the Predicted Y Plot from the Non-Linear Regression Analysis..... 92 Figure 41 The Non-Linear Regression Form Following the Analysis. ........................... 94 Figure 42 Weighted Least Squares Regression Specification Form................................ 96 Figure 43 Regression Plot from the Weighted Least Squares Analysis. ......................... 98 Figure 44 Residual Plot from the Weighted Least Squares Procedure............................ 99

Figure 45 Plot of the Pulse Versus Squared Residual from Weighted Least Squares... 100 Figure 46 Chins Variable Plot from the Weighted Least Squares Analysis. ................. 101 Figure 47 Situps Variable Plot from the Weighted Least Squares Analysis. ................ 102 Figure 48 Predicted Values and Weights from the Weighted Least Squares Analysis. 103 Figure 49 Two Stage Least Squares Regression Specification Form. ........................... 105 Figure 50 Specification of a Sample Factor Analysis.................................................... 112 Figure 51 Hierarchical Cluster Analysis Specification Form. ....................................... 118 Figure 52 Discriminant Analysis and Multivariate Analysis of Variance Form. .......... 122 Figure 53 Path Analysis Dialogue Form........................................................................ 128 Figure 54 Contingency Chi-Square Dialogue Form. ..................................................... 135 Figure 55 Spearman Rank Correlation Dialogue Form. ................................................ 137 Figure 56 Mann-Whitney U Test Dialogue Form........................................................... 138 Figure 57 Fischer's Exact Test Dialogue Form............................................................... 140 Figure 58 Kendal's Coefficient of Concordance............................................................ 142 Figure 59Kruskal-Wallis One Way ANOVA on Ranks Dialogue Form........................ 143 Figure 60 Wicoxon Matched Pairs Signed Ranks Test Dialogue Form. ....................... 145 Figure 61 Cochran Q Test Dialogue Form. ................................................................... 146 Figure 62 The Matched Pairs Sign Test Dialogue Form. .............................................. 147 Figure 63 The Friedman Two-Way ANOVA Dialogue Form....................................... 149 Figure 64 The Binomial Probability Dialogue Form..................................................... 151 Figure 65 A Sample File for the Runs Test ................................................................... 152 Figure 66 The Runs Dialogue Form. .............................................................................. 153 Figure 67 Kendal's Tau and Partial Tau Dialog Form. .................................................. 154 Figure 68 The Kaplan-Meier Dialog.............................................................................. 159 Figure 69 Experimental and Control Curves ................................................................. 163 Figure 70 Classical Item Analysis Form........................................................................ 167 Figure 71 Example Item Characteristic Curve............................................................... 170 Figure 72 Distribution of Test Scores (Classical Test Analysis Procedure.)................. 171 Figure 73 Test Item Difficulty Plot (Classical Test Analysis Procedure.) .................... 172 Figure 74 Rasch One Parameter Logistic Procedure Form. .......................................... 178 Figure 75 Log Item Difficulty - Rasch One Parameter Logistic Analysis. ................... 179 Figure 76 Log Ability Scores - Rasch One Parameter Logistic Analysis...................... 180 Figure 77 Sample Item Information Function Plot - Rasch Analysis............................ 181 Figure 78 Kuder-Richardson Formula 21 Reliability Calculation................................. 184 Figure 79 Reliability Changes With Changes in Variance. ........................................... 185 Figure 80 Estimation of Reliability for Composite Tests. ............................................. 186 Figure 81 Successive Interval Scaling. .......................................................................... 187 Figure 82 Guttman Scaling of Affective Items.............................................................. 189 Figure 83 Differential Item Functioning........................................................................ 191 Figure 84 Frequency Plot of Subject Item Scores - Differential Item Functioning....... 194 Figure 85 Form for Differential Item Function of Polytomous Items. .......................... 201 Figure 86 The Grading System Initial Form.................................................................. 204 Figure 87 Grading System Dialog Form for Test Information. ..................................... 204 Figure 88 Example Test Data Entered in the Grading System Form. ........................... 205 Figure 89 Dialog Form for the Grading System to Create a Grade Book. .................... 205 Figure 90 Specifying Grading Procedures in the Grading System. ............................... 206

Figure 91 Test Results Message from the Grading System........................................... 206 Figure 92 Example Results of the Grading System Score Conversions........................ 207 Figure 93 A Plot of Test Scores from the Grading System. .......................................... 207 Figure 94 Generalized Unfolding Model Specification Form. ...................................... 209 Figure 95 GUM Theta Plot. ........................................................................................... 212 Figure 96 GUM Item Delta Values Plot. ....................................................................... 213 Figure 97 Form for Creating or Editing an Item Bank .................................................. 214 Figure 98 Sample Item Bank Opened for Editing ......................................................... 215 Figure 99 Entry Form for an Item Stem in the Item Bank System ................................ 216 Figure 100 Item Bank Test Specification Form............................................................. 217 Figure 101 Entry of a Student ID in the Item Bank System Test Specification ............ 217 Figure 102 Item Bank System Test Administration Form............................................. 218 Figure 103 Sample On-Screen Test Administration...................................................... 218 Figure 104 Results Shown for an On-Screen Test......................................................... 219 Figure 105 Reliability Analysis Using Repeated Measures Analysis of Variance........ 219 Figure 106 X Bar Chart Form........................................................................................ 222 Figure 107 X Bar Control Chart for BoltSize.txt file .................................................... 223 Figure 108 Specifications for an SPC Range Chart....................................................... 224 Figure 109 SPC Range Chart for BoltSize.txt ............................................................... 225 Figure 110 Specification Form for the SPC Sigma Chart.............................................. 226 Figure 111 S Control Chart for the BoltSize.txt Data.................................................... 227 Figure 112 CUMSUM Control Chart Specification Form ............................................ 229 Figure 113 SPC CUMSUM Chart for BoltSize.txt Data. .............................................. 230 Figure 114 SPC p Control Chart Specification Form. ................................................... 231 Figure 115 SPC p Chart ................................................................................................. 232 Figure 116 Defects Conformity Chart (c Chart) Form .................................................. 233 Figure 117 SPC c Chart for Defects. ............................................................................. 234 Figure 118 Defects Per Unit SPC Form......................................................................... 235 Figure 119 Defects Per Unit SPC Chart for the file Defects.txt. ................................... 236 Figure 120 Loan Amortization Specification Form....................................................... 237 Figure 121 Future Value Form. ..................................................................................... 240 Figure 122 Payment Calculation Form. ......................................................................... 241 Figure 123 Period Payment Form. ................................................................................. 242 Figure 124 Interest Paid On A Loan Form. ................................................................... 243 Figure 125 Interest Rate Calculation Form.................................................................... 244 Figure 126 Number of Payment Periods Form. ............................................................. 245 Figure 127 Present Value Form. .................................................................................... 247 Figure 128 Double Declining Value Form. ................................................................... 248 Figure 129 Straight Line Depreciation Form................................................................. 249 Figure 130 Accelerated Depreciation Schedule Form. .................................................. 250 Figure 131 Internal Rate of Return Form. ..................................................................... 251 Figure 132 Net Present Value Form. ............................................................................. 253 Figure 133 Simulated Correlation Between Two Variables. ......................................... 255 Figure 134 Simulation of a Multivariate Distribution. .................................................. 256 Figure 135 Simulated Multivariate Data in the Grid . ................................................... 257 Figure 136 Form for Sample Size of a z-Test................................................................ 258

Figure 137 Sample Size Estimate for a z-Test............................................................... 259 Figure 138 Sample Size for a z-Test (Smaller Difference Between Means.)................ 260 Figure 139 Form for Simulation of Power Curves. ....................................................... 261 Figure 140 Power Curves for a Mean of 100 and N = 50 with Levels of Alpha........... 262 Figure 141 Simulated Distribution Cumulative Distribution Frequency....................... 263 Figure 142 Probability Distribution of a Simulated F Statistic. .................................... 264 Figure 143 Generation of Sequential Values. ................................................................ 264 Figure 144 Simulation of Scores from a Theoretical Distribution. ............................... 266 Figure 145 Form for the Degrees of Freedom in Simulation Chi-Square Values ........ 266 Figure 146 Generated Chi-Square Values in the Grid. .................................................. 267 Figure 147 Simulation Form for a Two Way Analysis of Variance.............................. 268 Figure 148 Simulated Grid Data for a Two Way Analysis of Variance........................ 269 Figure 149 Plot of Cell Means for the Simulated Two Way ANOVA Data. ................ 270 Figure 150 Form for Specifying a Simulated Evaluation Report. ................................. 271 Figure 151 Form for Specifying Alpha for a Simulated z Score Distribution............... 273 Figure 152 Simulated z-Score Distribution. .................................................................. 274 Figure 153 Form for Specifying Type I Error in Simulating Chi-Square Values. ........ 275 Figure 154 Simulated Chi-Square Distribution. ............................................................ 275 Figure 155 Type I Error Rate for Simulation of F Statistics.......................................... 276 Figure 156 Numerator Degrees of Freedom for Simulated F Values............................ 276 Figure 157 Denominator Degrees of Freedom for Simulated F Values. ....................... 276 Figure 158 Simulated F Distribution. ............................................................................ 277 Figure 159 Bootstrap Demonstration for the Weight Variable from the cansas.txt File. ................................................................................................................................. 279 Figure 160 Distribution of Resampling Estimates of the Mean. ................................... 280 Figure 161 Distribution of Means Estimated by the Bootstrap Method........................ 281 Figure 162 The Matrix Manipulation Procedure Main Form. ....................................... 282 Figure 163 Matrix Operations Available in MatMan. ................................................... 287

Introduction
Installing and Starting OpenStat If you purchased the CD insert it in your computer's CD reader. With the Windows Explorer, open the CD to examine the files on it. In the Explorer window you should see a folder with the title PROGRAM. Double click on this folder and it should open. In this folder you will see a file labeled "Setup.exe". When you double click this file it should automatically begin the installation of the program. Follow any directions and respond to any requests. Once the installation has been completed, there should be a new entry in the start menu labeled OpenStat. If you downloaded the free version from a web site, there are two possible setup procedures. One uses the InstallShield software to install a Windows product and the other uses a free setup package called Inno. Both will work. The InstallShield has the advantage that it also contains a data directory of sample data files and registers the software in your Windows system. The Inno setup is advantageous if you are using a network station and want to install without modifying the server or Windows register on your machine. The InstallShield version is downloaded as a .zip file and must be unzipped before the Setup.exe file can be double-clicked to start the installation. The Inno setup is an .exe file and you can simply double-click it to start the installation. To start OpenStat, click on the Windows start button, move the mouse to the "all programs" area and click on the OpenStat option. The first time you run the program, there will be a "disclaimer" form displayed. When you accept the conditions of this disclaimer, you will then be asked to select program options that are recorded automatically in a file labeled Options.Txt. You may simply click on the OK button to accept the default values. Once that task is completed, you should see the figure below:

Figure 1 The Main Form and Data Grid The top row of labels (under the blue program caption) are options of the "Main Menu". When your mouse clicks one of these menu labels a list of sub-options "drops down". These sub-options may have additional options from which to choose. When you click on an option, it begins a procedure. You are encouraged to explore the Main Menu items and their lists of options. Once you have collected data, you will be entering it into the grid that you see. Initially, there are only two rows and columns shown in the grid. The first row (top) is an area reserved for the label of variables. The first column is reserved for labels of cases (observations.) When you start, there is only one cell available for entry of a variable's value. In the following section we will describe how you can enter and edit additional data values.

Data Characteristics and Related Analyses


Types of Variables A variable is simply a characteristic of an object or person that we observe and which differs in some way from object to object. For people, the color of hair may vary or the height may vary or the weight may vary or their skill in learning may vary. All of these may be considered "variables". You probably noticed however that some variables are simply categories like red hair, black hair and blond hair. Others may simply indicate an order such as top in her class, bottom in her class or middle of her class. Other variables indicate an actual quantity such as inches or pounds. Researchers have typically described variables like those above as belonging to one of four types: nominal, ordinal, interval or ratio. We will describe each. It is important to know the type of your variable because some types are only appropriate for certain analyses. Nominal Variables A nominal variable is one that simply describes a category or classification of the object observed. The researcher may assign letters such as M or F for male and female or numbers such as 1 for male and 0 for female. The code assigned for the characteristic observed does not imply any quantity or order but simply serves as a name for the observation. Examples of such variables are hair color, ethnic origin, political party, etc. Ordinal Variables Sometimes observers can be consistent in judging greater or less attributes of an observed variable. For example, we might assign values of 1, 2, 3, etc. to runners as they finish the crossing line in a race. The numbers we assign only indicate the order in which they were observed and not the distance among them. Many teacher tests assign student scores based on the number of questions correctly answered. Unless the difficulty of the various items are known to have equal increments of increasing difficulty, the student scores are really only an indication of order and not how much they have learned. Interval Variables Some measurement scales yield values that indicate a distance among objects observed as well as their order. For example, a standardized test of intelligence may yield scores where the distance from one value to another has some interpretation related to the proportion of individuals in the population expected to lay between those scores. These scales do not have a meaningful zero point indicating an absence of the attribute but rather, an arbitrary zero point. The values of nominal variables are often expressed on a scale of measurement where the average score is zero and the individual

observations are expressed in standardized deviations or distances from the mean. Among these measurement scales are the z score, the T score and the Stanine score. The research may often assume that the observed scores are distributed according to some theoretical curve. Ratio Variables When a scale of measurement has a zero point indicating an absence of the attribute and yields scores with equal increment interpretations it is called a ratio scale. A variable with ratio scale properties is common among the physical sciences. For example, the "absolute temperature" scale indicates the amount of heat in an object. An object with a measure of 8 can be said to have twice as much heat as an object with a measure of four. The ratio of measures equally distant from each other are equal. Therefore the ratio of 8 to 4 is the same as the ratio of 16 to 8. In both cases, the interpretation is that the first has twice the attribute as the second. Notice that we cannot say that about intelligence test scores. That is, we cannot say that the child with a score of 100 is not twice as intelligent as the child with a score of 50 and the child with a score of 180 is not twice as intelligent as the child with a score of 90. And we cannot say that the ratio of 100 to 50 is equal to the ratio of 180 to 90 in terms of an amount of intelligence. Common ratio measures are distances in inches, meters, feet, yards, miles, etc. Measures of speed, weight, volume, intensity, etc. produce variable observations that are ratio measures.

Discrete and Continuous Variables In addition to the scale of measurement used to observe an object, we need to also be aware of whether our variable values can be considered continuous or discrete. Clearly, variables measured on a nominal scale are discrete values, that is, numbers representing categories with no possibility of values in between those. Ordinal values are also typically considered discrete since the numbers represent a position of the object in an ordering of the objects. Interval and ratio measurements usually are considered continuous in that we can expect values at any point on a continuum. The values we collect will be, of course, finite values but if we had infinite precision of measurement, we could theoretically have values at any point on our scale. Therefore while we may record weight in whole pounds, we can still consider a variable of weights to be continuous since, with more precise measurement, we could record values between whole pounds (or kilograms.) Most of the analyses found in OpenStat under the Analyses menu assume a continuous variable as the "dependent" variable (with several important exceptions.) Under the non-parametric menu, there are a variety of procedures more typically used with discrete measures (nominal and interval data.) Discrete values will often be coded as integers while continuous variables will be coded as floating-point values. Most procedures will specify the type of variable coding expected. For example,

in completing an analysis of variance, the groups analyzed will be coded as integers while the dependent variable will be coded as a floating-point value.

Recording Data
Variable Labels The user of OpenStat will typically want to have column labels for his or her variables other than the default Var. 1, Var. 2, etc. The label should be descriptive of the variable such as "IQ z Score", "Hair Color", "Ability", etc. The labels should be short enough to easily fit in the default column width of the grid (typically 8 or fewer characters.) You can define both a short label and a longer, more descriptive label by clicking on the Variables option of the Main Menu and clicking on the "Define" option. The dialogue form shown below will appear in which you can enter the short and long labels as well as indicate the kind of data you will be entering (alphabetic, integer, floating-point, etc.)

Figure 2 The Data Dictionary Form

Entering Data in the Grid You can click on the grid at the cell where you want to enter a value. Initially, there is only the one cell for the first variable. Type in the value. If you then press the down arrow, another cell will be added in that column for you to enter a value. If instead you press the return key, you will move to the right to the next column. If a variable has not yet been defined for that column, nothing will happen. At the bottom left corner there is a "button" that you can click to add another variable. If you have added another variable and press the return key in a previous variable's column, the next cell selected will be the one in the next column. You can, of course, elect to define this variable at a later time if you wish by selecting the "Define Variables" option in the menu. You may also notice that characters entered from the keyboard appear in a box labeled "Cell Edit" that lies below the menu options. If needed, you can edit a cell entry directly in this box and press the enter key to finish the editing. You will also notice other boxes that inform you about the location of the current row and column, the number of current cases (rows) that have been entered, and the number of variables (columns) that have been created. A box labeled "ASCII" actually shows the keyboard computer code for each typed character. Also shown is a box containing the name of the last file to be saved or one that has been loaded from the disk. Once you have entered a number of values, you will probably already have discovered that you can use the up, down, left and right arrow keys to navigate among the cells. You can also use the page up, page down and home keys to make larger moves. When you make an error in entering a value, use the backspace key to delete the incorrect characters and then enter the correct ones. Saving Your Data Before you continue to enter a lot of data, you should learn to periodically save your data in a disk file. Under the "Files" option you can click on the "Save as a text-type file" option the first time you save your file. You need to type the name of the file and click the save button. Notice that one can save a file in several different formats. When you save a file as a text-type file, it will have an extension of ".TEX" added to the name. The .BIN files are binary files and can not be easily viewed with a standard word processing program. The text-type files can be viewed with any word processor such as the Windows Notepad editor. These files contain the number of variables and cases, the definition of each variable, and the values in the grid. You can also export your data to a "bare-bones" file where the grid values are separated by tab, comma or space characters. These may be useful for transporting your data to another program.

Editing Data There may be occasions when you need to delete an entire row or column of the grid data. For example, if you pressed the return key after entering a value and created a new variable that you do not need, you can delete that column. In a similar manner, if you pressed the down arrow key while on the last row of your data, you will have added an extraneous row which also can be deleted. The Main Menu Edit option contains a variety of editing functions as shown below:

Figure 3 Editing Options Not only can you add and delete rows or columns of the grid, you can copy and paste values from one section to another, delete individual values, re-code values of a variable, exchange rows and columns of the grid and switch between European and US decimal formatting. OpenStat also creates all of its output on a form which can be used as a small word processor to add, delete, highlight, and color text entered in it. With the Edit menu, you can open this output form, write letters, save them, print them, etc.

Generating Data You may want to create artificial data to use in testing some of the procedures of OpenStat or to create data that may resemble data you plan to collect in order to practice the analyses you plan to make. The Simulation option of the Main Menu provides several procedures to create simulated data. For example, you can create data representing a sample from a population of normally distributed scores with a mean of 100 and standard deviation of 15 that might represent a sample of intelligence scores. You can even generate a sample of data from a multivariate population that exhibits common factors among the variables. It is easy to explore the simulation options. Just click on one and follow the instructions on the dialogue that is displayed. Importing and Exporting Data A large number of people utilize the Microsoft Excel program to create and analyze data. While it is an excellent program it may be limited for the type of statistical analyses you wish to perform on data you have entered. It is possible to import an Excel file into OpenStat. There are two methods you may employ. Copy and Paste Method of Importing Excel Data Start Excel and open the file you wish to transport to OpenStat. Now start OpenStat. Select the Excel program. With the left mouse button down, drag your mouse over the data to be copied to the OpenStat data grid. The data to be copied will usually be highlighted in a blue color. Go to the Excel menu and click the copy option. Now select the OpenStat program. Click the empty cell at row 1 and column 1. Go to the edit menu and click paste. The data should now appear in your data grid. You may need to define the variables for the data that was copied. Importing a Tab File First, you save your Excel file as a tab-character separated file. Excel will create this file (including the variable labels in the first row) as a ".txt" file. Once the file is saved, use the Windows Explorer program to find the saved file and rename it so that the extension is ".tab" instead of ".txt". You do that by clicking once on the file name that will cause the name of the file to be highlighted in blue. Click on this highlighted name and it becomes a small edit box in which you can modify the name. When finished, press the return key. Now that the name has been changed, you can import it directly into OpenStat as tab-separated values file.

Exporting Data from OpenStat You can export data that is loaded into the grid in a manner similar to importing data. For example, you can drag your mouse over the data to be copied with the left mouse button held down. The highlighted cells can now be copied to the Microsoft clipboard by clicking the OpenStat copy option. Now select the Excel program (or other program that can paste), select a cell to begin the pasting (top left cell of the data), and click that programs paste option. You can also save a OpenStat file as a tab-separated values file. Go to the File menu and select the option to save as a tab file. Be sure the extension is .TAB. Excel and SPSS are both programs that let you import such files.

Output and Printing


The Output Form When you complete an analysis of your data, the results are placed on an Output Form. As an example, we have loaded the file labeled cansas.txt and completed a multiple regression analysis to predict the variable "chins" from measures of weight, waist and pulse. The results are shown below:

Figure 4 The Output Form At the top of this output form there are a series of "icons". The first one represents a folder for opening a previously saved output file. The second one which appears as a diskette may be clicked to save the output in a disk file as a "rich-text" file. The third icon represents a printer. Clicking on this icon will result in the printing of the ouput on the printer attached to your computer. The next four icons represent ways in which you can edit the output. For example, you may drag your mouse over a section of text and cut that text by clicking the sissors icon. That text can then be pasted to a new position by clicking the position to begin the pasting and click the paste icon. You can also modify selected text font and color. You may wish to drag your mouse while holding down the left mouse button over text that you want to paste into a Microsoft Word document. To do so, first start Word and begin a new document or open an existing document. Next, select the text from the

output form that you wish to copy into the Word document. Notice that the color of the text and background are reversed when you have selected the text. Now copy this selected text to the "clipboard" by pressing the Control key and the C key at the same time. Click on the Word document at the point where you wish to paste the copied text and press the Control key and the V key at the same time. We have done just that to paste the above text below:
CORRELATION MATRIX VARIABLE weight 1.000 0.870 -0.366 -0.390 waist 0.870 1.000 -0.353 -0.552 pulse -0.366 -0.353 1.000 0.151 chins -0.390 -0.552 0.151 1.000

weight waist pulse chins

Dependent variable: chins Variable weight waist pulse Intercept SOURCE DF Regression 3 Residual 16 Total 19 Beta 0.368 -0.882 -0.026 0.000 SS 180.296 350.654 530.950 B 0.079 -1.456 -0.019 47.968 MS 60.099 21.916 Std.Err. t 0.089 0.886 0.683 -2.132 0.160 -0.118 18.285 2.623 F 2.742 Prob.>t 0.389 0.049 0.907 0.018 VIF 4.189 4.144 1.161 TOL 0.239 0.241 0.861

Prob.>F 0.0774

R2 = 0.3396, F = 2.74, D.F. = 3 16, Prob>F = 0.0774 Adjusted R2 = 0.2157 Standard Error of Estimate = 4.68 F = 2.742 with probability = 0.077 Block 1 did not meet entry requirements

Notice that the pasted text may "wrap-around" due to the output width being greater than the width of your Word document. You can, of course, highlight this copied text and selected a font that is smaller or further edit the output. You can perform similar copy and paste of graphical output forms that are displayed in OpenStat. As an example, we use the same data file cansas.txt to obtain the frequency distribution of the chin variable. We elected to plot the normal distribution along with the distribution of the observed data. Once we obtained the graphical image as output, we clicked on the graphical image, pressed the alternate (alt) and prt scr (print screen) keys at the same time, clicked on this Word document and pasted the image. The result is shown below:

Figure 5 Copy and Paste of a Graphic Image

Testing Hypotheses
Sample statistics and Population parameters The professional area labeled Statistics receives its name due to the predominant interest in obtaining sample values that estimate characteristics of a population. These population characteristics are called parameters and the estimates of them obtained from the sample are called statistics. If we collect data on the entire population, there is no need for statistical analysis - only the reporting of the population parameters. In most cases however, the population is considered infinitely large or so large that it is impractical to attempt to collect all of the population values. When data are sampled from a population, it is important that the researcher take steps to insure that the sample is, in fact, representative of the population. This is typically done by the method of random sampling. Of course, if we should draw multiple random samples of the same size, the sample statistics will vary from one another. It is the distribution of these sample statistics that forms the basis for making inferences about the population from which they are obtained. Distribution of sampling errors: Type I and Type II errors A researcher has typically collected a sample of data to support or question some theory about the objects observed. For example, a teacher may theorize that students performing practical laboratory experiments in a physics class will result in greater learning gains than if the equivalent student time is spent in only observing someone else perform the experiments. The teacher might then collect data from a sample of students from each experimental treatment: practice and observe. The teacher would probably make the traditional "null hypothesis" that the two methods are equally effective although his or her prior experience is that one (practice?) treatment is superior to the other. Of course, the teacher needs some measure of the learning achieved as well as the degree to which the students already knew the material to be learned in order to assess the gain in knowledge. Using carefully constructed pre and post-tests that are carefully administered by an impartial observer, the data would be collected. The variables entered in the grid might be labeled "GROUP", "PRETEST", and "POSTEST". The analysis performed might be the "Analysis of Covariance" found in the Analyses menu under Analyses of Variance. In examining the results of the ANCOVA, the teacher has the possibility of making one of several types of errors. If the samples obtained differ by a large amount simply because of random sampling error and the teacher infers that the difference is "significant" then a Type I error will be made. On the other hand, if the samples obtained are very similar due to random sampling error when in fact the populations are really quite different, the teacher may infer there is no difference and make a Type II error. If we have a reasonable estimate of the distribution of sampling errors, we can actually state

the likely probability that each error might occur. Here is where we must make some assumptions about the distribution of sampling errors. In most parametric analyses, the errors are assumed to be normally distributed! If they are not, we are more likely to make one of the two errors than we thought. The researcher can actually control the probabilities of making both of these errors. In general, if our assumptions about the distribution of errors is correct and the researcher can specify the difference between the samples that would be meaningful, then the larger our samples are the less likely we are to make an inferential Type II error! The simulation procedure "Power Curves for Hypotheses" is helpful for estimating the sample size needed to control both Type I and Type II error. The table below summarizes these two major types of errors in hypothesis testing: No difference in Population Difference in Population Null Hypothesis Rejected Type I Error (Prob. Alpha) No error Null Hypothesis Accepted No error Type II Error (Prob. Beta)

Data Description
Distribution of values Now we are ready to start analyzing our data. Most researchers will want to examine several aspects of the data. If the subsequent analyses assume the sample is obtained from a normally distributed population of values, a check on this assumption is pursued. If the data are categorical, for example, values of a "Likert-type" of questionnaire then the researcher may want to examine the frequency of responses in each of the categories. In the figure below you can see there are a variety of analyses under the Descriptive option of the Analyses menu. If you have not yet collected your data, you can generate some simulated data and examine it with one or more of these procedures.

Figure 6 Options for Descriptive Analyses

Central tendency and variability If you are analyzing a continuous variable, you probably will be interested in obtaining an estimate of the mean and standard deviation of the values in that variable. In some cases, the median and the percentile ranks will be useful information. Most reported research of interval or ratio data provides the mean, variance and standard deviation. In addition, the skew and kurtosis may be reported. A test of normality may also be reported. If working with two or more continuous variables, it is helpful to do an X versus Y type of plot and report the product-moment correlation between the variables, that is, a measure of the co-variability of the variables. Comparisons with theoretical distributions There exist a wide variety of theoretical distributions that are used in statistics. The most common ones are the Normal (Gaussian), t (Student), Chi-square, F, rectangular, Binomial, Poisson, and Wilk's Lambda distributions. A graphic comparison of your data's distribution with a theoretical distribution may indicate conformity or nonconformity to the distribution you expected to obtain. As an example, we will load one of the sample files distributed with your program. It is labeled cansas.txt. We will open it into the grid and compare the variable "Weight" with the normal distribution using the "descriptive" option "Compare Observed to Theoretical Distribution". The results are shown in the figure below:

Figure 7 Comparison of Observed and Theoretical Distribution

You can see in the above plot that the observed data seem to "fit" a normal distribution fairly well. The test for normality confirms this result. Transformations In some cases, the data collected needs to be transformed prior to analysis. Highly skewed data, for example, might be transformed to "z" scores that correspond to the proportions observed in the original data. The figure below represents the dialogue form which appears when you select the transform option under the Main Menu Variables menu:

Figure 8 Transformation of a Variable. You can see that there are a wide variety of ways to create a new variable from one or more existing variables. You select the type of transformation from the list on the right by clicking on the desired one, enter a label for the new variable and then enter the arguments required for that transformation. When you click the OK button, the new variable will be created and entered in the grid. Box Plots Box plots are useful for obtaining a visual picture of the distribution of a continuous variable that has been observed in two or more samples. To demonstrate, we will load a file labeled OneWay.txt that contains data for a one way (or two way) analysis of variance. We then select the Box Plots option from within the Descriptive Analyses menu. Below is the form and our selections:

Figure 9 Box Plot Form When we click the Compute button we obtain:
Box Plot of Groups Results for group 1, mean = 105.483 Centile Value Ten 93.096 Twenty five 97.843 Median 105.512 Seventy five 112.816 Ninety 119.389 Score Range Frequency Cum.Freq. Percentile Rank ______________ _________ _________ _______________ 58.04 - 58.77 0.00 0.00 0.00 58.77 - 59.50 0.00 0.00 0.00 59.50 - 60.23 0.00 0.00 0.00 60.23 - 60.96 0.00 0.00 0.00 . . . 146.41 - 147.14 0.00 40.00 100.00 147.14 - 147.87 0.00 40.00 100.00 Results for group 2, mean = 99.413 Centile Value Ten 85.062 Twenty five 90.540 Median 100.400 Seventy five 109.529 Ninety 114.763 Score Range Frequency Cum.Freq. Percentile Rank ______________ _________ _________ _______________ 58.04 - 58.77 1.00 1.00 1.25 . .

etc. for the frequency data and the plot below:

Figure 10 Sample Box Plot The boxes show the range of scores falling in the 25th to 75th percentile (lower and upper quartiles) and the whiskers extend down to the 10th percentile and up to the 90th percentile scores. Examining the plot immediately shows possible skew in the distribution of scores and variability of scores in each group. The Breakdown Procedure Subjects may have been observed on one or more categorical variables as well as a continuous variable. This is common in doing analyses of variance where the categorical (nominal) variables represent treatment groups and the continuous variable represents a criterion or dependent variable. If the research design is balanced, that is, has equal or proportional group sizes across the treatment levels, then there is less likely a confounding of the significance tests for one treatment variable with another. The Breakdown Procedure lets the researcher obtain a count of the cases in each category combination. It also will provide a one-way analysis of variance for each of the categorical variables (e.g. treatment variables.) To demonstrate we will use the same file (OneWay.txt) that was used for the box plots above. Select the breakdown option and complete the form as shown below:

Figure 11 The Breakdown Procedure Form Notice that your first move the variables of the analysis to the right box and then click the name of the variable that is continuous. When you click the OK button the results as shown below are obtained.
BREAKDOWN ANALYSIS PROGRAM VARIABLE SEQUENCE FOR THE BREAKDOWN: A_Treat. (Variable 1) Lowest level = B_Treat (Variable 2) Lowest level = Variable levels: A_Treat. level = 1 B_Treat level = 1 Freq. Mean Std. Dev. 20 102.117 12.771 Variable levels: A_Treat. level = 1 B_Treat level = 2 Freq. Mean Std. Dev. 20 108.850 13.022 Number of observations across levels = Mean across levels = 105.484 Std. Dev. across levels = 13.179 Variable levels: A_Treat. level = 2 B_Treat level = 1 Freq. Mean Std. Dev. 20 97.469 14.481 Variable levels: A_Treat. level = B_Treat level = 2 2 40 1 Highest level = 1 Highest level = 3 2

Freq. 20

Mean 101.358

Std. Dev. 14.323 40

Number of observations across levels = Mean across levels = 99.413 Std. Dev. across levels = 14.352 Variable levels: A_Treat. level = 3 B_Treat level = 1 Freq. Mean Std. Dev. 20 95.258 15.104 Variable levels: A_Treat. level = 3 B_Treat level = 2 Freq. Mean Std. Dev. 20 100.714 14.385 Number of observations across levels = Mean across levels = 97.986 Std. Dev. across levels = 14.819

40

Grand number of observations across all categories = 120 Overall Mean = 100.961 Overall standard deviation = 14.389 ================================================================================ ANALYSES OF VARIANCE SUMMARY TABLES Variable levels: A_Treat. level = B_Treat level = Variable levels: A_Treat. level = B_Treat level = SOURCE GROUPS WITHIN TOTAL D.F. 1 38 39 1 1 1 2 SS 453.25 6320.92 6774.17 MS 453.25 166.34 F 2.725 Prob.>F 0.1070

Variable levels: A_Treat. level = B_Treat level = Variable levels: A_Treat. level = B_Treat level = SOURCE GROUPS WITHIN TOTAL D.F. 1 38 39

2 1 2 2 SS 151.23 7881.96 8033.19 3 1 3 2 SS 297.61 8266.37 8563.98 MS 297.61 217.54 F 1.368 Prob.>F 0.2494 MS 151.23 207.42 F 0.729 Prob.>F 0.3985

Variable levels: A_Treat. level = B_Treat level = Variable levels: A_Treat. level = B_Treat level = SOURCE GROUPS WITHIN TOTAL D.F. 1 38 39

ANOVA FOR ALL CELLS SOURCE GROUPS WITHIN TOTAL FINISHED D.F. 5 114 119 SS 2170.08 22469.24 24639.32 MS 434.02 197.10 F 2.202 Prob.>F 0.0588

Stem and Leaf Plots One of the older methods for visualizing the distribution of collected data is the stem and leaf plot procedure. Using the cansas.txt data, we will examine the distribution of the continuous variables with the Stem and Leaf procedure. Show below is the dialog form for specifying the analysis:

Figure 12 Stem and Leaf Plot Form When the Compute button is clicked, the results shown below are obtained:
STEM AND LEAF PLOTS Stem and Leaf Plot for variable: weight Frequency 1 16 3 Stem & Leaf 1 3 1 5555666677888999 2 014

Stem width = 100.00, max. leaf depth = 1 Min. value = 138.000, Max. value = 247.000 No. of good cases = 20 Stem and Leaf Plot for variable: waist Frequency 9 10 1 Stem & Leaf 3 123333444 3 5566677788 4 6

Stem width = 10.00, max. leaf depth = 1 Min. value = 31.000, Max. value = 46.000 No. of good cases = 20 Stem and Leaf Plot for variable: pulse Frequency 2 8 4 4 1 1 Stem & Leaf 4 66 5 00022244 5 6668 6 0224 6 8 7 4

Stem width = 10.00, max. leaf depth = 1 Min. value = 46.000, Max. value = 74.000 No. of good cases = 20 Stem and Leaf Plot for variable: chins Frequency 5 4 7 4 Stem & Leaf 0 12244 0 5668 1 1222334 1 5577

Stem width = 10.00, max. leaf depth = 1 Min. value = 1.000, Max. value = 17.000 No. of good cases = 20 Stem and Leaf Plot for variable: situps Frequency 3 8 2 6 1 Stem & Leaf 0 567 1 00001122 1 56 2 011123 2 5

Stem width = 100.00, max. leaf depth = 1 Min. value = 50.000, Max. value = 251.000 No. of good cases = 20 Stem and Leaf Plot for variable: jumps Frequency 9 6 4 1 Stem & Leaf 0 233334444 0 556678 1 0012 2 5

Stem width = 100.00, max. leaf depth = 1 Min. value = 25.000, Max. value = 250.000 No. of good cases = 20

The procedure first determines the largest value, for example 250.0 in the jumps variable. It then treats each observed value as a string of characters the width of the largest value (in this example 3 digits or a stem width of 100.) Each leading character is a stem and

the leaves are the next digit from the leading digit. In our example there are 15 values (9 + 6) that have a leading 3-digit value of 0 and 5 values (4 + 1) that have a leading digit of 1 or 2. Additional digits beyond the first two are ignored. The result is one gets a quick view of the distribution of values using the leading two digits of the variable. The QQ or PP Plot The researcher sometimes needs to compare a distribution of values against one or more theoretical distributions to determine the appropriate method of analysis. For example, one often needs to assume that scores are approximately distributed as a normal disttribution. The QQ or PP Plots let you compare your data to one or more theoretical distributions. We will use the cansas.txt file to demonstrate. Shown below is the form for specifying the variable to analyze, the theoretical distribution for comparison and the type of plot:

Figure 13 PP or QQ Plot Form We obtain the following for the weight variable:

Figure 14 Expected and Observed Values in the QQ Plot of weight in cansas.txt If we had chosen the PP plot instead we would obtain:

Figure 15 The PP Plot of weight in the cansas.txt file.

Three Dimensional Rotation It is helpful to visualize the relationship among three variables by plotting the variable values and rotating them about each of the axis in the three dimension space. To demonstrate, load the cansas.txt. Then load the Three Dimension Rotation procedure file and select the first three variables. You will see the figure below:

Figure 16 Three Dimension Plot. Notice the three vertical sliders to the right of the plot. You can drag each one up or down to rotate the figure. For finer increments of rotation, click one of the arrows at the end of a slider. The degree of rotation is shown in the boxes below the sliders. Group Frequencies Analysis Yet another way to look at a distribution of scores is by use of the Group Frequencies Analysis procedure. Load the Defects.txt file and create a three-dimension bar graph of the defects by selecting this procedure. Shown below is the form for specifying your analysis:

Figure 17 Group Frequencies Analysis Form. When you click the OK button you should obtain the following:

Figure 18 Frequency Distribution of Defects in the Defects.txt file. If instead you select the Group Frequencies Pie Chart procedure and select the threedimension pie chart you obtain:

Figure 19 A Pie Chart of Defect Frequencies from the Defects.txt file.

Parametric and Non-parametric Analyses


Parametric Analyses Parametric Analyses involve analyzing single variables or multiple variables in order to estimate population parameters from the sample statistics. Hypotheses may concern one or more populations and involve estimation of means, variances, correlations, centroids, etc. Some of these analyses are described in the sections below. Univariate Analyses Univariate analyses typically are those that involve a single variable sampled from one or more populations. Many of these analyses are regarding hypotheses that two or more samples are obtained from the same population, that is, that the sample means do not differ between or among themselves beyond what is expected due to random sampling variability. We include in this category the following analyses: 1. The student "t" test for mean differences. 2. The one-way, two-way and three-way analyses of variance. 3. Latin square analyses of variance. 4. Mixed within and between subject analyses of variance. 5. Tests of equal proportions. 6. Tests of equal correlations. The tests above are found under the Main Menu Analyses topic in two areas, the univariate and the analyses of variance sub-menus. Multivariate Analyses Multivariate analyses involve estimation of parameters for two or more variables in one or more populations. We would include the following analyses for this category: 1. Product-moment correlation. 2. Multiple regression analyses. 3. Cluster analyses. 4. Factor analysis. 5. Discriminate function analysis. 6. Binary logistic regression analysis. 7. Path analysis. 8. Logistic classification analyses. 9. Canonical correlation analysis. Non-parametric Analyses Non-parametric analyses are typically those that analyze variables that are nominal or ordinal in nature. Parameters of the population sampled are not estimated.

Rather, the tests of hypotheses are based on the computation or estimate of the number of ways that various orders or combinations can occur by chance alone. For example, we may ask if a coin that is repeatedly tossed in the air to obtain the number of times each side is shown at rest is a "fair" coin. We would hypothesize that a fair coin would yield about 50% of the counts for each side. If we know the number of times the coin is tossed, we can use what is called the "binomial distribution" to estimate how frequently we would expect each count to occur by chance alone. The binomial distribution is based on the number of combinations of values and can be computed exactly. We describe some of the most common non-parametric analyses in the following paragraphs. Contingency tables One of the most frequently used analysis is called the contingency chi-square analysis. This analysis asks whether or not two classification variables are independent or related. For example, if people are classified into one of, say, 6 regions of the country and also classified into one of three categories for their preferred political party, would we expect to find the same proportion of people in each cross-classification. In this example we could construct a 6 by 3 table and record the number of sampled subjects belonging to each combination of the categories in the variables. The expected count in each "cell" of the table is easily calculated by multiplying the row total times the column total of a particular cell and dividing by the total sample size. The chi-square statistic is obtained from the sum of squared differences between the observed and expected cell frequencies with each difference divided by the expected value for the cell. This statistic can then be compared to the theoretical distribution of the statistic when no relationship exists. If the table above contains only two categories for each variable thus producing a 2 by 2 table, the Fisher's Exact test yields more exact results. It utilizes what is called the hyper-geometric distribution that can be calculated exactly. Relationship among rankings Analyses available in OpenStat that examine relationships and differences among ordinal measures are: 1. Wilcoxon Matched-Pairs, Signed Ranks Test. 2. Kruskal-Wallace Test. 3. Friedman's Test. 4. Mann-Whitney U Test. 5. Kendall's Tau and Partial Tau. 6. Q Test. 7. Spearman Rank Correlation.

Rater agreement Researchers often need to know the degree to which judges or subjects agree with each other in ranking objects on some scale. For example, in athletic competition there are often 5 judges that assign values, say 1 to 10, to the competitors. The question may be asked, to what degree are they consistent in their judgements and is it better than random assignment? Among the analysis in this area are: 1. Kendall's Coefficient of Concordance. 2. Kappa and Generalized Kappa.

Measurement Instruments
Reliability and validity Research results are highly dependent on the degree to which the measures (observations) that are made are consistent when applied to the same objects (reliable) and actually measure what they are supposed to measure (valid.) Clearly, a meter stick that expands and contracts with small changes in the temperature would not yield consistent results in measuring objects. Additionally, we would not use a meter stick to measure someone's weight. The results obtained from unreliable and invalid measures result in greater Type II error than might be expected for more precise measures. A variety of methods have been developed to assess reliability and validity of measurement instruments. Many of these are routinely used in the development of educational and psychological measures but are not necessarily restricted to those areas. Among the analyses used are: 1. Classical test reliability analysis providing reliability indices such as the Cronbach Alpha reliability, Kuder-Richardson formulas 20 and 21 reliability and Hoyt's intraclass reliability index. 2. One, two or three parameter logistic scaling analysis such as the Rasch oneparameter logistic model. 3. Composite test reliability analysis for estimating the reliability of a weighted combination of instruments of known reliability. 4. Estimating the reliability of an instrument if the number of items in the instrument is changed or the variability of the sample changes. 5. Estimating the scale value of items in an attitude type of instrument using techniques such as equal appearing interval scaling or Guttman scaling.

Examples of Parametric Analyses with OpenStat


Comparing Sample Means One of the most common questions asked in research is "Do the means of these groups differ?" One is really asking if the samples obtained are from the same population. The hypothesis being tested when there are only two groups is that the population mean 1 is equal to the population mean 2. If the difference is zero (null difference) then one accepts the hypothesis that the two samples come from the same population. If the hypothesis is rejected (in either direction or in a pre-specified direction) then one infers that the samples have been obtained from populations that are different. Often the samples obtained are those that represent subjects that have been given treatments. For example, a physician may have two alternative treatments for a given diagnosis. After treating randomly selected subjects from a pool of those with the same diagnosis, the physician measures the outcome with a ratio or interval measure of the effectiveness of the treatments. If the treatments are equally effective but differ in cost or intrusiveness of administration, one treatment might still be favored over the other. If one is more effective, then the question of how much more effective is it than the alternative. Ideally, the physician researcher has specified before hand the degree of difference that can be considered practical, has decided on the probabilities of accepting or rejecting the hypothesis by chance random sampling error, and has determined the sample sizes needed to insure control of these errors. The t-test We will illustrate the use of the t-test to test hypotheses like that described above using a demonstration file included with your distribution of OpenStat. The name of the file is ancova3.txt. The variables in the file are labeled row, col, slice, X, cov1 and cov2. The X variable is the dependent variable, that is, the outcome measure of an experiment. The row variable represents two different treatments applied to the 72 subjects where there is 36 subjects in each treatment group. To complete the analysis, we select the "test of two means" under the Univariate sub-menu under the Analyses menu. The form as we will use it is shown below:

Figure 20. Specification Form for the Student t-test. Notice that we have clicked the button for Values in the Data Grid. Also selected is the assumption that these are independent samples, that is, that subjects were selected at random independent of one another. We first clicked the X variable from the list of available variables, then clicked the Row variable as the variable that represents the two treatment groups. The two groups of interest have been coded with 1's and 2's so we have entered those values for the Group 1 Code and Group 2 Code. Finally, we have left the Percent Confidence Interval at 95 which means we have set our probability of a Type I error rate at 0.05 (1.00 - 0.95). When we click the Continue button on the form, the following results are obtained:
COMPARISON OF TWO MEANS Variable Mean Variance Group 1 3.50 1.63 Group 2 4.67 5.37 Assuming = variances, t = -2.646 Std.Dev. S.E.Mean N 1.28 0.21 36 2.32 0.39 36 with probability = 0.0101 and 70 degrees of freedom

Difference = -1.17 and Standard Error of difference = 0.44 Confidence interval = (-2.05, -0.29) Assuming unequal variances, t = -2.646 with probability = 0.0106 and 54.44 degrees of freedom Difference = -1.17 and Standard Error of difference = 0.44 Confidence interval = (-2.05, -0.28) F test for equal variances = 3.298, Probability = 0.0003 NOTE: t-tests are two-tailed tests.

We notice that the probability of obtaining the difference between the means of 1.17 is approximately 0.0101 by random sampling error alone if one can assume equal variability in the two groups. However, the test for equality of variance indicates that the two variances are quite different (1.63 and 5.37) so we should use the more conservative test that does not assume equal variance. This still leads to the inference that the treatments were not equally effective and that group 2 achieved a higher mean. If a higher mean indicated a higher level of white cells in the blood count, then we would infer that treatment 1 was more effective in reducing the illness. We may also want to pursue the investigation of why the second treatment might have produced wider variability in the outcome measure. Remember, of course, random sampling Iwill give differences some times that lead to a Type II error! Analysis of Variance One, Two or Three Way ANOVA If there are more than two groups involved, then the t-test is not the best method to employ in testing the equality of means among those groups. When multiple t-tests are performed, the probability of chance rejection is increased beyond the nominal value previously selected. A preferred method is the analysis of variance. We will continue our above medical example using the same data file (ancova3.txt.) Let us assume our physician has used two different drugs for treating an infection that results in a heightened white cell count (our variable X.) We will also assume that the 36 subjects randomly selected for these two groups have been further divided into two random groups of 18 each that receive or do not receive a prescription for an anti-inflamatory drug to be taken along with the primary anti-biotic drug. These new groups are coded 1 and 2 in the variable labeled col. Our researcher considers the possibility that these two drugs may, in fact, interact with one another and will be interested in testing for "significant" interactions. To complete the analysis, we will select the option "one, two or three way anova" from within the Analysis of Variance sub-menu of the Analyses menu. The form used to specify our analysis is shown below:

Figure 21 Two Way Analysis of Variance Specification Note that the dependent variable is still X but that we have now selected two factors (row and col) as our independent variables. These factors are considered "Fixed Levels" factors and not randomly selected levels of treatment. We have also elected to report some "post-hoc" comparisons and to plot group means using three-dimensional vertical bars. Our alpha levels for testing the hypotheses (Type I error rates) are left at 0.05 (95% confidence level.) When we click the Continue button, we obtain the results shown below:
Two Way Analysis of Variance Variable analyzed: X Factor A (rows) variable: Row (Fixed Levels) Factor B (columns) variable: Col (Fixed Levels) SOURCE Among Rows Among Columns Interaction Within Groups Total D.F. 1 1 1 68 71 SS 24.500 84.500 24.500 136.000 269.500 MS 24.500 84.500 24.500 2.000 3.796 F 12.250 42.250 12.250 PROB.> F 0.001 0.000 0.001 Omega Squared 0.083 0.304 0.083

Omega squared for combined effects = Note: Denominator of F ratio is MSErr Descriptive Statistics

0.470

GROUP Row Col. N Cell 1 1 18 Cell 1 2 18 Cell 2 1 18 Cell 2 2 18 Row 1 36 Row 2 36 Col 1 36 Col 2 36 TOTAL 72

MEAN 3.000 4.000 3.000 6.333 3.500 4.667 3.000 5.167 4.083

VARIANCE 1.412 1.412 2.824 2.353 1.629 5.371 2.057 3.229 3.796

STD.DEV. 1.188 1.188 1.680 1.534 1.276 2.318 1.434 1.797 1.948

TESTS FOR HOMOGENEITY OF VARIANCE --------------------------------------------------------------------Hartley Fmax test statistic = 2.00 with deg.s freem: 4 and 17. Cochran C statistic = 0.35 with deg.s freem: 4 and 17. Bartlett Chi-square statistic = 7.26 with 3 D.F. Prob. larger value = --------------------------------------------------------------------COMPARISONS AMONG COLUMNS WITHIN EACH ROW ROW 1 COMPARISONS ---------------------------------------------------------------Scheffe contrasts among pairs of means. alpha selected = 0.05 Group vs Group Difference Scheffe Critical Significant? Statistic Value ---------------------------------------------------------------1 2 -1.00 2.12 2.074 YES -----------------------------------------------------------------------------------------------------------------------------Tukey HSD Test for (Differences Between Means alpha selected = 0.05 Groups Difference Statistic Probability Significant? --------------------------------------------------------------1 - 2 -1.000 q = 3.000 0.0376 YES ----------------------------------------------------------------------------------------------------------------------------Tukey B Test for (Contrasts on Ordered Means alpha selected = 0.05 --------------------------------------------------------------Groups 1 2 Difference -1.000 Statistic 3.000 d.f. 2, 68 Prob.>value 0.038 Significant? YES

0.064

---------------------------------------------------------------------Neuman-Keuls Test for (Contrasts on Ordered Means alpha selected = 0.05 Group 1 2 Mean 3.000 4.000

Groups Difference Statistic d.f. Probability Significant? ---------------------------------------------------------------------1 - 2 -1.000 q = 3.000 2 68 0.0376 YES ---------------------------------------------------------------------ROW 2 COMPARISONS ---------------------------------------------------------------Scheffe contrasts among pairs of means. alpha selected = 0.05 Group vs Group Difference Scheffe Critical Significant? Statistic Value ---------------------------------------------------------------1 2 -3.33 7.07 2.074 YES ----------------------------------------------------------------

--------------------------------------------------------------Tukey HSD Test for (Differences Between Means alpha selected = 0.05 Groups Difference Statistic Probability Significant? --------------------------------------------------------------1 - 2 -3.333 q = 10.000 0.0001 YES ----------------------------------------------------------------------------------------------------------------------------Tukey B Test for (Contrasts on Ordered Means alpha selected = 0.05 --------------------------------------------------------------Groups 1 2 Difference -3.333 Statistic 10.000 d.f. 2, 68 Prob.>value 0.000 Significant? YES

---------------------------------------------------------------------Neuman-Keuls Test for (Contrasts on Ordered Means alpha selected = 0.05 Group 1 2 Mean 3.000 6.333

Groups Difference Statistic d.f. Probability Significant? ---------------------------------------------------------------------1 - 2 -3.333 q = 10.000 2 68 0.0001 YES ---------------------------------------------------------------------COMPARISONS AMONG ROWS WITHIN EACH COLUMN COLUMN 1 COMPARISONS ---------------------------------------------------------------Scheffe contrasts among pairs of means. alpha selected = 0.05 Group vs Group Difference Scheffe Critical Significant? Statistic Value ---------------------------------------------------------------1 2 0.00 0.00 2.074 NO -----------------------------------------------------------------------------------------------------------------------------Tukey HSD Test for (Differences Between Means alpha selected = 0.05 Groups Difference Statistic Probability Significant? --------------------------------------------------------------1 - 2 0.000 q = 0.000 1.0000 NO ----------------------------------------------------------------------------------------------------------------------------Tukey B Test for (Contrasts on Ordered Means alpha selected = 0.05 --------------------------------------------------------------Groups 1 2 Difference 0.000 Statistic 0.000 d.f. 2, 68 Prob.>value 1.000 Significant? NO

---------------------------------------------------------------------Neuman-Keuls Test for (Contrasts on Ordered Means alpha selected = 0.05 Group 1 2 Mean 3.000 3.000

Groups Difference Statistic d.f. Probability Significant? ---------------------------------------------------------------------1 - 2 0.000 q = 0.000 2 68 1.0000 NO ---------------------------------------------------------------------COLUMN 2 COMPARISONS

---------------------------------------------------------------Scheffe contrasts among pairs of means. alpha selected = 0.05 Group vs Group Difference Scheffe Critical Significant? Statistic Value ---------------------------------------------------------------1 2 -2.33 4.95 2.074 YES -----------------------------------------------------------------------------------------------------------------------------Tukey HSD Test for (Differences Between Means alpha selected = 0.05 Groups Difference Statistic Probability Significant? --------------------------------------------------------------1 - 2 -2.333 q = 7.000 0.0001 YES ----------------------------------------------------------------------------------------------------------------------------Tukey B Test for (Contrasts on Ordered Means alpha selected = 0.05 --------------------------------------------------------------Groups 1 2 Difference -2.333 Statistic 7.000 d.f. 2, 68 Prob.>value 0.000 Significant? YES

---------------------------------------------------------------------Neuman-Keuls Test for (Contrasts on Ordered Means alpha selected = 0.05 Group 1 2 Mean 4.000 6.333

Groups Difference Statistic d.f. Probability Significant? ---------------------------------------------------------------------1 - 2 -2.333 q = 7.000 2 68 0.0001 YES ----------------------------------------------------------------------

When we examine the above results we note several things. First, we find "significant" differences among the rows (anti-biotic drugs), differences among the columns (antiinflammatory) and also significant interaction between the two drugs! Of course the purist statistician would not use the term "significant" but rather state that we failed to accept the null hypothesis! Examining the plot of the sample means helps us to further identify the treatment effects and their interactions. These graphs are presented below:

Figure 22 Means for Row 1 and Row 2.

Figure 23 Means for Column 1 and Column 2

Figure 24 Row and Column Interaction. The last plot best demonstrates how the two drugs interacted. Note that within the anti-inflammatory treatment 2 that the anti-biotic treatment 2 mean is considerably larger than the other means. As indicated by the post-hoc tests previously presented, the means in column 1 did not differ for the two rows but they did for the second column. It appears that anti-biotic 1 is most effective (lowest white count) and does not interact to an appreciable degree with the anti-inflammatory drug. Repeated Measures ANOVAs Several procedures involve research designs in which subjects or objects are observed under repeated criterion measures. For example, test item responses of students are repeated measures of the student. One might also examine reaction time of subjects under varying levels of alcohol consumption. The question of the study is typically something like Are the means of the measures different? We will load a file labeled

type1.txt that includes three replications of a measure for each case. When we invoke the Within Subjects and Hoyt Reliability option under the Analysis of Variance menu option, the following dialog form is shown:

Figure 25 A Repeated Measures Analysis of Variance Form. Pressing the Compute button yields:
Treatments by Subjects (AxS) ANOVA Results. ----------------------------------------------------------SOURCE DF SS MS F Prob. > F ----------------------------------------------------------SUBJECTS 11 34.556 3.141 WITHIN SUBJECTS 24 30.667 1.278 TREATMENTS 2 1.722 0.861 0.655 0.530 RESIDUAL 22 28.944 1.316 ----------------------------------------------------------TOTAL 35 65.222 1.863 ----------------------------------------------------------TREATMENT (COLUMN) MEANS AND STANDARD DEVIATIONS VARIABLE MEAN STD.DEV. B1 3.167 1.528 B2 3.083 1.240 B3 3.583 1.379

In this case, the treatment variables do not appear to be different. A repeated measures design may be combined with one or more between subjects variables. Using the same data file as above, we will select the One Between and One Within Analysis of variance procedure. The specifications dialog and output of the analysis are shown below:

Figure 26 One Within and One Between Analysis of Variance Form.


ANOVA With One Between Subjects and One Within Subjects Treatments -----------------------------------------------------------------Source df SS MS F Prob. -----------------------------------------------------------------Between 11 34.556 Groups (A) 2 3.556 1.778 0.516 0.6135 Subjects w.g. 9 31.000 3.444 Within Subjects B Treatments A X B inter. B X S w.g. 24 2 4 18 30.667 1.722 19.444 9.500 0.861 4.861 0.528 1.632 9.211 0.2233 0.0003

TOTAL 35 65.222 -----------------------------------------------------------------Means TRT. B 1 B 2 B 3 TOTAL A 1 2.500 3.500 4.500 3.500 2 2.500 2.250 3.750 2.833 3 4.500 3.500 2.500 3.500 TOTAL 3.167 3.083 3.583 3.278 Standard Deviations TRT. B 1 B 2 A 1 1.291 1.291 2 1.291 0.957 3 1.291 1.291 TOTAL 1.528 1.240 B 3 TOTAL 1.446 1.193 1.446 1.365

1.291 0.957 1.291 1.379

In this analysis, it appears there may be a significant interaction between the repeated measures and the between subjects treatment. If we have two between subjects treatment variables and one within subjects treatment variable, we can elect the Two Between and One Within ANOVA procedure. This is demonstrated by loading a file labeled ABRDATA.txt. The specification for the analysis and results are shown below:

Figure 27 Two Between and One Within Analysis of Variance Form.


SOURCE Between Subjects A Effects B Effects AB Effects Error Between Within Subjects C Replications AC Effects BC Effects ABC Effects Error Within Total ABR Means Table Repeated Measures C1 C2 17.000 12.000 15.333 10.000 16.667 10.000 17.000 14.000 C3 8.667 7.000 6.000 9.333 C4 4.000 2.333 2.333 8.333 DF 11 1 1 1 8 36 3 3 3 3 24 47 SS 181.000 10.083 8.333 80.083 82.500 1077.000 991.500 8.417 12.167 12.750 52.167 1258.000 MS 10.083 8.333 80.083 10.312 330.500 2.806 4.056 4.250 2.174 F 0.978 0.808 7.766 PROB. 0.352 0.395 0.024

152.051 1.291 1.866 1.955

0.000 0.300 0.162 0.148

A1 A1 A2 A2

B1 B2 B1 B2

AB Means Table B Levels B 1 10.417 8.750 B 2 8.667 12.167

A1 A2

AC Means Table C Levels C 1 16.167 16.833 C 2 11.000 12.000 C 3 7.833 7.667 C 4 3.167 5.333

A1 A2

BC Means Table C Levels C 1 16.833 16.167 C 2 11.000 12.000 C 3 7.333 8.167 C 4 3.167 5.333

B1 B2

Variance-Covariance Matrix for A2 B2 C Levels C1 3.000 3.000 1.000 -0.500 C2 3.000 4.000 2.000 0.000 C3 1.000 2.000 1.333 0.333 C4 -0.500 0.000 0.333 0.333

C1 C2 C3 C4

Pooled Variance-Covariance Matrix C Levels C1 5.167 2.250 1.000 0.375 C2 2.250 4.000 3.500 1.750 C3 1.000 3.500 5.417 3.333 C4 0.375 1.750 3.333 2.250

C1 C2 C3 C4

Test that sample covariances are from same population: Chi-Squared = 299.246 with 30 degrees of freedom. Probability of Chi-Squared = 0.000 Test that variance-covariances matrix has equal variances and equal covariances: Chi-Squared = 21.736 with 8 degrees of freedom. Probability of Chi-Squared = 0.005

Using the file labeled tworepeated.txt, we can also demonstrate an analysis in which there are two repeated measures variables but no between subjects treatments. In this case, the data file consists of a subject identification integer, two integer variables giving the levels of the two within treatments and a variable for the dependent measure. Shown below is the dialog form for specifying the analysis using the Two Repeated analysis of variance and the results obtained for the example analysis:

Figure 28 Two Repeated Measures ANOVA Form.

------------------------------------------------------------------SOURCE DF SS MS F Prob.>F ------------------------------------------------------------------Factor A 1 204.167 204.167 9.853 0.052 Factor B 2 8039.083 4019.542 24.994 0.001 Subjects 3 1302.833 434.278 A x B Interaction 2 46.583 23.292 0.803 0.491 A x S Interaction 3 62.167 20.722 B x S Interaction 6 964.917 160.819 A x B x S Inter. 6 174.083 29.01 ------------------------------------------------------------------Total 23 10793.833 ------------------------------------------------------------------Group 1 : Mean for cell A 1 and B 1 = 17.250 Group 2 : Mean for cell A 1 and B 2 = 26.000 Group 3 : Mean for cell A 1 and B 3 = 60.250 Group 4 : Mean for cell A 2 and B 1 = 20.750 Group 5 : Mean for cell A 2 and B 2 = 35.750 Group 6 : Mean for cell A 2 and B 3 = 64.500

Nested ANOVA Designs In the Nested ANOVA design, one factor (B) is completely nested within levels of another factor (A). Thus unlike the AxB Fixed Effects ANOVA in which all levels of B are crossed with all levels of A, each level of B is found in only one level of A in the nested design. The design may be graphically depicted as below: _________________________________________________________ A Factor | Treatment 1 | Treatment j | Treatment M | | | | | B Factor | Level 1 Level 2 | ... Level k | .... Level L | | | | | Obser| X111 X112 | .... X1jk | .... X1ML | vations | X211 X212 | .... X2jk | .... X2ML | | . . | .... . | .... . | | . . | .... . | .... . | | Xn11 Xn12 | .... Xnjk | .... XnML | _________|_________________|______________|______________| | _ _ | _ | _ | B Means | X.11 X.12 | .... X.jk | .... X.ML | | _ | _ | _ | A Means | X.1. | X.j. | X.M. | _________________________________________________________ We partition the total squared deviations of X scores from the grand mean of scores into sources of variation. The independent sources may be used to form F ratios for the hypothesis that the treatment means of A levels are equal and the hypothesis that the treatment levels of B are equal. Shown below is an example of a nested analysis using the file ABNested.OS4. When you select this analysis, you see the dialog below:

Figure 29 Factor B Nested in Factor A Specification Form. The results are shown below:
NESTED ANOVA by Bill Miller File Analyzed: C:\Documents and Settings\Owner\My Documents\Projects\Clanguage\OpenStat4\ABNested.OS4 CELL MEANS A LEVEL 1 1 1 2 2 2 3 3 3 B LEVEL 1 2 3 4 5 6 7 8 9 MEAN 2.667 3.333 4.000 3.667 4.000 5.000 3.667 5.000 6.333 STD.DEV. 1.528 1.528 1.732 1.528 1.000 1.000 1.155 1.000 0.577

A MARGIN MEANS A LEVEL MEAN 1 3.333 2 4.222 3 5.000 GRAND MEAN = ANOVA TABLE SOURCE D.F.

STD.DEV. 1.500 1.202 1.414

4.185 SS MS F PROB.

A B(A) w.cells Total

2 6 18 26

12.519 16.222 29.333 58.074

6.259 2.704 1.630

3.841 1.659

0.041 0.189

Of course, if you elect to plot the means, additional graphical output is included. Assume that an experiment involves the use of two different teaching methods, one which involves instruction for 1 consecutive hour and another that involves two halfhours of instruction 4 hours apart during a given day. Three schools are randomly selected to provide method 1 and three schools are selected to provide method 2. Note that school is nested within method of instruction. Now assume that n subjects are randomly selected for each of two categories of students in each school. Category 1 students are males and category 2 students are female. This design may be illustrated in the table below: ________________________________________________________________________ | Instruction Method 1 | Instruction Method 2 -----------------------------------------------------------------------------------------------------------| School 1 | School 2 | School 3 | School 4 | School 5 | School 6 -----------------------------------------------------------------------------------------------------------Category 1 | n | n | n | n n n Category 2 | n | n | n | n n n ________________________________________________________________________ Notice that without School, the Categories are crossed with method and therefore are NOT nested. The expected values of the mean squares is: ________________________________________________________________________ Source of Variation df Expected Value -----------------------------------------------------------------------------------------------------------A (Method) p-1 2e + nDqDr2 + nqDr2 + nrDq2 + nqr2 B within A p(q-1) 2e + nDr2 + nr2 C (Category) r-1 2e + nDq2 + nqDp2 + npq2 AC (p-1)(r-1) 2e + nDq2 + nq2 (B within A)C p(q-1)(r-1) 2e + n2 Within Cell pqr(n-1) 2e ________________________________________________________________________ where there are p methods of A, q nested treatments B (Schools) and r C treatments (Categories). The D's with subscripts q, r or p have the value of 0 if the source is fixed and a value of 1 if the source is random. In this version of the analysis, all effects are considered fixed (D's are all zero) and therefore the F tests all use the Within Cell mean square as the denominator. If you use random treatment levels, you may need to calculate a more appropriate F test.

Shown below is the dialog for this ANOVA design and the results of analyzing the file ABCNested.txt:

Figure 30 Three Treatment Design with B Treatment Nested in the A Treatment.


NESTED ANOVA by Bill Miller File Analyzed: CELL MEANS A LEVEL 1 1 1 1 1 1 2 2 2 2 2 2 3 3 3 3 3 3 B LEVEL 1 1 2 2 3 3 4 4 5 5 6 6 7 7 8 8 9 9 C LEVEL 1 2 1 2 1 2 1 2 1 2 1 2 1 2 1 2 1 2 MEAN 2.667 3.333 3.333 3.667 4.000 5.000 3.667 4.667 4.000 4.667 5.000 3.000 3.667 2.667 5.000 6.000 6.667 6.333 STD.DEV. 1.528 1.155 1.528 2.082 1.732 1.732 1.528 1.528 1.000 0.577 1.000 1.000 1.155 1.155 1.000 1.000 1.155 0.577

A MARGIN MEANS A LEVEL MEAN 1 3.667 2 4.167 3 5.056 B MARGIN MEANS B LEVEL MEAN 1 3.000 2 3.500 3 4.500 4 4.167 5 4.333 6 4.000 7 3.167 8 5.500 9 6.500 C MARGIN MEANS C LEVEL MEAN 1 4.222 2 4.370 AB MEANS A LEVEL 1 1 1 2 2 2 3 3 3 AC MEANS A LEVEL 1 1 2 2 3 3 GRAND MEAN = ANOVA TABLE SOURCE D.F. A 2 B(A) 6 C 1 AxC 2 B(A) x C 6 w.cells 36 Total 53 B LEVEL 1 2 3 4 5 6 7 8 9 C LEVEL 1 2 1 2 1 2 4.296 SS 17.815 42.444 0.296 1.815 11.556 61.630 135.259

STD.DEV. 1.572 1.200 1.731 STD.DEV. 1.265 1.643 1.643 1.472 0.816 1.414 1.169 1.049 0.837 STD.DEV. 1.577 1.644 MEAN 3.000 3.500 4.500 4.167 4.333 4.000 3.167 5.500 6.500 MEAN 3.333 4.000 4.222 4.111 5.111 5.000 STD.DEV. 1.265 1.643 1.643 1.472 0.816 1.414 1.169 1.049 0.837 STD.DEV. 1.500 1.658 1.202 1.269 1.616 1.936

MS 8.907 7.074 0.296 0.907 1.926 1.712

F 5.203 4.132 0.173 0.530 1.125

PROB. 0.010 0.003 0.680 0.593 0.368

Latin Square Designs ANOVA In a typical 2 or 3-way analysis of variance design, there are independent groups assigned to each combination of the A, B (and C) treatment levels. For example, if one is

designing an experiment with 3 levels of Factor A, 4 levels of Factor B and 2 levels of Factor C, then a total of 24 groups of randomly selected subjects would be used in the experiment (with random assignment of the groups to the treatment combinations.) With only 4 observations (subjects) per group, this would require 96 subjects in total. In such a design, one can obtain the main effects of A, B and C independent of the AxB, AxC, BxC and AxBxC interaction effects of the treatments. Often however, one may know before hand by previous research or by logical reasoning that the interactions should be minimal or would not exist. When such a situation exists, one can use a design which confounds or partially confounds such interactions with the main effects and drastically reduces the number of treatment groups required for the analysis. If the subjects can be repeatedly observed under various treatment conditions as in some of the previously discussed repeated-measures designs, then one can even further reduce the number of subjects required in the experiment. The designs to be discussed in this section utilize what are known as Latin Squares. The Latin Square A Latin square is a balanced two-way classification scheme. In the following arrangement of letters, each letter occurs just once in each row and once in each column: A B C B C A C A B

If we interchange the first and second row we obtain a similar arrangement with the same characteristics: B A C C B A A C B

Two Latin squares are orthogonal if, when they are combined, the same pair of symbols occurs no more than once in the composite squares. For example, if the two Latin squares labeled Factor A and Factor B are combined to produce the composite shown below those squares the combination is NOT orthogonal because treatment combinations A1B2, A2B3, and A3B1 occur in more than one cell. However, if we combine Factor A and Factor C we obtain a combination that IS orthogonal. FACTOR A A1 A2 A2 A3 A3 A1 A3 A1 A2 FACTOR B B2 B3 B1 B3 B1 B2 B1 B2 B3 C1 C3 C2 FACTOR C C2 C3 C1 C2 C3 C1

COMBINED A and B A1B2 A2B3 A3B1 A2B3 A3B1 A1B2

A3B1 A1B2 A2B3 COMBINED A and C A1C1 A2C2 A3C3 A2C3 A3C1 A1C2 A3C2 A1C3 A2C1 Notice that the 3 levels of treatment A and the 3 levels of treatment C are combined in such a way that no one combination is found in more than one cell. When two Latin squares are combined to form an orthogonal combination of the two treatment factors, the combination is referred to as a Greco-Latin square. Notice that the number of levels of both the treatment factors must be the same to form a square. Extensive tables of orthogonal Latin squares have been compiled by Cochran and Cox in Experimental Designs, New York, Wiley, 1957. Typically, the Greco-Latin square is represented using only the number (subscripts) combinations such as: 11 23 32 22 31 13 33 12 21

One can obtain additional squares by interchanging any two rows or columns of a GrecoLatin square. Not all Latin squares can be combined to form a Greco-Latin square. For example, there are no orthogonal squares for 6 by 6 or for 10 by 10 Latin squares. If the dimensions of a Latin square can be expressed as a prime number raised to the power of any integer n, then orthogonal squares exist. For example, orthogonal Latin squares exist of dimension 3, 4, 5, 8 and 9 from the relationships 3 from 31, 4 from 22, 5 from 51, 8 from 23, 9 from 32, etc. Latin squares are often tabled in only standard form. A square in standard form is one in which the letters of the first row and column are in sequence. For example, the following is a standard form for a 4-dimension square: A B C D B A D C C D B A D C A B

There are potentially a large number of standard forms for a Latin square of dimension n. There are 4 standard forms for a 4 by 4 square, and 9,408 standard forms for a 6 by 6 square. By interchanging rows and columns of the standard forms, one can create additional non-standard forms. For a 4 by 4 there are a total of 576 Latin squares and for a 6 by 6 there are a total of 812,851,200 squares! One can select at random a standard form for his or her design and then randomly select rows and columns to interchange to create a randomized combination of treatments.

Assume you are interested in the achievement of students under three methods of instruction for a required course in biology (self, computer, and classroom), interested in differences of these instruction modes for three colleges within a university (agriculture, education, engineering) and three types of students (in-state, out-of-state, out-of-country). We could use a completely balanced 3-way analysis of variance design with Factor A = instructional mode, Factor B = College and Factor C = type of student. There would be 27 experimental units (samples of subjects) in this design. On the other hand we might employ the following design: Self FACTOR B (College) Agriculture Education Engineering C2 C1 C3 C1 C3 C2 C3 C2 C1 FACTOR A (Instruction) Computer Classroom

In this design C1 is the in-state student unit, C2 is the out-of-state student unit and C3 is the out-of-country student unit. There are only 9 units in this design as contrasted with 27 units in the completely balanced design. Note that each type of student receives each type of instruction. Also note however that, wthin a college, students of each type do NOT receive each type of instruction. We will have to assume that the interaction of college and type of instruction, the interaction of college and type of student, the interaction of type of instruction and type of student and the triple interaction of College, instruction and student are small or do not exist. We are primarily interested in the main effects, that is differences among student types, types of instruction and colleges on the achievement scores obtained in the biology course. We might use Plan 1. In his book Statistical Principles in Experimental Design, New York, McGrawHill, 1962, Winer outlines a number of experimental designs that utilize Latin squares. He refers to these designs as Plans 1 through 13 (with some variations in several plans.) Not all plans have been included in OpenStat. Eight have been selected for inclusion at this time. The most simple design is that which provides the following model and estimates: MODEL: Xijkm = + i(s) + j(s) + k(s) + res(s) + m(ijk) Where i, j, k refer to levels of Factors A, B and C and m the individual subject in the unit. The (s) indicates this is a model from a Latin (s)quare design.

Source of Variation A B C Residual Within cell

Degrees of Freedom Expected Mean Square p1 p1 p1 (p 1)(p 2) p2(n 1) 2 + np2 2 + np2 2 + np2 2 + np2res 2

In the above, p is the dimension of the square and n is the number of observations per unit. Analyzing Relationships and Prediction Correlation and Multiple Regression Real-life experiences teach us that often two or more things appear to be related. Our experience with weather tells us that as the hours of daylight vary, so does the temperature. Our body weight varies with our age as well as our gender. Success in college appears to be related to previous academic success as well as other factors (socioeconomic, motivation, attitudes, etc.) Researchers often wish to quantify these relationships and, if possible, utilize the relationships observed to predict behavior or outcomes in the future. By studying the relationships among temperature, humidity, wind speed, and barometric pressure at one time with subsequent events such as rain, the weather forecaster attempts to predict future weather. The admissions office of a college attempts to predict student applicant success based on the relationship with prior success, test scores, etc. We will examine some examples of relationships and their use in prediction in the sections below. Correlation First we will examine a relationship between college grade point average (GPA) and a standardized test score used to predict college success (GREV.) The data we will use is found in a demonstration file labeled PedH200.txt. Our initial analysis will be to simply plot the relationship between these two variables and obtain the "regression line" between them. To do this analysis, we will use the X versus Y Plot procedure in the descriptive sub-menu. Below is the form as we will use it:

Figure 31 Form to Plot GPA versus GREV. When we press the OK button we obtain the results below: X versus Y Plot X = GREV, Y = GPA from file: C:\Documents and Settings\Owner\My Documents\Projects\Clanguage\Stat4U\PedH200.txt Variable Mean Variance Std.Dev. GREV 575.33 6894.71 83.03 GPA 3.31 0.36 0.60 Correlation = 0.5815, Slope = 0.00, Intercept = 0.90 Standard Error of Estimate = 0.49

Number of good cases = 30

Figure 32 Plot of GREV with GPA Including Regression Line and Confidence. The product-moment correlation of .58 indicates a relatively low degree of relationship between the two variables. The square of the correlation is an estimate of the proportion of variability (variance) of one variable "explained" by the other. Multiple Regression and Prediction In the above analysis, one is using only one variable's relationship with another. We can, however, examine the relationship between one variable and a combination of other variables. An index of this relationship is known as the coefficient of determination or the squared multiple correlation coefficient. We will continue our example from above and use the GREV, GREQ, MAT and AR test scores to predict GPA and obtain an index of the degree to which the combination of the tests relate to the GPA. We will first go to the Multiple Regression sub-menu and select one of the several multiple regression methods to use. Initially, let us select the method described as "Block Entry Multiple Regression". The form that appears will be completed as shown below:

Figure 33 Block Entry Multiple Regression Form. Once you have clicked and entered the dependent variable and independent variables for a block of analysis, you can click the Compute button. We have elected to print several things as well as obtain predicted scores and their confidence intervals. Below are the results:
Means Variables GREQ 565.333 GREV 575.333 MAT 67.000 AR 3.567 GPA 3.313

Standard Deviations Variables GREQ 48.618 GREV 83.034 MAT 9.248 AR 0.838 GPA 0.600

No. of valid cases = 30 CORRELATION MATRIX VARIABLE GREQ 1.000 0.468 0.267 0.508 GREV 0.468 1.000 0.426 0.405 MAT 0.267 0.426 1.000 0.525 AR 0.508 0.405 0.525 1.000 GPA 0.611 0.581 0.604 0.621

GREQ GREV MAT AR

GPA

0.611

0.581

0.604

0.621

1.000

Dependent variable: GPA Variable GREQ GREV MAT AR Intercept SOURCE DF Regression 4 Residual 25 Total 29 Beta 0.324 0.211 0.322 0.202 0.000 SS 6.683 3.752 10.435 B 0.004 0.002 0.021 0.144 -1.738 MS 1.671 0.150 Std.Err. t 0.002 2.184 0.001 1.451 0.010 2.188 0.113 1.276 0.951 -1.828 F 11.134 Prob.>t 0.039 0.159 0.038 0.214 0.079 VIF 1.531 1.469 1.507 1.735 TOL 0.653 0.681 0.664 0.576

Prob.>F 0.0000

R2 = 0.6405, F = 11.13, D.F. = 4 25, Prob>F = 0.0000 Adjusted R2 = 0.5829 Standard Error of Estimate = 0.39 F = 11.134 with probability = 0.000 Block 1 met entry requirements Pred.z 0.0299 0.8334 -0.8705 -0.8063 -0.2322 0.6019 1.3256 -0.4844 0.4664 0.4610 -0.8652 -0.9726 -0.9730 0.1951 1.2908 0.0299 0.8334 -0.8705 -0.8063 -0.2322 0.6019 1.3256 -0.4844 0.4664 0.4610 -0.8652 -0.9726 -0.9730 0.1951 1.2908 zResid. -0.2188 0.4780 0.3481 -0.3829 0.8768 0.5429 0.3192 -0.5381 0.0115 0.8505 -0.1573 0.2835 -0.3829 -0.7174 -1.3130 -0.2188 0.4780 0.3481 -0.3829 0.8768 0.5429 0.3192 -0.5381 0.0115 0.8505 -0.1573 0.2835 -0.3829 -0.7174 -1.3130 Pred.Raw 3.331 3.813 2.791 2.830 3.174 3.674 4.108 3.023 3.593 3.590 2.794 2.730 2.730 3.430 4.088 3.331 3.813 2.791 2.830 3.174 3.674 4.108 3.023 3.593 3.590 2.794 2.730 2.730 3.430 4.088 RawResid. 0.131 -0.287 -0.209 0.230 -0.526 -0.326 -0.192 0.323 -0.007 -0.510 0.094 -0.170 0.230 0.430 0.788 0.131 -0.287 -0.209 0.230 -0.526 -0.326 -0.192 0.323 -0.007 -0.510 0.094 -0.170 0.230 0.430 0.788

In examining the above output we find a square multiple correlation that indicates nearly 60% of the GPA is "explained" by the weighted combination of test scores. An F test is provided indicating the chance of the F value occurring by random sampling error is less than 0.00001. We can write a model for the prediction of GPA scores as GPA = 0.004 GREQ + 0.002 GREV + 0.021 MAT + 0.144 AR - 1.738 When the above equation is applied to the data of this sample, the predicted scores (both raw and standardized) are obtained as well as the residual (error of prediction) for each

case. Note that in some cases, a fairly large error can occur, some over a half a grade point! Multiple regression analysis is a method for examining the relationship between one continuous variable of interest (the dependent or criterion variable) and one or more independent (predictor) variables. Typically we assume a linear relationship of the type Yi = B1Xi1 + B2Xi2 + ... + BkXik + B0 + Ei (1) where Yi is the score obtained for individual i on the dependent variable, Xi1 ... Xik are scores obtained on k independent variables, B1 ... Bk are weights (regression coefficients) of the k independent variables which maximize the relationship with the Y scores, B0 is a constant (intercept) and Ei is the error for individual i. In the above equation, the error score Ei reflects the difference between the subject's actual score Yi and the score which is predicted on the basis of the weighted combination of the independent variables. That is, Y'i - Yi = Ei . where Y'i is predicted from Y'i = B1Xi1 + B2Xi2 + ... + BkXik + B0 (2)

In addition to assuming the above general linear model relating the Y scores to the X scores, we usually assume that the Ei scores are normally distributed. When we complete a multiple regression analysis, we typically draw a sample from a population of subjects and observe the Y and X scores for the subjects of that sample. We use that sample data to estimate the weights (B's) that will permit us the "best" prediction of Y scores for other individuals in the population for which we only have knowledge of their X scores. Using Multiple Regression for Analysis of Variance Students in statistics courses are often surprised to learn that the analyses of variance they learned in a previous course can be performed using multiple regression

procedures. In fact, both ANOVA and MR use a linear equation to express the variability of a dependent variable that can be explained by a weighted combination of independent variables. The underlying assumptions are basically the same! To demonstrate this we will return to the physician's research that was used in the analysis of variance sections earlier. We will again load the file labeled ancova3.txt. As before, the row codes 1 and 2 correspond to two anti-biotic drug treatments, the column codes 1 and 2 correspond to two anti-inflammatory drugs and X corresponds to a blood white cell count. In this example however we will add a third treatment factor labeled "slice" which corresponds to three dosage levels (once, twice or three times per day.) In addition, we will be using two "covariates" that correspond to patient information regarding the number of family members in the household (cov1) and number of months since last appointment. The use of covariates can sometimes reduce the error of our analysis. Now select the ANCOVA procedure from the Analysis of Variance sub-menu. The form should be completed as shown below:

Figure 34 Analysis of Covariance Procedure Form. When the Compute button is clicked, you will obtain the following output: Part 1. Full Model ==========================================
ANALYSIS OF COVARIANCE USING MULTIPLE REGRESSION File Analyzed: C:\Documents and Settings\Owner\My Documents\Projects\Clanguage\Stat4U\ANCOVA3.TXT Model for Testing Assumption of Zero Interactions with Covariates

Dependent variable: X Variable Cov1 Cov2 A1 B1 C1 C2 A1xB1 A1xC1 A1xC2 B1xC1 B1xC2 A1xB1xC1 A1xB1xC2 Cov1xA1 Cov1xB1 Cov1xC1 Cov1xC2 Cov1xA1xB1 Cov1xA1xC1 Cov1xA1xC2 Cov1xB1xC1 Cov1xB1xC2 Cov1xA1xB1xC1 Cov1xA1xB1xC2 Cov2xA1 Cov2xB1 Cov2xC1 Cov2xC2 Cov2xA1xB1 Cov2xA1xC1 Cov2xA1xC2 Cov2xB1xC1 Cov2xB1xC2 Cov2xA1xB1xC1 Cov2xA1xB1xC2 Intercept SOURCE DF Regression 35 Residual 36 Total 71 Beta -0.349 0.205 1.064 -1.721 -0.835 0.246 -0.133 -0.078 -0.514 -0.195 0.494 -0.577 0.645 -0.275 1.198 1.272 -0.129 -0.160 -0.504 -0.763 -0.359 -0.614 0.268 0.619 -0.968 0.273 -0.529 0.090 0.570 0.928 0.833 0.319 0.247 0.373 -1.318 0.000 SS 267.214 2.286 269.500 B -0.406 0.247 2.059 -3.330 -1.978 0.584 -0.258 -0.184 -1.218 -0.462 1.171 -1.367 1.528 -0.124 0.542 0.739 -0.072 -0.073 -0.292 -0.425 -0.209 -0.342 0.156 0.344 -0.444 0.126 -0.309 0.049 0.261 0.548 0.454 0.187 0.134 0.218 -0.715 4.686 MS 7.635 0.063 Std.Err. 0.049 0.069 0.446 0.446 0.511 0.648 0.446 0.511 0.648 0.511 0.648 0.511 0.648 0.049 0.049 0.066 0.072 0.049 0.066 0.072 0.066 0.072 0.066 0.072 0.069 0.069 0.077 0.098 0.069 0.077 0.098 0.077 0.098 0.077 0.098 0.446 F 120.246 t -8.203 3.574 4.621 -7.472 -3.870 0.900 -0.580 -0.360 -1.878 -0.904 1.806 -2.674 2.357 -2.509 10.963 11.197 -1.006 -1.467 -4.430 -5.924 -3.168 -4.763 2.362 4.796 -6.422 1.822 -4.040 0.498 3.775 7.153 4.630 2.438 1.369 2.852 -7.300 10.516 Prob.>t 0.000 0.001 0.000 0.000 0.000 0.374 0.566 0.721 0.068 0.372 0.079 0.011 0.024 0.017 0.000 0.000 0.321 0.151 0.000 0.000 0.003 0.000 0.024 0.000 0.000 0.077 0.000 0.622 0.001 0.000 0.000 0.020 0.180 0.007 0.000 0.000 VIF 7.276 15.273 224.656 226.187 199.725 317.678 222.911 197.526 315.305 198.094 320.527 195.836 318.199 50.419 46.621 52.138 69.654 49.392 54.581 74.016 53.142 64.597 55.332 68.478 94.979 95.088 78.584 138.534 87.249 72.137 131.178 73.617 144.204 67.766 137.926 TOL 0.137 0.065 0.004 0.004 0.005 0.003 0.004 0.005 0.003 0.005 0.003 0.005 0.003 0.020 0.021 0.019 0.014 0.020 0.018 0.014 0.019 0.015 0.018 0.015 0.011 0.011 0.013 0.007 0.011 0.014 0.008 0.014 0.007 0.015 0.007

Prob.>F 0.0000

R2 = 0.9915, F = 120.25, D.F. = 35 36, Prob>F = 0.0000 Adjusted R2 = 0.9833 Standard Error of Estimate = 0.25

Part 2. Covariance Model ======================================


Model for Analysis of Covariance Dependent variable: X Variable Cov1 Cov2 A1 B1 C1 C2 A1xB1 A1xC1 A1xC2 B1xC1 B1xC2 A1xB1xC1 Beta -0.083 -0.067 -0.323 -0.571 -0.249 0.206 0.287 0.225 -0.195 -0.201 0.265 -0.264 B -0.096 -0.081 -0.624 -1.104 -0.590 0.489 0.554 0.532 -0.463 -0.477 0.629 -0.626 Std.Err. 0.076 0.082 0.109 0.116 0.150 0.156 0.107 0.155 0.152 0.158 0.153 0.153 t -1.265 -0.992 -5.711 -9.504 -3.927 3.128 5.164 3.429 -3.046 -3.024 4.109 -4.096 Prob.>t 0.211 0.326 0.000 0.000 0.000 0.003 0.000 0.001 0.003 0.004 0.000 0.000 VIF 1.445 1.563 1.080 1.220 1.361 1.473 1.042 1.453 1.394 1.497 1.411 1.410 TOL 0.692 0.640 0.926 0.820 0.735 0.679 0.960 0.688 0.717 0.668 0.709 0.709

A1xB1xC2 Intercept SOURCE DF Regression 13 Residual 58 Total 71

-0.229 0.000 SS 223.302 46.198 269.500

-0.542 4.780 MS 17.177 0.797

0.152 0.482 F 21.565

-3.578 9.924

0.001 0.000

1.384

0.723

Prob.>F 0.0000

R2 = 0.8286, F = 21.57, D.F. = 13 58, Prob>F = 0.0000 Adjusted R2 = 0.7902 Standard Error of Estimate = 0.89

Part 3. Difference Between Full and Covariance Model: Test for Equal Slopes =========================================================
Test for Homogeneity of Group Regression Coefficients Change in R2 = 0.1629. F = 31.437 Prob.> F = 0.0000 with d.f. 22 and 36

Part 4. Unadjusted Means and Means Adjusted for Covariates ============


Unadjusted Group Means for Group Variables Row Means Variables Group 1 3.500 Group 2 4.667

Intercepts for Each Group Regression Equation for Variable: Row Intercepts Variables Group 1 4.156 Group 2 5.404

Adjusted Group Means for Group Variables Row Means Variables Group 1 3.459 Group 2 4.707

Unadjusted Group Means for Group Variables Col Means Variables Group 1 3.000 Group 2 5.167

Intercepts for Each Group Regression Equation for Variable: Col Intercepts Variables Group 1 4.156 Group 2 5.404

Adjusted Group Means for Group Variables Col Means Variables Group 1 2.979 Group 2 5.187

Unadjusted Group Means for Group Variables Slice Means Variables Group 1 3.500 Group 2 4.500 Group 3 4.250

Intercepts for Each Group Regression Equation for Variable: Slice

Intercepts Variables

Group 1 4.156

Group 2 3.676

Group 3 6.508

Adjusted Group Means for Group Variables Slice Means Variables Group 1 3.493 Group 2 4.572 Group 3 4.185

Part 5. Comparisons Among Means (2 x 2 x 3 = 12 Means) =============


Multiple Comparisons Among Group Means Comparison of Group 1 with Group F = 8.243, probability = 0.006 Comparison of Group 1 with Group F = 0.029, probability = 0.866 Comparison of Group 1 with Group F = 26.736, probability = 0.000 Comparison of Group 1 with Group F = 51.687, probability = 0.000 Comparison of Group 1 with Group F = 33.696, probability = 0.000 Comparison of Group 1 with Group F = 0.658, probability = 0.421 . . . Comparison of Group 11 with Group F = 41.995, probability = 0.000 2 with 3 with 4 with 5 with 6 with 7 with degrees of freedom degrees of freedom degrees of freedom degrees of freedom degrees of freedom degrees of freedom 1 and 1 and 1 and 1 and 1 and 1 and 58 58 58 58 58 58

12 with degrees of freedom

1 and

58

Part 6. Total Variance Partitioned by Source =====================


Test for Each Source of Variance Obtained by Eliminating from the Regression Model for ANCOVA the Vectors Associated with Each Fixed Effect.

---------------------------------------------------------------------SOURCE Deg.F. SS MS F Prob>F ---------------------------------------------------------------------Cov1 Cov2 A B C AxB AxC BxC 1 1 1 1 2 1 2 2 1.27 0.78 25.98 71.95 13.87 21.24 11.89 14.20 1.27 0.78 25.98 71.95 6.94 21.24 5.95 7.10 1.600 0.983 32.620 90.335 8.709 26.666 7.466 8.916 0.2109 0.3255 0.0000 0.0000 0.0005 0.0000 0.0013 0.0004

AxBxC 2 47.25 23.62 29.659 0.0000 ---------------------------------------------------------------------ERROR 58 46.20 0.80 ---------------------------------------------------------------------TOTAL 71 269.50 ----------------------------------------------------------------------

---------------------------------------------------------------------ANALYSIS FOR COVARIATES ONLY Covariates 2 6.99 3.49 0.918 0.4041 ----------------------------------------------------------------------

While the above output is quite voluminous, it provides considerable information. There are basically six parts to the output. Part 1. First, the procedure tests assumptions about the model for ANCOVA itself. It is assumed that the correlation of the covariates with the dependent variable is essentially the same within each treatment group. A regression model is created that contains treatments, covariates and interaction of treatments with covariates. Part 2. This "Full" model is then contrasted with a model containing just the treatment and covariates. Part 3. If the difference in the squared multiple correlation coefficient is significant, this indicates a violation of the assumption. The rest of the analysis provides the analysis of covariance results. Part 4. The treatment group means can be "adjusted" for the effects of the covariates. In this part, the dependent variable for the individual cases within each treatment group is predicted using the covariates as predictors. The mean of those predicted scores are the adjusted means. In analysis of covariance, we are essentially completing an analysis of variance of these predicted scores, that is, scores adjusted for the effects of the covariates. Part 5. In this particular example, there are two row treatment levels, two column treatment levels and three slice treatment levels which results in a total of 12 treatment groups in all. Individual comparisons can be made among these treatment groups using an F statistic. Part 6. The total variance of the adjusted dependent variable scores can be "partitioned" into portions attributed to row, column, slice, row and column interactions, row and slice interactions, column and slice interactions and row, column and slice interactions. Each portion can be tested for significance and the results displayed in this part. When the user returns to the Main Form, it will be apparent that a number of new variables have been entered in the grid. The values in each of these new columns represents a coding of the treatment groups and the product of the treatment groups (interactions.) A method called "effect" coding is used to generate variables representing the treatment groups. Using this method, one creates independent variables that represent the treatments and their interactions that can be used in a multiple regression model. Don't worry! We haven't changed the original disk file! Of course, if you want to save this modified grid of data, you can do so. We suggest you should save it under a different file name if you do save it.

Regression with a Dichotomous Dependent Variable It is not unusual that a researcher desires to predict a variable that has only two possible values, that is, a dichotomous criterion. For example, one might want to predict success or failure for a task. A physician might want to predict life or death at some point following diagnosis of an illness. Often, the independent variables (predictors) are continuous variables. For example, one might predict college dropout versus nondropout using standardized test scores, high school grade point average, etc.. The method used to perform regression analysis with a dichotomous dependent variable is called "logistic" regression. This is based on the transformation of the 0 and 1 codes used for the dependent variable into logarithms of the proportion of 0's and 1's. To illustrate this procedure, we will load a file labeled BINARYREG.txt. In this file you will see three variables labeled Var1, var2 and Y. The Y variable is the dependent variable. You can see that it contains either a 0 or a 1 for each case. The values for the predictors range from 1.0 to 10.0. To complete the analysis, you select the "binary logistic regression" procedure from within the Multiple Regression sub-menu. The following form appears on which you specify your analysis:

Figure 35 Binary Logistic Regression Form. As for previous analyses, you select the appropriate variables from the list of available variables and enter them by clicking a right-arrow. You will notice that for this procedure, that an iterative process is used to obtain the results. In most cases, the final solution will be obtained in less that 20 iterations. If necessary however, you can increase the maximum iterations required to obtain a stable solution. We have elected to

show the iterations as well as obtain descriptive statistics and probabilities for the dependent variable. When you click the OK button, you obtain the following results:
Logistic Regression Adapted from John C. Pezzullo Java program at http://members.aol.com/johnp71/logistic.html Descriptive Statistics 6 cases have Y=0; 4 cases have Y=1. Variable Label Average 1 VAR1 5.5000 2 var2 5.5000 Iteration History -2 Log Likelihood -2 Log Likelihood -2 Log Likelihood -2 Log Likelihood -2 Log Likelihood -2 Log Likelihood Converged = = = = = = 13.4602 8.7491 8.3557 8.3302 8.3300 8.3300

Std.Dev. 2.8723 2.8723

(Null Model)

Overall Model Fit... Chi Square = Coefficients and Standard Variable Label 1 VAR1 2 var2 Intercept -4.6669 Errors... Coeff. 0.3498 0.3628

5.1302 with df = StdErr 0.6737 0.6801 p 0.6036 0.5937

2 and prob. =

0.0769

Odds Ratios and 95% Confidence Variable O.R. VAR1 1.4187 var2 1.4373 X 1.0000 2.0000 3.0000 4.0000 5.0000 6.0000 7.0000 8.0000 9.0000 10.0000 X 2.0000 1.0000 5.0000 3.0000 4.0000 7.0000 8.0000 6.0000 10.0000 9.0000 Y 0 0 0 0 1 0 1 0 1 1

Intervals... Low -High 0.3788 5.3135 0.3790 5.4506 Prob 0.0268 0.0265 0.1414 0.1016 0.1874 0.4929 0.6646 0.5764 0.8918 0.8905

Classification Table Predicted --------------Observed 0 1 --------------0 | 5 | 1 | 1 | 1 | 3 | --------------Total | 6 | 4 | ---------------

Total 6 4 10 | |

In the above analysis it took 6 iterations to obtain a stable solution. The regression model of Y = 0.3498 Var1 + 0.3628 var2 - 4.6669 was not significant at the 0.05 level. Of course, if one is will to accept a higher risk of Type I error, you might consider it significant. By and large the sample is just too small to draw any definitive conclusions. Examining the classification table (8 correctly predicted, 2 incorrectly predicted cases) it appears that the model does a fairly good job. You have to remember that by randomly selecting subjects from a population in which there is no actual relationship between the

dependent and independent variables, you might still get these results fairly often for such a small sample. Simultaneous Multiple Regression The simultaneous multiple regression procedure obtains the regression of each variable in a set of variables on the remaining variables. If the set of variables happen to be a set being considered for use as independent variables in another analysis, the simultaneous multiple regression procedure may help identify dependencies among the variables that can produce serious co-linearity problems in a subsequent analysis. Using the cansas.txt data, we can obtain equations for each variable. The dialog form for this analysis is shown below:

Figure 36 Form for Specifying a Simultaneous Multiple Regression Analysis The output from a sample analysis is shown below:
Simultaneous Multiple Regression by Bill Miller Product-Moment Correlations Matrix with Variables weight waist pulse chins situps jumps Variables weight 1.000 0.870 -0.366 -0.390 -0.493 -0.226 waist 0.870 1.000 -0.353 -0.552 -0.646 -0.191 pulse -0.366 -0.353 1.000 0.151 0.225 0.035 chins -0.390 -0.552 0.151 1.000 0.696 0.496 situps -0.493 -0.646 0.225 0.696 1.000 0.669 20 cases.

weight waist pulse chins situps jumps

jumps -0.226 -0.191 0.035 0.496 0.669 1.000

Means with Variables Variables

20 valid cases. weight 178.600 jumps 70.300 20 valid cases. waist 3.202 pulse 7.210 chins 5.286 situps 62.567 waist 35.400 pulse 56.100 chins 9.450 situps 145.550

Standard Deviations with Variables Variables weight 24.691 jumps 51.277

Determinant of correlation matrix =

0.0208

Multiple Correlation Coefficients for Each Variable Variable weight waist pulse chins situps jumps R 0.902 0.939 0.386 0.734 0.884 0.798 R2 0.814 0.882 0.149 0.539 0.782 0.636 20 cases. F 12.249 21.017 0.490 3.275 10.026 4.901 Prob.>F 0.000 0.000 0.778 0.036 0.000 0.008 DF1 5 5 5 5 5 5 DF2 14 14 14 14 14 14

Betas in Columns with Variables weight waist pulse chins situps jumps Variables weight waist pulse chins situps jumps jumps -0.588 0.982 -0.064 0.201 0.888 -1.000 weight -1.000 1.070 -0.070 0.140 0.317 -0.301

waist 0.676 -1.000 0.000 -0.157 -0.415 0.317

pulse -0.321 0.004 -1.000 -0.031 0.191 -0.149

chins 0.347 -0.616 -0.017 -1.000 0.303 0.254

situps 0.372 -0.771 0.049 0.143 -1.000 0.533

Standard Errors of Prediction Variable Std.Error weight 12.407 waist 1.279 pulse 7.749 chins 4.181 situps 34.056

jumps

36.020 20 cases.

Raw Regression Coefficients with Variables weight waist pulse chins situps jumps Variables weight waist pulse chins situps jumps jumps -1.221 15.718 -0.453 1.947 0.728 -1.000 weight -1.000 8.252 -0.240 0.655 0.125 -0.145

waist 0.088 -1.000 0.000 -0.095 -0.021 0.020

pulse -0.094 0.008 -1.000 -0.042 0.022 -0.021

chins 0.074 -1.017 -0.012 -1.000 0.026 0.026

situps 0.944 -15.069 0.424 1.697 -1.000 0.650

Variable Constant weight -114.302 waist 22.326 pulse 71.223 chins 27.313 situps 424.896 jumps -366.967 Partial Correlations with Variables weight waist pulse chins situps jumps Variables weight waist pulse chins situps jumps jumps -0.420 0.558 -0.097 0.226 0.688 -1.000 weight -1.000 0.851 -0.150 0.221 0.344 -0.420 waist 0.851 -1.000 0.001 -0.311 -0.566 0.558 pulse -0.150 0.001 -1.000 -0.023 0.097 -0.097 chins 0.221 -0.311 -0.023 -1.000 0.208 0.226 situps 0.344 -0.566 0.097 0.208 -1.000 0.688 20 cases.

Notice that the beta and B weights (standardized and raw regression coefficients) are reported in columns. A minus one (-1) is shown in the position of the dependent variable (the one being predicted.) The last matrix shows the partial correlation between the dependent and each independent variable with the remaining independent variables partialled out. These results are often used to determine a variable which may be eliminated due to its small contribution to the prediction beyond the other independent variables. For example, if one were predicting waist, it appears that pulse contributes little unique variance prediction beyond the remaining variables.

Cox Proportional Hazards Survival Regression This program, originally written in the Java language by John Pezzullo, analyzes survival-time data by the method of Proportional Hazards regression (Cox). Given survival times, final status (alive or dead) , and one or more covariates, it produces a baseline survival curve, covariate coefficient estimates with their standard errors, risk ratios, 95% confidence intervals, and significance levels. Survival analysis takes the survival times of a group of subjects (usually with some kind of medical condition) and generates a survival curve, which shows how many of the members remain alive over time. Survival time is usually defined as the length of the interval between diagnosis and death, although other "start" events (such as surgery instead of diagnosis), and other "end" events (such as recurrence instead of death) are sometimes used. The major mathematical complication with survival analysis is that you usually do not have the luxury of waiting until the very last subject has died of old age; you normally have to analyze the data while some subjects are still alive. Also, some subjects may have moved away, and may be lost to follow-up. In both cases, the subjects were known to have survived for some amount of time (up until the time you last saw them), but you don't know how much longer they might ultimately have survived. Several methods have been developed for using this "at least this long" information to preparing unbiased survival curve estimates, the most common being the Life Table method and the method of Kaplan and Meier. We often need to know whether survival is influenced by one or more factors, called "predictors" or "covariates", which may be categorical (such as the kind of treatment a patient received) or continuous (such as the patient's age, weight, or the dosage of a drug). For simple situations involving a single factor with just two values (such as drug vs placebo), there are methods for comparing the survival curves for the two groups of subjects. But for more complicated situations we need a special kind of regression that lets us assess the effect of each predictor on the shape of the survival curve. To understand the method of proportional hazards, first consider a "baseline" survival curve. This can be thought of as the survival curve of a hypothetical "completely average" subject -- someone for whom each predictor variable is equal to the average value of that variable for the entire set of subjects in the study. This baseline survival curve doesn't have to have any particular formula representation; it can have any shape whatever, as long as it starts at 1.0 at time 0 and descends steadily with increasing survival time. The baseline survival curve is then systematically "flexed" up or down by each of the predictor variables, while still keeping its general shape. The proportional hazards method computes a coefficient for each predictor variable that indicates the direction and degree of flexing that the predictor has on the survival curve. Zero means that a variable has no effect on the curve -- it is not a predictor at all; a positive variable indicates that

larger values of the variable are associated with greater mortality. Knowing these coefficients, we could construct a "customized" survival curve for any particular combination of predictor values. More importantly, the method provides a measure of the sampling error associated with each predictor's coefficient. This lets us assess which variables' coefficients are significantly different from zero; that is: which variables are significantly related to survival. The log-likelihood function is minimized by Newton's method, with a very simple elimination algorithm to invert and solve the simultaneous equations. Central-limit estimates of parameter standard errors are obtained from the diagonal terms of the inverse matrix. 95% confidence intervals around the parameter estimates are obtained by a normal approximation. Risk ratios (and their confidence limits) are computed as exponential functions of the parameters (and their confidence limits). The baseline survival function is generated for each time point at which an event (death) occurred. No special convergence-acceleration techniques are used. For improved precision, the independent variables are temporarily converted to "standard scores" ( value - Mean ) / StdDev. The Null Model (all parameters = 0 )is used as the starting guess for the iterations. Convergence is not guaranteed, but this method should work properly with most real-world data. There are no predefined limits to the number of variables or cases this procedure can handle. The actual limits are probably dependent on your computer's available memory. To demonstrate, a file COXREG.txt has been loaded that contains the following information: VAR1 TIME STATUS 50.00 1.00 0.00 70.00 2.00 1.00 45.00 3.00 0.00 35.00 5.00 0.00 62.00 7.00 1.00 50.00 11.00 0.00 45.00 4.00 0.00 57.00 6.00 0.00 32.00 8.00 0.00 57.00 9.00 1.00 60.00 10.00 1.00 The specification form for this analysis is shown below with variables entered for a sample file:

Figure 37 Cox Regression Specification Form. Results for the above sample are as follows:
Cox Proportional Hazards Survival Regression Adapted from John C. Pezzullo's Java program at http://members.aol.com/johnp71/prophaz.html Descriptive Statistics Variable Label 1 VAR1 Iteration History... -2 Log Likelihood = -2 Log Likelihood = -2 Log Likelihood = -2 Log Likelihood = -2 Log Likelihood = -2 Log Likelihood = -2 Log Likelihood = Converged Average 51.1818 Std.Dev. 10.9778

11.4076 (Null Model) 6.2582 4.5390 4.1093 4.0524 4.0505 4.0505

Overall Model Fit... Chi Square = 7.3570 with d.f. 1 and probability =

0.0067

Coefficients, Std Errs, Signif, and Confidence Intervals Var VAR1 Coeff. 0.3770 StdErr 0.2542 p 0.1379 Lo95% -0.1211 Hi95% 0.8752

Risk Ratios and Confidence Intervals Variable VAR1 Risk Ratio 1.4580 Lo95% 0.8859 Hi95% 2.3993

Baseline Survivor Function (at predictor means)... 2.0000 0.9979 7.0000 0.9820 9.0000 0.9525 10.0000 0.8310

Non-Linear Regression (Contributed From John Pezzullo's Non-Linear Regression page at http://members.aol.com/johnp71/nonlin.html ) Background Info (just what is nonlinear curve-fitting, anyway?): Simple linear curve fitting deals with functions that are linear in the parameters, even though they may be nonlinear in the variables. For example, a parabola y=a+b*x+c*x*x is a nonlinear function of x (because of the x-squared term), but fitting a parabola to a set of data is a relatively simple linear curve-fitting problem because the parameters enter into the formula as simple multipliers of terms that are added together. Another example of a linear curve-fitting problem is y= a+b*Log(x)+c/x; the terms involve nonlinear functions of the independent variable x, but the parameters enter into the formula in a simple, linear way. Unfortunately, many functions that arise in real world situations are nonlinear in the parameters, like the curve for exponential decay y=a*Exp(-b*x), where b is "wrapped up" inside the exponential function. Some nonlinear functions can be linearized by transforming the independent and/or dependent variables. The exponential decay curve, for example, can be linearized by taking logarithms: Log(y)=a'-b*x . The a' parameter in this new equation is the logarithm of a in the original equation, so once a' has been determined by a simple linear curve-fit, we can just take its antilog to get a. But we often encounter functions that cannot be linearized by any such tricks, a simple example being exponential decay that levels off to some unknown value: y=a*Exp(b*x)+c. Applying a logarithmic transformation in this case produces Log(y-c)=a'-b*x. This linearizes b, but now c appears inside the logarithm; either way, we're stuck with an intrinsically nonlinear parameter estimation problem, which is considerably more difficult than linear curve-fitting. That's the situation this web page was designed to handle. For a more in-depth treatment of this topic, check out Dr. Harvey Motulsky's new web site: Curvefit.com -- a complete guide to nonlinear regression. Most of the information here is excerpted from Analyzing Data with GraphPad Prism, a book that accompanies the program GraphPad Prism.

This procedure involves expanding the function to be fitted in a Taylor series around current estimates of the parameters, retaining first-order (linear) terms, and solving the resulting linear system for incremental changes to the parameters. The program computes finite-difference approximations to the required partial derivatives, then uses a simple elimination algorithm to invert and solve the simultaneous equations. Central-limit estimates of parameter standard errors are obtained from the diagonal terms of the inverse of the normal equations matrix. The covariance matrix is computed by multiplying each term of the inverse normal matrix by the weighted error-variance. It is used to estimate parameter error correlations and to compute confidence bands around the fitted curve. These show the uncertainty in the fitted curve arising from sampling errors in the estimated parameters, and do not include the effects of errors in the independent and dependent variables. The page also computes a generalized correlation coefficient, defined as the square root of the fraction of total y variance explainable by the fitted function. Unequal weighting is accomplished by specifying the standard error associated with the y variable. Constant errors, proportional errors, or Poisson (square root) errors can be specified by a menu, and don't have to be entered with the data. Standard errors can also be entered along with the x and y variables. Finally, replicate y measurements can be entered; the program will compute the average and standard error of the mean. Also available are a number of simple variable transformations (log, reciprocal, square root), which might simplify the function to be fitted and improve the convergence, stability and precision of the iterative algorithm. If a transformation is applied to the y variable, the program will adjust the weights appropriately. The procedure also fits least-absolute-value curves by applying an iterative reweighting scheme by which each point is given a standard error equal to the distance of that point from the fitted curve. An option allows differential weighting of above-curve points vs. below-curve points to achieve a specified split of points above and below the curve (a percentile curve fit). No special goal-seeking methods, precision-preserving techniques (such as pivoting), convergence-acceleration, or iteration-stabilizing techniques (other than a simple, user-specified fractional adjustment), are used. This method may not succeed with extremely ill-conditioned systems, but it should work with most practical problems that arise in real-world situations. As an example, I have created a "parabola" function data set labeled parabola.txt. To generate this file I used the equation y = a + b * x + c * x * x. I let a = 0, b = 5 and c = 2 for the parameters and used a sequence of x values for the independent variables in the data file that was generated. To test the non-linear fit program, I initiated the procedure and entered the values shown below:

Figure 38 Non-Linear Regression Specification Form. You can see that y is the dependent variable and x is the independent variable. Values of 1 have been entered for the initial estimates of a, b and c. The equation model was selected by clicking the parabola model from the drop-down models box. I could have entered the same equation by clicking on the equation box and typing the equation into that box or clicking parameters, math functions and variables from the drop-down boxes on the right side of the form. Notice that I selected to plot the x versus y values and also the predicted versus observed y values. I also chose to save the predicted scores and residuals (y - predicted y.) The results are as follows:

Figure 39 X Versus Observed Y Plot From the Non-Linear Regression Analysis.

Figure 40 X Versus the Predicted Y Plot from the Non-Linear Regression Analysis. The printed output shown below gives the model selected followed by the individual data points observed, their predicted scores, the residual, the standard error of estimate of the predicted score and the 95% confidence interval of the predicted score. These are followed by the obtained correlation coefficient and its square, root mean square of the y scores, the parameter estimates with their confidence limits and t probability for testing the significance of difference from zero.
y = a + b * x 0.39800 -1.19700 -0.48600 -1.90800 -0.84100 -0.30100 0.69600 1.11600 0.47900 1.09900 -0.94400 -0.21800 0.81000 -0.06200 0.67200 -0.01900 0.00100 x1 + c * x1 * x1 y yc 2.31000 2.30863 -3.13000 -3.12160 -1.95000 -1.95878 -2.26000 -2.26113 -2.79000 -2.79228 -1.32000 -1.32450 4.44000 4.45208 8.08000 8.07654 2.86000 2.85607 7.92000 7.91612 -2.94000 -2.93971 -0.99000 -0.99541 5.37000 5.36605 -0.31000 -0.30228 4.26000 4.26629 -0.10000 -0.09410 0.01000 0.00525 y-yc 0.00137 -0.00840 0.00878 0.00113 0.00228 0.00450 -0.01208 0.00346 0.00393 0.00388 -0.00029 0.00541 0.00395 -0.00772 -0.00629 -0.00590 0.00475 SEest 0.00161 0.00251 0.00195 0.00522 0.00206 0.00192 0.00168 0.00264 0.00159 0.00258 0.00214 0.00190 0.00183 0.00185 0.00165 0.00183 0.00182 YcLo 2.30582 -3.12597 -1.96218 -2.27020 -2.79586 -1.32784 4.44917 8.07195 2.85330 7.91164 -2.94343 -0.99872 5.36288 -0.30549 4.26342 -0.09728 0.00209 YcHi 2.31143 -3.11723 -1.95538 -2.25205 -2.78871 -1.32115 4.45500 8.08112 2.85884 7.92061 -2.93600 -0.99211 5.36923 -0.29907 4.26917 -0.09093 0.00841

0.01600 1.19900 0.98000

0.08000 8.88000 6.82000

0.08081 8.87635 6.82561

-0.00081 0.00365 -0.00561

0.00181 0.00295 0.00221

0.07766 8.87122 6.82177

0.08396 8.88148 6.82945

Corr. Coeff. = 1.00000 R2 = RMS Error = 5.99831, d.f. = 17 Parameter Estimates ... p1= 0.00024 +/0.00182 p2= 5.00349 +/0.00171 p3= 2.00120 +/0.00170 p= p= p=

1.00000 SSq = 611.65460 0.89626 0.00000 0.00000

Covariance Matrix Terms and Error-Correlations... B(1,1)= 0.00000; r= 1.00000 B(1,2)=B(2,1)= -0.00000; r= -0.28318 B(1,3)=B(3,1)= -0.00000; r= -0.67166 B(2,2)= 0.00000; r= 1.00000 B(2,3)=B(3,2)= 0.00000; r= 0.32845 B(3,3)= 0.00000; r= 1.00000 X versus Y Plot X = Y, Y = Y' from file: C:\Documents and Settings\Owner\My Documents\Projects\Clanguage\OpenStat4\Parabola.OS4 Variable Mean Variance Std.Dev. Y 1.76 16.29 4.04 Y' 1.76 16.29 4.04 Correlation = 1.0000, Slope = 1.00, Intercept = Standard Error of Estimate = 0.01 Number of good cases = 20

0.00

You can see that the fit is quite good between the observed and predicted scores. Once you have obtained the results you will notice that the parameters, their standard errors and the t probabilities are also entered in the dialog form. Had you elected to proceed in a step-fashion, these results would be updated at each step so you can observe the convergence to the best fit (the root mean square shown in the lower left corner.)

Figure 41 The Non-Linear Regression Form Following the Analysis. The data grid now contains the predicted values we requested. x1 0.398 -1.197 -0.486 -1.908 -0.841 -0.301 0.696 etc. y 2.310 -3.13 -1.95 -2.26 -2.79 -1.32 4.44 Pred_Y 2.309 -3.121602 -1.958781 -2.261127 -2.792285 -1.324499 4.452082 Residual -0.001373 0.008398 -0.008781 -0.001127 -0.002285 -0.004499 0.012082

Weighted Least-Squares Regression For regressions with cross-section data (where the subscript "i" denotes a particular individual or firm at a point in time), it is usually safe to assume the errors are Un-correlated, but often their variances are not constant across individuals. This is known as the problem of heteroskedasticity (for "unequal scatter"); the usual assumption of constant error variance is referred to as homoskedasticity. Although the mean of the dependent variable might be a linear function of the regressors, the variance of the error terms might also depend on those same regressors, so that the observations might "fan out" in a scatter diagram.

Approaches to Dealing with Heteroskedasticity: . For known heteroskedasticity (e.g., grouped data with known group sizes), use weighted least squares (WLS) to obtain efficient unbiased estimates; . Test for heteroskedasticity of a special form using a squared residual regression; . Estimate the unknown heteroskedasticity parameters using this squared residual regression, then use the estimated variances in the WLS formula to get efficient estimates of regression coefficients (known as feasible WLS); or . Stick with the (inefficient) least squares estimators, but get estimates of standard errors which are correct under arbitrary heteroskedasticity. In this procedure, the "residualization" method is used to obtain weights that will reduce the effect of heteroskedastic values. The method consists of four stages: Step 1. Perform an Ordinary Least Squares (OLS) regression and obtain the residuals and squared residuals where the residual is the difference between the observed dependent variable and the predicted dependent variable value for each case. Step 2. Regress the values of the squared residuals on the independent variables using OLS. The F test for the model is an indication of heteroskedasticity in the data. Step 3. Obtain the reciprocal of the square root of the absolute squared residuals. These weights are then multiplied times all of the variables of the regression model. Step 4. Obtain the OLS regression of the weighted dependent variable on the weighted independent variables. One can obtain the regression through the origin. If elected, each variable's values are converted to deviations from their respective mean before the OLS analysis is performed. As an alternative, the user may use weights he or she has derived. These should be similar to the reciprocal values obtained in step 3 above. When these weights are used, they are multiplied times the values of each variable and step 4 above is completed. Shown below is the dialog box for the Weighted Least Squares Analysis and an analysis of the cansas.txt data file.

Figure 42 Weighted Least Squares Regression Specification Form. When the Compute button is clicked you would obtain the following output:
OLS REGRESSION RESULTS Means Variables weight 178.600 waist 35.400 pulse 56.100 chins 9.450 situps 145.550 jumps 70.300

Standard Deviations Variables weight 24.691 waist 3.202 pulse 7.210 chins 5.286 situps 62.567 jumps 51.277

No. of valid cases = 20 CORRELATION MATRIX VARIABLE weight 1.000 0.870 -0.366 -0.390 -0.493 -0.226 waist 0.870 1.000 -0.353 -0.552 -0.646 -0.191 pulse -0.366 -0.353 1.000 0.151 0.225 0.035 chins -0.390 -0.552 0.151 1.000 0.696 0.496 situps -0.493 -0.646 0.225 0.696 1.000 0.669 jumps -0.226 -0.191 0.035 0.496 0.669 1.000

weight waist pulse chins situps jumps

Dependent variable: jumps Variable weight waist pulse chins Beta -0.588 0.982 -0.064 0.201 B -1.221 15.718 -0.453 1.947 Std.Err. t 0.704 -1.734 6.246 2.517 1.236 -0.366 2.243 0.868 Prob.>t 0.105 0.025 0.720 0.400 VIF 4.424 5.857 1.164 2.059 TOL 0.226 0.171 0.859 0.486

situps Intercept

0.888 0.000

0.728 -366.967

0.205 183.214 F 4.901

3.546 -2.003

0.003 0.065

2.413

0.414

SOURCE DF SS Regression 5 31793.741 Residual 14 18164.459 Total 19 49958.200

MS 6358.748 1297.461

Prob.>F 0.0084

R2 = 0.6364, F = 4.90, D.F. = 5 14, Prob>F = 0.0084 Adjusted R2 = 0.5066 Standard Error of Estimate = 36.02

REGRESSION OF SQUARED RESIDUALS ON INDEPENDENT VARIABLES Means Variables weight 178.600 waist 35.400 pulse 56.100 chins 9.450 situps 145.550 ResidSqr 908.196

Standard Deviations Variables weight 24.691 waist 3.202 pulse 7.210 chins 5.286 situps 62.567 ResidSqr 2086.828

No. of valid cases = 20 CORRELATION MATRIX VARIABLE weight 1.000 0.870 -0.366 -0.390 -0.493 -0.297 waist 0.870 1.000 -0.353 -0.552 -0.646 -0.211 pulse -0.366 -0.353 1.000 0.151 0.225 -0.049 chins -0.390 -0.552 0.151 1.000 0.696 0.441 situps -0.493 -0.646 0.225 0.696 1.000 0.478 ResidSqr -0.297 -0.211 -0.049 0.441 0.478 1.000

weight waist pulse chins situps ResidSqr

Dependent variable: ResidSqr Variable weight waist pulse chins situps Intercept Beta B -0.768 -64.916 0.887 578.259 -0.175 -50.564 0.316 124.826 0.491 16.375 0.000 -8694.402 Std.Err. t 36.077 -1.799 320.075 1.807 63.367 -0.798 114.955 1.086 10.515 1.557 9389.303 -0.926 F 2.056 Prob.>t 0.094 0.092 0.438 0.296 0.142 0.370 VIF 4.424 5.857 1.164 2.059 2.413 TOL 0.226 0.171 0.859 0.486 0.414

SOURCE DF SS MS Regression 5 35036253.363 7007250.673 Residual 14 47705927.542 3407566.253 Total 19 82742180.905

Prob.>F 0.1323

R2 = 0.4234, F = 2.06, D.F. = 5 14, Prob>F = 0.1323 Adjusted R2 = 0.2175 Standard Error of Estimate = X versus Y Plot X = ResidSqr, Y = weight from file: C:\Program Files\WGM Consulting\OpenStat\cansas.txt Variable Mean Variance Std.Dev. ResidSqr 908.20 4354851.63 2086.83 weight 178.60 609.62 24.69 Correlation = -0.2973, Slope = -0.00, Intercept = Standard Error of Estimate = 23.57 Number of good cases = 20 1845.96

181.79

Figure 43 Regression Plot from the Weighted Least Squares Analysis.


X versus Y Plot X = ResidSqr, Y = waist from file: C:\Program Files\WGM Consulting\OpenStat\cansas.txt Variable Mean Variance Std.Dev. ResidSqr 908.20 4354851.63 2086.83 waist 35.40 10.25 3.20 Correlation = -0.2111, Slope = -0.00, Intercept = Standard Error of Estimate = 3.13 Number of good cases = 20

35.69

Figure 44 Residual Plot from the Weighted Least Squares Procedure.


X versus Y Plot X = ResidSqr, Y = pulse from file: C:\Program Files\WGM Consulting\OpenStat\cansas.txt Variable Mean Variance Std.Dev. ResidSqr 908.20 4354851.63 2086.83 pulse 56.10 51.99 7.21 Correlation = -0.0488, Slope = -0.00, Intercept = Standard Error of Estimate = 7.20 Number of good cases = 20

56.25

Figure 45 Plot of the Pulse Versus Squared Residual from Weighted Least Squares.
X versus Y Plot X = ResidSqr, Y = chins from file: C:\Program Files\WGM Consulting\OpenStat\cansas.txt Variable Mean Variance Std.Dev. ResidSqr 908.20 4354851.63 2086.83 chins 9.45 27.94 5.29 Correlation = 0.4408, Slope = 0.00, Intercept = Standard Error of Estimate = 4.75 Number of good cases = 20

8.44

Figure 46 Chins Variable Plot from the Weighted Least Squares Analysis.
X versus Y Plot X = ResidSqr, Y = situps from file: C:\Program Files\WGM Consulting\OpenStat\cansas.txt Variable Mean Variance Std.Dev. ResidSqr 908.20 4354851.63 2086.83 situps 145.55 3914.58 62.57 Correlation = 0.4775, Slope = 0.01, Intercept = Standard Error of Estimate = 54.97 Number of good cases = 20

132.55

Figure 47 Situps Variable Plot from the Weighted Least Squares Analysis.
WLS REGRESSION RESULTS Means Variables weight 9.126 waist 1.848 pulse 2.943 chins 0.329 situps 6.005 jumps 2.695

Standard Deviations Variables weight 7.774 waist 1.685 pulse 2.816 chins 0.157 situps 3.729 jumps 1.525

No. of valid cases = 20 CORRELATION MATRIX VARIABLE weight 1.000 0.994 0.936 0.442 0.742 0.697 waist 0.994 1.000 0.965 0.446 0.783 0.729 pulse 0.936 0.965 1.000 0.468 0.889 0.769 chins 0.442 0.446 0.468 1.000 0.395 0.119 situps 0.742 0.783 0.889 0.395 1.000 0.797 jumps 0.697 0.729 0.769 0.119 0.797 1.000

weight waist pulse chins situps jumps

Dependent variable: jumps

Variable weight waist pulse chins situps Intercept SOURCE DF Regression 5 Residual 14 Total 19

Beta -2.281 3.772 -1.409 -0.246 0.887 0.000 SS 33.376 10.837 44.212

B -0.448 3.415 -0.763 -2.389 0.363 1.326 MS 6.675 0.774

Std.Err. t 0.414 -1.082 2.736 1.248 0.737 -1.035 1.498 -1.594 0.165 2.202 0.669 1.982 F 8.624

Prob.>t VIF 0.298 253.984 0.232 521.557 0.318 105.841 0.133 1.363 0.045 9.258 0.067

TOL 0.004 0.002 0.009 0.734 0.108

Prob.>F 0.0007

R2 = 0.7549, F = 8.62, D.F. = 5 14, Prob>F = 0.0007 Adjusted R2 = 0.6674 Standard Error of Estimate = 0.88

Figure 48 Predicted Values and Weights from the Weighted Least Squares Analysis.

2-Stage Least-Squares Regression Two Stage Least Squares regression may be used in the situation where the errors of independent and dependent variables are known (or likely) to be correlated. For example, the market price of a commodity and the demand for that commodity are nonrecursive, that is, demand affects price and price affects demand. Prediction variables are "explanatory" variables to explain variability of the dependent variable. However, there may be other "instrumental" variables that predict one or more of these explanatory variables in which the errors are not correlated. If we first predict the explanatory

variables with these instrumental variables and use the predicted values, we reduce the correlation of the errors with the dependent variable. In this procedure, the user first selects the dependent variable of the study. Next, the explanatory variables (predictors) are entered. Finally, the instrumental variables AND the explanatory variables affected by these instrumental variables are entered into the instrumental variables list. The two stages of this procedure are performed as follows: Stage 1. The instrumental variables are identified as those in the instrumental list that are not in the explanatory list. The explanatory variables that are listed in both the explanatory and the instrumental lists are those for which predictions are to be obtained. These predicted scores are referred to as "proxy" scores. The predictions are obtained by regressing each explanatory variable listed in both lists with all of the remaining explanatory variables and instrumental variables. The predicted scores are obtained and stored in the data grid with a "P_" appended to the beginning of the original predictor name. Stage 2. Once the predicted values are obtained, an OLS regression is performed with the dependent variable regressed on the proxy variables and the other explanatory variables not predicted in the previous stage. In the following example, the cansas.OS4 file is analyzed. The dependent variable is the height of individual jumps. The explanatory (predictor) variables are pulse rate, no. of chinups and no. of situps the individual completes. These explanatory variables are thought to be related to the instrumental variables of weight and waist size. In the dialog box for the analysis, the option has been selected to show the regression for each of the explanatory variables that produces the predicted variables to be used in the final analysis. Results are shown below:

Figure 49 Two Stage Least Squares Regression Specification Form. The output obtained is shown below:
FILE: C:\Program Files\WGM Consulting\OpenStat\cansas.txt Dependent = jumps Explanatory Variables: weight waist pulse Instrumental Variables: weight waist pulse chins situps Proxy Variables: P_weight P_waist P_pulse

============================================================ Analysis for the P_Weight


Analysis for P_weight Dependent: weight Independent: waist pulse chins situps Means Variables waist 35.400 pulse 56.100 chins 9.450 situps 145.550 weight 178.600

Standard Deviations Variables waist 3.202 pulse 7.210 chins 5.286 situps 62.567 weight 24.691

No. of valid cases = 20 CORRELATION MATRIX VARIABLE waist 1.000 -0.353 -0.552 -0.646 0.870 pulse -0.353 1.000 0.151 0.225 -0.366 chins -0.552 0.151 1.000 0.696 -0.390 situps -0.646 0.225 0.696 1.000 -0.493 weight 0.870 -0.366 -0.390 -0.493 1.000

waist pulse chins situps weight

Dependent variable: weight Variable waist pulse chins situps Intercept Beta 0.941 -0.062 0.097 0.061 0.000 B 7.259 -0.212 0.453 0.024 -74.286 MS 2241.194 174.535 Std.Err. t 1.317 5.513 0.450 -0.471 0.814 0.556 0.075 0.322 64.402 -1.153 F 12.841 Prob.>t 0.000 0.644 0.586 0.752 0.267 VIF 1.935 1.147 2.017 2.397 TOL 0.517 0.872 0.496 0.417

SOURCE DF SS Regression 4 8964.778 Residual 15 2618.022 Total 19 11582.800

Prob.>F 0.0001

R2 = 0.7740, F = 12.84, D.F. = 4 15, Prob>F = 0.0001 Adjusted R2 = 0.7137 Standard Error of Estimate = 13.21

Analysis for the P_Waist


Analysis for P_waist Dependent: waist Independent: weight pulse chins situps Means Variables weight 178.600 pulse 56.100 chins 9.450 situps 145.550 waist 35.400

Standard Deviations Variables weight 24.691 pulse 7.210 chins 5.286 situps 62.567 waist 3.202

No. of valid cases = 20 CORRELATION MATRIX VARIABLE weight pulse chins situps waist

weight pulse chins situps waist

1.000 -0.366 -0.390 -0.493 0.870

-0.366 1.000 0.151 0.225 -0.353

-0.390 0.151 1.000 0.696 -0.552

-0.493 0.225 0.696 1.000 -0.646

0.870 -0.353 -0.552 -0.646 1.000

Dependent variable: waist Variable weight pulse chins situps Intercept SOURCE DF Regression 4 Residual 15 Total 19 Beta 0.711 -0.029 -0.136 -0.194 0.000 SS 161.539 33.261 194.800 B 0.092 -0.013 -0.082 -0.010 21.864 MS 40.385 2.217 Std.Err. t 0.017 5.513 0.051 -0.249 0.090 -0.911 0.008 -1.228 5.050 4.330 F 18.212 Prob.>t 0.000 0.806 0.377 0.238 0.001 VIF 1.462 1.159 1.951 2.193 TOL 0.684 0.863 0.513 0.456

Prob.>F 0.0000

R2 = 0.8293, F = 18.21, D.F. = 4 15, Prob>F = 0.0000 Adjusted R2 = 0.7837 Standard Error of Estimate = 1.49

============================================================= Analysis for the P_pulse


Analysis for P_pulse Dependent: pulse Independent: weight waist chins situps Means Variables weight 178.600 waist 35.400 chins 9.450 situps 145.550 pulse 56.100

Standard Deviations Variables weight 24.691 waist 3.202 chins 5.286 situps 62.567 pulse 7.210

No. of valid cases = 20 CORRELATION MATRIX VARIABLE weight 1.000 0.870 -0.390 -0.493 -0.366 waist 0.870 1.000 -0.552 -0.646 -0.353 chins -0.390 -0.552 1.000 0.696 0.151 situps -0.493 -0.646 0.696 1.000 0.225 pulse -0.366 -0.353 0.151 0.225 1.000

weight waist chins situps pulse

Dependent variable: pulse Variable weight waist chins situps Intercept Beta -0.235 -0.144 -0.062 0.059 0.000 B -0.069 -0.325 -0.084 0.007 79.673 Std.Err. t 0.146 -0.471 1.301 -0.249 0.468 -0.179 0.043 0.158 32.257 2.470 Prob.>t 0.644 0.806 0.860 0.876 0.026 VIF 4.360 5.832 2.055 2.409 TOL 0.229 0.171 0.487 0.415

SOURCE DF Regression 4 Residual 15 Total 19

SS 139.176 848.624 987.800

MS 34.794 56.575

F 0.615

Prob.>F 0.6584

R2 = 0.1409, F = 0.62, D.F. = 4 15, Prob>F = 0.6584 Adjusted R2 = -0.0882 Standard Error of Estimate = Means Variables P_weight 178.600 P_waist 35.400 P_pulse 56.100 jumps 70.300 7.52

Standard Deviations Variables P_weight 21.722 P_waist 2.916 P_pulse 2.706 jumps 51.277

No. of valid cases = 20

Final Step Stage 2


CORRELATION MATRIX VARIABLE P_weight 1.000 0.886 -0.947 -0.106 P_waist 0.886 1.000 -0.960 -0.394 P_pulse -0.947 -0.960 1.000 0.239 jumps -0.106 -0.394 0.239 1.000

P_weight P_waist P_pulse jumps

Dependent variable: jumps Variable P_weight P_waist P_pulse Intercept Beta 0.723 -1.906 -0.907 0.000 B 1.707 -33.511 -17.181 1915.587 Std.Err. t 1.395 1.223 12.032 -2.785 18.664 -0.921 1584.184 1.209 F 4.507 Prob.>t 0.239 0.013 0.371 0.244 VIF 10.313 13.819 28.648 TOL 0.097 0.072 0.035

SOURCE DF SS Regression 3 22880.606 Residual 16 27077.594 Total 19 49958.200

MS 7626.869 1692.350

Prob.>F 0.0179

R2 = 0.4580, F = 4.51, D.F. = 3 16, Prob>F = 0.0179 Adjusted R2 = 0.3564 Standard Error of Estimate = 41.14

Data in the Grid Following the Analysis:


P_weight RawResid. 182.63079 -20.882 186.85215 -27.276 197.15099 -10.163 174.62117 60.431 P_waist ResidSqr 36.82400 436.058 37.37713 743.980 36.93646 103.287 33.98673 3651.906 P_pulse 55.53800 55.25055 53.75071 56.88201 Pred.z -0.6081 -0.7328 0.4005 0.5291 zResid. 0.4073 0.5319 0.1982 -1.1785 Pred.Raw 39.118 32.724 90.837 97.431

179.67327 4.680 179.43312 -5.989 195.76352 -1.559 165.55139 5.107 146.69161 -1.020 167.16365 -111.147 etc.

36.10186 21.902 36.60546 35.868 38.95108 2.430 34.76832 26.081 33.93533 1.040 31.46446 12353.656

55.28117 55.82741 52.84951 57.50210 57.60987 58.64984

-0.1486 -0.6687 -0.6603 -0.4913 -0.6108 1.3369

-0.0913 0.1168 0.0304 -0.0996 0.0199 2.1675

62.680 36.011 36.441 45.107 38.980 138.853

Multivariate Procedures
Identifying Latent Variables We will now turn our attention to an area of research that involves "theoretical" or implied "underlying" variables. As an example, we might sight the early research by psychologists that theorized the existence of "intelligence". These psychologists reasoned that variability in the success on a variety of different tests and academic subjects must be due to some "underlying" variable of general intelligence. That is, those individuals with higher intelligence would perform better than those of lower intelligence. It was theorized that if one examines the correlation among a group of measures obtained on a large sample of subjects, that these inter-correlations can be "explained" by a single, or perhaps few, "latent" variables. A square array (matrix) of values with certain properties can be "transformed" into a product of independent (uncorrelated) "roots" and "vectors" sometimes referred to as eigenvalues and eigenvectors. If the matrix is obtained via random sampling from a population, some of the roots and vectors may be attributable to random sampling error. Thus, for example, a matrix of correlation among 10 variables might be reduced to 5 "real" roots and vectors and error components. Principal components analysis and factor analysis are thus based on some relatively simple matrix algebra concepts. Principal components analysis is basically just the transformation of an observed matrix into independent roots and vectors. Factor analyses, on the other hand, are based not only on the transformation to roots and vectors but also the "rotation" of the scaled vectors to enhance interpretability. Factor Analysis Factor analysis is based on the procedure for obtaining a new set of uncorrelated (orthogonal) variables, usually fewer in number than the original set, that reproduces the co-variability observed among a set or original variables. Two models are commonly utilized: 1. The principal components model wherein the observed score of an individual i on the jth variable Xi,j is given as: Xi,j = Aj,1Si,1 + Aj,2Si,2 + ....+ Aj,kSi,k + C where Aj,k is a loading of the kth factor on variable j, Si,k is the factor score of the ith individual on the kth factor and C is a constant. The Aj,k loadings are typically least-squares regression coefficients.

2.

The common factor model assumes each variable X may contain some unique component of variability among subjects as well as components in common with other variables. The model is: Xi,j = Aj,1Si,1 + .... + Aj,kSi,k + Aj,uSi,u The above equation may also be expressed in terms of standard z scores as: zi,j = aj,1Si,1 + .... + aj,kSi,k + aj,uSi,u

Since the average of standard score products for the n cases is the productmoment correlation coefficient, the correlation matrix among the j observed variables may be expressed in matrix form as: [R] = [F] [F]' - [U]2 jxj jxk kxj jxj (array sizes k <= j) The matrix [F] is the matrix of factor loadings or correlations of the k theoretical orthogonal variables with the j observed variables. The [U] matrix is a diagonal matrix with unique loadings on the diagonal. The factor loadings above are the result of calculating the eigenvalues and associated vectors of the characteristic equation: | [R] - [U]2 - [I] | where the lambda values are eigenvalues (roots) of the equation. When you execute the Factor Analysis Program in OpenStat, you are asked to provide information necessary to complete an analysis of your data file. You enter the name of your file and identify the variables to analyze. If you elect to send output to the printer, be sure the printer is on when you start. You will also be asked to specify the type of analysis to perform. The principle components method, a partial image analysis, a Guttman Image Analysis, a Harris Scaled Image Analysis, a Canonical Factor Analysis or an Alpha Factor Analysis may be elected. Selection of the method depends on the assumptions you make concerning sampling of variables and sampling of subjects as well as the theory on which you view your variables. You may request a rotation of the resulting factors which follows completion of the analysis of the data,. The most common rotation performed is the Varimax rotation. This method rotates the orthogonal factor loadings so that the loadings within each factor are most variable on the average. This tends to produce "simple structure", that is, factors which have very high or very low loadings for the original variables and thus simplifies the interpretation of the resulting factors. One may also elect to perform a Procrustean rotation whereby the obtained factor loadings are rotated to be maximally congruent with another factor loading matrix. This second set of loadings which is entered by the user is typically a set which represents some theoretical structure of the original variables. One might,

however, obtain factor loadings for males and females separately and then rotate one solution against the other to see if the structures are highly similar for both sexes. We will demonstrate factor analysis using a sample data file used in a previous example. The file is labeled cansas.txt and contains three physiological measures (height, weight and pulse rate) and three performance measures (chin-ups, pull-ups and jumps) obtained on 20 subjects. We might theorize that all 6 variables actually reflect only one underlying variable which we might call "general health". So lets select the Principal Components and Factor Analysis option from within the Multivariate sub-menu. Shown below is the form which appears:

Figure 50 Specification of a Sample Factor Analysis Notice the options that we have elected as well as the type of analysis and rotation we have selected. Clearly, there are a variety of analyses available. One typically has completed a course on factor analysis or read extensively about these techniques prior to completing a factor analysis. One may discover however that often very similar results are obtained across these different (theoretical) approaches! When we click the OK button for our above example, the results we obtain are shown below:
Factor Analysis

See Rummel, R.J., Applied Factor Analysis Northwestern University Press, 1970 CORRELATION MATRIX Correlations weight weight 1.000 waist 0.870 pulse -0.366 chins -0.390 situps -0.493 jumps -0.226 No. of valid cases = 20 waist 0.870 1.000 -0.353 -0.552 -0.646 -0.191 pulse -0.366 -0.353 1.000 0.151 0.225 0.035 0.591 chins -0.390 -0.552 0.151 1.000 0.696 0.496 situps -0.493 -0.646 0.225 0.696 1.000 0.669 jumps -0.226 -0.191 0.035 0.496 0.669 1.000

Kaiser-Meyer-Olkin MSA statistic =

Harris Scaled Image Analysis Harris Scaled Image Covariance Matrix weight waist pulse chins weight 4.375 5.033 -0.769 -1.551 waist 5.033 7.506 -1.117 -2.061 pulse -0.769 -1.117 0.175 0.263 chins -1.551 -2.061 0.263 1.170 situps -2.790 -3.464 0.426 1.985 jumps -0.450 -1.484 0.160 0.985 Original matrix trace = 18.56 SCATTERPLOT - Scree Plot

situps -2.790 -3.464 0.426 1.985 3.581 1.687

jumps -0.450 -1.484 0.160 0.985 1.687 1.750

Values | |- 15.30 | |- 14.57 | |- 13.84 | |- 13.12 | |- 12.39 | |- 11.66 | |- 10.93 | |- 10.20 | |- 9.47 | |- 8.74 ------------------------------------------------------------|- 8.01 | |- 7.29 | |- 6.56 | |- 5.83 | |- 5.10 | |- 4.37 . | |- 3.64 | |- 2.91 . | |- 2.19 _______________________________________________________________ | | | | | | | | | | Sequence Number of Eigenvalues 1.00 1.56 2.11 2.67 3.22 3.78 4.33 4.89 5.44 6.00 Roots (Eigenvalues) Extracted: 1 14.573 2 2.680 3 1.146 4 0.117 5 0.042 6 0.000 . Unrotated Factor Loadings FACTORS Factor 1 0.832 0.899 -0.349 Factor 2 0.252 0.177 -0.131 Factor 3 -0.225 0.202 -0.088 Factor 4 0.084 -0.035 -0.023 Factor 5 -0.017 0.011 0.043 Factor 6 0.001 0.000 0.009

weight waist pulse

chins -0.624 situps -0.747 jumps -0.396 Percent of Trace In Each 1 Root = 14.573 Trace 2 Root = 2.680 Trace 3 Root = 1.146 Trace 4 Root = 0.117 Trace 5 Root = 0.042 Trace 6 Root = 0.000 Trace COMMUNALITY ESTIMATES 1 weight 0.814 2 waist 0.882 3 pulse 0.149 4 chins 0.539 5 situps 0.782 6 jumps 0.636

0.336 0.416 0.607 Root: = 18.557 = 18.557 = 18.557 = 18.557 = 18.557 = 18.557

0.120 0.220 -0.311 Percent Percent Percent Percent Percent Percent = = = = = =

0.105 0.031 -0.119 78.531 14.442 6.173 0.628 0.225 0.001

0.108 -0.049 0.016

-0.001 0.001 -0.001

Proportion of variance in unrotated factors 1 45.435 2 12.777 3 4.304 Communality Estimates as percentages: 1 80.657 2 88.107 3 14.657 4 51.654 5 77.833 6 62.191 Varimax Rotated Loadings FACTORS Factor 1 0.726 0.863 -0.372 -0.274 -0.298 -0.073 Factor 2 -0.520 -0.278 0.075 0.570 0.743 0.243 Factor 3 0.098 -0.242 0.054 0.342 0.371 0.747

weight waist pulse chins situps jumps

Percent of Variation in Rotated Factors Factor 1 26.317 Factor 2 21.482 Factor 3 14.717 Total Percent of Variance in Factors : 62.516 Communalities as Percentages 1 for weight 80.657 2 for waist 88.107 3 for pulse 14.657 4 for chins 51.654 5 for situps 77.833 6 for jumps 62.191 SCATTERPLOT - FACTOR PLOT | | | | | | | | ||||||||Factor 2 1.10 1.00 0.90 0.80 0.70 0.60 0.50 0.40

. . .

| |- 0.30 . | |- 0.20 ------------------------------------------------------------|- 0.10 | |- -0.00 | . |- -0.10 | |- -0.20 | |- -0.30 | . |- -0.40 | |- -0.50 | |- -0.60 | |- -0.70 | |- -0.80 _______________________________________________________________ | | | | | | | | | | Factor 1 -1.00 -0.78 -0.56 -0.33 -0.11 0.11 0.33 0.56 0.78 1.00 SCATTERPLOT - FACTOR PLOT Factor 3 | |- 1.10 | |- 1.00 . | |- 0.90 | |- 0.80 | |- 0.70 | |- 0.60 * | |- 0.50 | |- 0.40 | |- 0.30 . | . |- 0.20 ------------------------------------------------------------|- 0.10 | |- -0.00 | . |- -0.10 | |- -0.20 | |- -0.30 | |- -0.40 | |- -0.50 | |- -0.60 | |- -0.70 | |- -0.80 _______________________________________________________________ | | | | | | | | | | Factor 1 -1.00 -0.78 -0.56 -0.33 -0.11 0.11 0.33 0.56 0.78 1.00 SCATTERPLOT - FACTOR PLOT Factor 3 | |- 1.10 | |- 1.00 | . |- 0.90 | |- 0.80 | |- 0.70 | |- 0.60 | . . |- 0.50 | |- 0.40 | |- 0.30 . | . |- 0.20 ------------------------------------------------------------|- 0.10 | |- -0.00 . | |- -0.10 | |- -0.20 | |- -0.30 | |- -0.40 | |- -0.50 | |- -0.60 | |- -0.70 | |- -0.80 _______________________________________________________________ | | | | | | | | | | Factor 2

-1.00 -0.78 -0.56 -0.33 -0.11

0.11

0.33

0.56

0.78

1.00

COORDINATES OF THE PLOTS (LOADINGS) VARIABLE weight waist pulse chins situps jumps weight waist pulse chins situps jumps weight waist pulse chins situps jumps FACTOR 1 1 1 1 1 1 2 2 2 2 2 2 3 3 3 3 3 3 LOADING 0.7258 0.8633 -0.3716 -0.2736 -0.2976 -0.0733 -0.5198 -0.2782 0.0750 0.5699 0.7428 0.2434 0.0979 -0.2416 0.0538 0.3420 0.3714 0.7465

SUBJECT FACTOR SCORE RESULTS: Regression Coefficients FACTORS Factor 1 -0.609 1.951 -0.123 0.236 0.890 -0.546 Factor 2 -2.468 3.352 -0.210 0.637 2.321 -1.535 Factor 3 2.251 -2.864 0.161 -0.309 -1.378 1.777

weight waist pulse chins situps jumps

Standard Error of Factor Scores: Factor 1 0.999 Factor 2 1.431 Factor 3 1.277

In examining the above results, it appears that there is not just one, but potentially three latent variables. If we examine the rotated factor loadings (correlations of the observed variables with the latent variables) it appears there is one latent variable consisting primarily of two body characteristics: weight and waist size. A second latent variable appears to be composed of primarily performance abilities: chins and sit-ups. Finally, there seems to be a latent variable that is unique to jump distances. You can see from the above, that factor analysis is often a rather subjective procedure, at least in the interpretation of the results. If we select another method, we would not be surprised to find two major "latent" variables, one for the three physical measures and one for the three performance measures. Again we remind ourselves that a sample of 20 subjects with 6 measures is not nearly large enough to obtain definitive results. We often need about 20 to 30 cases for each variable. Thus a sample of 120 to 180 would be more acceptable for supporting or rejecting our initial hypothesis of a single latent variable!

Identifying Natural Groups - Cluster Analysis Whenever we observe objects like people, dogs, cars, fish, etc. we tend to see similarities and differences among the objects. There often appear to be "natural" subgroups that share more in common with one another than with others in the larger population. Several methods for identifying these "clusters" or sub-groups have been developed. Within the procedure called "Cluster Analysis" the OpenStat provides several alternatives. We will use one called "hierarchical cluster analysis" to demonstrate these methods. The hierarchical method examines the "distance" among all the objects studied and creates groupings based on those that are "closest" to each other. Typically, one has observed the objects using a variety of interval or ratio measures. Each object is then considered a point in the Euclidean space defined by these measures. We can measure the distance (or squared distance) between the objects in this space. Usually this clustering is done in an "iterative" fashion, that is, we combine the two objects that are a least distance from one another and treat this as a new object that replaces the previous two in the space. The process of obtaining distances is then repeated and again the next two objects of minimum distance are combined. We can continue to combine objects (or their replacements) until only a single group remains. To demonstrate the clustering procedure we will load the Hierarchical Clustering procedure from the Clustering sub-menu within the Multivariate sub-menu. The file that we will analyze is one we have used before - the cansas.txt file which contains 20 subjects that have been measured on three physiological variables and three performance variables. When this procedure is selected, the form below is shown:

Figure 51 Hierarchical Cluster Analysis Specification Form. Notice that we have selected all variables to include in the analysis. We have elected to standardize the measures since they have quite different means and standard deviations. We will plot the "error" as more groups are created. The error reflects the growth in the distances among those within the groupings. We have also specified the maximum number of groups to show in our results and to record up to five group codes in the data grid for the subjects grouped. Notice that we are "clustering" the subjects and NOT the variables as is done in factor analysis. When we click the OK button we obtain the following results:
Hierarchical Cluster Analysis Number of object to cluster = 20 on 6 variables. Variable Means Variables weight 178.600 waist 35.400 pulse 56.100 chins 9.450 situps 145.550 jumps 70.300

Variable Variances Variables weight 609.621 waist 10.253 pulse 51.989 chins 27.945 situps 3914.576 jumps 2629.379

Variable Standard Deviations Variables weight 24.691 waist 3.202 pulse 7.210 chins 5.286 situps 62.567 jumps 51.277 0.386 0.387 0.556 0.663 0.805 1.050 1.345 1.402 1.489 2.128

19 groups after combining group 1 (n = 1 ) and group 5 (n = 1) error = 18 groups after combining group 17 (n = 1 ) and group 18 (n = 1) error = 17 groups after combining group 11 (n = 1 ) and group 17 (n = 2) error = 16 groups after combining group 1 (n = 2 ) and group 16 (n = 1) error = 15 groups after combining group 3 (n = 1 ) and group 7 (n = 1) error = 14 groups after combining group 4 (n = 1 ) and group 10 (n = 1) error = 13 groups after combining group 2 (n = 1 ) and group 6 (n = 1) error = 12 groups after combining group 1 (n = 3 ) and group 14 (n = 1) error = 11 groups after combining group 0 (n = 1 ) and group 1 (n = 4) error = 10 groups after combining group 11 (n = 3 ) and group 12 (n = 1) error = Group 1 (n= 5) Object = 1 Object = 2 Object = 6 Object = 15 Object = 17 Group 3 (n= 2) Object = 3 Object = 7 Group 4 (n= 2) Object = 4 Object = 8 Group 5 (n= 2) Object = 5 Object = 11 Group 9 (n= 1) Object = 9 Group 10 (n= 1) Object = 10 Group 12 (n= 4) Object = 12 Object = 13 Object = 18 Object = 19 Group 14 (n= 1) Object = 14 Group 16 (n= 1) Object = 16 Group 20 (n= 1) Object = 20 9 groups after combining group 3 (n = 2 ) and group 19 (n = 1) error = Group 1 (n= 5) Object = 1 Object = 2 Object = 6 Object = 15 Object = 17 Group 3 (n= 2) Object = 3 Object = 7 Group 4 (n= 3) Object = 4 Object = 8 Object = 20 Group 5 (n= 2) Object = 5

2.721

Object = 11 Group 9 (n= 1) Object = 9 Group 10 (n= 1) Object = 10 Group 12 (n= 4) Object = 12 Object = 13 Object = 18 Object = 19 Group 14 (n= 1) Object = 14 Group 16 (n= 1) Object = 16 . . etc. . . 2 groups after combining group 3 (n = 4 ) and group 4 (n = 7) error = Group 1 (n= 9) Object = 1 Object = 2 Object = 3 Object = 6 Object = 7 Object = 14 Object = 15 Object = 16 Object = 17 Group 4 (n= 11) Object = 4 Object = 5 Object = 8 Object = 9 Object = 10 Object = 11 Object = 12 Object = 13 Object = 18 Object = 19 Object = 20 SCATTERPLOT - Plot of Error vs No. of Groups Size of Error | |- 18.06 | |- 17.20 | |- 16.34 . | |- 15.48 | |- 14.62 | |- 13.76 | |- 12.90 . | |- 12.04 | |- 11.18 | |- 10.32 ------------------------------------------------------------|- 9.46 . | |- 8.60 . . | |- 7.74 | |- 6.88 | |- 6.02 | |- 5.16 . . | |- 4.30 . | |- 3.44 * . . . |- 2.58 | . . . . . |- 1.72 _______________________________________________________________ | | | | | | | | | | No. of Groups 2.00 4.00 6.00 8.00 10.00 12.00 14.00 16.00 18.00 20.00

17.198

In examining the above error plot, it appears that 6 groups might provide some "natural" grouping. By examining the characteristics of objects in each of those 6 groups, the researcher may begin to understand those characteristics that best define those groups. If you elect to save the group numbers in the grid, you should be aware that they are NOT sequential numbers such as 1, 2, 3, 4, 5 but rather "group" numbers that reflect current and previous group numbers. The number of unique values will be the number you specified on the form but simply not sequential values. You can, of course, re-code those values to be sequential if needed. Predicting Group Classification If you need to predict the class to which a particular object belongs, you may want to consider the use of the discriminant function analysis procedure. For example, assume you have a group of subjects that are happily employed in various occupations such as Engineering, teaching, farming, etc. Also assume you have measured these subjects on a variety of measures such as their interests, their intelligence, their socio-economic level, etc. You can then develop linear equations that predict their occupation as a function of the obtained measures. Of course, the better that the measures differentiate among the groups, the better the classification prediction. Discriminant analysis is closely related to multivariate analysis of variance (MANOVA). With multivariate analysis of variance, we test the hypothesis that the observed groups are from the same (multivariate) population. If they are different, then discriminant analysis will use the differences to classify subjects. To demonstrate the prediction of classifications, we will load the file labeled "manodiscrim.txt". This file contains 15 objects from three groups that have been measured on two variables. Select the option Discriminant Function and MANOVA from the Multivariate sub-menu. You will see the form below (which we have completed for the analysis):

Figure 52 Discriminant Analysis and Multivariate Analysis of Variance Form. When the OK button on the form above is clicked, you obtain the following output:
MULTIVARIATE ANOVA / DISCRIMINANT FUNCTION Reference: Multiple Regression in Behavioral Research Elazar J. Pedhazur, 1997, Chapters 20-21 Harcourt Brace College Publishers Total Cases = 15, Number of Groups = 3 MEANS FOR GROUP 1, N = 5 Variables Y1 4.600 VARIANCES FOR GROUP 1 Variables Y1 1.300 Y2 8.200 Y2 1.700

STANDARD DEVIATIONS FOR GROUP 1 Variables Y1 Y2 1.140 1.304 MEANS FOR GROUP 2, N = 5 Variables Y1 5.000 VARIANCES FOR GROUP 2 Variables Y1 1.000 Y2 6.600 Y2 1.300

STANDARD DEVIATIONS FOR GROUP 2 Variables Y1 Y2 1.000 1.140 MEANS FOR GROUP 3, N = 5 Variables Y1 6.200 Y2 6.200

VARIANCES FOR GROUP 3 Variables Y1 0.700

Y2 1.700

STANDARD DEVIATIONS FOR GROUP 3 Variables Y1 Y2 0.837 1.304 OVERALL MEANS Variables VARIANCES Variables

Y1 5.267 Y1 1.352

Y2 7.000 Y2 2.143 Y2 1.464 F 3.467 PROB > F 0.065

STANDARD DEVIATIONS Variables Y1 1.163

UNIVARIATE ANOVA FOR VARIABLE Y1 SOURCE DF SS MS BETWEEN 2 6.933 3.467 ERROR 12 12.000 1.000 TOTAL 14 18.933 UNIVARIATE ANOVA SOURCE DF BETWEEN 2 ERROR 12 TOTAL 14 FOR VARIABLE Y2 SS MS 11.200 5.600 18.800 1.567 30.000

F 3.574

PROB > F 0.061

Number of roots extracted = 2 Percent of trace extracted = 100.0000 Roots of the W inverse time B Matrix No. 1 2 Root 8.7985 0.0571 Proportion 0.9935 0.0065 Canonical R 0.9476 0.2325 Chi-Squared 26.8845 0.6388 D.F. 4 1 Prob. 0.000 0.424

Eigenvectors of the W inverse x B Matrix Root No 1 2 Y1 -2.316 0.188 Y2 1.853 0.148

Raw Discriminant Function Coefficients from Pooled Covariance Root No 1 2 Y1 -2.030 0.520 Y2 1.624 0.409 Raw Discriminant Function Constants Variables 1 2 -0.674 -5.601 Fisher Discriminant Functions Group 1 Constant = -24.402 Variable Coefficient 1 -5.084 2 8.804 Group 2 Constant = -14.196 Variable Coefficient 1 1.607 2 3.084 Group 3 Constant = -19.759 Variable Coefficient 1 8.112 2 -1.738

CLASSIFICATION OF CASES SUBJECT ACTUAL HIGH PROBABILITY ID NO. GROUP IN GROUP P(G/D) 1 1 1 0.9999 2 3 4 5 6 7 8 9 10 11 12 13 14 15 1 1 1 1 2 2 2 2 2 3 3 3 3 3 1 1 1 1 2 2 2 2 2 3 3 3 3 3 0.9554 0.8903 0.9996 0.9989 0.9746 0.9341 0.9730 0.5724 0.9842 0.9452 0.9999 0.9893 0.9980 0.8007

SEC'D HIGH DISCRIM GROUP P(G/D) SCORE 2 0.0001 4.6019 -1.1792 2 0.0446 2.5716 -0.6590 2 0.1097 2.1652 0.2699 2 0.0004 3.7890 0.6786 2 0.0011 3.3826 1.6075 3 0.0252 -0.6760 -1.4763 1 0.0657 0.9478 -1.0676 1 0.0259 0.5414 -0.1387 3 0.4276 -1.4888 0.3815 1 0.0099 0.1350 0.7902 2 0.0548 -2.7062 -0.9560 2 0.0001 -4.7365 -0.4358 2 0.0107 -3.1126 -0.0271 2 0.0020 -3.5191 0.9018 2 0.1993 -1.8953 1.3104

CLASSIFICATION TABLE O B S E R V E D 1 1 2 3 TOTAL 5 0 0 5 PREDICTED GROUP 2 0 5 0 5 3 0 0 5 5 TOTAL 5 5 5 15

Standardized Discriminant Function Coefficients from Pooled Covariance Root No 1 -2.030 2.032 2 0.520 0.511

Y1 Y2 Centroids Group 1 2 3

1 3.302 -0.108 -3.194

Root No 2 0.144 -0.302 0.159

Raw Discriminant Function Coefficients from Total Covariance Root No Var. Y1 Y2 1 -0.701 0.560 2 0.547 0.429

Raw Discriminant Function Constants Variables 1 2 -0.674 -5.601

Standardized Discriminant Function Coefficients from Total Covariance Var. Y1 Y2 Root No. 1 2 -0.815 0.636 0.820 0.628

Correlations Between Variables and Functions Root No Var. Y1 Y2 1 -0.608 0.615 2 0.794 0.788

Wilkes Lambda = 0.0965. F = 12.2013 with D.F. 4 and 22 . Prob > F = 0.0000 Bartlett Chi-Squared = 26.8845 with 4 D.F. and prob. = 0.0000 Pillia Trace = 0.9520

The typical user will probably first examine the classification table in the above output. In this example, all current subjects were correctly classified. The F-test and Bartlett Chi-square test both confirm that the probability of obtaining the observed discrimination by chance alone is highly unlikely (probabilities less than 0.00001. The plot of the subjects in the space of the two discriminant variables also demonstrates the within group similarity and between group differences. It is interesting to note that the analysis of variance for each variable might not be considered "significant" but that the combination of the two variables would be considered significant! There was, in fact, one "root" that is significant. The roots reflect the canonical correlation between the two observed variables and group code vectors. The correlation of the discriminant functions and the observed variables indicated that first function seems to play the major role in the separation of the groups. Notice that the standardized coefficients of the first function are quite different when compared to the second function. While the two discriminant functions can be used to predict the classification of the objects, Fisher developed an alternative set of functions, one for each group, for classifying objects. With these functions one classifies the objects with all three functions and places the subject in the group with the largest predicted score. We have not used these functions but rather the two discriminant functions previously discussed to obtain the probability of group membership. The table produced for predicting each subject's classification reports the highest and second highest probabilities for group membership. In addition, each discriminant score is shown for the objects. Of course, one will typically do much better in predicting group membership for those objects on which the discriminant functions are obtained. The real question is whether or not those same function coefficients will accurately predict group membership for a "cross-validation" sample, that is, a sample of similar objects not in the original study for whom the group memberships are also known.

Path Analysis: Examining the Plausibility of Cause and Effect Models Path analysis is a procedure for examining the inter-correlations among a set of variables to see if they are consistent with a model of causation. A causal model is one in which the observed scores (events) of an object are assumed to be directly or indirectly caused by one or more preceding events. For example, entrance to college may be hypothesized to be a result of high achievement in high school. High achievement in high school may be the result of parent expectations and the student's intelligence. Intelligence may be a result of parent intelligence, early nutrition, and early environmental stimulation, etc., etc. . Causing and resultant variables may be described in a set of equations. Using standardized z scores, the above example might be described by the following equations: (1) (2) (3) (4) (5) (6) z1 = e 1 z2 = P21z1 + e2 z3 = P31z1 + P32z2 + e3 z4 = P41z1 + e4 z5 = P53z3 + p54z4 + e5 z6 = P63z3 + P64z4 + P65z5 + e6 Parent intelligence Child's nutrition Child's intelligence Parent expectations School achievement College GPA

In the above equations, the P's represent path coefficients measuring the strength of causal effect on the resultant due to the causing variable z. In the above example, z1 has no causing variable and path coefficient. It is called an exogenous variable and is assumed to have only external causes unknown in this model. The "e" values represent contributions that are external and unknown for each variable. These external causes are assumed to be uncorrelated and dropped from further computations in this model. By substituting the definitions of each z score in a model like the above, the correlation between the observed variables can be expressed as in the following examples: r12 = 3z1z2 / n = P213z1z1 / n = P21 r23 = 3z2z3 / n = P31P21 + P32 etc. In other words, the correlations are estimated to be the sum of direct path coefficients and products of indirect path coefficients. The path coefficients are estimated by the standardized partial regression coefficients (betas) of each resultant variable on its causing variables. For example, coefficients P31 and P32 above would be estimated by 31.2 and 32.1 in the multiple regression equation z3 = 31.2z1 + 32.1z2 + e3 If the hypothesized causal flow model sufficiently describes the interrelationships among the observed variables, the reproduced correlation matrix using the path

coefficients should deviate only by sampling error from the original correlations among the variables. When you execute the Path Analysis procedure in OpenStat, you will be asked to specify the exogenous and endogenous variables in your analysis. The program then asks you to specify, for each resultant (endogenous) variable, the causing variables. In this manner you specify your total path model. The program then completes the number of multiple regression analyses required to estimate the path coefficients, estimate the correlations that would be obtained using the model path coefficients and compare the reproduced correlation matrix with the actual correlations among the variables. You may discover in your reading that this is but one causal model method. More complex methods include models involving latent variables (such as those identified through factor analysis), correlated errors, adjustments for reliability of the variables, etc. Structural model equations of these types are often analyzed using the LISREL package found in commercial packages such as SPSS or SAS. Example of a Path Analysis In this example we will use the file cansas.txt that we have used in other analyses. The user begins by selecting the Path Analysis option of the Analyses / Multivariate menu. In the figure below we have selected all variables to analyze and have entered our first path indicating that waist size is caused by weight:

Figure 53 Path Analysis Dialogue Form. We will hypothesize that pulse rate is caused by weight, chin-ups are caused by weight, waist and pulse, that the number of sit-ups is caused by weight, waist and pulse and that jumps are caused by weight, waist and pulse. Each time we enter a new causal

relationship we click the scroll bar to move to a new model number prior to entering the caused and causing variables. Once we have entered each model, we then click on the Compute button. Note we have elected to print descriptive statistics, each models correlation matrix, and the reproduced correlation matrix which will be our measure of how well the models fit the data. The results are shown below:
PATH ANALYSIS RESULTS CAUSED VARIABLE: waist Causing Variables: weight CAUSED VARIABLE: pulse Causing Variables: weight CAUSED VARIABLE: chins Causing Variables: weight waist pulse CAUSED VARIABLE: situps Causing Variables: weight waist pulse CAUSED VARIABLE: jumps Causing Variables: weight waist pulse Correlation Matrix with Variables weight waist pulse chins situps jumps Variables weight waist pulse chins situps jumps MEANS with Variables Variables jumps -0.226 -0.191 0.035 0.496 0.669 1.000 20 valid cases. weight waist 178.600 35.400 jumps 70.300 pulse 56.100 chins 9.450 situps 145.550 weight 1.000 0.870 -0.366 -0.390 -0.493 -0.226 waist 0.870 1.000 -0.353 -0.552 -0.646 -0.191 pulse -0.366 -0.353 1.000 0.151 0.225 0.035 chins -0.390 -0.552 0.151 1.000 0.696 0.496 situps -0.493 -0.646 0.225 0.696 1.000 0.669 20 valid cases.

VARIANCES with 20 valid cases. Variables weight waist 609.621 10.253 Variables jumps 2629.379 STANDARD DEVIATIONS with Variables weight 24.691 Variables jumps 51.277

pulse 51.989

chins 27.945

situps 3914.576

20 valid cases. waist pulse 3.202 7.210

chins 5.286

situps 62.567

Dependent Variable = waist Correlation Matrix with Variables weight waist MEANS with Variables weight 1.000 0.870 waist 0.870 1.000 20 valid cases.

20 valid cases. weight waist 178.600 35.400

VARIANCES with 20 valid cases. Variables weight waist 609.621 10.253 STANDARD DEVIATIONS with Variables weight 24.691 Dependent Variable = waist R R2 F 0.870 0.757 56.173 Adjusted R Squared = 0.744 Std. Error of Estimate = Variable weight Constant = Beta 0.870 15.244 B 0.113 Prob.>F 0.000 1.621 Std.Error t 0.015 7.495 Prob.>t 0.000 DF1 DF2 1 18 20 valid cases. waist 3.202

Dependent Variable = pulse Correlation Matrix with Variables weight pulse MEANS with Variables weight 1.000 -0.366 pulse -0.366 1.000 20 valid cases.

20 valid cases. weight pulse 178.600 56.100

VARIANCES with 20 valid cases. Variables weight pulse 609.621 51.989 STANDARD DEVIATIONS with Variables weight 24.691 Dependent Variable = pulse R R2 F 0.366 0.134 2.780 Adjusted R Squared = 0.086 Std. Error of Estimate = Variable weight Constant = Beta -0.366 75.177 B -0.107 Prob.>F 0.113 6.895 Std.Error t 0.064 -1.667 Prob.>t 0.113 DF1 DF2 1 18 20 valid cases. pulse 7.210

Dependent Variable = chins Correlation Matrix with 20 valid cases.

Variables weight waist pulse chins MEANS with Variables weight 1.000 0.870 -0.366 -0.390 waist 0.870 1.000 -0.353 -0.552 pulse -0.366 -0.353 1.000 0.151 pulse 56.100 pulse 51.989 chins -0.390 -0.552 0.151 1.000 chins 9.450 chins 27.945 chins 5.286

20 valid cases. weight waist 178.600 35.400

VARIANCES with 20 valid cases. Variables weight waist 609.621 10.253 STANDARD DEVIATIONS with Variables weight 24.691 Dependent Variable = chins R R2 F 0.583 0.340 2.742 Adjusted R Squared = 0.216 Std. Error of Estimate = Variable weight waist pulse Constant = Beta 0.368 -0.882 -0.026 47.968 B 0.079 -1.456 -0.019 Prob.>F 0.077 4.681

20 valid cases. waist pulse 3.202 7.210

DF1 DF2 3 16

Std.Error t 0.089 0.886 0.683 -2.132 0.160 -0.118

Prob.>t 0.389 0.049 0.907

Dependent Variable = situps Correlation Matrix with Variables weight waist pulse situps MEANS with Variables weight 1.000 0.870 -0.366 -0.493 waist 0.870 1.000 -0.353 -0.646 pulse -0.366 -0.353 1.000 0.225 pulse 56.100 pulse 51.989 situps -0.493 -0.646 0.225 1.000 situps 145.550 situps 3914.576 situps 62.567 20 valid cases.

20 valid cases. weight waist 178.600 35.400

VARIANCES with 20 valid cases. Variables weight waist 609.621 10.253 STANDARD DEVIATIONS with Variables weight 24.691 Dependent Variable = situps R R2 F 0.661 0.436 4.131 Adjusted R Squared = 0.331 Std. Error of Estimate = Variable weight waist pulse Constant = Beta 0.287 -0.890 0.016 623.282 Prob.>F 0.024 51.181

20 valid cases. waist pulse 3.202 7.210

DF1 DF2 3 16

B 0.728 -17.387 0.139

Std.Error t 0.973 0.748 7.465 -2.329 1.755 0.079

Prob.>t 0.466 0.033 0.938

Dependent Variable = jumps Correlation Matrix with Variables weight waist pulse jumps MEANS with Variables weight 1.000 0.870 -0.366 -0.226 waist 0.870 1.000 -0.353 -0.191 pulse -0.366 -0.353 1.000 0.035 pulse 56.100 pulse 51.989 jumps -0.226 -0.191 0.035 1.000 jumps 70.300 jumps 2629.379 jumps 51.277 20 valid cases.

20 valid cases. weight waist 178.600 35.400

VARIANCES with 20 valid cases. Variables weight waist 609.621 10.253 STANDARD DEVIATIONS with Variables weight 24.691 Dependent Variable = jumps R R2 F 0.232 0.054 0.304 Adjusted R Squared = -0.123 Std. Error of Estimate = Variable weight waist pulse Constant = Beta -0.259 0.015 -0.055 179.887 Prob.>F 0.822 54.351 B -0.538 0.234 -0.389

20 valid cases. waist pulse 3.202 7.210

DF1 DF2 3 16

Std.Error t 1.034 -0.520 7.928 0.029 1.863 -0.209

Prob.>t 0.610 0.977 0.837

Matrix of Path Coefficients with Variables weight waist pulse chins situps jumps Variables weight waist pulse chins situps jumps jumps -0.259 0.015 -0.055 0.000 0.000 0.000 weight 0.000 0.870 -0.366 0.368 0.287 -0.259 waist 0.870 0.000 0.000 -0.882 -0.890 0.015

20 valid cases. pulse -0.366 0.000 0.000 -0.026 0.016 -0.055 chins 0.368 -0.882 -0.026 0.000 0.000 0.000 situps 0.287 -0.890 0.016 0.000 0.000 0.000

SUMMARY OF CAUSAL MODELS Var. Caused Causing Var. waist weight pulse weight chins weight chins waist chins pulse situps weight situps waist situps pulse jumps weight jumps waist

Path Coefficient 0.870 -0.366 0.368 -0.882 -0.026 0.287 -0.890 0.016 -0.259 0.015

jumps

pulse

-0.055 20 valid cases. pulse -0.366 -0.318 1.000 0.120 0.194 0.035 chins -0.390 -0.553 0.120 1.000 0.382 0.086 situps -0.493 -0.645 0.194 0.382 1.000 0.108

Reproduced Correlation Matrix with Variables weight waist pulse chins situps jumps Variables weight waist pulse chins situps jumps jumps -0.226 -0.193 0.035 0.086 0.108 1.000 weight 1.000 0.870 -0.366 -0.390 -0.493 -0.226 waist 0.870 1.000 -0.318 -0.553 -0.645 -0.193

Average absolute difference between observed and reproduced coefficients := 0.077 Maximum difference found := 0.562

We note that pulse is not a particularly important predictor of chin-ups or sit-ups. The largest discrepancy of 0.562 between an original correlation and a correlation reproduced using the path coefficients indicates our model of causation may have been inadequate.

Non-Parametric
Beginning statistics students are usually introduced to what are called "parametric" statistics methods. Those methods utilize "models" of score distributions such as the normal (Gaussian) distribution, Poisson distribution, binomial distribution, etc. The emphasis in parametric statistical methods is estimating population parameters from sample statistics when the distribution of the population scores can be assumed to be one of these theoretical models. The observations made are typically based on continuous variables that utilize an interval or ratio scale of measurement. Frequently the measurement scales available yield only nominal or ordinal values and nothing can be assumed about the distribution of such values in the population sampled. If however, random sampling has been utilized in selecting subjects, one can still make inferences about relationships and differences similar to those made with parametric statistics. For example, if students enrolled in two courses are assigned a rank on their achievement in each of the two courses, it is reasonable to expect that students that rank high in one course would tend to rank high in the other course. Since a rank only indicates order however and not "how much" was achieved, we cannot use the usual product-moment correlation to indicate the relationship between the ranks. We can estimate, however, what the product of rank values in a group of n subjects where the ranks are randomly assigned would tend to be and estimate the variability of these sums or rank products for repeated samples. This would lead to a test of significance of the departure of our rank product sum (or average) from a value expected when there is no relationship. A variety of non-parametric methods have been developed for nominal and ordinal measures to indicate congruence or similarity among independent groups or repeated measures on subjects in a group.

Contingency Chi-Square The frequency chi-square statistic is used to accept or reject hypotheses concerning the degree to which observed frequencies depart from theoretical frequencies in a row by column contingency table with fixed marginal frequencies. It therefore tests the independence of the categorical variables defining the rows and columns. As an example, assume 50 males and 50 females are randomly assigned to each of three types of instructional methods to learn beginning French, (a) using a language laboratory, (b) using a computer with voice synthesizer and (c) using an advanced student tutor. Following a treatment period, a test is administered to each student with scoring results being pass or fail. The frequency of passing is then recorded for each cell in the 2 by 3 array (gender by treatment). If gender is independent of the treatment variable, the expected frequency of males that pass in each treatment would be the same as the expected frequency for females. The chi-squared statistic is obtained as

row col (fij - Fij)2 i=1 j=1 = ----------------------Fij

where fij is the observed frequency, Fij the expected frequency, and 2 is the chisquared statistic with degrees of freedom (rows - 1) times (columns - 1). Example Contingency Chi Square In this example we will use the data file ChiData.txt which consists of two columns of data representing the row and column of a three by three contingency table. The rows represent each observation with the row and column of that observation recorded in columns one and two. We begin by selecting the Analyses / Non Parametric / Contingency Chi Square option of the menu. The following figure demonstrates that the row and column labels have been selected for the option of reading a data file containing individual cases. We have also elected all options except saving the frequency file.

Figure 54 Contingency Chi-Square Dialogue Form. When we click the compute button, we obtain the results shown below:
Chi-square Analysis Results OBSERVED FREQUENCIES Rows Variables COL.1 Row 1 5 Row 2 10

COL.2 5 4

COL.3 5 7

COL.4 5 3

Total 20 24

Row 3 Total

5 20

10 19 71 valid cases. COL.2 5.352 6.423 7.225 71 valid cases. COL.2 0.250 0.167 0.370 0.268 71 valid cases. COL.2 0.263 0.211 0.526 1.000

10 22

2 10

27 71

EXPECTED FREQUENCIES with Variables Row 1 Row 2 Row 3 COL.1 5.634 6.761 7.606

COL.3 6.197 7.437 8.366

COL.4 2.817 3.380 3.803

ROW PROPORTIONS with Variables Row 1 Row 2 Row 3 Total COL.1 0.250 0.417 0.185 0.282

COL.3 0.250 0.292 0.370 0.310

COL.4 0.250 0.125 0.074 0.141

Total 1.000 1.000 1.000 1.000

COLUMN PROPORTIONS with Variables Row 1 Row 2 Row 3 Total COL.1 0.250 0.500 0.250 1.000

COL.3 0.227 0.318 0.455 1.000

COL.4 0.500 0.300 0.200 1.000

Total 0.282 0.338 0.380 1.000

PROPORTIONS OF TOTAL N with Variables Row 1 Row 2 Row 3 Total COL.1 0.070 0.141 0.070 0.282

71 valid cases. COL.2 0.070 0.056 0.141 0.268 COL.3 0.070 0.099 0.141 0.310 COL.4 0.070 0.042 0.028 0.141 Total 0.282 0.338 0.380 1.000

CHI-SQUARED VALUE FOR CELLS with Variables Row 1 Row 2 Row 3 Chi-square = COL.1 0.071 1.552 0.893

71 valid cases. COL.3 0.231 0.026 0.319 COL.4 1.692 0.043 0.855 0.262

COL.2 0.023 0.914 1.066

7.684 with D.F. = 6. Prob. > value =

It should be noted that the user has the option of reading data in three different formats. We have shown the first format where individual cases are classified by row and column. It is sometimes more convenient to record the actual frequencies in each row and cell combination. Examine the file labeled ChiSquareOne.TXT for such an example. Sometimes the investigator may only know the cell proportions and the total number of observations. In this case the third file format may be used where the proportion in each row and column combination are recorded. See the example file labeled ChiSquareTwo.TXT. Spearman Rank Correlation When the researchers data represent ordinal measures such as ranks with some observations being tied for the same rank, the Rank Correlation may be the appropriate

statistic to calculate. While the computation for the case of untied cases is the same as that for the Pearson Product-Moment correlation, the correction for tied ranks is found only in the Spearman correlation. In addition, the interpretation of the significance of the Rank Correlation may differ from that of the Pearson Correlation where bivariate normalcy is assumed. Example Spearman Rank Correlation We will use the file labeled Spearman.txt for our example. The third variable represents rank data with ties. Select the Statistics / Non Parametric / Spearman Rank Correlation option from the menu. Shown below is the specification form for the analysis:

Figure 55 Spearman Rank Correlation Dialogue Form. When we click the Compute button we obtain:
Spearman Rank Correlation Between VAR2 & VAR3

Observed scores, their ranks and differences between ranks VAR2 Ranks VAR3 Ranks Rank Difference 42.00 3.00 0.00 1.50 1.50 46.00 4.00 0.00 1.50 2.50 39.00 2.00 1.00 3.50 -1.50 37.00 1.00 1.00 3.50 -2.50 65.00 8.00 3.00 5.00 3.00 88.00 11.00 4.00 6.00 5.00 86.00 10.00 5.00 7.00 3.00 56.00 6.00 6.00 8.00 -2.00 62.00 7.00 7.00 9.00 -2.00 92.00 12.00 8.00 10.50 1.50 54.00 5.00 8.00 10.50 -5.50 81.00 9.00 12.00 12.00 -3.00 Spearman Rank Correlation = 0.615 t-test value for hypothesis r = 0 is 2.467 Probability > t = 0.0333

Notice that the original scores have been converted to ranks and where ties exist they have been averaged. Mann-Whitney U Test An alternative to the Student t-test when the scale of measurement cannot be assumed to be interval or ratio and the distribution of errors is unknown is a nonparametric test known as the Mann-Whitney test. In this test, the dependent variable scores for both groups are ranked and the number of times that one groups scores exceed the rank of scores in the other group are recorded. This total number of times scores in one group exceed those of the other is named U. The sampling distribution of U is known and forms the basis for the hypothesis that the scores come from the same population. As an example, load the file labeled MannWhitU.txt and then select the option Analyses / Non Parametric / Mann-Whitney U Test from the menu. Shown below is the specification form in which we have indicated the analysis to perform:

Figure 56 Mann-Whitney U Test Dialogue Form. Upon clicking the Compute button you obtain:
Mann-Whitney U Test See pages 116-127 in S. Siegel: Nonparametric Statistics for the Behavioral Sciences Score 6.00 6.00 7.00 7.00 7.00 7.00 Rank 1.50 1.50 5.00 5.00 5.00 5.00 Group 1 2 1 1 1 1

7.00 8.00 8.00 8.00 8.00 9.00 10.00 10.00 10.00 10.00 10.00 10.00 10.00 11.00 11.00 12.00 12.00 12.00 12.00 12.00 12.00 13.00 13.00 13.00 13.00 14.00 14.00 14.00 15.00 15.00 15.00 16.00 17.00

5.00 9.50 9.50 9.50 9.50 12.00 16.00 16.00 16.00 16.00 16.00 16.00 16.00 20.50 20.50 24.50 24.50 24.50 24.50 24.50 24.50 29.50 29.50 29.50 29.50 33.00 33.00 33.00 36.00 36.00 36.00 38.00 39.00

1 1 2 2 1 1 1 2 2 2 1 1 1 2 2 2 2 2 2 1 1 1 2 2 2 2 2 2 2 2 2 2 2

Sum of Ranks in each Group Group Sum No. in Group 1 200.00 16 2 580.00 23 No. of tied rank groups = 9 Statistic U = 304.0000 z Statistic (corrected for ties) =

3.4262, Prob. > z = 0.0003

Fishers Exact Test Assume you have collected data on principals and superintendents concerning their agreement or disagreement to the statement "high school athletes observed drinking or using drugs should be barred from further athletic competition". You record their responses in a table as below: Disagree Superintendents Principals 2 4 Agree 8 5

You ask, are the responses of superintendents and principals significantly different? Another way to ask the question is, "what is the probability of getting the pattern of responses observed or a more extreme pattern?". The probability of any given pattern of

responses in this 2 by 2 table may be calculated from the hypergeometric probability distribution as (A+B)!(C+D)!(A+C)!(B+D)! P = -------------------------------------N!A!B!C!D! where A, B, C, and D correspond to the frequencies in the four quadrants of the table and N corresponds to the total number of individuals sampled. When you elect the Analyses / NonParametric / Fishers Exact Test option from the menu, you are shown a specification form which provides for four different formats for entering data. We have elected the last format (entry of frequencies on the form itself):

Figure 57 Fischer's Exact Test Dialogue Form. When we click the Compute button we obtain:
Fisher Exact Probability Test Contingency Table for Fisher Exact Test Column Row 1 2 1 2 8 2 4 5 Probability := 0.2090 Cumulative Probability := 0.2090 Contingency Table for Fisher Exact Test Column Row 1 2 1 1 9 2 5 4 Probability := 0.0464

Cumulative Probability := 0.2554 Contingency Table for Fisher Exact Test Column Row 1 2 1 0 10 2 6 3 Probability := 0.0031 Cumulative Probability := 0.2585 Tocher ratio computed: 0.002 A random value of 0.893 selected was greater than the Tocher value. Conclusion: Accept the null Hypothesis

Notice that the probability of each combination of cell values as extreme or more extreme than that observed is computed and the probabilities summed. Alternative formats for data files are the same as for the Contingency Chi Square analysis discussed in the previous section.

Kendalls Coefficient of Concordance It is not uncommon that a group of people are asked to judge a group of persons or objects by rank ordering them from highest to lowest. It is then desirable to have some index of the degree to which the various judges agreed, that is, ranked the objects in the same order. The Coefficient of Concordance is a measure varying between 0 and 1 that indicates the degree of agreement among judges. It is defined as: W = Variance of rank sums / maximum variance of rank sums. The coefficient W may also be used to obtain the average rank correlation among the judges by the formula: Mr = (mW - 1) / (m - 1) where Mr is the average (Spearman) rank correlation, m is the number of judges and W is the Coefficient of Concordance. Our example analysis will use the file labeled Concord2.txt . Load the file and select the Analyses / NonParametric / Coefficient of Concordance option. Shown below is the form completed for the analysis:

Figure 58 Kendal's Coefficient of Concordance. Clicking the Compute button results in the following output:
Kendall Coefficient of Concordance Analysis Ranks Assigned to Judge Ratings of Objects Judge 1 VAR1 1.5000 2 VAR1 2.0000 3 VAR1 2.5000 VAR2 3.5000 VAR2 3.0000 VAR2 2.5000 Objects VAR3 VAR4 3.5000 5.5000 Objects VAR3 VAR4 4.0000 5.0000 Objects VAR3 VAR4 2.5000 6.5000 VAR5 5.5000 VAR5 6.0000 VAR5 6.5000 VAR6 7.0000 VAR6 7.0000 VAR6 6.5000 VAR7 8.0000 VAR7 8.0000 VAR7 6.5000 VAR8

Judge

VAR8

Judge

VAR8

Sum of Ranks for Each Object Judged Objects VAR1 VAR2 VAR3 VAR4 VAR5 VAR6 VAR7 6.0000 9.0000 10.0000 17.0000 18.0000 20.5000 22.5000 Coefficient of concordance = 0.942 Average Spearman Rank Correlation = 0.913 Chi-Square Statistic = 19.777 Probability of a larger Chi-Square = 0.0061

VAR8

If you are observing competition in the Olympics or other athletic competitions, it is fun to record the judges scores and examine the degree to which there is agreement among them! Kruskal-Wallis One-Way ANOVA One-Way, Fixed-Effects Analysis of Variance assumes that error (residual) scores are normally distributed, that subjects are randomly selected from the population and

assigned to treatments, and that the error scores are equally distributed in the populations representing the treatments. The scale of measurement for the dependent variable is assumed to be interval or ratio. But what can you do if, in fact, your measure is only ordinal (for example like most classroom tests), and you cannot assume normally distributed, homoscedastic error distributions? Why, of course, you convert the scores to ranks and ask if the sum of rank scores in each treatment group are the same within sampling error! The Kruskal-Wallis OneWay Analysis of variance converts the dependent score for each subject in the study to a rank from 1 to N. It then examines the ranks attained by subjects in each of the treatment groups. Then a test statistic which is distributed as Chi-Squared with degrees of freedom equal to the number of treatment groups minus one is obtained from: 12 K H = ---------- 3 Rj2 / nj - 3(N + 1) N(N + 1) j=1 where N is the total number of subjects in the experiment, nj is the number of subjects in the jth treatment, K is the number of treatments and Rj is the sum of ranks in the jth treatment. The Analyses / NonParametric / Kruskal-Wallis One-Way ANOVA option on your menu will permit analysis of data in a data file. At least two variables should be defined for each case - a variable recording the treatment group for the case and a variable containing the dependent variable score. As an example, load the file labeled kwanova.txt into the data grid and select the menu option for the analysis. Below is the form and the results of the analysis:

Figure 59Kruskal-Wallis One Way ANOVA on Ranks Dialogue Form

Kruskal - Wallis One-Way Analysis of Variance See pages 184-194 in S. Siegel's Nonparametric Statistics for the Behavioral Sciences Score 61.00 82.00 83.00 96.00 101.00 109.00 115.00 124.00 128.00 132.00 135.00 147.00 149.00 166.00 Rank 1.00 2.00 3.00 4.00 5.00 6.00 7.00 8.00 9.00 10.00 11.00 12.00 13.00 14.00 Group 1 2 1 1 1 2 3 2 1 2 2 3 3 3

Sum of Ranks in each Group Group Sum No. in Group 1 22.00 5 2 37.00 5 3 46.00 4 No. of tied rank groups = 0 Statisic H uncorrected for ties = 6.4057 Correction for Ties = 1.0000 Statistic H corrected for ties = 6.4057 Corrected H is approx. chi-square with 2 D.F. and probability = 0.0406

Wilcoxon Matched-Pairs Signed Ranks Test This test provides an alternative to the student t-test for matched score data where the assumptions for the parametric t-test cannot be met. In using this test, the difference is obtained between each of N pairs of scores observed on matched objects, for example, the difference between pretest and post-test scores for a group of students. The difference scores obtained are then ranked. The ranks of negative score differences are summed and the ranks of positive score differences are summed. The test statistic T is the smaller of these two sums. Difference scores of 0 are eliminated since a rank cannot be assigned. If the null hypothesis of no difference between the groups of scores is true, the sum of positive ranks should not differ from the sum of negative ranks beyond that expected by chance. Given N ranks, there is a finite number of ways of obtaining a given sum T. There are a total of 2 raised to the N ways of assigning positive and negative differences to N ranks. In a sample of 5 pairs, for example, there are 2 to the fifth power = 32 ways. Each rank sign would occur with probability of 1/32. The probability of getting a particular total T is Ways of getting T PT = ----------------------2N

The cumulative probabilities for T, T-1,,0 are obtained for the observed T value and reported. For large samples, a normally distributed z score is approximated and used. Our example uses the file labeled Wilcoxon.txt. Load this file and select the Analyses / NonParametric / Wilcoxon Matched-Pairs Signed Ranks Test option from the menu. The specification form and results are shown below:

Figure 60 Wicoxon Matched Pairs Signed Ranks Test Dialogue Form.


The Wilcoxon Matched-Pairs Signed-Ranks Test See pages 75-83 in S. Seigel's Nonparametric Statistics for the Social Sciences Ordered Cases with cases having 0 differences eliminated: Number of cases with absolute differences greater than 0 = 8 CASE VAR1 VAR2 Difference Signed Rank 3 73.00 74.00 -1.00 -1.00 8 65.00 62.00 3.00 2.00 7 76.00 80.00 -4.00 -3.00 4 43.00 37.00 6.00 4.00 5 58.00 51.00 7.00 5.00 6 56.00 43.00 13.00 6.00 1 82.00 63.00 19.00 7.00 2 69.00 42.00 27.00 8.00 Smaller sum of ranks (T) = 4.00 Approximately normal z for test statistic T = 1.960 Probability (1-tailed) of greater z = 0.0250 NOTE: For N < 25 use tabled values for Wilcoxon Test

Cochran Q Test The Cochran Q test is used to test whether or not two or more matched sets of frequencies or proportions, measured on a nominal or ordinal scale, differ significantly among themselves. Typically, observations are dichotomous, that is, scored as 0 or 1 depending on whether or not the subject falls into one or the other criterion group. An

example of research for which the Q test may be applied might be the agreement or disagreement to the question "Should abortions be legal?". The research design might call for a sample of n subjects answering the question prior to a debate and following a debate on the topic and subsequently six months later. The Q test applied to these data would test whether or not the proportion agreeing was the same under these three time periods. The Q statistic is obtained as K K (K - 1) Gj2 - ( Gj )2 j=1 j=1 Q = ---------------------------------n n K Li - Li2 i=1 i=1 where K is the number of treatments (groups of scores, Gj is the sum with the jth treatment group, and Li is the sum within case i (across groups). The Q statistic is distributed approximately as Chi-squared with degrees of freedom K-1. If Q exceeds the Chi-Squared value corresponding to the 1-3 cumulative probability value, the hypothesis of equal proportions for the K groups is rejected. Load the file labeled Qtest.txt and select the Analyses / NonParametric / Cochran Q Test option from the menu. Shown below is the specification form completed for the analysis of the file data and the results obtained when you click the Compute button:

Figure 61 Cochran Q Test Dialogue Form.


Cochran Q Test for Related Samples See pages 161-166 in S. Siegel's Nonparametric Statistics for the Behavioral Sciences McGraw-Hill Book Company, New York, 1956 Cochran Q Statistic = 16.667 which is distributed as chi-square with 2 D.F. and probability = 0.0002

Sign Test Imagine a counseling psychologist who sees, over a period of months, a number of clients with personal problems. Suppose the psychologist routinely contacts each client for a six-month follow-up to see how they are doing. The counselor could make an estimate of client "adjustment" before treatment and at the follow-up time (or better still, have another person independently estimate adjustment at these two time periods). We may assume some underlying continuous "adjustment" variable even though we have no idea about the population distribution of the variable. We are interested in knowing, of course, whether or not people are better adjusted six months after therapy than before. Note that we are only comparing the "before" and "after" state of the individuals with each other, not with other subjects. If we assign a + to the situation of improved adjustment and a - to the situation of same or poorer adjustment, we have the data required for a Sign Test. If treatment has had no effect, we would expect approximately one half the subjects would receive plus signs and the others negative signs. The sampling distribution of the proportion of plus signs is given by the binomial probability distribution with parameter of .5 and the number of events equal to n, the number of pairs of observations. The file labeled SignTest.txt contains male and female cases in which have been matched on relevant criteria and observations have been made on a 5-point Likert-type instrument. The program will compare the two scores for each pair and assign a positive or negative difference indicator. Load the file into the data grid and select the Analyses / NonParametric / Sign Test option. Shown below is the specification form which appears and the results obtained when clicking the Compute button:

Figure 62 The Matched Pairs Sign Test Dialogue Form.

Results for the Sign Test Frequency of 11 out of 17 observed + sign differences. Frequency of 3 out of 17 observed - sign differences. Frequency of 3 out of 17 observed no differences. The theoretical proportion expected for +'s or -'s is 0.5 The test is for the probability of the +'s or -'s (which ever is fewer) as small or smaller than that observed given the expected proportion. Binary Probability of Binary Probability of Binary Probability of Binary Probability of Binomial Probability of 0 1 2 3 = 0.0001 = 0.0009 = 0.0056 = 0.0222 3.00 or smaller out of 14.00 = 0.0287

Friedman Two Way ANOVA Imagine an experiment using, say, ten groups of subjects with four subjects in each group that have been matched on some relevant variables (or even using the same subjects). The matched subjects in each group are exposed to four different treatments such as teaching methods, dosages of medicine, proportion of positive responses to statements or questions, etc. Assume that some criterion measure on at least a nominal scale is available to measure the effect of each treatment. Now rank the subjects in each group on the basis of their scores on the criterion. We may now ask whether the ranks in each treatment come from the same population. Had we been able to assume an interval or ratio measure and normally distributed errors, we might have used a repeated measures analysis of variance. Failing to meet the parametric test assumptions, we instead examine the sum of ranks obtained under each of the treatment conditions and ask whether they differ significantly. The test statistic is distributed as Chi-squared with degrees of freedom equal to the number of treatments minus one. It is obtained as where N is the number of groups, K the number of treatments (or number of subjects in each group), and Rj is the sum of ranks in each treatment. For an example analysis, load the file labeled Friedman.txt and select Analyses / NonParametric / Friedman Two Way ANOVA from the menu. The data represent four treatments or repeated measures for three groups, each containing one subject. Shown below is the specification form and the results following a click of the Compute button:

Figure 63 The Friedman Two-Way ANOVA Dialogue Form.


FRIEDMAN TWO-WAY ANOVA ON RANKS See pages 166-173 in S. Siegels Nonparametric Statistics for the Behavioral Sciences, McGraw-Hill Book Co., New York, 1956 Treatment means - values to be ranked. Group 1 Group 2 Group 3 Cond.1 9.000 6.000 9.000 Cond.2 4.000 5.000 1.000 Cond.3 1.000 2.000 2.000 Cond.4 7.000 8.000 6.000

Number in each group's treatment. GROUP Cond.1 Group 1 Group 2 Group 3 1 1 1 Cond.2 1 1 1 Cond.3 1 1 1 Cond.4 1 1 1

Score Rankings Within Groups Treatment Cond.1 4.000 3.000 4.000 Cond.2 2.000 2.000 1.000 Cond.3 1.000 1.000 2.000 Cond.4 3.000 4.000 3.000

Group 1 Group 2 Group 3 TOTAL RANKS Variables

Cond.1 11.000

Cond.2 5.000

Cond.3 4.000

Cond.4 10.000

Chi-square with 3 D.F. = 7.400 with probability = 0.0602 Chi-square too approximate-use exact table (TABLE N) page 280-281 in Siegel

Probability of a Binomial Event The BINOMIAL program is a short program to calculate the probability of obtaining k or fewer occurrences of a dichotomous variable out of a total of n observations when the probability of an occurrence is known. For example, assume a test consists of 5 multiple choice items with each item scored correct or incorrect. Also assume that there are five equally plausible choices for a student with no knowledge concerning any item. In this case, the probability of a student guessing the correct answer to a single item is 1/5 or .20 . We may use the binomial program to obtain the probabilities that a student guessing on each item of the test gets a score of 0, 1, 2, 3, 4, or 5 items correct by chance alone. The formula for the probability of a dichotomous event k where the probability of a single event is p (and the probability of a non-event is q = 1 - p is given as: N! P(k) = ------------- p(N-k) qk (N - k)! k! For example, if a fair coin is tossed three times with the probabilities of heads is p = .5 (and q = .5) then the probabilty of observing 2 heads is 3! P(2) = ------------0.51 x 0.52 (3-2)! 2! 3x2x1 = -------------- x 0.5 x 0.25 1 x (2 x 1) 6 = --------- x 0.125 = .375 2 Similarly, the probability of getting one toss turn up heads is 3! 6 P(1) = ------------ 0.52 x 0.5 = ----------- x 0.25 x 0.5 = .375 (3-1)! 1! 2 and the probability of getting zero heads turn up in three tosses is

3! 6 0 3 P(0) = ------------ 0.5 x 0.5 = ----------x 1.0 x 0.125 = 0.125 (3-0)! 0! 6 The probability of getting 2 or fewer heads in three tosses is the sum of the three probabilities, that is, 0.375 + 0.375 + 0.125 = 0.875 . As a check on the above, select the Analyses / NonParametric / Binomial Probability option from the menu. Enter the values as shown in the specification form below and press the Compute button to obtain the shown results.

Figure 64 The Binomial Probability Dialogue Form.


Binomial Probability Test Frequency of 2 out of 3 observed The theoretical proportion expected in category A is 0.500 The test is for the probability of a value in category A as small or smaller than that observed given the expected proportion. Probability of 0 = 0.1250 Probability of 1 = 0.3750 Probability of 2 = 0.3750 Binomial Probability of 2 or less out of 3 = 0.8750

Runs Test Random sampling is a major assumption of nearly all statistical tests of hypotheses. The Runs test is one method available for testing whether or not an obtained sample is likely to have been drawn at random. It is based on the order of the values in the sample and the number of values increasing or decreasing in a sequence. For example, if a variable is composed of dichotomous values such as zeros (0) and ones (1) then a run of values such as 0,0,0,0,1,1,1,1 would not likely to have been selected at random. As another example, the values 0,1,0,1,0,1,0,1 show a definite cyclic pattern and also would not likely be found by random sampling. The test involves finding the mean of the values and examining values above and below the mean (excluding values at the mean.) The values falling above or below the mean should occur in a random fashion. A run consists of a series of values above the mean or below the mean. The

expected value for the total number of runs is known and is a function of the sample size (N) and the numbers of values above (N1) and below (N2) the mean. This test may be applied to nominal through ratio variable types. EXAMPLE: The figure below shows a data set with 14 values in a file labeled "RunsTest.OS4". The Runs Test option was selected from the NonParametric sub-menu under the Analyses menu. The next figure displays the dialogue box used for specifying the variable to analyze and the results of clicking the compute button.

Figure 65 A Sample File for the Runs Test

Figure 66 The Runs Dialogue Form. In the above, we selected the first variable to test for randomness. There was little evidence that the sample was not obtained by random selection. Kendall's Tau and Partial Tau When two variables are at least ordinal, the tau correlation may be obtained as a measure of the relationship between the two variables. The values of the two variables are ranked. The method involves ordering the values using one of the variables. If the values of the other variable are in the same order, the correlation would be 1.0. If the order is exactly the opposite for this second variable, the correlation would be -1.0 just as if we had used the Pearson Product-Moment correlation method. Each pair of ranks for the second variable are compared. If the order (from low to high) is correct for a pair it is assigned a value of +1. If the pair is in reverse order, it is assigned a value of -1. These values are summed. If there are N values then we can obtain the number of pairs of scores for one variable as the number of combinations of N things taken 2 at a time which is N(N-1). The tau statistic is the ratio of the sum of 1's and -1's to the total number of

pairs. Adjustments are made in the case of tied scores. For samples larger than 10, tau is approximately normally distributed. Whenever two variables are correlated, the relationship observed may, in part, be due to their common relationship to a third variable. We may be interested in knowing what the relationship is if we partial out this third variable. The Partial Tau provides this. Since the distribution of the partial tau is not known, no test of significance is included.

Figure 67 Kendal's Tau and Partial Tau Dialog Form.


RANKS 1 2 3 4 5 6 7 8 9 10 11 12 X 3.000 4.000 2.000 1.000 8.000 11.000 10.000 6.000 7.000 12.000 5.000 9.000 Y 2.000 6.000 5.000 1.000 10.000 9.000 8.000 3.000 4.000 12.000 7.000 11.000 Z 1.500 1.500 3.500 3.500 5.000 6.000 7.000 8.000 9.000 10.500 10.500 12.000

Kendall Tau for File: C:\Owner\My Documents\Stat4U\TAUDATA.txt Kendall Tau for variables X and Y Tau = 0.6667 z = 3.017 probability > |z| = 0.001 Kendall Tau for variables X and Z Tau = 0.3877 z = 1.755 probability > |z| = 0.040 Kendall Tau for variables Y and Z Tau = 0.3567 z = 1.614 probability > |z| = 0.053

Partial Tau =

0.6136

NOTE: Probabilities are for large N (>10)

At the time this program was written, the distribution of the Partial Tau was unknown (see Siegel 1956, page 228).

Kaplan-Meier Survival Test Survival analysis is concerned with studying the occurrence of an event such as death or change in a subject or object at various times following the beginning of the study. Survival curves show the percentage of subjects surviving at various times as the study progresses. In many cases, it is desired to compare survival of an experimental treatment with a control treatment. This method is heavily used in medical research but is not restricted to that field. For example, one might compare the rate of college failure among students in an experimental versus a control group. To obtain a survival curve you need only two items of information in your data file for each subject: the survival time and a code for whether or not an event occurred or the subject has been lost from the study moved, disappeared, etc. (censored.) If an event such as death occurred, it is coded as a 1. If censored it is coded as a 2. CASES FOR FILE C:\OpenStat\KaplanMeier1.TEX 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 Time 1 3 5 6 6 6 6 6 6 8 8 9 10 10 10 12 12 12 12 12 Event_Censored 2 2 2 1 1 1 1 1 1 1 1 2 1 1 2 1 1 1 1 1

21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49

12 12 12 13 15 15 16 16 18 18 20 20 22 24 24 24 27 28 28 28 30 30 32 33 34 36 36 42 44

1 2 2 2 2 2 2 2 2 2 1 2 2 1 1 2 2 2 2 2 1 2 1 2 2 2 2 1 2

We are really recording data for the "Time" variable that is sequential through the data file. We are concerned with the percent of survivors at any given time period as we progress through the observation times of the study. We record the "drop-outs" or censored subjects at each time period also. A unit cannot be censored and be one of the deaths - these are mutually exclusive. Next we show a data file that contains both experimental and control subjects: CASES FOR FILE C:\OpenStat\KaplanMeier2.TEX 0 1 2 Time 1 3 Group 1 2 Event_Censored 2 2

3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25

5 6 6 6 6 6 6 8 8 9 10 10 10 12 12 12 12 12 12 12 12 13 15

1 1 1 2 2 2 2 2 2 1 1 1 1 1 1 1 1 2 2 1 2 1 1

2 1 1 1 1 1 1 1 1 2 1 1 2 1 1 1 1 1 1 2 2 2 2

26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48

15 16 16 18 18 20 20 22 24 24 24 27 28 28 28 30 30 32 33 34 36 36 42

2 1 2 2 2 2 1 2 1 2 1 1 2 2 2 2 2 1 2 1 1 1 2

2 2 2 2 2 1 2 2 1 1 2 2 2 2 2 1 2 1 2 2 2 2 1

49

44

In this data we code the groups as 1 or 2. Censored cases are always coded 2 and Events are coded 1. This data is, in fact, the same data as shown in the previous data file. Note that in time period 6 there were 6 deaths (cases 4-9.) Again, notice that the time periods are in ascending order. Shown below is the specification dialog for this second data file. This is followed by the output obtained when you click the compute button.

Figure 68 The Kaplan-Meier Dialog


Comparison of Two Groups Methd TIME GROUP CENSORED 0 1 3 5 6 6 6 6 6 6 8 8 9 10 10 10 12 12 12 12 12 12 0 1 2 1 1 1 2 2 2 2 2 2 1 1 1 1 1 1 1 1 2 2 0 1 1 1 0 0 0 0 0 0 0 0 1 0 0 1 0 0 0 0 0 0 TOTAL AT RISK 49 49 48 47 46 40 40 40 40 40 40 38 38 37 35 35 34 28 28 28 28 28 EVENTS 0 0 0 0 6 0 0 0 0 0 2 0 0 2 0 0 6 0 0 0 0 0 AT RISK IN GROUP 1 25 25 24 24 23 21 21 21 21 21 21 21 21 20 18 18 17 13 13 13 13 13 EXPECTED NO. EVENTS IN 1 0.0000 0.0000 0.0000 0.0000 3.0000 0.0000 0.0000 0.0000 0.0000 0.0000 1.0500 0.0000 0.0000 1.0811 0.0000 0.0000 3.0000 0.0000 0.0000 0.0000 0.0000 0.0000 AT RISK IN GROUP 2 24 24 24 23 23 19 19 19 19 19 19 17 17 17 17 17 17 15 15 15 15 15 EXPECTED NO. EVENTS IN 2 0.0000 0.0000 0.0000 0.0000 3.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.9500 0.0000 0.0000 0.9189 0.0000 0.0000 3.0000 0.0000 0.0000 0.0000 0.0000 0.0000

12 12 13 15 15 16 16 18 18 20 20 22 24 24 24 27 28 28 28 30 30 32 33 34 36 36 42 44 TIME 1 3 5 6 6 6 6 6 6 8 8 9 10 10 10 12 12 12 12 12 12 12 12 13 15 15 16 16 18 18 20 20 22 24 24 24 27 28 28

1 2 1 1 2 1 2 2 2 2 1 2 1 2 1 1 2 2 2 2 2 1 2 1 1 1 2 1 DEATHS 0 0 0 6 0 0 0 0 0 2 0 0 2 0 0 6 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 2 0 0 0 0 0

1 1 1 1 1 1 1 1 1 0 1 1 0 0 1 1 1 1 1 0 1 0 1 1 1 1 0 1 GROUP 1 2 1 1 1 2 2 2 2 2 2 1 1 1 1 1 1 1 1 2 2 1 2 1 1 2 1 2 2 2 2 1 2 1 2 1 1 2 2

28 27 26 25 24 23 22 21 20 19 18 17 16 14 14 13 12 11 10 9 8 7 6 5 4 3 2 0 AT RISK 25 24 24 23 21 19 19 19 19 19 17 21 20 18 18 17 13 13 13 15 15 13 15 12 11 14 10 13 12 11 10 9 9 8 7 7 6 7 6

0 0 0 0 0 0 0 0 0 1 0 0 2 0 0 0 0 0 0 1 0 1 0 0 0 0 1 0 PROPORTION SURVIVING 0.0000 0.0000 0.0000 0.9130 0.0000 0.0000 0.0000 0.0000 0.0000 0.8947 0.0000 0.0000 0.9000 0.0000 0.0000 0.7647 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.9000 0.0000 0.0000 0.8750 0.0000 0.0000 0.0000 0.0000 0.0000

13 12 12 11 10 10 9 9 9 9 9 8 8 7 7 6 5 5 5 5 5 5 4 4 3 2 1 1

0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.4737 0.0000 0.0000 1.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.5556 0.0000 0.7143 0.0000 0.0000 0.0000 0.0000 0.5000 0.0000

15 15 14 14 14 13 13 12 11 10 9 9 8 7 7 7 7 6 5 4 3 2 2 1 1 1 1 0

0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.5263 0.0000 0.0000 1.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.4444 0.0000 0.2857 0.0000 0.0000 0.0000 0.0000 0.5000 0.0000

CUMULATIVE PROP.SURVIVING 1.0000 1.0000 1.0000 0.9130 0.9130 0.8261 0.8261 0.8261 0.8261 0.7391 0.7391 0.9130 0.8217 0.8217 0.8217 0.6284 0.6284 0.6284 0.6284 0.6522 0.6522 0.6284 0.6522 0.6284 0.6284 0.6522 0.6284 0.6522 0.6522 0.6522 0.5870 0.6284 0.5870 0.5498 0.5136 0.5498 0.5498 0.5136 0.5136

28 30 30 32 33 34 36 36 42 44

0 1 0 1 0 0 0 0 1 0

2 2 2 1 2 1 1 1 2 1

5 4 3 5 2 4 3 2 1 1

0.0000 0.7500 0.0000 0.8000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

0.5136 0.3852 0.3852 0.4399 0.3852 0.4399 0.4399 0.4399 0.0000 0.4399

Total Expected Events for Experimental Group = 11.375 Observed Events for Experimental Group = 10.000 Total Expected Events for Control Group = 10.625 Observed Events for Control Group = 12.000 Chisquare = 0.344 with probability = 0.442 Risk = 0.778, Log Risk = -0.250, Std.Err. Log Risk = 0.427 95 Percent Confidence interval for Log Risk = (1.087,0.586) 95 Percent Confidence interval for Risk = (0.337,1.796) EXPERIMENTAL GROUP CUMULATIVE PROBABILITY CASE TIME DEATHS CENSORED CUM.PROB. 1 1 0 1 1.000 3 5 0 1 1.000 4 6 6 0 0.913 5 6 0 0 0.913 12 9 0 1 0.913 13 10 2 0 0.822 14 10 0 0 0.822 15 10 0 1 0.822 16 12 6 0 0.628 17 12 0 0 0.628 18 12 0 0 0.628 19 12 0 0 0.628 22 12 0 1 0.628 24 13 0 1 0.628 25 15 0 1 0.628 27 16 0 1 0.628 32 20 0 1 0.628 34 24 2 0 0.550 36 24 0 1 0.550 37 27 0 1 0.550 43 32 1 0 0.440 45 34 0 1 0.440 46 36 0 1 0.440 47 36 0 1 0.440 49 44 0 1 0.440

CONTROL GROUP CUMULATIVE PROBABILITY CASE TIME DEATHS CENSORED CUM.PROB. 2 3 0 1 1.000 6 6 0 0 0.826 7 6 0 0 0.826 8 6 0 0 0.826 9 6 0 0 0.826 10 8 2 0 0.739 11 8 0 0 0.739 20 12 0 0 0.652 21 12 0 0 0.652 23 12 0 1 0.652 26 15 0 1 0.652 28 16 0 1 0.652 29 18 0 1 0.652 30 18 0 1 0.652 31 20 1 0 0.587 33 22 0 1 0.587 35 24 0 0 0.514 38 28 0 1 0.514 39 28 0 1 0.514 40 28 0 1 0.514 41 30 1 0 0.385 42 30 0 1 0.385 44 33 0 1 0.385 48 42 1 0 0.000 The chi-square coefficient as well as the graph indicates no difference was found between the experimental and control group beyond what is reasonably expected through random selection from the same population.

Figure 69 Experimental and Control Curves

Measurement Related Procedures


OpenStat contains a variety of procedures related to the general area of measurement. Each is described briefly in the following sections. Classical Item Analysis Methods Item Discrimination If a test is constructed to test one predominant domain or area of achievement or knowledge then each item of the test should correlate positively with a total score on the test. The total score on the test is usually obtained by awarding a value of 1 to a student if they get an item correct and a 0 if they miss it and summing across all items. On a 47 item test, a student that gets all items correct would therefore have a total score of 47 while the student that missed all items would have a score of 0. We can correlate each item with the total score obtained by the students. We may use the Pearson Product-Moment correlation formula (see the section on simple correlation and regression) to do our calculations. We note however that we are correlating a dichotomous variable (our item is scored 0 or 1) with a continuous variable (total scores vary from 0 to the number of items in the test). This type of correlation is also called a "Point-Biserial Correlation". Unfortunately, when one of the variables in the product-moment correlation is dichotomous, the correlation is affected by the proportion of scores in the dichotomous variable. If the proportion of 0 and 1 scores is about the same (50% for each), the correlation may approach 1.0. When the split of the dichotomous variable is quite disproportionate, say .2 and .8, then the correlation is restricted to much lower values. This certainly makes interpretation of the point-biserial correlation difficult. Nevertheless, a "good" test item will have positive correlations with the total score of the test. If the correlation is negative, it implies that more knowledgable students are more likely to have missed the item and less knowledgeable students likely to have gotten the item correct! Clearly, such an item is inconsistent with the measurement of the remaining items. Remember that the total score contains, as part of the total, the score of each item. For that reason, the point-biserial correlation will tend to be positive. A "corrected" point-biseral correlation can be obtained by first subtracting the individual item score from the total score before calculating the correlation between the item and total. If a test has many items, say more than 30, the correction will make little difference in the correlation. When only a few items are administered however, the correction should be applied. The point-biserial correlation between test item and test total score is a measure of how well the item discriminates between low and high achievement students. It is a measure of item discrimination potential. Other item discrimination indices may also be used. For example, one may simply use the difference between the proportion passing

the item in students ranking in the top half on the total score and the proportion passing the item among students in the bottom half of the class. Another index, the biserial correlation, may be calculated if one assumes that the dichotomously scored item is actually an imprecise measure of a continuous variable. The biserial correlaiton may be obtained using the formula: ______ rbis = rpbis pi qi / yi where rpbis is the point-biserial correlation, pi and qi are the proportions passing and failing the item, and yi is the ordinate of the normal curve corresponding to the cumulative proportion pi. Item difficulty In classical test analysis, the difficulty of an item is indicated by the proportion of subjects passing the item. An easy item therefore has values closer to 1.0 while more difficult items have values closer to 0.0 . Since the mean of an item scored either 0 or 1 is the same as the proportion of subjects receiving scores of 1, the mean is the difficulty of the item. An ideal yardstick has markings equally spaced across the ruler. This permits its use to measure objects varying widely in length. Similarly, a test composed of items equally spaced in difficulty permits reasonable precision in measuring subjects that vary widely in their knowledge. With item difficulties known, one can select items along the continuum from 0 to 1.0 so that the revised instrument has approximately equal interval measurement. Unfortunately, the sample of subjects on which the item difficulty estimates are based must adequately represent all of the subjects for which the instrument is to be used. If another group of subjects that differs considerably in their knowledge is used to estimate the item difficulties, quite different estimates can be obtained. In other words, the item difficulty estimates obtained in classical test analysis methods are dependent on the sample from which they are obtained. It would clearly be desirable to have item parameter estimates that are invariant from group to group, that is, independent of the subjects being measured by those items. In our discussion we have not mentioned errors of measurement for individual items. In classical test analysis procedures we must assume that each item measures with the same precision and reliability as all other items. We usually assume that errors of measurement for single items are normally distributed with a mean of zero and that these errors contribute proportionally to the error of measurement of the total test score. Hence the standard error of measurement is assumed equal for subjects scoring from 1 to 50 on a 50 item test! The Item Analysis Program The OpenStat package includes a program for item analysis using the Classical test theory. The program provides for scoring test items that have been entered as 0's and

1's or as item choices coded as numbers or letters. If item choices are in your data file, you will be asked to enter the correct choice for each item so that the program may convert to 0 or 1 score values for each item. A set of items may consist of several independent sub-tests. If more than one sub-test exists, you will be asked to enter the sequence number of each item in the sub-tests. You may also elect to correct for guessing in obtaining total scores for each subject. Either rights-wrongs or rights - 1/4 wrongs may be elected. Finally, you may weigh the items of a test to give more or less credit in the total score to various items. An option is provided for printing the item scores and sub-score totals. You may elect one of several methods to estimate the reliability of the scored items. The sub-test means and standard deviations are computed for the total scores and for each item. In addition, the point-biserial correlation of each item with each sub-score total is obtained. Item characteristic curves are optionally printed for each item. The curves are based on the sub-score in which the item is included. The proportion of subjects at each decile on the sub-score that pass the item is plotted. If a reasonably large number of subjects are analyzed, this will typically result in an approximate "ogive" curve for each item with positive point-biserial correlations. Examination of the plots will reveal the item difficulty and discrimination characteristics for various ability score groups. Example Item Analysis A file labeled "ITEMREL.txt" will be loaded into the main grid. This file contains observations on 17 subjects using a test of 8 items. The subject responses have been coded 0 for wrong and 1 for a correct response. To analyze the data we select the Analysis / Measurement / Classical Item Analysis and Reliability procedure. The form for specifying the analysis is shown below:

Figure 70 Classical Item Analysis Form. You can see by the above form that you can also include last and first names and / or subject identification numbers in addition to item data. This is useful if you are creating a list of subject scores (see the output options.) You will also note that there is the capability of obtaining five different estimates of reliability. We have elected all of them to demonstrate the similarities and differences among them. When you click the Compute button, the following results are obtained:
Classical Test Analysis Results Intercorrelations of items and scores Items and Subscores VAR1 VAR2 1.000 0.537 0.537 1.000 0.383 0.713 0.293 0.545 0.228 0.424 0.174 0.324 0.124 0.231 0.067 0.124 VAR3 0.383 0.713 1.000 0.764 0.595 0.455 0.324 0.174 VAR4 0.293 0.545 0.764 1.000 0.778 0.595 0.424 0.228 VAR5 0.228 0.424 0.595 0.778 1.000 0.764 0.545 0.293 VAR6 0.174 0.324 0.455 0.595 0.764 1.000 0.713 0.383

VAR1 VAR2 VAR3 VAR4 VAR5 VAR6 VAR7 VAR8

TOTAL VAR1 VAR2 VAR3 VAR4 VAR5 VAR6 VAR7 VAR8 TOTAL

0.440 0.683 Items and Subscores VAR7 VAR8 0.124 0.067 0.231 0.124 0.324 0.174 0.424 0.228 0.545 0.293 0.713 0.383 1.000 0.537 0.537 1.000 0.683 0.440

0.805 TOTAL 0.440 0.683 0.805 0.860 0.860 0.805 0.683 0.440 1.000

0.860

0.860

0.805

Means for Items, Sub-Scores, Total Score Variables Variables VAR1 0.938 VAR7 0.188 VAR2 0.812 VAR8 0.062 VAR3 0.688 TOTAL 4.000 VAR4 0.562 VAR5 0.438 VAR6 0.312

Standard Deviations for Items, Sub-Scores and Total Score Variables Variables VAR1 0.250 VAR7 0.403 VAR2 0.403 VAR8 0.250 VAR3 0.479 TOTAL 2.422 S.E. of Measurement = S.E. of Measurement = S.E. of Measurement = S.E. of Measurement = S.E. of Measurement = S.E. of Measurement = S.E. of Measurement = 0.894 1.203 0.894 2.089 0.894 2.372 2.220 VAR4 0.512 VAR5 0.512 VAR6 0.479

Alpha Reliability Estimate for scale TOTAL = 0.8636 KR#21 Reliability Estimate for scale TOTAL = 0.7532 KR#20 Reliability Estimate for scale TOTAL = 0.8636 Hoyt Unadjusted Test Rel. for scale TOTAL = 0.2559 Hoyt Adjusted Test Rel. for scale TOTAL = 0.8636 Hoyt Unadjusted Item Rel. for scale TOTAL = 0.0412 Hoyt Adjusted Item Rel. for scale TOTAL = 0.1596 STEPWISE KR#20 FOR SCALE TOTAL KR#20 = 0.875, Mean = 1.000, Variance = 0.933 ITEM MEAN VARIANCE Pt.Bis. Correlation VAR4 0.562 0.263 0.9428 VAR5 0.438 0.263 0.9428 KR#20 = 0.882, Mean = 1.688, Variance = 1.829 ITEM MEAN VARIANCE Pt.Bis. Correlation VAR4 0.562 0.263 0.9441 VAR5 0.438 0.263 0.8839 VAR3 0.688 0.229 0.8688 KR#20 = 0.886, Mean = 2.000, Variance = 2.933 ITEM MEAN VARIANCE Pt.Bis. Correlation VAR4 0.562 0.263 0.9117 VAR5 0.438 0.263 0.9117 VAR3 0.688 0.229 0.8131 VAR6 0.312 0.229 0.8131 KR#20 = 0.882, Mean = 2.812, Variance = 3.896 ITEM MEAN VARIANCE Pt.Bis. Correlation VAR4 0.562 0.263 0.9023 VAR5 0.438 0.263 0.8776 VAR3 0.688 0.229 0.8511

VAR6 VAR2

0.312 0.812

0.229 0.163

0.7717 0.7070

KR#20 = 0.882, Mean = 3.000, Variance = 4.933 ITEM MEAN VARIANCE Pt.Bis. Correlation VAR4 0.562 0.263 0.8787 VAR5 0.438 0.263 0.8787 VAR3 0.688 0.229 0.8151 VAR6 0.312 0.229 0.8151 VAR2 0.812 0.163 0.6701 VAR7 0.188 0.163 0.6701 KR#20 = 0.870, Mean = 3.938, Variance = 5.396 ITEM MEAN VARIANCE Pt.Bis. Correlation VAR4 0.562 0.263 0.8718 VAR5 0.438 0.263 0.8648 VAR3 0.688 0.229 0.8206 VAR6 0.312 0.229 0.7981 VAR2 0.812 0.163 0.6986 VAR7 0.188 0.163 0.6541 VAR1 0.938 0.062 0.4520 KR#20 = 0.864, Mean = 4.000, Variance = 5.867 ITEM MEAN VARIANCE Pt.Bis. Correlation VAR4 0.562 0.263 0.8595 VAR5 0.438 0.263 0.8595 VAR3 0.688 0.229 0.8049 VAR6 0.312 0.229 0.8049 VAR2 0.812 0.163 0.6828 VAR7 0.188 0.163 0.6828 VAR1 0.938 0.062 0.4404 VAR8 0.062 0.062 0.4404

Figure 71 Example Item Characteristic Curve.


Determinant of correlation matrix = 0.0084

Multiple Correlation Coefficients for Each Variable Variable VAR1 VAR2 VAR3 VAR4 VAR5 VAR6 VAR7 VAR8 R 0.537 0.768 0.842 0.864 0.864 0.842 0.768 0.537 R2 0.289 0.590 0.709 0.746 0.746 0.709 0.590 0.289 F 0.464 1.643 2.786 3.357 3.357 2.786 1.643 0.464 Prob.>F 0.836 0.251 0.087 0.056 0.056 0.087 0.251 0.836 DF1 7 7 7 7 7 7 7 7 DF2 8 8 8 8 8 8 8 8

Figure 72 Distribution of Test Scores (Classical Test Analysis Procedure.)

Figure 73 Test Item Difficulty Plot (Classical Test Analysis Procedure.)

Rasch One Parameter Logistic Scaling The One Parameter Logistic Model In the classical approach to test theory, the item difficulty parameter is estimated by the proportion of subjects in some "norming" group that passes the item. Other methods may be used however, to estimate item difficulty parameters. George Rasch developed one such method. In his model, all items are assumed to have equal item characteristic slopes and little relevant chance probabilities. The probability of a subject answering an item correctly is given by the formula e P(X=1|bi) = _____________ D(dj - bi) 1.0 - e where bi is the ability of an individual, dj is the difficulty of item j, D is an arbitrary scaling or expansion factor, and e is the constant 2.7182818.....( the base of the natural logarithm system). An individual's ability bi is estimated by the product of the expansion factor D and the natural log odds of obtaining a score X out of K items, i.e., X bi = D log ____ K-X The above equation may also be solved for X, the subject's raw score X expected given his or her ability, that is Ke Xi = ______________ (bi / D) 1+e The expansion factor D is a value which reflects the variability of both item difficulties dj and abilities bi. When scores are approximately normally distributed, this value is frequently about 1.7. The Rasch one-parameter logistic model assumes that all items in the test that are analyzed measure a common latent variable. Researchers sometimes will complete a factor analysis of their test to ascertain this unidimensional property prior to estimating (bi / D) D(dj - bi)

item difficulties using the Rasch model. Items may be selected from a larger group of items that "load" predominantly on the first factor of the set of items. The OpenStat package includes a program to analyze subject responses to a set of items. The results include estimates of item difficulties in log units and their standard errors. Ability estimates in log units and errors of estimate are also obtained for subjects in each raw total score group. One cannot estimate abilities for subjects that miss all items or correctly answer all items. In addition, items that all subjects miss or get correct cannot be scaled. Such subjects or items are automatically eliminated by the program. The program will also produce item characteristic curves for each item and report the point-biserial correlation and the biserial correlation of each item with the total test score. The Rasch method of calibrating item difficulty and subject ability has several desirable properties. One can demonstrate that the item difficulties estimated are independent of the abilities of subjects on which the estimates are based. For example, should you arbitrarily divide a large group of subjects into two groups, those who have total scores in the top half of the class and those who have scores in the bottom half of the class, then complete the Rasch analysis for each group, you will typically obtain item difficulties from each analysis that vary little from each other. This "sample-free" property of the item difficulties does not, of course, hold for item difficulties estimated by classical methods, i.e. proportion of a sample passing an item. Ability estimates of individuals are similarly "item-free". A subset of items selected from a pool of Rasch calibrated items may be used to obtain the same ability estimates of an individual that would be obtained utilizing the entire set of items (within errors of estimation). This aspect of ability estimation makes the Rasch scaled items ideal for "tailored" testing wherein a subject is sequentially given a small set of items which are optimized to give maximum precision about the estimated ability of the subject.

Estimating Parameters in the Rasch Model: Prox. Method Item difficulties and subject abilities in the Rasch model are typically expressed in base e logarithm values. Typical values for either difficulties or abilities range between 3.0 and 3.0 somewhat analogous to the normally distributed z scores. We will work through a sample to demonstrate the calculations typically employed to estimate the item difficulties of a short test of 11 items administered to 127 individuals (See Applied Psychometrics by R.L. Thorndike, 1982, pages 98-100). In estimating the parameters, we will assume the test items involved the student in generating a response (not multiple choice or true false) so that the probability of getting the item correct by chance is zero. We will also assume that the items all have equal slopes, that is, that the change in probability of getting an item correct for a given change in student ability is equal for all items. By making these assumptions we need only solve for the difficulty of the item. The first task in estimating our parameters is to construct a matrix of item failures for subjects in each total score group. A total score group is the group of subjects that

have the same score on the test (where the total score is simply the total number of items correctly answered). Our matrix will have the total test score as columns and individual items as rows. Each element of the matrix will represent the number of students with the same total test score that failed a particular item. Our sample matrix is 1 ITEM 1 2 3 4 5 6 7 8 9 10 11 10 10 10 1 10 10 10 10 10 10 9 10 14 14 1 8 14 14 14 14 14 10 10 14 11 0 9 14 11 8 14 14 4 7 12 11 1 6 15 13 8 14 14 4 7 17 7 0 6 21 19 12 20 19 5 4 2 12 5 6 3 0 0 3 1 21 12 22 8 7 1 18 11 20 9 2 0 1 1 0 0 1 6 5 0 4 9 0 9 0 0 0 0 0 2 0 1 0 1 0 2 0 0 0 0 0 1 1 0 1 2 0 5 51 85 62 3 44 116 103 61 106 112 34 127 TOTAL TEST SCORE 2 3 4 5 6 7 TOTAL 8 9 10 FAILED

No.in Grp. 10 14 14 15 22 23 13

We begin our estimation of the difficulty of each item by calculating the odds of any subject failing an item. Since the far right column above is the total number of subjects out of 127 that failed the items in each row, the odds of failing an item are odds = no. failing ____________________ no. subjects - no. failing

If we divided the numerator and denominator of the above ratio by the number of subjects we would obtain for any item i, the odds odds = Pi ___________ 1.0 - Pi

Next, we obtain the natural logarithm of the odds of failure for each item. The mean and variance of these log odds are then obtained. Now we calculate the deviation of each item's log odds from the mean log odds of all items. To obtain the PROX. estimate of the item difficulty we multiply the deviation log odds by a constant Y. The constant Y is obtained by

1 + V / 2.89 Y = _____________ 1 - UV / 8.35


2

where V is the variance of the log odds of items and W is the variance of the log odds of abilities. Clearly, we must first obtain the variance of log odds for abilities before we can complete our PROX. estimates for items. To do this we must obtain the odds of subjects in each total score group obtaining their total score out of the total number of possible items. For subjects in each total score group the odds are No. items passed ____________________________ No. items - No. items passed

odds =

For example, for subjects that have a total score of 1, the odds of getting such a score are 1 / (11 - 1) = 1 / 10 = .1. Note that if we divide the above numerator and denominator by the number of test items, the formula for the odds may be expressed as odds = Pj _________ 1 - Pj

We obtain the logarithm of the score odds for each subject, and like we did for items, obtain the mean and variance of the log odds for all subjects. The variance of subject's log odds is denoted as U in the "expansion" factor Y above. A similar expansion factor will be used to obtain Prox. estimates of ability and is calculated using 1 + U / 2.89 X = _______________ 1 - UV / 8.35
2

The Prox. values for items is now obtained by multiplying the expansion factor Y (square root of the Y2 value above) times the deviation log odds for each item. The Prox. values for abilities is obtained by multiplying the corresponding expansion value X times the log odds for each score group. The calculations are summarized below: ITEM FAILED PASSED ODDS LOG ODDS DEVIATION PROX. 1 2 3 4 51 85 62 3 76 42 65 124 .67 -0.3989 2.02 0.7050 .95 -0.0473 .02 -3.7217 -0.61 0.49 -0.26 -3.93 -0.87 0.70 -0.37 -5.62

5 6 7 8 9 10 11

44 116 103 61 106 112 34

83 11 24 66 21 15 93

.53 -0.6347 10.55 2.3557 4.29 1.4567 0.92 -0.0788 5.05 1.6189 7.47 2.0104 .37 -1.0062

-0.84 2.15 1.25 -0.29 1.41 1.80 -1.22

-1.20 3.08 1.79 -0.41 2.02 2.58 -1.75

MEAN LOG ODDS DIFFICULTY = 0.21 VARIANCE LOG ODDS DIFFICULTY = 2.709 TOTAL SCORE PASSED FAILED ODDS LOG ODDS 1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10 10 9 8 7 6 5 4 3 2 1 .10 .22 .38 . .83 1.20 1.75 2.67 4.50 10.00 -2.30 -1.50 -0.98 -0.56 -0.18 0.18 0.56 0.98 1.50 2.30

PROX. ABILITY -3.93 -2.56 -1.71 -0.94 -0.31 0.31 0.94 1.71 2.56 3.93

MEAN LOG ODDS ABILITY = -0.28 VARIANCE LOG ODDS ABILITY = 1.038 Y EXPANSION FACTOR = 1.4315 X EXPANSION FACTOR = 1.709 Theoretically, the number of subjects in total score group j that pass item i are estimates of the item difficulty di and the ability bj of subjects as given by bj - di = log[ pij / ( nj - pij ) ] where pij is the proportion of subjects in score group j that pass item i and nj is the number of subjects in score group j. The Prox. estimates of difficulty and ability may be improved to yield closer estimates to the pij values through use of the Newton-Rhapson iterations of the maximum-likelihood fit to those observed values. This solution is based on the theory that (bj - di) e pij = _______________ (bj - di) 1+e

It is possible, using this procedure, that values do not converge to a solution. The Rasch program included in the statistics package will complete a maximum of 25 iterations before stopping if the solution does not converge by that time. If the Rasch model fits the data observed for a given item, the success and failure of each score group on an item should be adequately reproduced using the estimated parameters of the model. A chi-squared statistic may be obtained for each item by summing, across the score groups, the sum of two products: the odds of success times the number of failures and the odds of failure times the number of successes. This chisquared value has degrees of freedom N - n where N is the total number of subjects and k is the total number of score groups. It should be noted that subjects with scores of 0 or all items correct are eliminated from the analysis since log odds cannot be obtained for these score groups. In addition, items which are failed or passed by all subjects cannot be scaled and are eliminated from the analysis. We will demonstrate the Rasch one parameter logistic scaling procedure with the file labeled "TESTITEMS.txt" that contains 51 subjects measured with 8 items. The form for specifying the analysis is shown below:

Figure 74 Rasch One Parameter Logistic Procedure Form. In the above, we have specified all of the options. We will not, however, reproduce all of the results but simply show samples of some of the output. When the OK button is clicked, the following is obtained:

Figure 75 Log Item Difficulty - Rasch One Parameter Logistic Analysis.

Figure 76 Log Ability Scores - Rasch One Parameter Logistic Analysis.

Figure 77 Sample Item Information Function Plot - Rasch Analysis.


Rasch One-Parameter Logistic Test Scaling (Item Response Theory) Written by William G. Miller case Case Case Case Case Case Case Case case Case Case Case Case Case Case Case case case . . . Row 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 eliminated. Total Score Total Score Total Score Total Score Total Score Total Score Total Score eliminated. Total Score Total Score Total Score Total Score Total Score Total Score Total Score eliminated. eliminated. Total score was 7 Item scores 6 Item scores 5 Item scores 4 Item scores 3 Item scores 2 Item scores 1 Item scores Total score was = 1 Item scores = 2 Item scores = 3 Item scores = 4 Item scores = 5 Item scores = 6 Item scores = 7 Item scores Total score was Total score was = = = = = = = 8 1 1 1 1 1 1 1 0 1 1 1 1 1 1 1 8 8 0 1 1 1 1 1 1 0 0 1 1 1 1 1 0 0 0 1 1 1 1 0 0 0 0 1 1 1 0 0 0 0 0 1 1 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 1 1 1 1 1 0 1 1 1 1 1 0 0 1 1 1 1 0 0 0 1 1 1 0 0 0 0 1 1 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0

1 for item

1 eliminated.

Row 7 for item 8 eliminated. Total number of score groups =

7 7 0 0 0 0 0 0 6 Total 6 12 18 24 30 36 42

Matrix of Item Failures in Score Groups Score Group 1 2 3 4 5 6 ITEM 2 3 4 5 6 7 Total 6 6 6 6 6 6 6 0 6 6 6 6 6 6 0 0 6 6 6 6 6 0 0 0 6 6 6 6 0 0 0 0 6 6 6 0 0 0 0 0 6 6

Item Log Odds Deviation Squared Deviation 1 -1.79 -1.79 3.21 2 -0.92 -0.92 0.84 3 -0.29 -0.29 0.08 4 0.29 0.29 0.08 5 0.92 0.92 0.84 6 1.79 1.79 3.21 Score Frequency Log Odds Freq.x Log Freq.x Log Odds Squared 1 6 -1.95 -11.68 22.72 2 6 -1.10 -6.59 7.24 3 6 -0.51 -3.06 1.57 4 6 0.00 0.00 0.00 5 6 0.51 3.06 1.57 6 6 1.10 6.59 7.24 7 6 1.95 11.68 22.72 Prox values and Standard Errors Item Scale Value 2 -2.546 3 -1.302 4 -0.409 5 0.409 6 1.302 7 2.546 Y expansion factor = Standard Error 0.627 0.485 0.443 0.443 0.485 0.627 1.4212

Score Scale Value Standard Error 1 -2.726 1.498 2 -1.539 1.144 3 -0.716 1.023 4 0.000 0.991 5 0.716 1.023 6 1.539 1.144 7 2.726 1.498 X expansion factor = 1.4010 Maximum Likelihood Iteration Number 0 Maximum Likelihood Iteration Number 1 Maximum Likelihood Iteration Number 2 Maximum Likelihood Iteration Number 3 . . . Maximum Likelihood Estimates Item 2 3 4 5 6 7 Score 1 2 Log Difficulty -2.42 -0.93 0.38 1.64 2.80 4.07 Log Ability -1.99 -0.51

3 4 5 6 7

0.66 1.62 2.44 3.18 3.98

Goodness of Fit Test for Each Item Item Chi-Squared Degrees of Probability No. Value Freedom of Larger Value 1 10.59 35 1.0000 2 13.30 35 0.9997 3 14.00 35 0.9994 4 13.56 35 0.9996 5 12.97 35 0.9997 6 10.99 35 1.0000 Item Data Summary ITEM PT.BIS.R. BIS.R. 2 1.000 0.000 3 0.612 0.950 4 0.791 1.000 5 0.866 1.000 6 0.866 1.000 7 0.791 1.000

SLOPE 0.00 3.03 30.00 30.00 30.00 30.00

PASSED 42.00 36.00 30.00 24.00 18.00 12.00

FAILED 6 12 18 24 30 36

RASCH DIFF -2.423 -0.931 0.377 1.641 2.802 4.069

In the above output one sees that cases with all items correct or all items incorrect are eliminated. In addition, items that have not been missed by any one or have been missed by everyone are eliminated from the analysis. The initial solution to the estimation of log difficulty or log ability is obtained by an approximation method. An iterative maximum likelihood method is then applied to these initial estimates until stable estimates are obtained for the model. The results are used to plot the item and ability log values as well as the item information functions. An "ideal" test would have items that had equally spaced item difficulties with item information functions that showed discrimination across the ability levels with steep peeks at the log value. This would yield test results like an interval scale of measurement where each possible total score was measured in equally spaced intervals. Equal item discrimination slopes are assumed in the Rasch model but there are several items in this analysis that are quite different from the remaining ones. The chi-square tests of the item fit to the model indicate a poor fit for this method of analysis. Spearman-Brown Reliability Prophecy The Spearman-Brown "Prophecy" formula has been a corner-stone of many instructional text books in measurement theory. Based on "Classical True-Score" theory, it provides an estimate of what the reliability of a test of a different length would be based on the initial test's reliability estimate. It assumes the average difficulty and interitem covariances of the extended (or trimmed) test are the same as the original test. If these assumptions are valid, it is a reasonable estimator. Shown below is the specification form which appears when you elect this Measurement option from the Analyses menu:

Three Parameter Logistic Scaling Subject responses to test items may be a function of three parameters of the individual items: (1) the difficulty of the item, (2) the degree to which the item discriminates among individuals of differing ability, and (3) the probability of obtaining the correct answer by chance alone. These three parameters may be estimated by this procedure. Kuder-Richardson #21 Reliability The Kuder-Richardson formula #20 was developed from Classical Test Theory (true-score theory). A shorter form of the estimate can be made using only the mean, standard deviation and number of test items if one can assume that the inter-item covariances are equal. Below is the form which appears when this procedure is selected from the Measurement option of the Analyses menu:

Figure 78 Kuder-Richardson Formula 21 Reliability Calculation.

Note that we have entered the maximum score (total number of items), the test mean, and the test standard deviation. When you click the Compute button, the estimate is shown in the labeled box. Reliability Adjustment for Score Variability Researchers will sometimes use a test that has been standardized on a large, heterogenous population of subjects. Such tests typically report rather high internalconsistency reliability estimates (e.g. Cronbach's estimate.) But what is the reliability if one administers the test to a much more homogeneous population? For example, assume a high school counselor administers a "College Aptitude Test" that reports a reliability of 0.95 with a standard deviation of 15 (variance of 225) and a mean of 20.0 for the national norm. What reliability would the counselor expect to obtain for her sample of students that obtain a mean of 22.8 and a standard deviation of 10.2 (variance of 104.04)? This procedure will help provide the estimate. Shown below is the specification form and our sample values entered. When the compute button is clicked, the results shown are obtained.

Figure 79 Reliability Changes With Changes in Variance.

Weighted Composite Test Reliability The reliability for a combination of tests, each of which has its own estimate of reliability and a weight assigned to it, may be computed. This composite will typically

be greater than any one test by itself due to the likelihood that the subtests are correlated positively among themselves. Since teachers typically assign course grades based on a combination of individual tests administered over the time period of a course, this reliability estimate in built into the Grading System. See the description and examples in that section.

Figure 80 Estimation of Reliability for Composite Tests.


Composite Test Reliability File Analyzed: C:\Projects\Delphi\OS4\comprel.OS4 Correlations Among Tests with Variables VAR1 VAR2 VAR3 VAR1 1.000 0.939 0.152 VAR2 0.939 1.000 0.139 VAR3 0.152 0.139 1.000 10 cases.

Means with Variables

10 valid cases. VAR1 5.500 VAR2 5.500 VAR3 5.500

Variances with Variables

10 valid cases. VAR1 9.167 VAR2 9.167 10 valid cases. VAR3 9.167

Standard Deviations with

Variables

VAR1 3.028

VAR2 3.028

VAR3 3.028

Test Weights with Variables

10 valid cases. VAR1 1.000 VAR2 1.000 10 valid cases. VAR2 0.700 0.871 VAR3 0.800 VAR3 2.000

Test Reliabilities with Variables VAR1 0.900

Composite reliability =

Successive Interval Scaling Successive Interval Scaling was developed as an approximation of Thurstones Paired Comparisons method for estimation of scale values and dispersion of scale values for items designed to measure attitudes. Typically, five to nine categories are used by judges to indicate the degree to which an item expresses an attitude (if a subject agrees with the item) between very negative to very positive. Once scale values are estimated, the items responded to by subjects are scored by obtaining the median scale value of those items to which the subject agrees. To obtain Successive interval scale values, select that option under the Measurement group in the Analyses menu on the main form. The specifications form below will appear. Select those items (variables) you wish to scale. The data analyzed consists of rows representing judges and columns representing the scale value chosen for an item by a judge.

Figure 81 Successive Interval Scaling.

When you click the OK button on the box above, the results will appear on the printout form. An example of results are presented below.
SUCCESSIVE INTERVAL SCALING RESULTS 0- 1 VAR1 Frequency Proportion Cum. Prop. Normal z VAR2 Frequency Proportion Cum. Prop. Normal z VAR3 Frequency Proportion Cum. Prop. Normal z VAR4 Frequency Proportion Cum. Prop. Normal z VAR5 Frequency Proportion Cum. Prop. Normal z VAR6 Frequency Proportion Cum. Prop. Normal z 0 0.000 0.000 0 0.000 0.000 0 0.000 0.000 1- 2 0 0.000 0.000 2- 3 0 0.000 0.000 3- 4 4- 5 5- 6 4 0.333 0.667 0.431 4 0.333 1.000 1 0.083 1.000 0 0.000 1.000 0 0.000 1.000 2 0.167 0.917 1.383 6- 7 4 0.333 1.000 0 0.000 1.000 0 0.000 1.000 0 0.000 1.000 0 0.000 1.000 1 0.083 1.000 -

0 4 0.000 0.333 0.000 0.333 -0.431 4 0.333 0.667 0.431 4 0.333 0.917 1.383 0 0.000 1.000 0 0.000 1.000 2 0.167 0.750 0.674 6- 5 0.861 0.709 0.78 2 0.01 3.76

0 1 3 0.000 0.083 0.250 0.000 0.083 0.333 -1.383 -0.431 0 4 0.000 0.333 0.000 0.333 -0.431 4 0.333 0.583 0.210 3 0.250 1.000 3 0.250 0.583 0.210 5 0.417 1.000 0 0.000 1.000 2 0.167 0.583 0.210

0 3 0.000 0.250 0.000 0.250 -0.674 5 0.417 0.417 -0.210 4 0.333 0.750 0.674

1 2 2 0.083 0.167 0.167 0.083 0.250 0.417 -1.383 -0.674 -0.210 2- 1 0.885 0.709 0.80 2 0.02 0.80

VAR1 VAR2 VAR3 VAR4 VAR5 VAR6 Mean Width No. Items Std. Dev.s Cum. Means

INTERVAL WIDTHS 3- 2 4- 3 5- 4 0.952 0.861 0.641 1.173 0.885 0.464 0.421 0.464 0.67 2 0.09 1.47 0.67 3 0.07 2.14 0.83 3 0.13 2.98

ESTIMATES OF SCALE VALUES AND THEIR DISPERSIONS Item No. Ratings Scale Value Discriminal Dispersion VAR1 12 3.368 1.224 VAR2 12 2.559 0.822 VAR3 12 1.919 0.811 VAR4 12 1.303 1.192 VAR5 12 0.199 1.192 VAR6 12 1.807 0.759 Z scores Estimated from Scale values 0- 1 1- 2 2- 3 3- 4 4- 5 VAR1 -3.368 -2.571 -1.897 -1.225 -0.392 VAR2 -2.559 -1.762 -1.088 -0.416 0.416 VAR3 -1.919 -1.122 -0.448 0.224 1.057 VAR4 -1.303 -0.506 0.169 0.840 1.673 VAR5 -0.199 0.598 1.272 1.943 2.776 VAR6 -1.807 -1.010 -0.336 0.336 1.168 5- 6 0.392 1.201 1.841 2.458 3.000 1.953 6- 7

Cumulative Theoretical Proportions 0- 1 1- 2 2- 3 3- 4 VAR1 0.000 0.005 0.029 0.110 VAR2 0.005 0.039 0.138 0.339 VAR3 0.028 0.131 0.327 0.589 VAR4 0.096 0.306 0.567 0.800 VAR5 0.421 0.725 0.898 0.974 VAR6 0.035 0.156 0.369 0.631

4- 5 0.347 0.661 0.855 0.953 0.997 0.879

5- 6 0.653 0.885 0.967 0.993 0.999 0.975

6- 7 1.000 1.000 1.000 1.000 1.000 1.000 0.050

Average Discrepency Between Theoretical and Observed Cumulative Proportions = Maximum discrepency = 0.200 found in item VAR4

Guttman Scalogram Analysis Guttman scales are those measurement instruments composed of items which, ideally, form a hierarchy in which the total score of a subject can indicate the actual response (correct or incorrect) of each item. Items are arranged in order of the proportion of subjects passing the item and subjects are grouped and sequenced by their total scores. If the items measure consistently, a triangular pattern should emerge. A coefficient of reproducibility is obtained which may be interpreted in a manner similar to test reliability. Dichotomously scored (0 and 1) items representing the responses of subjects in your data grid rows are the variables (grid columns) analyzed. Select the items to analyze in the same manner as you would for the Classical Item Analysis or the Rasch analysis. When you click the OK button, you will immediately be presented with the results on the output form. An example is shown below.

Figure 82 Guttman Scaling of Affective Items.

GUTTMAN SCALOGRAM ANALYSIS Cornell Method

No. of Cases := 101. RESPONSE MATRIX Subject Row Label Sum Item 10 0 1 1 6 20 46 68 77 50 39 etc. TOTALS ERRORS Subject Row Label Sum 1 6 etc. 65 10 89 TOTALS ERRORS 10 10 0 0 0 53 3 48 22 10 10 10 10 10 10 9 9 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1 0

No. of items := Item 9 0 1 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1

10 Item 5 0 1 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1 Item 2 0 1 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1

Item Number Item 1 Item 3 0 1 0 1 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1 0 0 0 0 0 0 1 0 1 1 1 1 1 1 0 1

52 19

49 9

51 5

50 20

51 13

50 10

50 10

51 10

48 10

53 13

Item 8 0 1 0 0 1 1 1 46 11 1 1 0 0 0 55 11

Item 6 0 1 0 0 1 1 1 44 17 1 1 0 0 0 57 3

Item Number Item 4 Item 7 0 1 0 1 0 0 1 1 1 44 12 1 1 0 0 0 57 11 0.767 0 0 1 1 1 41 11 1 1 0 0 0 60 15

Coefficient of Reproducibility :=

Differential Item Functioning Anyone developing tests today should be sensitive to the fact that some test items may present a bias for one or more subgroups in the population to which the test is administered. For example, because of societal value systems, boys and girls may be exposed to quite different learning experiences during their youth. A word test in mathematics may unintentionally give an advantage to one gender group over another simply by the examples used in the item. To identify possible bias in an item, one can examine the differential item functioning of each item for the sub-groups to which the test is administered. The Mantel-Haenszel test statistic may be applied to test the difference on the item characteristic curve for the difference between a "focus" group and a "reference" group. We will demonstrate using a data set in which 40 items have been

administered to 1000 subjects in one group and 1000 subjects in another group. The groups are simply coded 1 and 2 for the reference and focus groups. Since there may be very few (or no) subjects that get a specific total score, we will group the total scores obtained by subjects into groups of 4 so that we are comparing subjects in the groups that have obtained total item scores of 0 to 3, 4 to 7, , 40 to 43. As you will see, even this grouping is too small for several score groups and we should probably change the score range for the lowest and highest scores to a larger range of scores in another run. When you elect to do this analysis, the specification form below appears:

Figure 83 Differential Item Functioning. On the above form you specify the items to be analyzed and also the variable defining the reference and focus group codes. You may then specify the options desired by clicking the corresponding buttons for the desired options. You also enter the number of score groups to be used in grouping the subject's total scores. When this is specified, you then enter the lowest and highest score for each of those score groups. When you have specified the low and hi score for the first group, click the right arrow on the "slider" bar to move to the next group. You will see that the lowest score has automatically been set to one higher than the previous group's highest score to save you time in entering data. You do not, of course, have to use the same size for the range of each score group. Using

too large a range of scores may cut down the sensitivity of the test to differences between the groups. Fairly large samples of subjects is necessary for a reasonable analysis. Once you have completed the specifications, click the Compute button and you will see the following results are obtained (we elected to print the descriptive statistics, correlations and item plots):
Mantel-Haenszel DIF Analysis adapted by Bill Miller from EZDIF written by Niels G. Waller Total Means with 2000 valid cases. Variables Variables Variables Variables Variables Variables Variables Variables VAR 1 0.688 VAR 6 0.806 VAR 11 0.350 VAR 16 0.350 VAR 21 0.778 VAR 26 0.834 VAR 31 0.526 VAR 36 0.150 VAR 2 0.064 VAR 7 0.217 VAR 12 0.291 VAR 17 0.943 VAR 22 0.820 VAR 27 0.700 VAR 32 0.585 VAR 37 0.817 VAR 3 0.585 VAR 8 0.827 VAR 13 0.725 VAR 18 0.545 VAR 23 0.315 VAR 28 0.397 VAR 33 0.431 VAR 38 0.909 VAR 4 0.297 VAR 9 0.960 VAR 14 0.069 VAR 19 0.017 VAR 24 0.203 VAR 29 0.305 VAR 34 0.846 VAR 39 0.793 VAR 5 0.451 VAR 10 0.568 VAR 15 0.524 VAR 20 0.985 VAR 25 0.982 VAR 30 0.223 VAR 35 0.115 VAR 40 0.329

Total Variances with 2000 valid cases. Variables Variables Variables Variables Variables Variables Variables Variables VAR 1 0.215 VAR 6 0.156 VAR 11 0.228 VAR 16 0.228 VAR 21 0.173 VAR 26 0.139 VAR 31 0.249 VAR 36 0.128 VAR 2 0.059 VAR 7 0.170 VAR 12 0.206 VAR 17 0.054 VAR 22 0.148 VAR 27 0.210 VAR 32 0.243 VAR 37 0.150 VAR 3 0.243 VAR 8 0.143 VAR 13 0.199 VAR 18 0.248 VAR 23 0.216 VAR 28 0.239 VAR 33 0.245 VAR 38 0.083 VAR 4 0.209 VAR 9 0.038 VAR 14 0.064 VAR 19 0.017 VAR 24 0.162 VAR 29 0.212 VAR 34 0.130 VAR 39 0.164 VAR 5 0.248 VAR 10 0.245 VAR 15 0.250 VAR 20 0.015 VAR 25 0.018 VAR 30 0.173 VAR 35 0.102 VAR 40 0.221

Total Standard Deviations with 2000 valid cases. Variables VAR 1 0.463 VAR 2 0.244 VAR 3 0.493 VAR 4 0.457 VAR 5 0.498

Variables Variables Variables Variables Variables Variables Variables

VAR 6 0.395 VAR 11 0.477 VAR 16 0.477 VAR 21 0.416 VAR 26 0.372 VAR 31 0.499 VAR 36 0.357

VAR 7 0.412 VAR 12 0.454 VAR 17 0.233 VAR 22 0.384 VAR 27 0.459 VAR 32 0.493 VAR 37 0.387 21.318, Variance =

VAR 8 0.379 VAR 13 0.447 VAR 18 0.498 VAR 23 0.465 VAR 28 0.489 VAR 33 0.495 VAR 38 0.288

VAR 9 0.196 VAR 14 0.253 VAR 19 0.129 VAR 24 0.403 VAR 29 0.461 VAR 34 0.361 VAR 39 0.405

VAR 10 0.495 VAR 15 0.500 VAR 20 0.124 VAR 25 0.135 VAR 30 0.416 VAR 35 0.319 VAR 40 0.470 8.138

Total Score: Mean =

66.227, Std.Dev. =

Reference group size = 1000, Focus group size = 1000 Correlations Among Items with 2000 cases. Variables VAR VAR VAR VAR Etc. Variables VAR VAR VAR VAR VAR VAR VAR VAR VAR Etc. VAR VAR VAR VAR 37 38 39 40 0.155 0.118 0.180 0.288 1.000 0.250 0.276 0.204 0.250 1.000 0.242 0.181 0.276 0.242 1.000 0.262 0.204 0.181 0.262 1.000 1 2 3 4 5 6 7 8 9 VAR 36 0.213 0.229 0.209 0.236 0.253 0.149 0.305 0.163 0.086 VAR 37 0.234 0.107 0.233 0.180 0.241 0.338 0.183 0.271 0.167 VAR 38 0.203 0.075 0.206 0.156 0.196 0.254 0.158 0.259 0.228 VAR 39 0.230 0.123 0.274 0.221 0.248 0.282 0.197 0.278 0.236 VAR 40 0.273 0.211 0.255 0.284 0.289 0.227 0.290 0.222 0.121 1 2 3 4 VAR 1 1.000 0.162 0.389 0.308 VAR 2 0.162 1.000 0.190 0.275 VAR 3 0.389 0.190 1.000 0.368 VAR 4 0.308 0.275 0.368 1.000 VAR 5 0.406 0.259 0.382 0.423

Item-Total Correlations with 2000 valid cases. Variables Variables Variables Variables VAR 1 0.527 VAR 6 0.507 VAR 11 0.566 VAR 16 0.564 VAR 2 0.352 VAR 7 0.509 VAR 12 0.502 VAR 17 0.371 VAR 3 0.556 VAR 8 0.488 VAR 13 0.556 VAR 18 0.582 VAR 4 0.514 VAR 9 0.302 VAR 14 0.352 VAR 19 0.171 VAR 5 0.563 VAR 10 0.579 VAR 15 0.586 VAR 20 0.200

Variables Variables Variables Variables

VAR 21 0.532 VAR 26 0.507 VAR 31 0.580 VAR 36 0.465

VAR 22 0.511 VAR 27 0.570 VAR 32 0.584 VAR 37 0.482

VAR 23 0.574 VAR 28 0.591 VAR 33 0.590 VAR 38 0.415

VAR 24 0.511 VAR 29 0.569 VAR 34 0.501 VAR 39 0.513

VAR 25 0.235 VAR 30 0.507 VAR 35 0.411 VAR 40 0.556

Conditioning Levels Lower Upper 0 3 4 7 8 11 12 15 16 19 20 23 24 27 28 31 32 35 36 39 40 43

Figure 84 Frequency Plot of Subject Item Scores - Differential Item Functioning. etc. etc. for all items. Note the difference for the item plot shown above! Next, the output reflects multiple passes to "fit" the data for the M-H test:
COMPUTING M-H CHI-SQUARE, PASS # 1

Cases in Reference Group Score Level Counts by Item Variables 04812162024283236403 7 11 15 19 23 27 31 35 39 43 VAR 1 8 38 65 108 153 175 154 167 94 38 0 VAR 2 8 38 65 108 153 175 154 167 94 38 0 VAR 3 8 38 65 108 153 175 154 167 94 38 0 VAR 4 8 38 65 108 153 175 154 167 94 38 0 VAR 5 8 38 65 108 153 175 154 167 94 38 0

Score Level Counts by Item Variables 04812162024283236403 7 11 15 19 23 27 31 35 39 43 VAR 6 8 38 65 108 153 175 154 167 94 38 0 VAR 7 8 38 65 108 153 175 154 167 94 38 0 VAR 8 8 38 65 108 153 175 154 167 94 38 0 VAR 9 8 38 65 108 153 175 154 167 94 38 0 VAR 10 8 38 65 108 153 175 154 167 94 38 0

Score Level Counts by Item Variables 04812162024283236403 7 11 15 19 23 27 31 35 39 43 VAR 11 8 38 65 108 153 175 154 167 94 38 0 VAR 12 8 38 65 108 153 175 154 167 94 38 0 VAR 13 8 38 65 108 153 175 154 167 94 38 0 VAR 14 8 38 65 108 153 175 154 167 94 38 0 VAR 15 8 38 65 108 153 175 154 167 94 38 0

Score Level Counts by Item Variables 04812162024283236403 7 11 15 19 23 27 31 35 39 43 VAR 16 8 38 65 108 153 175 154 167 94 38 0 VAR 17 8 38 65 108 153 175 154 167 94 38 0 VAR 18 8 38 65 108 153 175 154 167 94 38 0 VAR 19 8 38 65 108 153 175 154 167 94 38 0 VAR 20 8 38 65 108 153 175 154 167 94 38 0

Score Level Counts by Item Variables VAR 21 VAR 22 VAR 23 VAR 24 VAR 25

0481216202428323640-

3 7 11 15 19 23 27 31 35 39 43

8 38 65 108 153 175 154 167 94 38 0

8 38 65 108 153 175 154 167 94 38 0

8 38 65 108 153 175 154 167 94 38 0

8 38 65 108 153 175 154 167 94 38 0

8 38 65 108 153 175 154 167 94 38 0

Score Level Counts by Item Variables 04812162024283236403 7 11 15 19 23 27 31 35 39 43 VAR 26 8 38 65 108 153 175 154 167 94 38 0 VAR 27 8 38 65 108 153 175 154 167 94 38 0 VAR 28 8 38 65 108 153 175 154 167 94 38 0 VAR 29 8 38 65 108 153 175 154 167 94 38 0 VAR 30 8 38 65 108 153 175 154 167 94 38 0

Score Level Counts by Item Variables 04812162024283236403 7 11 15 19 23 27 31 35 39 43 VAR 31 8 38 65 108 153 175 154 167 94 38 0 VAR 32 8 38 65 108 153 175 154 167 94 38 0 VAR 33 8 38 65 108 153 175 154 167 94 38 0 VAR 34 8 38 65 108 153 175 154 167 94 38 0 VAR 35 8 38 65 108 153 175 154 167 94 38 0

Score Level Counts by Item Variables 04812162024283236403 7 11 15 19 23 27 31 35 39 43 VAR 36 8 38 65 108 153 175 154 167 94 38 0 VAR 37 8 38 65 108 153 175 154 167 94 38 0 VAR 38 8 38 65 108 153 175 154 167 94 38 0 VAR 39 8 38 65 108 153 175 154 167 94 38 0 VAR 40 8 38 65 108 153 175 154 167 94 38 0

Cases in Focus Group Score Level Counts by Item Variables 043 7 VAR 1 7 47 VAR 2 7 47 VAR 3 7 47 VAR 4 7 47 VAR 5 7 47

81216202428323640-

11 15 19 23 27 31 35 39 43

94 139 177 174 141 126 68 27 0

94 139 177 174 141 126 68 27 0

94 139 177 174 141 126 68 27 0

94 139 177 174 141 126 68 27 0

94 139 177 174 141 126 68 27 0

Score Level Counts by Item Variables 04812162024283236403 7 11 15 19 23 27 31 35 39 43 VAR 6 7 47 94 139 177 174 141 126 68 27 0 VAR 7 7 47 94 139 177 174 141 126 68 27 0 VAR 8 7 47 94 139 177 174 141 126 68 27 0 VAR 9 7 47 94 139 177 174 141 126 68 27 0 VAR 10 7 47 94 139 177 174 141 126 68 27 0

Score Level Counts by Item Variables 04812162024283236403 7 11 15 19 23 27 31 35 39 43 VAR 11 7 47 94 139 177 174 141 126 68 27 0 VAR 12 7 47 94 139 177 174 141 126 68 27 0 VAR 13 7 47 94 139 177 174 141 126 68 27 0 VAR 14 7 47 94 139 177 174 141 126 68 27 0 VAR 15 7 47 94 139 177 174 141 126 68 27 0

Score Level Counts by Item Variables 04812162024283236403 7 11 15 19 23 27 31 35 39 43 VAR 16 7 47 94 139 177 174 141 126 68 27 0 VAR 17 7 47 94 139 177 174 141 126 68 27 0 VAR 18 7 47 94 139 177 174 141 126 68 27 0 VAR 19 7 47 94 139 177 174 141 126 68 27 0 VAR 20 7 47 94 139 177 174 141 126 68 27 0

Score Level Counts by Item Variables 0481216202428323 7 11 15 19 23 27 31 35 VAR 21 7 47 94 139 177 174 141 126 68 VAR 22 7 47 94 139 177 174 141 126 68 VAR 23 7 47 94 139 177 174 141 126 68 VAR 24 7 47 94 139 177 174 141 126 68 VAR 25 7 47 94 139 177 174 141 126 68

36- 39 40- 43

27 0

27 0

27 0

27 0

27 0

Score Level Counts by Item Variables 04812162024283236403 7 11 15 19 23 27 31 35 39 43 VAR 26 7 47 94 139 177 174 141 126 68 27 0 VAR 27 7 47 94 139 177 174 141 126 68 27 0 VAR 28 7 47 94 139 177 174 141 126 68 27 0 VAR 29 7 47 94 139 177 174 141 126 68 27 0 VAR 30 7 47 94 139 177 174 141 126 68 27 0

Score Level Counts by Item Variables 04812162024283236403 7 11 15 19 23 27 31 35 39 43 VAR 31 7 47 94 139 177 174 141 126 68 27 0 VAR 32 7 47 94 139 177 174 141 126 68 27 0 VAR 33 7 47 94 139 177 174 141 126 68 27 0 VAR 34 7 47 94 139 177 174 141 126 68 27 0 VAR 35 7 47 94 139 177 174 141 126 68 27 0

Score Level Counts by Item Variables 04812162024283236403 7 11 15 19 23 27 31 35 39 43 VAR 36 7 47 94 139 177 174 141 126 68 27 0 VAR 37 7 47 94 139 177 174 141 126 68 27 0 VAR 38 7 47 94 139 177 174 141 126 68 27 0 VAR 39 7 47 94 139 177 174 141 126 68 27 0 VAR 40 7 47 94 139 177 174 141 126 68 27 0

Insufficient data found in Insufficient data found in CODES ITEM SIG. ALPHA C R 1 *** 8.927 C R 2 *** 10.450 C R 3 *** 7.547 C R 4 *** 10.227 C R 5 *** 12.765 B 6 *** 0.571 A 7 * 0.714 A 8 * 0.705 B 9 ** 0.493 B 10 *** 0.621 A 11 * 0.775 A 12 *** 0.687 B 13 *** 0.647 B 14 ** 0.568 B 15 *** 0.600

level: 0 - 3 level: 40 - 43 CHI2 P-VALUE 276.392 0.000 68.346 0.000 280.027 0.000 298.341 0.000 393.257 0.000 15.476 0.000 6.216 0.013 5.694 0.017 6.712 0.010 17.349 0.000 4.511 0.034 9.833 0.002 11.904 0.001 7.160 0.007 19.747 0.000

MH D-DIF -5.144 -5.514 -4.750 -5.464 -5.985 1.316 0.791 0.822 1.664 1.121 0.599 0.883 1.024 1.331 1.199

S.E. MH D-DIF 0.338 0.775 0.305 0.350 0.339 0.331 0.310 0.335 0.621 0.267 0.275 0.277 0.294 0.482 0.267

B A A A A A A B A A B A A A A A A A A A A A A A B

16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40

*** *** * * *** * *** *** ** *** * *** * **

* * ***

0.601 0.830 0.709 0.582 1.991 0.725 0.743 0.572 0.723 0.555 0.540 0.687 0.735 0.681 0.756 0.724 0.745 0.738 0.944 0.769 0.819 0.709 0.665 0.779 0.644

18.326 0.486 8.989 1.856 1.769 5.783 4.023 20.804 5.362 1.782 16.456 9.240 6.822 9.458 4.342 8.016 6.513 6.907 0.089 2.381 1.530 5.817 4.552 3.305 13.215

0.000 0.486 0.003 0.173 0.183 0.016 0.045 0.000 0.021 0.182 0.000 0.002 0.009 0.002 0.037 0.005 0.011 0.009 0.766 0.123 0.216 0.016 0.033 0.069 0.000

1.198 0.438 0.807 1.270 -1.618 0.754 0.697 1.315 0.764 1.385 1.447 0.884 0.723 0.904 0.658 0.758 0.693 0.715 0.135 0.618 0.469 0.809 0.960 0.588 1.034

0.278 0.538 0.264 0.834 1.072 0.308 0.337 0.286 0.321 0.915 0.353 0.287 0.271 0.289 0.306 0.263 0.266 0.267 0.360 0.383 0.357 0.326 0.431 0.312 0.280

No. of items purged in pass 1 = 5 Item Numbers: 1 2 3 4 5 COMPUTING M-H CHI-SQUARE, PASS # 2 Cases in Reference Group Score Level Counts by Item Variables 04812162024283236403 7 11 15 19 23 27 31 35 39 43 VAR 1 8 44 76 150 183 188 176 129 46 0 0 VAR 2 9 49 92 163 191 178 177 103 38 0 0 VAR 3 9 47 77 148 185 187 173 128 46 0 0 VAR 4 9 47 91 158 184 173 170 123 45 0 0 VAR 5 9 47 81 159 176 180 172 130 46 0 0

Score Level Counts by Item Variables 04812162024283236403 7 11 15 19 23 27 31 35 39 43 VAR 6 9 49 92 163 193 180 184 106 24 0 0 VAR 7 9 49 92 163 193 180 184 106 24 0 0 VAR 8 9 49 92 163 193 180 184 106 24 0 0 VAR 9 9 49 92 163 193 180 184 106 24 0 0 VAR 10 9 49 92 163 193 180 184 106 24 0 0

Score Level Counts by Item Variables 04etc. Insufficient data found in level: 0 - 3 Insufficient data found in level: 36 - 39 Insufficient data found in level: 40 - 43 CODES ITEM SIG. ALPHA CHI2 P-VALUE C R 1 *** 11.643 331.803 0.000 C R 2 *** 13.737 91.260 0.000 C R 3 *** 10.273 346.784 0.000 C R 4 *** 13.828 358.692 0.000 C R 5 *** 16.713 460.515 0.000 A 6 0.823 1.758 0.185 A 7 1.061 0.144 0.704 A 8 0.992 0.000 1.000 A 9 0.682 1.770 0.183 A 10 0.887 1.033 0.309 A 11 1.147 1.261 0.261 A 12 0.958 0.100 0.752 A 13 0.932 0.262 0.609 A 14 0.909 0.134 0.714 A 15 0.875 1.318 0.251 A 16 0.887 0.949 0.330 A 17 1.187 0.417 0.518 A 18 1.017 0.009 1.000 A 19 0.809 0.168 0.682 B 20 2.529 3.536 0.060 A 21 1.031 0.028 0.866 A 22 1.073 0.175 0.675 A 23 0.861 1.390 0.238 A 24 1.105 0.448 0.503 A 25 0.737 0.357 0.550 A 26 0.797 2.143 0.143 A 27 1.002 0.002 1.000 A 28 1.095 0.540 0.463 A 29 1.031 0.039 0.843 A 30 1.124 0.707 0.400 A 31 1.041 0.094 0.759 A 32 1.073 0.320 0.572 A 33 1.099 0.619 0.431 A 34 * 1.375 4.152 0.042 A 35 1.160 0.686 0.408 A 36 1.276 2.370 0.124 A 37 0.982 0.004 1.000 A 38 0.923 0.121 0.728 A 39 1.090 0.354 0.552 A 40 0.953 0.126 0.722 3 7 VAR 11 9 49 VAR 12 9 49 VAR 13 9 49 VAR 14 9 49 VAR 15 9 49

MH D-DIF -5.769 -6.157 -5.474 -6.173 -6.618 0.457 -0.139 0.019 0.901 0.283 -0.321 0.102 0.166 0.225 0.314 0.281 -0.403 -0.039 0.498 -2.180 -0.072 -0.166 0.352 -0.235 0.717 0.534 -0.004 -0.212 -0.073 -0.274 -0.095 -0.165 -0.222 -0.748 -0.348 -0.572 0.042 0.188 -0.203 0.114

S.E. MH D-DIF 0.354 0.776 0.324 0.373 0.356 0.327 0.310 0.331 0.619 0.264 0.272 0.272 0.291 0.480 0.261 0.273 0.532 0.260 0.844 1.075 0.308 0.337 0.284 0.319 0.911 0.348 0.284 0.268 0.281 0.303 0.261 0.265 0.264 0.355 0.384 0.354 0.323 0.428 0.308 0.274

One should probably combine the first two score groups (0-3 and 4-7) into one group and the last three groups into one group so that sufficient sample size is available for the comparisons of the two groups. This would, of course, reduce the number of groups from 11 in our original specifications to 8 score groups. The chi-square statistic identifies items you will want to give specific attention. Examine the data plots for those items. Differences found may suggest bias in those items. Only examination of the actual content can help in this decision. Even though two groups may differ in there item response patterns does not provide sufficient grounds to establish bias - perhaps it simply identifies a true difference in educational achievement due to other factors.

Polytomous DIF Analysis The purpose of the differential item functioning programs are to identify test or attitude items that "perform" differently for two groups - a target group and a reference group. Two procedures are provided and selected on the basis of whether the items are dichotomous (0 and 1 scoring) or consist of multiple categories (e.g. Likert responses ranging from 1 to 5.) The latter case is where the Polytomous DIF Analysis is selected. When you initiate this procedure you will see the dialogue box shown below:

Figure 85 Form for Differential Item Function of Polytomous Items. The results from an analysis of three items with five categories that have been collapsed into three category levels is shown below. A sample of 500 subject's attitude scores were observed.
Polytomous Item DIF Analysis adapted by Bill Miller from Procedures for extending item bias detection techniques by Catherine Welch and H.D. Hoover, 1993 Applied Measurement in Education 6(1), pages 1-19. Conditioning Levels Lower Upper 0 1

2 4 For Item 1:

3 5

Observed Category Frequencies Item Group Level Category Number 1 2 1 Ref. 1 46 51 1 Focal 1 40 41 1 Total 1 86 92 1 1 1 1 1 1 Ref. Focal Total Ref. Focal Total 2 2 2 3 3 3 2 1 3 12 15 27 0 0 0 8 6 14

3 39 38 77 0 0 0 1 0 1

4 64 46 110 0 0 0 0 0 0

5 48 42 90 0 0 0 0 0 0

t-test values for Reference and Focus Means for each level Mean Reference = 3.069 SD = 24.396 N = 248 Mean Focal = 3.043 SD = 21.740 N = 207 Level 1 t = -0.011 with deg. freedom = 453 Mean Reference = 2.000 SD = 2.000 N = 2 Mean Focal = 1.000 SD = 1.000 N = 1 Level 2 t = 0.000 with deg. freedom = 0 Mean Reference = 1.476 SD = 4.262 N = 21 Mean Focal = 1.286 SD = 4.088 N = 21 Level 3 t = -0.144 with deg. freedom = 40 Composite z statistic = -0.076. Prob. > |z| = 0.530 Weighted Composite z statistic = -0.248. Prob. > |z| = 0.598 Generalized Mantel-Haenszel = 0.102 with D.F. = 1 and Prob. > Chi-Sqr. =

0.749

For Item 2:
Observed Category Frequencies Item Group Level Category Number 1 2 2 Ref. 1 56 46 2 Focal 1 37 38 2 Total 1 93 84 2 2 2 2 2 2 Ref. Focal Total Ref. Focal Total 2 2 2 3 3 3 2 1 3 12 9 21 0 0 0 8 11 19

3 47 49 96 0 0 0 1 1 2

4 48 35 83 0 0 0 0 0 0

5 51 48 99 0 0 0 0 0 0

t-test values for Reference and Focus Means for each level Mean Reference = 2.968 SD = 23.046 N = 248 Mean Focal = 3.092 SD = 22.466 N = 207 Level 1 t = 0.058 with deg. freedom = 453 Mean Reference = 2.000 SD = 2.000 N = 2 Mean Focal = 1.000 SD = 1.000 N = 1 Level 2 t = 0.000 with deg. freedom = 0 Mean Reference = 1.476 SD = 4.262 N = 21 Mean Focal = 1.619 SD = 5.094 N = 21 Level 3 t = 0.096 with deg. freedom = 40 Composite z statistic = 0.075. Prob. > |z| = 0.470 Weighted Composite z statistic = 0.673. Prob. > |z| = 0.250 Generalized Mantel-Haenszel = 1.017 with D.F. = 1 and Prob. > Chi-Sqr. =

0.313

For item 3:
Observed Category Frequencies Item Group Level Category Number 1 2 3 Ref. 1 35 38 3 Focal 1 42 41 3 Total 1 77 79 3 3 3 3 3 3 Ref. Focal Total Ref. Focal Total 2 2 2 3 3 3 2 1 3 8 7 15 0 0 0 10 10 20 3 52 37 89 0 0 0 3 4 7 4 68 42 110 0 0 0 0 0 0 5 55 45 100 0 0 0 0 0 0

t-test values for Reference and Focus Means for each level Mean Reference = 3.282 SD = 26.866 N = 248 Mean Focal = 3.034 SD = 21.784 N = 207 Level 1 t = -0.107 with deg. freedom = 453 Mean Reference = 2.000 SD = 2.000 N = 2 Mean Focal = 1.000 SD = 1.000 N = 1 Level 2 t = 0.000 with deg. freedom = 0 Mean Reference = 1.762 SD = 4.898 N = 21 Mean Focal = 1.857 SD = 5.102 N = 21 Level 3 t = 0.060 with deg. freedom = 40 Composite z statistic = -0.023. Prob. > |z| = 0.509 Weighted Composite z statistic = -1.026. Prob. > |z| = 0.848 Generalized Mantel-Haenszel = 3.248 with D.F. = 1 and Prob. > ChiSqr. = 0.071

Course Grades System The grade book system is designed for teachers. The teacher can enter information for each student in a course and their raw scores obtained on each test administered during the term. Procedures are built into the grade book system to automatically convert raw test scores into standard (z) scores, ranks and letter grades. When the Grade Book System is first started, you will see the following screen:

Figure 86 The Grading System Initial Form. When the teacher clicks on the button to add a test, the following dialog box appears in which information about the test is recorded:

Figure 87 Grading System Dialog Form for Test Information. When a test is added, the grid is expanded to include columns for raw scores, z scores, ranks and letter grade. Clicking the Add Student button adds a new row for student information. Students may be added or deleted at any time. Simply place the

cursor in the row where a student is to be deleted or added. One can also alphabetize the grid on the student last names. If students are added or deleted, the user can recalculate the z scores, ranks and grades if desired. Shown below is a grid in which fictitious data has been entered.

Figure 88 Example Test Data Entered in the Grading System Form. When creating a new grade book, one clicks on the Enter a Title for the Grade Book and clicks the Do Above button below that option. The following dialogue appears in which to make the entry:

Figure 89 Dialog Form for the Grading System to Create a Grade Book. The teacher also enters information about the grade book by checking the Enter Grading Procedures and clicking the Do Above. Shown below is an example of how the

Grading Procedures dialogue box might be completed. These choices and values as stored as part of the grade book file.

Figure 90 Specifying Grading Procedures in the Grading System. When raw scores have been entered for a test, the teacher can then elect to convert those scores to z scores, ranks and grades. When the Do Above button is clicked, the conversions are completed. A message box will first pop up to notify the teacher of the mean and standard deviation that was computed for the test as shown below:

Figure 91 Test Results Message from the Grading System. The converted scores then appear in the grid as shown in the snapshot below:

Figure 92 Example Results of the Grading System Score Conversions. The teacher can also request a bar graph of the distribution of raw scores, z scores, or grades. Shown below is a graph of the z scores for the sample data above.

Figure 93 A Plot of Test Scores from the Grading System.

The distribution is also printed as shown below:

A variety of listings is available to the teacher. For example, he or she may want a list of the students scores on a given test. To obtain the list, place the cursor in the grid on the column of the raw test scores of the test summary desired, then select the option for the test summary and click the Do Above button. Individual student reports can also be generated in a similar manner for distribution to the students.

General Unfolding Model Analysis The Unfolding Model suggests that the probability of a subjects response to an attitude item being positive or negative is a function of the distance that the subject's attitude parameter (theta) is from the items parameter (delta). Instead of a monotonic increase in probability of responding, say positively, as subjects attitude increase toward the positive direction, the probability decreases in both directions away from the point where the item and subject attitude parameters are most similar. This is a departure from the latent trait theory underlying methods such as the Rasch model and the Thurstone scaling models (Paired Comparisons, Successive Interval, etc.)

Shown below is an example of a GUM analysis. The data that was analyzed is found in a file labeled gumcap.txt. The data represents judgments as to the degree of positive attitude reflected in each item (recorded in the grid columns) as judged by a group of judges (represented by grid rows.) Following the selection of the variables for your GUM analysis, you are presented with the following dialogue box in which you specify the parameters for your analysis. Suggested values are already entered for many of the requested values.

Figure 94 Generalized Unfolding Model Specification Form. Descriptive statistics for the items are presented first. These are then followed by the estimated parameters and bar graphs of the distribution of those parameters. A log file may also be viewed and printed.
GUMJML (Adapted from the original FORTRAN program written by James S. Roberts) No. Cases = 240, No. Items = 12 CORRELATION MATRIX Correlations ITEM2 ITEM9 1.000 0.273 0.273 1.000 -0.426 -0.230 0.574 0.366 0.500 0.290 0.577 0.315 ITEM10 -0.426 -0.230 1.000 -0.562 -0.452 -0.527 ITEM12 0.574 0.366 -0.562 1.000 0.590 0.655 ITEM13 0.500 0.290 -0.452 0.590 1.000 0.579 ITEM14 0.577 0.315 -0.527 0.655 0.579 1.000

ITEM2 ITEM9 ITEM10 ITEM12 ITEM13 ITEM14

ITEM15 ITEM16 ITEM17 ITEM18 ITEM20 ITEM24 ITEM2 ITEM9 ITEM10 ITEM12 ITEM13 ITEM14 ITEM15 ITEM16 ITEM17 ITEM18 ITEM20 ITEM24 Means Variables Variables

0.467 0.235 0.534 0.310 -0.552 -0.309 0.134 0.437 -0.423 -0.308 -0.526 -0.355 Correlations ITEM15 ITEM16 0.467 0.534 0.235 0.310 -0.392 -0.481 0.533 0.587 0.429 0.542 0.517 0.605 1.000 0.442 0.442 1.000 -0.483 -0.527 0.196 0.210 -0.367 -0.421 -0.452 -0.612

-0.392 -0.481 0.541 -0.107 0.425 0.622 ITEM17 -0.552 -0.309 0.541 -0.609 -0.533 -0.583 -0.483 -0.527 1.000 -0.253 0.504 0.576

0.533 0.587 -0.609 0.252 -0.518 -0.567 ITEM18 0.134 0.437 -0.107 0.252 0.139 0.311 0.196 0.210 -0.253 1.000 -0.146 -0.199

0.429 0.542 -0.533 0.139 -0.432 -0.489 ITEM20 -0.423 -0.308 0.425 -0.518 -0.432 -0.463 -0.367 -0.421 0.504 -0.146 1.000 0.536

0.517 0.605 -0.583 0.311 -0.463 -0.567 ITEM24 -0.526 -0.355 0.622 -0.567 -0.489 -0.567 -0.452 -0.612 0.576 -0.199 0.536 1.000

ITEM2 1.267 ITEM15 1.592

ITEM9 1.729 ITEM16 1.508

ITEM10 3.754 ITEM17 3.192

ITEM12 0.908 ITEM18 2.017

ITEM13 1.354 ITEM20 3.029

ITEM14 1.392 ITEM24 2.792

Standard Deviations Variables Variables ITEM2 1.496 ITEM15 1.647 ITEM9 1.522 ITEM16 1.489 ITEM10 1.590 ITEM17 1.591 ITEM12 1.360 ITEM18 1.579 ITEM13 1.496 ITEM20 1.564 ITEM14 1.496 ITEM24 1.679

No. of valid cases = 240 Grid search of theta values on final iteration FINAL RESULTS 6 passes completed. Maximum change in any item parameter between last two iterations = Constant Constant Constant Constant Constant Constant ITEM ITEM2 tau tau tau tau tau tau # # # # # # 0 1 2 3 4 5 = = = = = = 0.00000, -2.18278, -1.97099, -1.60056, -0.96555, -0.74944, Std. Std. Std. Std. Std. Std. Error Error Error Error Error Error = = = = = = TAU 0.00000 -2.18278 -1.97099 -1.60056 -0.96555 -0.74944 0.00000 0.05318 0.05283 0.05444 0.05789 0.06515 STD.ERROR 0.00000 0.05318 0.05283 0.05444 0.05789 0.06515 0.008412

DELTA STD.ERROR CLASS -1.32894 0.06446 0 1 2 3 4 5

. . . ITEM24 2.47016 0.05496 0 1 0.00000 -2.18278 0.00000 0.05318

2 3 4 5 SUBJECT 1 2 . . . 239 240 THETA 2.06814 3.16067 STD.ERROR 0.41482 0.34780

-1.97099 -1.60056 -0.96555 -0.74944

0.05283 0.05444 0.05789 0.06515

2.40370 1.51229

0.46135 0.27371

RESPONSE FREQUENCIES RESPONSE VALUES 0 1 ITEM2 ITEM9 ITEM10 ITEM12 ITEM13 ITEM14 ITEM15 ITEM16 ITEM17 ITEM18 ITEM20 ITEM24 104 66 19 138 91 93 90 83 26 52 24 34 55 53 12 43 61 53 44 53 15 52 24 27 2 33 51 15 30 45 41 40 43 23 45 25 35 3 23 37 32 11 14 26 25 32 59 41 63 50 4 11 16 47 8 13 14 22 18 57 31 56 47 5 14 17 115 10 16 13 19 11 60 19 48 47

Figure 95 GUM Theta Plot.

Figure 96 GUM Item Delta Values Plot.

Item Banking System The Item Banking System is designed to provide a mechanism for entering and saving multiple choice, true and false, completion and essay types of test questions. A provision is made to save codes that help identify the major and minor topical areas covered by each item as well as difficulty parameters for each item. The system can then be used to generate a test based on a blueprint for that test. The test parameters can include item selection based on a random sample from the item bank, item topics and range of item difficulty. To use the system, select the Measurement group under the Analysis option and move to the Item Bank System group. There are three options under the Item Banking sub-menu. The first is used to add or edit items of an item bank. It provides the option for creating a new bank of items or editing and adding items to an existing bank.

If entering or revising itembank items, you will see the dialogue box below.

Figure 97 Form for Creating or Editing an Item Bank Click on the Open New Bank button to start a new item bank or click on the Open Old Bank button to modify an existing item bank. If you are starting a new item bank, DO NOT add any extension to the file name (e.g. txt) because an extension of .BNK will automatically be added to the bank name. The name you choose will become the name of several other files that have additional extensions (e.g. ITM, MAJ, MIN, etc.) Once you have created or re-opened an existing item bank, you can click on the Add New Item button to begin the entry of a new item. The panel on the right side of the box is used to enter information about the new item. You will need to click on a button for the type of item, click on the None or enter the name of any bitmap which is to be shown with the item, enter or select a major and minor integer code, indicate the number of choices (if a multiple choice item format is used), and the correct choice. If you are creating a new item bank, there will not be any major or minor topic codes in the drop-down combination boxes. Simply type an integer for a major or minor code in the appropriate combination box and press the enter key. That code will be added to the drop-down list and available the next time you open the item bank. Once codes have been added to the combination box lists, you can simply click once on a item in the list to indicate your code choice. Should you accidentally add the same code more than once, select the last duplicate from the list and when it is in the text box, double click it. A dialogue box will appear which asks you if you would like to delete it.

When you are ready to enter the actual stem and foils (choices) for an item, click on the Enter Info For This Item button. A series of screens will appear in which you type the stem first, then each of the foils. DO NOT press the return key after each entry but simply click the continue button. If you press the enter key while entering text for your stem or foils, extra lines will appear when the test is typed or displayed on the screen. When you have completed entering the information, stem and foils for an item, click the Save This Item button before continuing to the next item or exiting the program. When an existing item bank is opened, the left panel will show the total number of items in the item bank and the current item will be displayed (item 1 at first.) You can scroll through the existing items (and their foils) to examine each one or select one for revision. If you select an item to revise and click the Revise button, the panel on the right will show the current information for the item. You can then click the changes desired in the right panel and click the Enter Info for this item button to re-enter new stem and foil information.

Figure 98 Sample Item Bank Opened for Editing The display below is an example of an entry of a foil (choice) for a multiple choice item.

Figure 99 Entry Form for an Item Stem in the Item Bank System Once you have created an item bank, you may then develop specifications for administration of a test which contains items from the item bank. From the main menu, select the Specify A Test option. You will then see the dialogue box shown below. You may choose to administer all items in the bank, a random selection of items, items selected for specific major and minor category codes or by hand-picking the items to include in the test. You need to specify whether the tests are to be printed or administered on the screen. You must also indicate the number of students to be tested and enter identification numbers or names for each student. Once you have completed the specifications for administering the test, click on the OK button. Your specifications will be saved.

Figure 100 Item Bank Test Specification Form The dialogue box below shows an example of entering a student Identification for a subsequent test administration.

Figure 101 Entry of a Student ID in the Item Bank System Test Specification To create tests or administer them on the screen (which ever you specified in the previous section) you go to the Measurement group of the Statistics options and move to the Item Banking group and click the Generate a Test option. You will then see the following Form.

Figure 102 Item Bank System Test Administration Form Click on the Open Item Bank to select the item bank for which test specifications have been created. You can then click the Proceed with the test button to administer the test (or print it if that method of administration had been specified in the test specifications.) If a test is administered on the screen, each item is displayed and the student is prompted to enter the CAPITAL letter of the correct choice (for multiple choice items) or enter words, phrases, etc. on separate paper if short answer or essay types of questions are asked. For MC and TF items, entering the letter of the correct choice in the Your Answer box will result in immediate scoring of the question and calculating the current total score.

Figure 103 Sample On-Screen Test Administration When a subject completes the test on the screen or a test has finished printing, you are returned to the test administration dialogue box. If the test were administered on the screen and automatically scored, the total score will be displayed. Click the All Done button to return to the main form.

Figure 104 Results Shown for an On-Screen Test

Hoyt and Cronbach Reliability Test reliability may be assessed by means of an analysis of variance in which the variance of the items within subjects and the variance between subjects are the major components of the estimates. Four estimates are obtained - unadjusted and adjusted item and test reliabilities. As an example, we will analyze a data file with eight test items. The subject responses are coded 0 and 1 for wrong and right answers. There are 17 subjects in the file labeled ITEMREL.txt. The form for specifying the analysis is shown below:

Figure 105 Reliability Analysis Using Repeated Measures Analysis of Variance

When the Compute button is clicked, the following output is obtained:


----------------------------------------------------------SOURCE DF SS MS F Prob. > F ----------------------------------------------------------SUBJECTS 16 12.882 0.805 WITHIN SUBJECTS 119 21.000 0.176 TREATMENTS 7 9.882 1.412 14.222 0.000 RESIDUAL 112 11.118 0.099 ----------------------------------------------------------TOTAL 135 33.882 0.251 ----------------------------------------------------------TREATMENT (COLUMN) MEANS AND STANDARD DEVIATIONS VARIABLE MEAN STD.DEV. VAR1 0.941 0.243 VAR2 0.824 0.393 VAR3 0.706 0.470 VAR4 0.588 0.507 VAR5 0.471 0.514 VAR6 0.353 0.493 VAR7 0.235 0.437 VAR8 0.118 0.332 RELIABILITY ESTIMATES TYPE OF ESTIMATE Unadjusted total reliability Unadjusted item reliabiity Adjusted total (Cronbach) Adjusted item reliability VALUE 0.781 0.308 0.877 0.471

Three Parameter Logistic Scaling Subject responses to test items may be a function of three parameters of the individual items: (1) the difficulty of the item, (2) the degree to which the item discriminates among individuals of differing ability, and (3) the probability of obtaining the correct answer by chance alone. Each of these parameters may be estimated by this procedure when two of them are known. Typically, one has estimates of the chance probability of the item (parameter 3) and an initial estimate of slope (e.g. 1.0 as is assumed in the Rasch model.) These estimates are entered in a file and used to obtain the third parameter estimates in an iterative manner.

Statistical Process Control


Statistical Process Control (SPC) is a collection of statistical procedures applied to industrial and manufacturing processes. The goal of SPC is typically to minimize the variability of parts produced or services provided, reduce waste and achieve closer tolerances. A number of companies strive for a "six sigma" control meaning they hope to achieve the majority of their parts within tolerance such that the number out of tolerance is less than the area under the normal curve beyond six standard deviations (a few parts per million.) XBAR Chart Charts are the main method of communicating the degree to which processes are under control. Samples are frequently taken of the process or product during manufacturing and the mean measurement obtained for each. By plotting these means the quality control person can judge whether or not the process is in control or needs adjustment. As the process continues, the data collected consists of a lot number (the sample number) and the measurement for quality of each work piece. A sample file labeled BoltSize.txt may be loaded into OpenStat and analyzed by several of the SPC procedures. When you elect the XBAR Chart procedure, you see the following dialog:

Figure 106 X Bar Chart Form On the above form you can accept the default upper and lower control limits or enter your own. You can also enter target specification limits for a product. To select variables, simply click the variable representing the sample or lot number first, then click the variable representing the criterion measurement. When you click the Compute button you should see:
X Bar Chart Results Group _____ 1 2 3 4 5 6 7 8 Grand Lower Size Mean Std.Dev. ____ _________ __________ 5 19.88 0.37 5 19.90 0.29 5 20.16 0.27 5 20.08 0.29 5 19.88 0.49 5 19.90 0.39 5 20.02 0.47 5 19.98 0.43 Mean = 19.97, Std.Dev. = 0.359, Standard Error of Mean = Control Limit = 19.493, Upper Control Limit = 20.457

0.16

Figure 107 X Bar Control Chart for BoltSize.txt file You can see by the above that the means are well within the control limits. Range Chart As tools wear the products produced may begin to vary more and more widely around the values specified for them. The mean of a sample may still be close to the specified value but the range of values observed may increase. The result is that more and more parts produced may be under or over the specified value. Therefore quality assurance personnel examine not only the mean (XBAR chart) but also the range of values in their sample lots. Again, examine the boltsize.txt file with the option Statistics / Statistical Process Control / Control Charts / Range Chart. Shown below is the specification form and the results:

Figure 108 Specifications for an SPC Range Chart


Group Size Mean Range Std.Dev. _____ ____ _________ _______ ________ 1 5 19.88 0.90 0.37 2 5 19.90 0.70 0.29 3 5 20.16 0.60 0.27 4 5 20.08 0.70 0.29 5 5 19.88 1.20 0.49 6 5 19.90 0.90 0.39 7 5 20.02 1.10 0.47 8 5 19.98 1.00 0.43 Grand Mean = 19.97, Std.Dev. = 0.359, Standard Error of Mean = Mean Range = 0.89 Lower Control Limit = 0.000, Upper Control Limit = 1.876

0.06

Figure 109 SPC Range Chart for BoltSize.txt

The S Chart The sample standard deviation, like the range, is also an indicator of how much values vary in a sample. While the range reflects the difference between largest and smallest values in a sample, the standard deviation reflects the square root of the average squared distance around the mean of the values. We desire to reduce this variability in our processes so as to produce products as similar to one another as is possible. The S control chart plot the standard deviations of our sample lots and allows us to see the impact of adjustments and improvements in our manufacturing processes. Examine the boltsize.txt data with the S Control Chart. Shown below is the specification form for the analysis and the results obtained:

Figure 110 Specification Form for the SPC Sigma Chart


X Bar Chart Results Group Size Mean Std.Dev. _____ ____ _________ ________ 1 5 19.88 0.37 2 5 19.90 0.29 3 5 20.16 0.27 4 5 20.08 0.29 5 5 19.88 0.49 6 5 19.90 0.39 7 5 20.02 0.47 8 5 19.98 0.43 Grand Mean = 19.97, Std.Dev. = 0.359, Standard Error of Mean = Mean Sigma = 0.37 Lower Control Limit = 0.000, Upper Control Limit = 0.779

0.06

Figure 111 S Control Chart for the BoltSize.txt Data.

CUSUM Chart The cumulative sum chart, unlike the previously discussed SPC charts (Shewart charts) reflects the results of all of the samples rather than single sample values. It plots the cumulative sum of deviations from the mean or nominal specified value. If a process is going out of control, the sum will progressively go more positive or negative across the samples. If there are M samples, the cumulative sum S is given as M _ S = ( Xi - o) i=1 _ Where Xi is the observed sample mean and o is the nominal value or (overall mean.) It is often desirable to draw some boundaries to indicate when a process is out of control. By convention we use a standardized difference to specify this value. For example with the boltsize.txt data, we might specify that we wish to be sensitive to a difference of 0.02 from the mean. To standardize this value we obtain

0.02 = ----------x or using our sample values as estimates obtain 0.02 0.02 = ------ = ------- = 0.0557 Sx 0.359 A V Mask is then drawn starting at a distance d from the last cumulative sum value with an angle back toward the first sample deviation. In order to calculate the distance d we need to know the probabilities of a Type I and Type II error, that is, the probability of incorrectly concluding that a shift to out-of-control has taken place and the probability of failing to detect an out-of-control condition. If these values are specified then we can obtain the distance d as 2 1- d = (----) ln (---------) 2 When you run the CUSUM procedure you will note that the alpha and beta error rates have been set to default values of 0.05 and 0.20. This would imply that an error of the first type (concluding out-of-control when in fact it is not) is a more expense error than concluding that the process is in control when in fact it is not. Depending on the cost of shut-down and correction of the process versus scraping of parts out of tolerance, you may wish to adjust these default values. The angle of the V mask is obtained by = tan-1(----) 2k where k is a scaling factor typically obtained as k = 2 x The specification form for the CUSUM chart is shown below for the data file labeled boltsize.txt. We have specified our desire to detect shifts of 0.02 in the process and are using the 0.05 and 0.20 probabilities for the two types of errors.

Figure 112 CUMSUM Control Chart Specification Form


CUMSUM Chart Results Group Size Mean Cum.Dev. of mean from Target _____ ____ ________ ________ ___________ 1 5 19.88 0.37 -0.10 2 5 19.90 0.29 -0.18 3 5 20.16 0.27 0.00 4 5 20.08 0.29 0.10 5 5 19.88 0.49 -0.00 6 5 19.90 0.39 -0.08 7 5 20.02 0.47 -0.04 8 5 19.98 0.43 -0.04 Mean of group deviations = -0.005 Mean of all observations = 19.975 Std. Dev. of Observations = 0.359 Standard Error of Mean = 0.057 Target Specification = 19.980 Lower Control Limit = 0.000, Upper Control Limit = Std.Dev.

0.165

Figure 113 SPC CUMSUM Chart for BoltSize.txt Data.

P Chart In some quality control processes the measure is a binomial variable indicating the presence or absence of a defect in the product. In an automated production environment, there may be continuous measurement of the product and a tagging of the product which is non-conforming to specifications. Due to variation in materials, tool wear, personnel operations, etc. one may expect that a certain proportion of the products will have defects. The p Chart plots the proportion of defects in samples of the same size and indicates by means of upper and lower control limits, those samples which may indicate a problem in the process. To demonstrate the p Chart we will utilize a file labeled pchart.txt. Load the file and select the Analyses / Statistical Process Control / p Chart option. The specification form is shown below along with the results obtained after clicking the Compute Button:

Figure 114 SPC p Control Chart Specification Form.


Target proportion = 0.0100 Sample size for each observation = 1000 Average proportion observed = 0.0116 Defects p Control Chart Results Sample No. __________ 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 Proportion __________ 0.012 0.015 0.008 0.010 0.004 0.007 0.016 0.009 0.014 0.010 0.005 0.006 0.017 0.012 0.022 0.008 0.010 0.005 0.013 0.011 0.020 0.018 0.024 0.015 0.009 0.012 0.007 0.013 0.009

30

0.006

Target proportion = 0.0100 Sample size for each observation = 1000 Average proportion observed = 0.0116

Figure 115 SPC p Chart Defect (Nonconformity) c Chart The previous section discusses the proportion of defects in samples (p Chart.) This section examines another defect process in which there is a count of defects in a sample lot. In this chart it is assumed that the occurrence of defects are independent, that is, the occurrence of a defect in one lot is unrelated to the occurrence in another lot. It is expected that the count of defects is quite small compared to the total number of parts potentially defective. For example, in the production of light bulbs, it is expected that in a sample of 1000 bulbs, only a few would be defective. The underlying assumed distribution model for the count chart is the Poisson distribution where the mean and variance of the counts are equal. Illustrated below is an example of processing a file labeled Defects.OS4.

Figure 116 Defects Conformity Chart (c Chart) Form Clicking the Compute Button results in the following:
Defects c Control Chart Results Sample Number of Noncomformities ______ _______________ 1 12.00 2 15.00 3 8.00 4 10.00 5 4.00 6 7.00 7 16.00 8 9.00 9 14.00 10 10.00 11 5.00 12 6.00 13 17.00 14 12.00 15 22.00 16 8.00 17 10.00 18 5.00 19 13.00 20 11.00 21 20.00 22 18.00 23 24.00 24 15.00

25 9.00 26 12.00 27 7.00 28 13.00 29 9.00 30 6.00 Total Nonconformities = 347.00 No. of samples = 30 Poisson mean and variance = 11.567 Lower Control Limit = 1.364, Upper Control Limit =

21.770

Figure 117 SPC c Chart for Defects.

Defects Per Unit u Chart Like the count of defects c Chart described in the previous section, the u Chart describes the number of defects per unit. It is assumed that the number of units observed is the same for all samples. We will use the file labeled Defects.txt as our example. In this set of data, 30 observations of defects for 1000 units each are recorded. The assumption is that defects are distributed as a Poisson distribution with the mean given as _ c u = --------- where c is the count of defects and n is the number of units observed. n

and

____ /_ _ / u UCL = u + sigma / ----- n

___ /_ _ / u and LCL = u - sigma / ------- n

The specification form and results for the computation following the click of the Compute button are shown below:

Figure 118 Defects Per Unit SPC Form. When you click the Compute button you obtain: Defects u Control Chart Results
Sample No Defects Defects Per Unit ______ __________ ________________ 1 12.00 0.01 2 15.00 0.01 3 8.00 0.01 4 10.00 0.00 5 4.00 0.01 6 7.00 0.02 7 16.00 0.01 8 9.00 0.01 9 14.00 0.01 10 10.00 0.01

11 5.00 0.01 12 6.00 0.02 13 17.00 0.01 14 12.00 0.02 15 22.00 0.01 16 8.00 0.01 17 10.00 0.01 18 5.00 0.01 19 13.00 0.01 20 11.00 0.02 21 20.00 0.02 22 18.00 0.02 23 24.00 0.01 24 15.00 0.01 25 9.00 0.01 26 12.00 0.01 27 7.00 0.01 28 13.00 0.01 29 9.00 0.01 30 6.00 0.00 Total Nonconformities = 347.00 No. of samples = 30 Def. / unit mean = 0.012 and variance = 0.003 Lower Control Limit = 0.001, Upper Control Limit =

0.022

Figure 119 Defects Per Unit SPC Chart for the file Defects.txt.

Financial Procedures
Personal and business financial planning typically attempts to increase the value or worth of the planner. In many societies one must borrow money to purchase major items such as homes and automobiles. In addition, many may discover they have some cash they can invest. A small entrepreneur may have borrowed funds for capital investment in his or her company and has a need to determine how to price a product or service to maintain a positive cash flow. While these activities are not specifically "statistics" in the sense of testing hypotheses or estimating parameters, they are often performed by the same individuals responsible for completing statistical analyses (for example, financial officers.) Loan Amortization Assume you wish to buy a car for $20,000.00 over 5 years with 12 equal payments per year. You would like an amortization table that shows you how much interest you are paying each month (and total.) In addition, you would like to know at each month how much you still owe and how much you have paid on the amount borrowed. You select the Loan Amortization option and complete the dialogue box shown below:

Figure 120 Loan Amortization Specification Form. The results obtained are:
Payment Schedule Program by W. G. Miller ---------------------------------------------------------------------------Name of Borrower : I.M. Costly Amount borrowed = $ 20000.00 at 5.00 percent over 5.0 years. ---------------------------------------------------------------------------PAYMENT PAYMENT INTEREST BALANCE TOTAL TOTAL NUMBER AMOUNT PAYED REMAINING INTEREST PAID

---------------------------------------------------------------------------9/13/2004 377.42 83.33 19705.91 83.33 377.42 9/13/2004 377.42 82.11 19410.59 165.44 754.85 9/13/2004 377.42 80.88 19114.04 246.32 1132.27 9/13/2004 377.42 79.64 18816.26 325.96 1509.70 9/13/2004 377.42 78.40 18517.24 404.36 1887.12 9/13/2004 377.42 77.16 18216.97 481.52 2264.55 9/13/2004 377.42 75.90 17915.45 557.42 2641.97 9/13/2004 377.42 74.65 17612.67 632.07 3019.40 9/13/2004 377.42 73.39 17308.63 705.45 3396.82 9/13/2004 377.42 72.12 17003.33 777.57 3774.25 9/13/2004 377.42 70.85 16696.75 848.42 4151.67 9/13/2004 377.42 69.57 16388.89 917.99 4529.10 ------------------------------------------------------------------------------------------------------------------------------------------------------PAYMENT PAYMENT INTEREST BALANCE TOTAL TOTAL NUMBER AMOUNT PAYED REMAINING INTEREST PAID ---------------------------------------------------------------------------9/13/2005 377.42 68.29 16079.76 986.28 4906.52 9/13/2005 377.42 67.00 15769.33 1053.28 5283.95 9/13/2005 377.42 65.71 15457.61 1118.98 5661.37 9/13/2005 377.42 64.41 15144.59 1183.39 6038.79 9/13/2005 377.42 63.10 14830.27 1246.49 6416.22 9/13/2005 377.42 61.79 14514.64 1308.28 6793.64 9/13/2005 377.42 60.48 14197.69 1368.76 7171.07 9/13/2005 377.42 59.16 13879.43 1427.92 7548.49 9/13/2005 377.42 57.83 13559.83 1485.75 7925.92 9/13/2005 377.42 56.50 13238.91 1542.25 8303.34 9/13/2005 377.42 55.16 12916.64 1597.41 8680.77 9/13/2005 377.42 53.82 12593.04 1651.23 9058.19 ------------------------------------------------------------------------------------------------------------------------------------------------------PAYMENT PAYMENT INTEREST BALANCE TOTAL TOTAL NUMBER AMOUNT PAYED REMAINING INTEREST PAID ---------------------------------------------------------------------------9/13/2006 377.42 52.47 12268.09 1703.70 9435.62 9/13/2006 377.42 51.12 11941.78 1754.82 9813.04 9/13/2006 377.42 49.76 11614.11 1804.58 10190.47 9/13/2006 377.42 48.39 11285.08 1852.97 10567.89 9/13/2006 377.42 47.02 10954.67 1899.99 10945.32 9/13/2006 377.42 45.64 10622.89 1945.63 11322.74 9/13/2006 377.42 44.26 10289.73 1989.90 11700.16 9/13/2006 377.42 42.87 9955.18 2032.77 12077.59 9/13/2006 377.42 41.48 9619.24 2074.25 12455.01 9/13/2006 377.42 40.08 9281.89 2114.33 12832.44 9/13/2006 377.42 38.67 8943.14 2153.00 13209.86 9/13/2006 377.42 37.26 8602.98 2190.27 13587.29 ------------------------------------------------------------------------------------------------------------------------------------------------------PAYMENT PAYMENT INTEREST BALANCE TOTAL TOTAL NUMBER AMOUNT PAYED REMAINING INTEREST PAID ---------------------------------------------------------------------------9/13/2007 377.42 35.85 8261.40 2226.11 13964.71 9/13/2007 377.42 34.42 7918.40 2260.54 14342.14 9/13/2007 377.42 32.99 7573.97 2293.53 14719.56 9/13/2007 377.42 31.56 7228.10 2325.09 15096.99 9/13/2007 377.42 30.12 6880.79 2355.20 15474.41 9/13/2007 377.42 28.67 6532.04 2383.87 15851.84 9/13/2007 377.42 27.22 6181.83 2411.09 16229.26 9/13/2007 377.42 25.76 5830.16 2436.85 16606.69 9/13/2007 377.42 24.29 5477.03 2461.14 16984.11 9/13/2007 377.42 22.82 5122.43 2483.96 17361.53 9/13/2007 377.42 21.34 4766.35 2505.31 17738.96 9/13/2007 377.42 19.86 4408.78 2525.17 18116.38 ------------------------------------------------------------------------------------------------------------------------------------------------------PAYMENT PAYMENT INTEREST BALANCE TOTAL TOTAL

NUMBER AMOUNT PAYED REMAINING INTEREST PAID ---------------------------------------------------------------------------9/13/2008 377.42 18.37 4049.73 2543.54 18493.81 9/13/2008 377.42 16.87 3689.18 2560.41 18871.23 9/13/2008 377.42 15.37 3327.12 2575.78 19248.66 9/13/2008 377.42 13.86 2963.56 2589.64 19626.08 9/13/2008 377.42 12.35 2598.48 2601.99 20003.51 9/13/2008 377.42 10.83 2231.89 2612.82 20380.93 9/13/2008 377.42 9.30 1863.76 2622.12 20758.36 9/13/2008 377.42 7.77 1494.10 2629.88 21135.78 9/13/2008 377.42 6.23 1122.90 2636.11 21513.21 9/13/2008 377.42 4.68 750.16 2640.79 21890.63 9/13/2008 377.42 3.13 375.86 2643.91 22268.06 9/13/2008 377.42 1.57 -0.00 2645.48 22645.48 ----------------------------------------------------------------------------

Future Value FutureValue returns the future value of an investment of PresentValue where Payment is invested for NPeriods at the rate of Rate per period. The PaymentTime parameter indicates whether the investment is an ordinary annuity or an annuity due (enter EndOfPeriod if payments are at the end of each period, StartOfPeriod if they are at the beginning). EXAMPLE: What is the value 20 years from now of a savings account if you invest $100.00 per month in an account that pays 5.25% annual interest, assuming that the interest is compounded monthly? Rate Per Period= 0.0525 / 12 = 0.004375 Number of Periods = 20 years times 12 months = 240 periods Payment = -100.00 (NOTE: payments are always negative) Present Value = 0.0 ANSWER: Future Value = 42311.1776128932 or approximately $42,311.18 Shown below is the dialogue box you would complete for the above example:

Figure 121 Future Value Form.

Payment Payment calculates the fully amortized payment of borrowing PresentValue at Rate percent per period over NPeriods. It assumes that interest is paid at the end of each period. FutureValue is the value that the investment will reach at some point. PaymentTime indicates whether the cash flows occur at the beginning or end of the period. Example: How much would you have to pay into a savings account monthly in order for that savings account to be worth $50,000.00 after 20 years, assuming that the savings account pays 5.25% annual percentage rate (APR) compounded monthly? Rate = 0.0525 / 12 = 0.004375 Number of Periods = 20 * 12 = 240 Present Value = 0.0 Future Value = 50000.00 Time of Payment = After the period Answer: Payment = -118.172083172565 NOTE: Payments are always indicated as negative Shown below is the dialogue box you would complete for the above example:

Figure 122 Payment Calculation Form.

Period Payment Period Payment gives the part of the payment that is principal. The InterestPayment function gives the part of the payment that is interest. The Rate parameter is the interest rate. Period is the number of periods into the loan for which the principal is desired, and NPeriods is the number of periods of the loan. FutureValue is the value the investment will reach at some point. Payment Time indicates whether the cash flows occur at the beginning or end of the period. EXAMPLE: What is the principle payment on payment 1 of an auto loan of $20,000.00 borrowed at 7.5% Annual Percentage Rate (APR) over four years with monthly payments? Rate = 0.075 / 12 = 0.00625 Present Value = 20000.00

Period = 1 Number of periods = 4 * 12 = 48 Future Value = 0.0 ANSWER: (Note: payments are always negative values) The first payment on the principle is about $72.02

Figure 123 Period Payment Form.

Interest Payment Interest Payment calculates the portion of a loan payment that reflects the interest. Rate represents the fixed periodic interest rate. Period identifies the payment period. NPeriods is the number of periods of the loan. PresentValue represents the amount borrowed (the principal). FutureValue is the future value of the investment. PaymentTime indicates whether the cash flows occur at the beginning or end of the period.

EXAMPLE: What is the interest payment on payment 1 of an auto loan of $20,000.00 borrowed at 7.5% Annual Percentage Rate (APR) over four years with monthly payments? Rate per period = 0.075 / 12 = 0.00625. Present Value = 20000.00. Period = 1, Number of periods = 4 * 12 = 48. Future Value = 0.0. ANSWER: -125.00 (Note: payments are always negative values) The first payment contains $125.00 of interest charges. The dialogue box for the calculations is shown below:

Figure 124 Interest Paid On A Loan Form.

Interest Rate InterestRate calculates the interest rate required in order for an investment of PresentValue, with periodic payments of Payment, to be worth FutureValue within NPeriods compounding periods. If NPeriods represents years, an annual interest rate results; if NPeriods represents months, a monthly interest rate results, and so on. The PaymentTime parameter indicates whether the cash flows occur at the beginning or end of the period. EXAMPLE: What is the Annual Percentage Rate (APR) on a four-year auto loan for a $20,000.00 car when the monthly payment is $483.58? Number of periods = 4 years * 12 months = 48. Payment = -483.58 (NOTE: payments are always negative.) Present Value = 20000, Future Value = 0.0, Payment Time = End of Period. ANSWER: Rate = 0.0625 * 12 or about 7.5% APR. The dialogue box for this procedure is shown below with the example entered:

Figure 125 Interest Rate Calculation Form.

Number of Periods NumberOfPeriods computes the number of payment periods required for an investment of PresentValue to reach a value of FutureValue, while making regular payments of Payment and accruing interest at the rate of Rate per compounding period. PaymentTime indicates whether the cash flows occur at the beginning or end of the period. EXAMPLE: How long would you have to make payments on a car loan for a $20,000.00 car assuming that the payment is to be no more than $450.00, and that the annual percentage rate (APR) on the loan is 7.5% ? Rate = 0.075 / 12 = 0.00625 Payment = -$450.00 (NOTE- payments are always negative) Present Value = $20000.00 Future Value = 0.0 ANSWER: Number of Payments = 52.2301263064951 or about 53 payments.

Figure 126 Number of Payment Periods Form.

Present Value of an Investment PresentValue calculates the present value of an investment where Payment is received for NPeriods and is discounted at the rate of Rate per period. FutureValue is the value the investment may reach at some point. PaymentTime indicates whether the cash flows occur at the beginning or end of the period. EXAMPLE: What was the amount borrowed in a 7.5% Annual Percentage Rate (APR) four-year auto loan when the payment is $500.00 per month? Rate per period = 0.075 / 12 = 0.00625 Number of periods = 4 years * 12 months per year = 48 Payment = -500.00 Future Value = 0.0 Payment Time = End of Period ANSWER: Present Value = 20679.1855679664 or about $20679.19 was borrowed. The dialogue box for this procedure with the example entered is shown below:

Figure 127 Present Value Form.

Double Declining Balance Double Declining Balance determines accelerated depreciation values for an asset, given the initial cost, life expectancy, end value, and depreciation period. EXAMPLE: What is the depreciation value for a computer with a life expectancy of three years if it initially cost $2,000.00 with no expected value at the end of the three years? Initial Cost = 2000.00 Life Expectancy = 3 years End Value = 0.0 Depreciation Period = 3 years ANSWER: Approximately $148.15

The answer is obtained using the dialogue box shown below:

Figure 128 Double Declining Value Form.

Straight Line Depreciation SLN Depreciation calculates the straight-line depreciation allowance for an asset over one period of its life. The function divides the Cost minus the Salvage by the number of years of useful Life of the asset. Cost is the amount initially paid for the asset. Salvage is the value of the asset at the end of its useful life. To compute accelerated depreciation (allowing higher depreciation values in the first years of the assets life), use the SYD Depreciation (accelerated) function. EXAMPLE: What is the depreciation value that one may claim for a computer purchased for $2000.00 and expected to have a useful life of three years with no residual value? ANSWER: Approximately $666.67 Shown below is the dialogue box and example:

Figure 129 Straight Line Depreciation Form.

Accelerated Depreciation SYD Depreciation (for "sum-of-years-digits depreciation") calculates depreciation amounts for an asset using an accelerated depreciation method. This allows for higher depreciation in the earlier years of an asset's life. Cost is the initial cost of the asset. Salvage is the value of the asset at the end of its life expectancy. Life is the length of the asset's life expectancy. Period is the period for which to calculate the depreciation. EXAMPLE: What is the depreciation value for the first period that one may claim for a computer purchased for $2000.00 and expected to have a useful life of three years with no residual value? ANSWER: $1000.00 for the first year. If computed for year 2 the answer is approximately $666.67 and if done for year 3 yields $333.33. Below is the dialogue box for this procedure with the problem entered for year 1:

Figure 130 Accelerated Depreciation Schedule Form.

Internal Rate of Return This procedure determines the internal rate of return on an investment. It references the main grid that contains cash flow information and uses the supplied internal rate of return estimate to calculate results. Before using this function, open a file containing expected cash flow amounts over a period of time. It is assumed that the amounts are received at regular intervals. Negative amounts are interpreted as cash outflows, and positive amounts as inflows. The first amount must be a negative number, to reflect the initial investment. The following amounts can all be the same for each time period, or they can be different (including a mixture of negatives, positives, or zeros). Specify the estimated rate of return as the Guess parameter. Pass the array of expected cash flow amounts as the CashFlows parameter.

Figure 131 Internal Rate of Return Form. The above was obtained using a file labeled CashFlow.txt. The file contains the following information: Receipts -2000.00 100.00 100.00 200.00 100.00 -50.00 75.00 200.00 250.00 35.00 100.00 400.00

Net Present Value The Net Present Value procedure calculates the current value of an array of estimated cash flow values, discounted at the given interest rate of Rate. Payment Time indicates whether the cash flows occur at the beginning or end of the period. Net Present Value helps determine how much an investment is currently worth, based on expected earnings, although its accuracy depends on the accuracy of the cash flows in the array. Before using this function, open a file containing expected cash flow amounts over a period of time. It is assumed that the amounts are received at regular intervals. Negative amounts are interpreted as cash outflows, and positive amounts as inflows. The first amount must be a negative number, to reflect the initial investment. The following amounts can all be the same for each time period, or they can be different (including a mixture of negatives, positives, or zeros). Specify the estimated rate of return as the Guess parameter. Pass the array of expected cash flow amounts as the CashFlows parameter.

Figure 132 Net Present Value Form.

Simulation Procedures
The Simulations menu of OpenStat contains procedures for creating simulated data and analyses to assist you in understanding various statistics and statistical tests. Correlation In learning the fundamental ideas about the Pearson Product-Moment correlation, it is useful to have a graphic image of the plot between two, approximately normally distributed variables. It is even more helpful if that image shows the straight line of "best fit" for the "least-squares" solution of the relationship between the two variables and if the marginal distributions are shown along with the means, standard deviations and correlation of the variables. This procedure provides a specification form for specification of population data. You enter the desired means and standard deviations for two variables and the desired population correlation as well as the number of data points. When you click the Do It button, the plot of the data points, correlation and marginal distributions is obtained. Shown below is the printed data and the plot for 100 points with population values of 100 for the means, 5 for the standard deviations and 0.95 for the correlation:
POPULATION PARAMETERS FOR THE SIMULATION Mean X = 100.000, Std. Dev. X = 5.000 Mean Y = 100.000, Std. Dev. Y = 5.000 Product-Moment Correlation = 0.950 Regression line slope = 0.950, constant =

5.000

SAMPLE STATISTICS FOR 100 OBSERVATIONS FROM THE POPULATION Mean X = 98.991, Std. Dev. X = 5.400 Mean Y = 98.905, Std. Dev. Y = 5.404 Product-Moment Correlation = 0.960 Regression line slope = 0.961, constant =

3.793

Figure 133 Simulated Correlation Between Two Variables.

Generating Multivariate Normal Distribution Data To become familiar with various multivariate statistical tests, one needs to have data to analyze. With this procedure you can generate one or more distributions of variable values from defined populations. As the user, you specify the population correlations among the variables as well as the means and standard deviations of the variables. The procedure then generates a sample of values from the specified population for whatever sample size you request. Shown below is the specification form for this procedure and the results placed in the data grid. Be sure you have closed all files before using this procedure. You may save the generated file and then use it to demonstrate various statistical analysis procedures in your OpenStat package.

Figure 134 Simulation of a Multivariate Distribution.


POPULATION CORRELATION MATRIX, MEANS AND STANDARD DEVIATIONS VAR. 1 VAR. 2 VAR. 3 VAR. 4 VAR. 5 MEANS: STD.DEV.s VAR. 1 1 .8 .3 -.4 .5 20 3 VAR. 2 .8 1 .2 -.01 .3 30 4 VAR. 3 .3 .2 1 -.6 .7 40 5 VAR. 4 -.4 -.01 -.6 1 -.03 50 6 VAR. 5 .5 .3 .7 -.03 1 60 7

POPULATION COVARIANCE MATRIX 9.000 9.600 4.500 -7.200 10.500 9.600 16.000 4.000 -0.240 8.400 4.500 4.000 25.000 -18.000 24.500 -7.200 -0.240 -18.000 36.000 -1.260 10.500 8.400 24.500 -1.260 49.000

Determinant of your population matrix = -268372.9843

Figure 135 Simulated Multivariate Data in the Grid . If you now use the Correlation procedure to analyze the simulated data you obtain the sample statistics:
CORRELATION MATRIX Correlations VAR1 VAR2 1.000 0.529 0.529 1.000 0.352 0.329 -0.273 -0.148 0.437 0.564 VAR3 0.352 0.329 1.000 -0.606 0.562 VAR4 -0.273 -0.148 -0.606 1.000 -0.086 VAR5 0.437 0.564 0.562 -0.086 1.000

VAR1 VAR2 VAR3 VAR4 VAR5 Means Variables

VAR1 19.734

VAR2 30.464

VAR3 40.070

VAR4 50.942

VAR5 59.603

Standard Deviations Variables VAR1 2.802 VAR2 5.015 VAR3 5.142 VAR4 6.807 VAR5 9.203

No. of valid cases = 100

Estimating Sample Sizes Needed for Type I and Type II Error Control The beginning researcher soon learns about the relationship between a dependent variables standard deviation and the errors of inference for samples of various size. Unfortunately, many beginning researchers only attend to the probability of rejecting a hypothesis about their variable due to random sampling variability that occurs from sample to sample drawn from a population. They should, of course, be equally concerned about accepting a null hypothesis when, in fact, in the population sampled they should reject the null hypothesis. These two types of error are often known as Type I and Type II errors and each may have different costs and consequences. The cost, for example, in human lives by accepting the null hypothesis that two drug treatments are equally effective when, in fact, one is more effective may be a greater cost than the accidental rejection of the null hypothesis for two equally effective treatments. One can estimate the sample size needed to control for BOTH Type I and Type II errors for many statistical analyses. Books and articles abound for estimating these sizes depending on the statistical test to be used. Frequently however, one can obtain a reasonable estimate if the statistic to be employed can be approximately transformed into a z-test between two means. For example, in completing an Analysis of Variance, the F ratio of variability between groups to the variability within groups is used as the test statistic. However, if one considers two of the groups to be contrasted, a z-test could be used for inferring whether or not there means differ beyond that expected due to random sampling variability. Thus the sample size may be determined for all of the groups by simply specifying the Type I and Type II error controls desired for any two groups and using the standard deviation estimated by the square root of the pooled within group variance. Shown below is the specifications form for this procedure:

Figure 136 Form for Sample Size of a z-Test. When the Continue button is clicked, the results below are obtained:

Figure 137 Sample Size Estimate for a z-Test. Notice a very small size is needed (N=4) for a difference of 5 in our example. Now if you select a much smaller size for the alternative mean such as 101, you would get:

Figure 138 Sample Size for a z-Test (Smaller Difference Between Means.) Notice that now we would require a much larger sample (N = 289) in order to control both type I and type II error at the 0.05 level. Generating Power Curves for z-Tests The student of statistics learns that "power" of a statistical test involves the sensitivity of the test for accepting the null hypothesis when, in fact, one should. It is obtained as 1.0 - beta where beta is the probability of making a Type II error (accepting the null hypothesis due to random sampling variability when one should have rejected.) This power is a function of the alpha rate accepted by the researcher (probability of a Type I error) as well as the difference between the null and alternative hypothesized statistic and the standard deviation of the statistic (which is, itself, a function of sample size.) This procedure plots the power curves for various levels of Type I error given the standard deviation of the statistic. Shown below is the specification form for the plot and the results obtained.

Figure 139 Form for Simulation of Power Curves.

Figure 140 Power Curves for a Mean of 100 and N = 50 with Levels of Alpha Power of the z-test for Alternate Hypotheses
Alpha Levels: X X X X X X X . . . X X X X X X = = = = = = = 100.00 100.04 100.07 100.11 100.14 100.18 100.21 0.01 0.010 0.011 0.013 0.015 0.017 0.019 0.021 0.05 0.050 0.055 0.061 0.067 0.074 0.082 0.089 0.10 0.100 0.109 0.119 0.129 0.140 0.151 0.163 0.20 0.200 0.214 0.229 0.245 0.261 0.277 0.294

= = = = = =

102.62 102.65 102.69 102.72 102.76 102.79

0.915 0.923 0.930 0.936 0.942 0.948

0.980 0.982 0.984 0.986 0.988 0.989

0.992 0.993 0.994 0.995 0.996 0.996

0.998 0.998 0.998 0.999 0.999 0.999

Theoretical Distributions Various sample statistics have unique sampling distributions. A researcher often wishes to know the "critical value" for rejecting a hypothesis with a specified probability. For example, what is the critical value for rejecting a null hypothesis at the 95% confidence limit when utilizing a chi-square distribution with 10 degrees of freedom? This procedure lets the user plot a z, t, chi-square or F statistic sampling distribution and identify the critical value for a given probability. Shown below is the specification form and an example plot:

Figure 141 Simulated Distribution Cumulative Distribution Frequency.

Figure 142 Probability Distribution of a Simulated F Statistic.

Generate Sequential Values It is sometimes convenient to be able to create a variable that simply consists of a sequence of values for N cases. Sometimes it is desired that the sequence start at a specific value for case 1 and subsequent cases have values incremented by some value X. This procedure provides that capability as shown in the specification form below and a snap-shot of the values generated in the data grid.

Figure 143 Generation of Sequential Values. The values generated in the Main Form grid are shown below:

1 6 11 16 21 26 31 36 41 46 51 56 61 66 71 76 81 86 91 96 Random Number Generation Your OpenStat package contains this procedure which permits you to generate random values from several theoretical distributions such as a flat distribution, normal distribution (Gaussian), etc. You may want to create such data in your data grid simply to plot such values for educational purposes or to experiment with statistical procedures in which the assumption of normality is violated. In any event, one can have some fun! The specification form below is seen when this procedure is selected. A snap-shot of the values entered in the data grid is also presented.

Figure 144 Simulation of Scores from a Theoretical Distribution.

Figure 145 Form for the Degrees of Freedom in Simulation Chi-Square Values

Figure 146 Generated Chi-Square Values in the Grid.

Simulate 2-Way Analysis of Variance In teaching or learning statistics, it is valuable to have the ability to create sample problems. This procedure permits you to create data that fits an analysis of variance model with effects for rows and for columns as well as the interaction of rows and columns. The data generated can then be analyzed with the Analysis of Variance procedures. Of course, students might first try to do the calculations themselves by hand! The dialogue box for this Simulation option is shown below:

Figure 147 Simulation Form for a Two Way Analysis of Variance.


RESULTS FOR SIMULATED TWO-WAY ANOVA DATA No. of Treatment Levels for Factor A = 2 No. of Treatment Levels for Factor B = 3 No. of observations per cell = 20 Population Mean Desired = 100.000 Population Standard Deviation Desired = FACTOR A TREATMENT EFFECTS Level Effect 1 0.000 2 0.000 FACTOR B TREATMENT EFFECTS Level Effect 1 0.000 2 0.000 3 0.000 TREATMENT INTERACTION EFFECTS A Level B Level Effect 1 1 5.000 1 2 -5.000 1 3 -0.000 2 1 -5.000 2 2 5.000 2 3 -0.000

15.000

Figure 148 Simulated Grid Data for a Two Way Analysis of Variance. The analysis of the above generated data with the ANOVA procedure yields:
Two Way Analysis of Variance Variable analyzed: YScore Factor A (rows) variable: ATreat. (Fixed Levels) Factor B (columns) variable: BTreat. (Fixed Levels) SOURCE Among Rows Among Columns Interaction Within Groups Total D.F. 1 2 2 114 119 SS MS F 2.065 1.765 12.278 PROB.> F 0.153 0.176 0.000 Omega Squared 0.007 0.011 0.155

395.220 395.220 675.566 337.783 4700.517 2350.258 21821.096 191.413 27592.398 231.869

Omega squared for combined effects = Note: Denominator of F ratio is MSErr Descriptive Statistics GROUP Row Col. N Cell 1 1 20 Cell 1 2 20 Cell 1 3 20 Cell 2 1 20 Cell 2 2 20 Cell 2 3 20 Row 1 60 Row 2 60 Col 1 40 Col 2 40 MEAN 108.432 87.823 101.097 90.136 100.111 96.217 99.117 95.488 99.284 93.967 VARIANCE 192.908 202.714 287.111 123.634 197.112 145.000 293.848 167.121 240.052 233.502

0.173

STD.DEV. 13.889 14.238 16.944 11.119 14.040 12.042 17.142 12.928 15.494 15.281

Col TOTAL

40 120

98.657 97.303

216.621 231.869

14.718 15.227

TESTS FOR HOMOGENEITY OF VARIANCE --------------------------------------------------------------------Hartley Fmax test statistic = 2.32 with deg.s freem: 6 and 19. Cochran C statistic = 0.25 with deg.s freem: 6 and 19. Bartlett Chi-square statistic = 9.24 with 5 D.F. Prob. larger value = ---------------------------------------------------------------------

0.100

Figure 149 Plot of Cell Means for the Simulated Two Way ANOVA Data.

Project Evaluation Generator When you select the evaluation generator procedure you will see the dialogue box shown below:

Figure 150 Form for Specifying a Simulated Evaluation Report. You complete the information for the project name, authors, company and date. Click on the buttons for the type of evaluation and the model for the evaluation. Check the targets and resource requirement boxes that will be a part of your proposal. Once you have made those selections, a Rich Text File (compatable to a variety of word processing programs) will be created. You can edit this file to enter specific plans and information for your evaluation. The generator simply provides a standard template that you can use to create evaluation proposals. Some of the topic headings generated automatically are shown below: Project Description Scope of the Evaluation Alternative Outcomes and Consequences Methodology of the Evaluation Quantitative Methodology Utilized Qualitative Methodology Employed

Models Employed in the Evaluation CIPP Model of Evaluation Scriven's Evaluation Model Exception Reporting Evaluation Model Causal Evaluation Model Anecdotal Reporting Evaluation Model Chaos Theory Evaluation Model Resource Requirements of the Evaluation Personnel Resource Requirements Equipment Resource Requirements Space Requirements Time Requirment Estimates Computer Software Requirements Evaluation Cost Estimates Targets of the Evaluation Focus on Personnel Focus on the Evaluation of Materials Utilized Focus on Processes Employed Focus on Products Produced Focus on Plant Facilities Focus on Environmental Aspects

Types of Evaluation Included Diagnostic Evaluation Types The following diagnostic measurement instruments will be used in this project: Formative Evaluation Types Formative evaluation instruments are used to modify a subject's or object's behavior as a consequence of its use. In this project, the following formative instruments will be used: Summative Evaluation Types A summative evaluation instrument is used to assess the current status of a subject or object. In this study, the following summative instruments will be employed:

Plot a z Distribution Use this procedure to create a normal z score distribution with a tail representing a Type I (alpha) area of rejection for a null hypothesis. When you click on this simulation choice, you are first asked to indicate the probability of the Type I error as shown below. The curve is then created. Figure 151 Form for Specifying Alpha for a Simulated z Score Distribution.

Figure 152 Simulated z-Score Distribution.

Plot a Chi Square Distribution You can create a theoretical chi-square distribution with an area specified as a rejection region for a Type I error. Since a chi-square statistic with one degree of freedom is a squared normal z score, one can simulate a chi-square with k degrees of freedom by the simple addition of k squared z scores. When you elect this simulation option, you are asked to indicate the probability of the Type I error and degrees of freedom. You then obtain the curve as shown below.

Figure 153 Form for Specifying Type I Error in Simulating Chi-Square Values.

Figure 154 Simulated Chi-Square Distribution.

Plot an F Distribution The theoretical F statistic is the ratio of two chi-square statistics, each divided by their degrees of freedom. To simulate this statistic, one can first generate the numerator and denominator chi-square statistics using randomly selected squared z scores. The number of such squared scores added together is the degree of freedom for each. This is then divided into the sum and the ratio obtained to yield the F statistic. When you elect this simulation option you are asked for the probability of the Type I error (area of rejection) as well as the numerator and denominator degrees of freedom. Once these are entered, the distribution curve is generated. These forms are shown below:

Figure 155 Type I Error Rate for Simulation of F Statistics.

Figure 156 Numerator Degrees of Freedom for Simulated F Values.

Figure 157 Denominator Degrees of Freedom for Simulated F Values.

Figure 158 Simulated F Distribution.

Resampling and Bootstrap Demo A number of new methods have been developed over the past 30 years to provide estimates of statistics and their confidence intervals when the shape of the sampling distribution may not be assumed to be known or to minimize the effect of "outliers". For example, the "jack-knife" method repeatedly removes one observation at a time and recalculates the statistic. The average or median of these repeated sample statistics may provide a better estimate of the parameter and the distribution itself a better estimate of the statistics confidence interval. The number of generated statistics is equal to the number of permutations of the original sample. The "re-sampling" method randomly selects N-1 values from a sample and obtains the statistic. This process is repeated a large number of times (often 10,000 times or more) to create a distribution of the statistic. The mean or median of these sample statistics can be used as an estimate of the population parameter and the distribution of the values used to identify the upper and lower values of the confidence interval.

The "bootstrap" method first creates a pseudo-population of values by repeatedly adding the sample to this population a large number of times. More than 100,000 observations may be in the pseudo-population. Once the population is created, a large number of samples that are of the same size as the original sample are drawn at random from the population. The mean or median of the sample statistics may be used to estimate the population parameter and the distribution itself used to estimate confidence interval boundaries. This procedure lets you "experiment" with the methods of re-sampling and bootstrapping to estimate the mean and confidence interval of a sample. To use the program you first load a file of observed sample data in the main grid and then select this option from the Simulation menu. On the specification dialogue there is a "slider" by which you can elect the number of samples to generate. You select the variable to analyze from the list of variables in your data grid (file.) You may change the confidence interval from the default 95% (0.95) if desired. You may also elect to plot the distribution of generated samples and print the results on the output form. When you click the OK button, the results are created directly on the specification form. The mean, standard error of the mean and confidence interval are first obtained by the traditional Neyman-Pearson method (assumes a normal distribution.) Next, the resampling method is used to create a large number of samples and the mean of the sample means is reported. The distribution of sample means is sorted into ascending order and the means in the upper and lower portion of this distribution that correspond to the alpha / 2 regions are identified. These are the estimated values of the confidence interval. Finally, the bootstrap method is applied. A population the size of the value selected on the slider is first created. Samples are repeated drawn at random from the created population to create a distribution of sample means (the number drawn is the size selected on the slider.) The mean of this distribution of means gives an estimate of the population parameter. The confidence interval is obtained in the traditional way that assumes a normal distribution. Examining the plot of the generated samples is instructive. If the original sample is from a population of highly skewed values, the generated plot will tend to reflect this. The re-sampling confidence interval may better reflect the "true" population distribution better than one that assumes a normal distribution. A variety of methods for re-sampling and bootstrapping estimates have been developed for other statistics such as the median, the product-moment correlation, the analysis of variance, etc. A free program may be obtained from David C. Howell of the Department of Psychology, University of Vermont.. His email address is David.Howell@uvm.edu. A good introduction to the topic area is provided at http://seamonkey.ed.asu.edu/~alex/teaching/WBI/resampling.html .

Figure 159 Bootstrap Demonstration for the Weight Variable from the cansas.txt File.

Figure 160 Distribution of Resampling Estimates of the Mean.

Figure 161 Distribution of Means Estimated by the Bootstrap Method.


Results for Resampling and Bootstrap Demo File = C:\Program Files\WGM Consulting\OpenStat\cansas.txt with 20 cases. Selected Confidence Interval = 0.950 (z = 1.960) Traditional statistics: MEAN STD. DEV. SE MEAN 178.600 24.691 5.521 Resampling statistics: MEAN SE MEAN CI LOW 178.343 5.753 167.158 Bootstrap statistics: MEAN SE MEAN 178.620 5.169 CI LOW 168.489 CI LOW 167.779 CI HIGH 189.895 CI HIGH 188.752 CI HIGH 189.421

Matrix Manipulation
MatMan was written to provide a platform for performing common matrix and vector operations. It is designed to be helpful for the student learning matrix algebra and statistics as well as the researcher needing a tool for matrix manipulation. When you first start the MatMan program, you will see the main program form below. This form displays four "grids" in which matrices, row or column vectors or scalars (single values) may be entered and saved. If a grid of data has already been saved, it can be retrieved into any one of the four grids. Once you have entered data into a grid, a number of operations can be performed depending on the type of data entered (matrix, vector or scalar.) Before performing an operation, you select the grid of data to analyze by clicking on the grid with the left mouse button. If the data in the selected grid is a matrix (file extension of .MAT) you can select any one of the matrix operations by clicking on the Matrix Operations "drop-down" menu at the top of the form. If the data is a row or column vector, select an operation option from the Vector Operations menu. If the data is a single value, select an operation from the Scalar Operations menu.

Figure 162 The Matrix Manipulation Procedure Main Form.

The heart of all operations you perform involve values entered into the cells of a grid. These values may represent values in a matrix, a column vector, a row vector or a scalar. Each grid is like a spreadsheet. Typically, you select the first row and column cell by clicking on that cell with the left mouse key when the mouse cursor is positioned over that cell. To select a particular grid, click the left mouse button when the mouse cursor is positioned over any cell of that grid. You will then see that the grid number currently selected is displayed in a small text box in the upper left side of the form (directly below the menus.) Keyboard Input You can input data into a grid directly from the keyboard to create a file. The file may be a matrix, row vector, column vector or a scalar. Simply click on one of the four grids to receive your keystrokes. Note that the selected grid number will be displayed in a small box above and to the left of the grids. Next, click on the Files menu and move your cursor down to the Keyboard entry option. You will see that this option is expanded for you to indicate the type of data to be entered. Click on the type of data to be entered from the keyboard. If you selected a matrix, you will be prompted for the number of rows and columns of the matrix. For a vector, you will be prompted for the type (column or row) and the number of elements. Once the type of data to be entered and the number of elements are known, the program will "move" to the pre-selected grid and be waiting for your data entry. Click on the first cell (Row 1 and Column 1) and type your (first) value. Press the tab key to move to the next element in a row or, if at the end of a row, the first element in the next row. When you have entered the last value, instead of pressing the tab key, press the return key. You will be prompted to save the data. Of course, you can also go to the Files menu and click on the Save option. This second method is particularly useful if you are entering a very large data matrix and wish to complete it in several sessions. Clearing a Grid Individual grids are quickly reset to a blank grid with four rows and four columns by simply moving the mouse cursor over a cell of the grid and clicking the RIGHT mouse button. CAUTION! Be sure the data already in the grid has been saved if you do not want to lose it! Using the Combination Boxes In the upper right portion of the MatMan main form, there are four "Combo Boxes". These boxes each contain a drop-down list of file names. The top box labeled "Matrix" contains the list of files containing matrices that have been created in the current disk directory and end with an extension of .MAT. The next two combo boxes contain similar lists of column or row vectors that have been created and are in the current disk

directory. The last contains name of scalar files that have been saved in the current directory. These combo boxes provide documentation as to the names of current files already in use. In addition, they provide a "short-cut" method of opening a file and loading it into a selected grid. Five types of files are loaded when you first start the execution of the MatMan program. The program will search for files in the current directory that have file extensions of .MAT, .CVE, .RVE, .SCA and .OPT. The first four types of files are simply identified and their names placed into the corresponding combination boxes of matrices, column vectors, row vectors and scalars. The last, options, is a file which contains only two integers: a 1 if the script should NOT contain File Open operations when it is generated or a 0 and a 1 if the script should NOT contain File Save operations when a script is generated or a 0. Since File Open and File Save operations are not actually executed when a script or script line is executed, they are in a script only for documentation purposes and may be left out. Operations and Operands At the bottom of the form (under the grids) are four "text" boxes which are labeled Operation, Operand1, Operand2 and Operand3. Each time you perform an operation by use of one of the menu options, you will see an abbreviation of that operation in the Operation box. Typically there will be at least one or two operands related to that operation. The first operand is typically the name of the data file occupying the current grid and the second operand the name of the file containing the results of the operation. Some operations involve two grids, for example, adding two matrices. In these cases, the name of the two grid files involved will be in operands1 and operands2 boxes while the third operand box will contain the file for the results. You will also notice that each operation or operand is prefixed by a number followed by a dash. In the case of the operation, this indicates the grid number from which the operation was begun. The numbers which prefix the operand labels indicate the grid in which the corresponding files were loaded or saved. The operation and operands are separated by a colon (:). When you execute a script line by double clicking an operation in the script list, the files are typically loaded into corresponding grid numbers and the operation performed. Menus The operations which may be performed on or with matrices, vectors and scalars are all listed as options under major menu headings shown across the top of the main form. For example, the File menu, when selected, provides a number of options for loading a grid with file data, saving a file of data from a grid, etc. Click on a menu heading and explore the options available before you begin to use MatMan. In nearly all cases, when you select a menu option you will be prompted to enter additional information. If you select an option by mistake you can normally cancel the operation.

The Operations Script Located on the right side of the main form is a rectangle which may contain operations and operands performed in using MatMan. This list of operations and their corresponding operands is known collectively as a "Script". If you were to perform a group of operations, for example, to complete a multiple regression analysis, you may want to save the script for reference or repeated analysis of another set of data. You can also edit the scripts that are created to remove operations you did not intend, change the file names referenced, etc. Scripts may also be printed. Each time an operation is performed on grid data, an entry is made in a "Script" list shown in the right-hand portion of the form. The operation may have one to three "operands" listed with it. For example, the operation of finding the eigenvalues and eigenvectors of a matrix will have an operation of SVDInverse followed by the name of the matrix being inverted, the name of the eigenvalues matrix and the name of the eigenvectors matrix. Each part of the script entry is preceded by a grid number followed by a hyphen (-). A colon separates the parts of the entry (:). Once a series of operations have been performed the script that is produced can be saved. Saved scripts can be loaded at a later time and re-executed as a group or each entry executed one at a time. Scripts can also be edited and re-saved. Shown below is an example script for obtaining multiple regression coefficients. CURRENT SCRIPT LISTING: FileOpen:1-newcansas 1-ColAugment:newcansas:1-X 1-FileSave:1-X.MAT 1-MatTranspose:1-X:2-XT 2-FileSave:2-XT.MAT 2-PreMatxPostMat:2-XT:1-X:3-XTX 3-FileSave:3-XTX.MAT 3-SVDInverse:3-XTX.MAT:1-XTXINV 1-FileSave:1-XTXINV.MAT FileOpen:1-XT.MAT FileOpen:2-Y.CVE 1-PreMatxPostVec:1-XT.MAT:2-Y.CVE:3-XTY 3-FileSave:3-XTY.CVE FileOpen:1-XTXINV.MAT 1-PreMatxPostVec:1-XTXINV.MAT:3-XTY:4-BETAS 4-FileSave:4-Bweights.CVE Occasionally you may want to edit a script you have created or loaded. For example, you may see a number of Load File or Save File operations in a script. Since these are entered only for documentation and cannot actually be executed by clicking on

them, they can be removed from the script. The result is a more compact and succinct script of operations performed. You may also want to change the name of files accessed for some operations or the name of files saved following an operation so that the same operations may be performed on a new set of data. To begin editing a script, move the mouse cursor to the Script menu and click on the Edit option. A new form appears which provides options for the editing. The list of operations appears on the left side of the form and an Options box appears in the upper right portion of the form. To edit a given script operation, click on the item to be edited and then click one of the option buttons. One option is to simply delete the item. Another is to edit (modify) the item. When that option is selected, the item is copied into an "Edit Box" which behaves like a miniature word processor. You can click on the text of an operation at any point in the edit box, delete characters following the cursor with the delete key, use the backspace key to remove characters in front of the cursor, and enter characters at the cursor. When editing is completed, press the return key to place the edited operation back into the script list from which it came. Also on the Edit Form is a "Directory Box" and a "Files Box". Shown in the directory box is the current directory you are in. The files list box shows the current files in that directory. You can delete a file from any directory by simply double-clicking the name of the file in the file list. A box will pop up to verify that you want to delete the selected file. Click OK to delete the file or click Cancel if you do not want to delete the file. CAUTION! Be careful NOT to delete an important file like MATMAN.EXE, MATMAN.HLP or other system files (files with extensions of .exe, .dll, .hlp, .inf, etc.! Files which ARE safe to delete are those you have created with MatMan. These all end with an extension of .MAT, .CVE, .RVE ,.SCA or .SCR . You may quickly repeat the execution of a single operation previously performed and captured in the script. Simply click on the script item with the left mouse button when the cursor is positioned over the item to execute. Notice that you will be prompted for the name of the file or files to be opened and loaded for that operation. You can, of course, choose a different file name than the one or ones previously used in the script item. If you wish, you can also re-execute the entire script of operations. Move your mouse cursor to the Script menu and click on the Execute option. Each operation will be executed in sequence with prompts for file names appearing before execution each operation. Note: you will want to manually save the resulting file or files with appropriate names. Getting Help on a Topic You obtain help on a topic by first selecting a menu item, grid or other area of the main form by placing the mouse over the item for which you want information. Once the area of interest is selected, press the F1 key on your keyboard. If a topic exists in the help file, it will be displayed. You can press the F1 key at any point to bring up the help file. A book is displayed which may be opened by double clicking it. You may also search for a topic using the help file index of keywords.

Matrix Operations Once a matrix of data has been entered into a grid you can elect to perform a number of matrix operations. The figure below illustrates the options under the Matrix Operations menu.

Figure 163 Matrix Operations Available in MatMan.

References
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Index
2-Stage Least-Squares Regression, 102 Accelerated Depreciation, 240 Analysis of Variance, 47 both Type I and Type II error, 24 Box plots, 28 Breakdown, 29 Central tendency and variability, 25 Chi-Square, 133 Classical Item Analysis, 155 Cluster Analysis, 116 Cochran Q Test, 144 Composite Test Reliability, 176 Contingency tables, 42 Correlation, 68 Course Grades, 194 Cox Proportional Hazards Survival Regression, 84 CUSUM Chart, 218 Defect (Nonconformity) c Chart, 223 Defects Per Unit u Chart, 225 Differential Item Functioning, 181 Discrete and Continuous Variables, 13 Discriminant analysis, 120 Double Declining Balance, 238 Estimating Sample Sizes, 249 Excel Data, 18 Factor Analysis, 109 Files, 16 Fishers Exact Test, 138 Frequencies Analysis, 37 Friedman Two Way ANOVA, 147 Future Value, 230 General Unfolding Model Analysis, 199 Grid, 16 Guttman Scalogram Analysis, 180 Hoyt and Cronbach Reliability, 210 Interest Payment, 233 Interest Rate, 235 Internal Rate of Return, 241 Interval Variables, 12 Item Banking, 204 Item difficulty, 156 Item Discrimination, 155 Item Information Function, 172 Kendalls Coefficient of Concordance, 140 Kendall's Tau and Partial Tau, 152 Kruskal-Wallis One-Way ANOVA, 141 Kuder-Richardson #21 Reliability, 175 Latin Square Designs ANOVA, 64 Loan Amortization, 228 Mann-Whitney U Test, 137 Matrix Manipulation, 273 Multiple Regression and Prediction, 70 Multivariate Analyses, 41 Nested ANOVA, 60 Net Present Value, 243 nominal variable, 12 Non-Linear Regression, 87 Non-parametric Analyses, 41 Number of Periods, 236 Ordinal Variables, 12 P Chart, 221 Parametric Analyses, 41 Path analysis, 126 Payment, 231 Period Payment, 232 Polytomous DIF Analysis, 192 Power Curves, 251 Present Value of an Investment, 237 Printing, 20 Probability of a Binomial Event, 149 Project Evaluation, 261 QQ or PP Plot, 34 Random Number Generation, 256 Range Chart, 214 Ratio Variables, 13 Reliability and validity, 44 Repeated Measures ANOVAs, 54 Resampling and Bootstrap, 268 Runs Test, 150 Sample statistics, 23 Sign Test, 146 simulated data, 18

Simulation, 245 Simultaneous Multiple Regression, 81 Spearman Rank Correlation, 135 Spearman-Brown Reliability Prophecy, 174 Statistical Process Control, 212 Stem and Leaf Plots, 32 Straight Line Depreciation, 239 Successive Interval Scaling, 178 The One Parameter Logistic Model, 164

The S Chart, 216 The t-test, 45 theoretical distributions, 26 Transformations, 27 Univariate Analyses, 41 Variable Labels, 15 Weighted Least-Squares Regression, 93 Wilcoxon Matched-Pairs Signed Ranks Test, 143 XBAR Chart, 212

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