handbook of univariate and multivariate data analysis with ... · secondedition handbookof...
TRANSCRIPT
Second Edition
Handbook of
Univariate and
Multivariate
Data Analysiswith IBM SPSS
Robert Ho
CRC PressTaylor & Francis GroupBoca Raton London New York
CRC Press is an imprint of the
Taylor & Francis Croup, an informa business
A CHAPMAN & HALL BOOK
Contents
Preface xix
Author Bio xxiii
1. Inferential Statistics and Test Selection 1
1.1 Introduction 1
1.2 Inferential Statistics 1
1.2.1 Hypothesis Testing 2
1.2.2 Types of Hypotheses 2
1.2.2.1 Research Hypothesis 2
1.2.2.2 Null Hypothesis 3
1.2.3 Testing Hypotheses 3
1.2.4 Level of Significance 4
1.2.5 Type I and Type II Errors 4
1.2.5.1 Calculating Type I Error 5
1.3 Test Selection 6
1.3.1 The Nature of Hypotheses: Test of Difference versus
Test of Relationship 6
1.3.1.1 Test of Difference 6
1.3.1.2 Test of Relationship 7
1.3.2 Levels of Measurement 7
1.3.2.1 Nominal Scale 7
1.3.2.2 Ordinal Scale 8
1.3.2.3 Interval Scale 8
1.3.2.4 Ratio Scale 8
1.3.3 Choice of Test 9
2. Introduction to SPSS 11
2.1 Introduction 11
2.2 Setting Up a Data File 12
2.2.1 Preparing a Codebook 13
2.2.2 Data Set 13
2.2.3 Creating an SPSS Data File 13
2.2.4 Data Entry 16
2.2.5 Saving and Editing the Data File 16
2.3 SPSS Analysis: Windows Method versus Syntax Method 17
2.3.1 SPSS Analysis: Windows Method 18
2.3.2 SPSS Analysis: Syntax Method 19
2.3.3 SPSS Output 21
2.3.4 Results and Interpretation 22
v
vi Contents
2.4 Missing Data 23
2.4.1 Patterns of Missing Data 24
2.4.1.1 Test for Patterns in Missing Data 24
2.4.1.2 Windows Method 24
2.4.1.3 SPSS Syntax Method 27
2.4.1.4 SPSS Output 27
2.4.1.5 Interpretation 29
2.4.2 Dealing with Missing Data 29
2.4.3 Example of the Expectation-Maximization Methodfor Handling Missing Data 30
2.4.3.1 Windows Method 30
2.4.3.2 SPSS Syntax Method 32
2.4.3.3 Imputed Data Set 32
3. Multiple Response 33
3.1 Aim 33
3.2 Methods of MULT RESPONSE Procedures 33
3.3 Example of the Multiple-Dichotomy Method 34
3.3.1 Data Entry Format 34
3.3.2 Windows Method 35
3.3.3 SPSS Syntax Method 37
3.3.4 SPSS Output 37
3.3.5 Results and Interpretation 37
3.4 Example of the Multiple-Response Method 38
3.4.1 Windows Method 39
3.4.2 SPSS Syntax Method 41
3.4.3 SPSS Output 41
3.4.4 Results and Interpretation 41
3.5 Cross-Tabulations 42
3.5.1 Windows Method 43
3.5.2 SPSS Syntax Method 47
3.5.3 SPSS Output 47
3.5.4 Results and Interpretation 47
4. r Test for Independent Groups 51
4.1 Aim 51
4.2 Checklist of Requirements 51
4.3 Assumptions 51
4.4 Example 52
4.4.1 Data Entry Format 52
4.4.2 Testing Assumptions 52
4.4.2.1 Independence 52
4.4.2.2 Normality 52
4.4.2.3 Homogeneity of Variance 57
Contents vii
4.4.3 Windows Method: Independent-Samples t Test 58
4.4.4 SPSS Syntax Method 59
4.4.5 SPSS Output 59
4.4.6 Results and Interpretation 61
5. Paired-Samples t Test 63
5.1 Aim 63
5.2 Checklist of Requirements 63
5.3 Assumption 63
5.4 Example 63
5.4.1 Data Entry Format 64
5.4.2 Testing Assumption 64
5.4.2.1 Normality 64
5.4.2.2 Windows Method 64
5.4.2.3 SPSS Syntax Method 66
5.4.2.4 SPSS Output 67
5.4.2.5 Interpretation 69
5.4.3 Windows Method: Paired-Samples t Test 69
5.4.4 SPSS Syntax Method 70
5.4.5 SPSS Output 71
5.4.6 Results and Interpretation 71
6. One-Way Analysis of Variance, with Post Hoc Comparisons 73
6.1 Aim 73
6.2 Checklist of Requirements 73
6.3 Assumptions 73
6.4 Example 73
6.4.1 Data Entry Format 74
6.4.2 Testing Assumptions 74
6.4.2.1 Normality 74
6.4.2.2 Homogeneity of Variance 78
6.4.3 Windows Method: One-Way ANOVA 78
6.4.4 SPSS Syntax Method 80
6.4.5 SPSS Output 81
6.4.6 Results and Interpretation 82
6.4.7 Post Hoc Comparisons 82
7. Factorial Analysis of Variance 83
7.1 Aim 83
7.2 Checklist of Requirements 83
7.3 Assumptions 83
7.4 Example 1: Two-Way Factorial (2x2 Factorial) 84
7.4.1 Data Entry Format 84
viii Contents
7.4.2 Testing Assumptions 84
7.4.2.1 Normality 84
7.4.2.2 Homogeneity of Variance 87
7.4.2.3 Independence 87
7.4.3 Windows Method: Factorial ANOVA 87
7.4.4 SPSS Syntax Method 89
7.4.5 SPSS Output 90
7.4.6 Results and Interpretation 91
7.4.6.1 Main Effect 91
7.4.6.2 Interaction Effect 91
7.4.7 Post Hoc Test for Simple Effects 92
7.4.8 Data Transformation 93
7.4.8.1 Windows Method 93
7.4.8.2 Post Hoc Comparisons: Windows Method 96
7.4.8.3 Post Hoc Comparisons: SPSS SyntaxMethod 99
7.4.9 SPSS Output 99
7.4.10 Results and Interpretation 99
7.5 Example 2: Three-Way Factorial (2x2x2 Factorial) 100
7.5.1 Data Entry Format 101
7.5.2 Windows Method 101
7.5.3 SPSS Syntax Method 104
7.5.4 SPSS Output 104
7.5.5 Results and Interpretation 107
7.5.5.1 Main Effects 107
7.5.5.2 Two-Way Interactions 107
7.5.6 Strategy*List*Shock Interaction 110
7.5.6.1 Windows Method Ill
7.5.6.2 SPSS Syntax Method 112
7.5.7 SPSS Output 112
7.5.7.1 Shock X Group Interaction 114
8. General Linear Model (GLM) Multivariate Analysis 115
8.1 Aim 115
8.2 Checklist of Requirements 115
8.3 Assumptions 116
8.4 Example 1: GLM Multivariate Analysis: One-Sample Test 116
8.4.1 Data Entry Format 117
8.4.2 Testing Assumptions 117
8.4.2.1 Independence of Observations 117
8.4.2.2 Linearity 119
8.4.2.3 Homogeneity of Covariance Matrices 121
8.4.2.4 Normality 121
8.4.3 Windows Method: GLM Multivariate Analysis 125
Contents lx
8.4.4 SPSS Syntax Method 128
8.4.5 SPSS Output 128
8.4.6 Results and Interpretation 130
8.5 Example 2: GLM Multivariate Analysis: Two-Sample Test 130
8.5.1 Data Entry Format 131
8.5.2 Testing Assumptions 131
8.5.3 Windows Method: GLM Multivariate Analysis:Two-Sample Test 131
8.5.4 SPSS Syntax Method 133
8.5.5 SPSS Output 133
8.5.6 Results and Interpretation 136
8.6 Example 3: GLM: 2x2x4 Factorial Design 136
8.6.1 Data Entry Format 137
8.6.2 Testing Assumptions 138
8.6.3 Windows Method: GLM: 2x2x4 Factorial Design 138
8.6.4 SPSS Syntax Method 140
8.6.5 SPSS Output 140
8.6.6 Results and Interpretation 144
8.6.7 Windows Method (Profile Plot) 145
8.6.8 SPSS Syntax Method (ProHle Plot) 148
8.6.9 Results and Interpretation 148
8.6.10 Windows Method (Data Transformation) 148
8.6.10.1 Data Transformation 148
8.6.10.2 Post Hoc Comparisons 150
8.6.11 SPSS Output 152
8.6.12 Results and Interpretation 153
9. General Linear Model: Repeated Measures Analysis 155
9.1 Aim 155
9.2 Assumption 155
9.3 Example 1: GLM: One-Way Repeated Measures 156
9.3.1 Data Entry Format 156
9.3.2 Windows Method 156
9.3.3 SPSS Syntax Method 160
9.3.4 SPSS Output 160
9.3.5 Choosing Tests of Significance 163
9.3.6 Results and Interpretation 164
9.4 Example 2: GLM: Two-Way Repeated Measures (DoublyMultivariate Repeated Measures) 165
9.4.1 Data Entry Format 165
9.4.2 Windows Method 166
9.4.3 SPSS Syntax Method 170
9.4.4 SPSS Output 170
9.4.5 Results and Interpretation 175
X Contents
9.5 Example 3: GLM: Two-Factor Mixed Design (One Between-
Groups Variable and One Within-Subjects Variable) 177
9.5.1 Data Entry Format 178
9.5.2 Windows Method 179
9.5.3 SPSS Syntax Method 184
9.5.4 SPSS Output 184
9.5.5 Results and Interpretation 188
9.5.5.1 Within-Subjects Effects 188
9.5.5.2 Between-Groups Effects 190
9.6 Example 4: GLM: Three-Factor Mixed Design (Two Between-
Groups Variables and One Within-Subjects Variable) 191
9.6.1 Data Entry Format 192
9.6.2 Windows Method 192
9.6.3 SPSS Syntax Method 200
9.6.4 SPSS Output 201
9.6.5 Results and Interpretation 211
9.6.5.1 Within-Subjects Effects 211
9.6.5.2 Between-Groups Effects 217
10. Correlation 219
10.1 Aim 219
10.2 Requirements 220
10.3 Assumptions 220
10.4 Example 1: Pearson Product Moment Correlation Coefficient... 220
10.4.1 Data Entry Format 221
10.4.2 Testing Assumptions 221
10.4.2.1 Windows Method 221
10.4.2.2 SPSS Syntax Method 224
10.4.2.3 Scatterplot 224
10.4.2.4 Interpretation 224
10.4.3 Windows Method: Pearson Product Moment
Correlation 224
10.4.4 SPSS Syntax Method: Pearson Product Moment
Correlation 227
10.4.5 SPSS Output 227
10.4.6 Results and Interpretation 227
10.5 Testing Statistical Significance between Two Correlation
Coefficients Obtainedfrom Two Samples 227
10.6 Example 2: Spearman Rank Order Correlation Coefficient 229
10.6.1 Windows Method 230
10.6.2 SPSS Syntax Method 231
10.6.3 SPSS Output 232
10.6.4 Results and Interpretation 232
Contents xi
11. Linear Regression 233
11.1 Aim 233
11.2 Requirements 233
11.3 Assumptions 234
11.4 Example: Linear Regression 234
11.4.1 Windows Method 234
11.4.2 SPSS Syntax Method 236
11.4.3 SPSS Output 237
11.4.4 Results and Interpretation 237
11.4.4.1 Prediction Equation 237
11.4.4.2 Evaluating the Strength of the Prediction
Equation 238
11.4.4.3 Identifying an Independent Relationship 238
12. Factor Analysis 239
12.1 Aim 239
12.1.1 Computation of the Correlation Matrix 240
12.1.2 Extraction of Initial Factors 240
12.1.2.1 Method of Extraction 240
12.1.2.2 Determining the Number of Factors to Be
Extracted 240
12.1.3 Rotation of Extracted Factors 242
12.1.4 Rotation Methods 242
12.1.5 Orthogonal (Varimax) versus Nonorthogonal(Oblique) Rotation 243
12.1.6 Number of Factor Analysis Runs 243
12.1.7 Interpreting Factors 244
12.2 Checklist of Requirements 244
12.3 Assumptions 244
12.3.1 Key Statistical Assumptions 244
12.3.2 Key Conceptual Assumptions 245
12.4 Factor Analysis: Example 1 245
12.4.1 Data Entry Format 246
12.4.2 Testing Assumptions 246
12.4.2.1 Normality 246
12.4.2.2 Sufficient Significant Correlations in Data
Matrix 247
12.4.3 Windows Method: Factor Analysis (First Run) 247
12.4.4 SPSS Syntax Method: Factor Analysis (First Run) 250
12.4.5 SPSS Output 251
12.4.6 Results and Interpretation 254
12.4.6.1 Correlation Matrix 254
12.4.6.2 Factor Analysis Output 255
Contents
12.4.6.3 Determining the Number of Factors UsingVelicer's Minimum Average Partial (MAP)Test and Parallel Analysis 255
12.4.6.4 Velicer's Minimum Average Partial (MAP) Test... 256
12.4.6.5 Parallel Analysis 259
12.4.7 Windows Method (Second Run) 262
12.4.8 SPSS Syntax Method (Second Run) 264
12.4.9 SPSS Output 264
12.4.10 Results and Interpretation 265
12.5 Factor Analysis: Example 2 266
12.5.1 Data Entry Format 267
12.5.2 Windows Method: Factor Analysis (First Run) 267
12.5.3 SPSS Syntax Method: Factor Analysis (First Run) 270
12.5.4 SPSS Output 271
12.5.5 Results and Interpretation 274
12.5.5.1 Correlation Matrix 274
12.5.5.2 Factor Analysis Output 275
12.5.5.3 Determining the Number of Factors UsingVelicer's Minimum Average Partial (MAP)Test and Parallel Analysis 275
12.5.5.4 Velicer's Minimum Average Partial
(MAP) Test 275
12.5.5.5 Parallel Analysis 278
12.5.6 Windows Method (Second Run) 281
12.5.7 SPSS Syntax Method (Second Run) 283
12.5.8 SPSS Output 283
12.5.9 Results and Interpretation 286
13. Reliability 287
13.1 Aim 287
13.1.1 External Consistency Procedures 287
13.1.2 Internal Consistency Procedures 287
13.2 Example: Reliability 288
13.2.1 Windows Method 288
13.2.2 SPSS Syntax Method 290
13.2.3 SPSS Output 291
13.2.4 Results and Interpretation 291
14. Multiple Regression 293
14.1 Aim 293
14.2 Multiple Regression Techniques 293
14.2.1 Standard Multiple Regression 293
14.2.2 Hierarchical Multiple Regression 294
14.2.3 Statistical (Stepwise) Regression 294
Contents xiii
14.3 Checklist of Requirements 295
14.4 Assumptions 296
14.5 Multicollinearity 296
14.5.1 Checking for Multicollinearity 297
14.6 Example 1: Prediction Equation and Identification of
Independent Relationships (Forward Entry of Predictor
Variables) 297
14.6.1 Data Entry Format 298
14.6.2 Windows Method: Computation of Factors 298
14.6.3 Testing Assumptions 300
14.6.4 Windows Method: Multiple Regression—Predicting the Level of Responsibility from the
Three Defense Strategies of PROVOKE, SELFDEF, and
INSANITY 300
14.6.5 SPSS Syntax Method 304
14.6.6 SPSS Output 304
14.6.7 Results and Interpretation 307
14.6.7.1 Testing Assumptions 307
14.6.7.2 Prediction Equation (Predicting the Level
Responsibility from the Three Defense
Strategies PROVOKE, SELFDEF, and
INSANITY) 307
14.6.7.3 Evaluating the Strength of the Prediction
Equation 308
14.6.7.4 Identifying Multicollinearity 308
14.6.7.5 Identifying Independent Relationships 308
14.7 Example 2: Hierarchical Regression 310
14.7.1 Windows Method 311
14.7.2 SPSS Syntax Method 313
14.7.3 SPSS Output 314
14.7.4 Results and Interpretation 315
14.8 Example 3: Path Analysis 317
14.8.1 Windows Method 318
14.8.2 SPSS Syntax Method 321
14.8.3 SPSS Output 322
14.8.4 Results and Interpretation 325
14.9 Example 4: Path Analysis—Test of Significance of the
Mediation Hypothesis 327
14.9.1 Bootstrapping 328
14.9.2 Steps in Testing the Mediation Hypothesis 329
14.9.3 SPSS Output 332
14.9.4 Results and Interpretation 332
14.9.4.1 Total Indirect Effect 332
14.9.4.2 Specific Indirect Effects 332
14.9.4.3 Pairwise Contrast of Indirect Effects 333
xiv Contents
15. Multiple Discriminant Analysis 335
15.1 Aim 335
15.2 Checklist of Requirements 335
15.3 Assumptions 336
15.4 Example 1: Two-Group Discriminant Analysis 337
15.4.1 Data Entry Format 338
15.4.2 Testing Assumptions 338
15.4.2.1 Multivariate Normality 338
15.4.2.2 Linearity 343
15.4.2.3 Univariate Outliers 346
15.4.2.4 Multivariate Outliers 350
15.4.2.5 Multicollinearity 352
15.4.2.6 Homogeneity of Variance-Covariance
Matrices 357
15.4.3 Two-Group Discriminant Analysis 357
15.4.3.1 Windows Method 357
15.4.3.2 SPSS Syntax Method 359
15.4.3.3 SPSS Output 359
15.4.3.4 Results and Interpretation 362
15.5 Example 2: Three-Group Discriminant Analysis 366
15.5.1 Three-Group Discriminant Analysis 366
15.5.1.1 Windows Method 366
15.5.1.2 SPSS Syntax Method 369
15.5.1.3 SPSS Output 369
15.5.1.4 Results and Interpretation 374
15.5.1.5 Evaluating Group Differences 375
15.5.1.6 Windows Method 375
15.5.1.7 SPSS Syntax Method 377
16. Logistic Regression 383
16.1 Aim 383
16.2 Checklist of Requirements 384
16.3 Assumptions 384
16.4 Example: Two-Group Logistic Regression 384
16.4.1 Windows Method 385
16.4.2 SPSS Syntax Method 387
16.4.3 SPSS Output 387
16.4.4 Results and Interpretation 389
16.4.4.1 Model Estimation 389
16.4.4.2 Assessing Overall Model Fit 390
16.4.4.3 Classification Matrix 391
16.4.4.4 Test of Relationships and Strengths amongthe Variables 391
16.4.4.5 Interpreting Odds Ratios 391
Contents xv
16.4.4.6 Predictions on the Basis of Probabilities
from Logistic Regression Coefficients 392
16.4.4.7 Summary of Probability Findings 393
17. Canonical Correlation Analysis 395
17.1 Aim 395
17.2 Checklist of Requirements 396
17.3 Assumptions 396
17.4 Key Terms in Canonical Correlation Analysis 397
17.5 An Example of Canonical Correlation Analysis 398
17.5.1 Data Entry Format 399
17.5.2 Testing Assumptions 400
17.5.2.1 Linearity 400
17.5.2.2 Multivariate Normality 402
17.5.2.3 Homoscedasticity 406
17.5.3 Example of Canonical Correlation Analysis 413
17.5.3.1 Windows Method 413
17.5.3.2 SPSS Syntax Method 413
17.5.3.3 SPSS Output 414
17.5.3.4 Results and Interpretation 416
18. Structural Equation Modeling 421
18.1 What Is Structural Equation Modeling (SEM)? 421
18.2 The Role of Theory in SEM 423
18.3 The Structural Equation Model 423
18.4 Goodness-of-Fit Criteria 424
18.4.1 Absolute Fit Measures 424
18.4.2 Incremental Fit Measures 426
18.4.3 Parsimonious Fit Measures 426
18.4.4 Note of Caution in the Use of Incremental Fit
Indices as "Rules of Thumb" 427
18.5 Model Assessment 428
18.6 Improving Model Fit 429
18.6.1 Modification Indices 429
18.6.2 Correlated Errors 429
18.7 Problems with Estimation 430
18.8 Checklist of Requirements 431
18.8.1 Item Parcels 432
18.9 Assumptions 433
18.10 Examples of Structural Equation Modeling 433
18.11 Example 1: Linear Regression with Observed Variables 434
18.11.1 Data Entry Format 435
18.11.2 Modeling in AMOS Graphics 435
18.11.3 Results and Interpretation 437
xvi Contents
18.11.3.1 Regression Weights, Standardized
Regression Weights, and Squared MultipleCorrelations 438
18.12 Example 2: Regression with Unobserved (Latent) Variables 440
18.12.1 Results and Interpretation 442
18.12.1.1 Regression Weights, Standardized
Regression Weights, and Squared MultipleCorrelations 443
18.12.1.2 Comparing the Latent-Construct Model
(Example 2) with the Observed-MeasurementModel (Example 1) 445
18.13 Example 3: Multi-Model Path Analysis with Latent Variables...446
18.13.1 Evaluation of the Measurement Model:
Confirmatory Factor Analysis (CFA) 446
18.13.2 Results and Interpretation 448
18.13.2.1 Regression Weights and Standardized
Regression Weights 449
18.13.2.2 Explained Variances and Residual
Variances 450
18.13.2.3 Modification Indices 450
18.13.3 The Modified Model 452
18.13.4 Comparing the Original (Default) Model against the
Modified Model 452
18.13.5 Multi-Model Analysis: Evaluation of the Direct Path
Model versus the Indirect Path Model 453
18.13.5.1 Defining the Direct and Indirect Models 456
18.13.5.2 Results and Interpretion 458
18.14 Example 4: Multi-Group Analysis 463
18.14.1 Multi-Group Confirmatory Factor Analysis 463
18.14.1.1 Conducting Multi-Group Modeling for
Males and Females: The Measurement
Model 464
18.14.1.2 Results and Interpretation 472
18.14.2 Multi-Group Path Analysis 478
18.14.2.1 Conducting Multi-Group Modeling for
Males and Females: The Path Model 479
18.14.2.2 Results and Interpretation 490
18.15 Example 5: Second-Order Confirmatory Factor (CFA)Analysis 499
18.15.1 Results and Interpretation 500
18.15.1.1 Regression Weights and Standardized
Regression Weights 500
18.15.1.2Explained Variances and Residual
Variances 502
18.15.1.3 Modification Indices 502
Contents xvii
19. Nonparametric Tests 507
19.1 Aim 507
19.2 Chi-Square (x2) Test for Single Variable Experiments 508
19.2.1 Assumptions 508
19.2.2 Example 1: Equal Expected Frequencies 508
19.2.2.1 Data Entry Format 508
19.2.2.2 Windows Method 509
19.2.2.3 SPSS Syntax Method 510
19.2.2.4 SPSS Output 510
19.2.2.5 Results and Interpretation 510
19.2.3 Example 2: Unequal Expected Frequencies 510
19.2.3.1 Windows Method 511
19.2.3.2 SPSS Syntax Method 512
19.2.3.3 SPSS Output 513
19.2.3.4 Results and Interpretation 513
19.3 Chi-Square (x2) Test of Independence between Two Variables.. 513
19.3.1 Assumptions 514
19.3.2 Windows Method 514
19.3.3 SPSS Syntax Method 516
19.3.4 SPSS Output 516
19.3.5 Results and Interpretation 517
19.4 Mann-Whitney U Test for Two Independent Samples 518
19.4.1 Assumptions 518
19.4.2 Data Entry Format 518
19.4.3 Windows Method 519
19.4.4 SPSS Syntax Method 520
19.4.5 SPSS Output 521
19.4.6 Results and Interpretation 521
19.5 Kruskal-Wallis Test for Several Independent Samples 521
19.5.1 Assumptions 522
19.5.2 Data Entry Format 522
19.5.3 Windows Method 522
19.5.4 SPSS Syntax Method 524
19.5.5 SPSS Output 524
19.5.6 Results and Interpretation 525
19.6 Wilcoxon Signed Rank Test for Two Related Samples 525
19.6.1 Assumptions 525
19.6.2 Data Entry Format 526
19.6.3 Windows Method 526
19.6.4 SPSS Syntax Method 527
19.6.5 SPSS Output 527
19.6.6 Results and Interpretation 527
19.7 Friedman Test for Several Related Samples 527
19.7.1 Assumption 528
19.7.2 Data Entry Format 528
xviii Contents
19.7.3 Windows Method 528
19.7.4 SPSS Syntax Method 529
19.7.5 SPSS Output 530
19.7.6 Results and Interpretation 530
Appendix: Summary of SPSS Syntax Files 531
Bibliography 543
Index 547