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