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IBM SPSS STATISTICS

Msc Biostatistics


Phd Mathematics



IBM SPSS STATISTICS

2


IBM SPSS STATISTICS


:
:

ISBN: 978-960-603-123-6

Copyright , 2015

Creative Commons -
- 3.0.
https://creativecommons.org/licenses/by-nc-nd/3.0/gr/



9, 15780
www.kallipos.gr

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4

......................................................................................................................... 5
- ................................................................................................. 14
............................................................................................................................................. 15
............................................................................................................................................ 16
1.......................................................................................................................................... 18
............................................................................................................................................................................... 18
................................................................................................................................................... 18
1.1 ..................................................................................................................................................................... 18
1.2 ................................................................................................................. 19
1.2.1 .................................................................................................................................................................. 19
1.2.2. ........................................................................................................................................................ 19
1.2.3. ........................................................................................................................ 20
1.2.4. ....................................................................................... 21
1.2.5. - ................................................... 23
1.2.6. - .............................................................................................................................. 25
1.3. ................................................................................................................................. 25
1.3.1 ............................................................................................................................................................... 25
1.3.2 ................................................................................................................................................................ 26
1.3.3 ..................................................................................................................... 26
........................................................................................................................................................................... 26
................................................................................................................................ 27
1.4 (-) .................................................................................................. 27
1.5 ..................................................................................................................................................... 27
1.6 ............................................................................................................................. 28
1.7 ............................................................................................................................................................ 29
1.7.1 ......................................................................................................................................................... 29
.................................................................................................................................................... 29
....................................................................................................................................................................... 30
1.7.2 ............................................................................................................................ 31
( ) .................................................................................................... 31
( ) ................................................................................................................. 32
....................................................................... 33
........................................ 34
........................................................ 34
1 .................................................................................................................................................................... 36

5
2 .................................................................................................................................................................... 37
1.7.3 .......................................................................................................................................... 39
1.7.3.1 ............................................................................................................................ 39
1.7.3.2 .................................................................................................................................. 42
1.8 ................................................................................................................................................... 43
1.8.1 .......................................................................................................................................................... 43
1.8.1.1 .................................................................................................... 43
1.8.1.2 .......................................................................................................................... 44
1.8.1.3 .......................................................................................................................................................... 44
1.8.1.4 ................................................................................................................................................... 45
1.8.1.5 ............................................................................................................... 46
1.8.2 ......................................................................................................................................... 46
1.8.2.1 ................................................................................................................................................... 46
1.8.2.2. ..................................................................................................... 47
1.8.2.3 ...................................................................................................... 47
1.8.2.4 ............................................................................................................................................. 47
1.8.2.5 ....................................................................................................... 48
1.8.3 ........................................................................................................................................ 48
1.8.3.1 ...................................................................................................................... 48
1.8.3.2 .............................................................................................................................. 48
1.8.3.3 - - ............................................................................................................................. 49
1.8.3.4 ............................................................................................................................................ 49
1.8.3.5 ...................................................................................................................... 50
1.8.3.6 ........................................................................................................................................................... 50
1.8.3.7 .......................................................................................................... 51
1.8.3.8 .................................................................................................................... 51
1.8.3.9 .................................................................................................................................. 51
1.8.4 .................................................................................................................... 52
1.8.4.1 .................................................................................................................... 52
1.8.4.2 ............................................................................................................ 53
............................................................................................................................ 54
................................................................................................................................................................. 54
...................................................................................................................................................................... 54

2.......................................................................................................................................... 56
............................................................................................................................................................................... 56
................................................................................................................................................... 56
2.1. .................................................................................................................................................................... 56
2.2.1 ...................................................................................................................................................... 56

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2.2.2 .................................................................................................................................... 58
1 ............................................................................................................................................................ 59
2 ............................................................................................................................................................ 65
....................................................................................................................................... 65
..................................................................................................................................................... 69
..................................................................................................................................... 71
..................................................................................................................................................... 73
2.2.3 ............................................................................................................ 75
2.2.4 .................................................................................................................................. 76
2.2.5 .......................................................................................................................... 76
2.2.6 ...................................................................................................................................... 76
2.2.7 ................................................................................................................................................. 76
2.2.8 .............................................................................................. 76
2.2.9 .......................................................................................................................................... 77
2.2.10 ............................................................................................................................................. 77
2.2.11 .......................................................................................... 78
2.2.12 ............................................................................................................................................ 78
2.2.13 .......................................................................................................................... 78
2.3 : ................................................. 79
2.3.1 ...................................................................................................................................... 79
............................................................................................................................................................ 79
........................................................................................................................................................... 80
2.3.2 ................................................................................................................... 80
1 () ................................................................................................................................................. 80
2 () ................................................................................................................................................. 80
1 () ................................................................................................................................................ 80
2 () ................................................................................................................................................ 80
3 () ................................................................................................................................................ 81
2.3.3 ...................................................................................................................... 81
.................................................................................................................................................................. 82
3 ............................................................................................................................................................ 82
............................................................................................................................................... 82
............................................................................................................................................. 83
................................................................................................................................................. 86
............................................................................................................................................. 88
...................................................................................................................................................................... 89
2.4 ............................................................................................................................................................ 89
2.4.1 ............................................................................................................................................................... 89

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2.4.2 ...................................................................................................................................... 90
2.4.3 ....................................................................................................................................................... 90
2.4.4 .............................................................................................................. 91
2.4.4.1 Exit-Polls ................................................................................................................................................................ 91
2.4.4.2 SMS................................................................................................................................... 92
2.4.5 .................................................................................................................. 92
............................................................................................................................ 93
................................................................................................................................................................. 93
...................................................................................................................................................................... 93

3.......................................................................................................................................... 95
............................................................................................................................................................................... 95
................................................................................................................................................... 95
3.1 SPSS............................................................................................................................................ 95
Data View .......................................................................................................................................................................... 96
Variable View .................................................................................................................................................................... 97
3.2 File.................................................................................................................................................................... 99
3.2.1 IBM SPSS ................................................................................................................ 99
.............................................................................................................................. 99
Excel ...................................................................................................................... 100
File > Open > Data .......................................................................................................................................................... 100
File > Save As .................................................................................................................................................................. 102
3.2.2 .................................................................................................................................... 102
............................................................................................................................................................. 102
..................................................................................................................................................................... 102
................................................................................................................................................................. 102
3.3 Edit................................................................................................................................................................. 103
3.4 View ............................................................................................................................................................... 103
3.5 Data ................................................................................................................................................................ 103
3.5.1 Sort Cases ............................................................................................................................................................... 103
3.5.2 Sort Variables......................................................................................................................................................... 104
3.5.3 Transpose................................................................................................................................................................ 105
3.5.4 Select Cases............................................................................................................................................................. 105
3.5.5 Merge Files ............................................................................................................................................................. 108
Merge > Add Cases ......................................................................................................................................................... 108
Merge > Add Variables .................................................................................................................................................. 109
3.5.6 Split File .................................................................................................................................................................. 112
3.5.7 Weight Cases .......................................................................................................................................................... 112
3.5.8 Restructure ............................................................................................................................................................. 113

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3.6 Transform ..................................................................................................................................................... 121
3.6.1 Recode ..................................................................................................................................................................... 121
Transform > Recode > Into Same Variable .................................................................................................................. 121
Old Values ....................................................................................................................................................................... 122
New Values ...................................................................................................................................................................... 122
Transform > Recode > Into Different Variable............................................................................................................ 123
3.6.2 Compute.................................................................................................................................................................. 124
3.6.3 Replace Missing Values ......................................................................................................................................... 125
................................................................................................................... 126
3.6.4 Random Number Generator ................................................................................................................................. 127
3.7 Analyze .......................................................................................................................................................... 127
.......................................................................................................................... 128
............................................................................................................................................................... 128
.................................................................................................................................................................... 128

4........................................................................................................................................ 129
............................................................................................................................................................................. 129
................................................................................................................................................. 129
4.1 .................................................................................................................................. 129
(Descriptive Statistics) ......................................................................................................... 129
......................................................................................................................................... 130
(population) ............................................................................................................................ 130
(Variable) ................................................................................................................................. 130
........................................................................................................................................................... 130
4.2 Frequencies ................................................................................................................................................................ 131
..................................................................................................................................................... 131
....................................................................................................................................................... 133
Percentile Values ............................................................................................................................................................. 134
Quartiles - ............................................................................................................................................... 134
Percentiles - ........................................................................................................................................... 135
Central Tendency............................................................................................................................................................ 135
Mean - ...................................................................................................................... 135
Median - .......................................................................................................................................................... 135
Mode - E .............................................................................................................................................. 135
Sum - .............................................................................................................................................................. 135
Dispersion ........................................................................................................................................................................ 136
Std. Deviation - ................................................................................................................................. 136
Variance - ................................................................................................................................................... 136
Range - ................................................................................................................................................................. 136

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S.E. Mean - ........................................................................................................................................... 136
Distribution ..................................................................................................................................................................... 136
Skewness - .......................................................................................................................... 137
Kurtosis - ................................................................................................................................ 137
4.3 Descriptives ............................................................................................................................................................... 139
4.4 Explore ....................................................................................................................................................................... 140
Trimmed Mean - ...................................................................................................................... 142
Confidence Interval for Mean - .................................................................... 142
4.5 Crosstabs ................................................................................................................................................................... 144
Count................................................................................................................................................................................ 145
Percentages ...................................................................................................................................................................... 146
Residuals .......................................................................................................................................................................... 146
4.6 Correlate .................................................................................................................................................................... 147
Correlation Coefficients ................................................................................................................................................. 148
Test of Significance ......................................................................................................................................................... 149
.................................................................................................................................................... 149
............................................................................................................................................. 150
4.7 Multiple Response ..................................................................................................................................................... 152
4.7.1 Analyze > Multiple Response > Define Multiple Response Sets ........................................................................ 152
4.7.2 Analyze > Multiple Response > Frequencies ....................................................................................................... 153
4.7.3 Analyze > Multiple Response > CrossTabs ......................................................................................................... 154
4.8 Graphs ....................................................................................................................................................................... 155
4.9 - Bar Charts .................................................................................................................................. 156
Simple .............................................................................................................................................................................. 157
Clustered.......................................................................................................................................................................... 159
4.10 - Line ...................................................................................................................................................... 159
Simple .............................................................................................................................................................................. 160
Multiple............................................................................................................................................................................ 162
4.11 - Area...................................................................................................................................... 163
Simple .............................................................................................................................................................................. 163
4. 12 () - Pie .............................................................................................................................. 165
4.13 High - Low ............................................................................................................................................................... 167
Simple .............................................................................................................................................................................. 168
Clustered.......................................................................................................................................................................... 169
4.14 BoxPlots ............................................................................................... 170
Simple .............................................................................................................................................................................. 171
Clustered.......................................................................................................................................................................... 172
4.15 - Scatter/ Dot ........................................................................................................................................ 173

10
Simple .............................................................................................................................................................................. 174
Matrix Scatter ................................................................................................................................................................. 175
4.16 - Histogram .................................................................................................................................... 176
.......................................................................................................................... 178
...................................................................................................................... Error! Bookmark not defined.
........................................................................................................................... Error! Bookmark not defined.

5........................................................................................................................................ 179
............................................................................................................................................................................. 179
................................................................................................................................................. 179
5.1 ................................................................................................................................................................... 179
5.2 .................................................................................................................................. 179
5.3 .......................................................................................................................... 181
5.3.1 ......................................................................................................................................................... 181
5.3.2 P-P Plots.................................................................................................................................................................. 181
5.3.3 Q-Q Plots ................................................................................................................................................................ 183
5.4 ...................................................................................................................... 184
5.4.1 One-Sample Kolmogorov-Smirnov (K-S) Test .................................................................................................... 184
: .............................................................................................................................................. 184
5.4.2 Shapiro-Wilk est .................................................................................................................................................. 186
................................................................................. Error! Bookmark not defined.
...................................................................................................................... Error! Bookmark not defined.
........................................................................................................................... Error! Bookmark not defined.

6........................................................................................................................................ 189
............................................................................................................................................................................. 189
................................................................................................................................................. 189
6.1 T-Test .................................................................................................... 189
..................................................................................................................................... 190
6.2 T-test .......................................................... 191
6.3 Mann-Whitney U ...................................................................................................................................................... 193
6.4 T-test ...................................................... 196
6.5 Wilcoxon .................................................................................................................................................................... 198
6.6 Means ......................................................................................................................................................................... 200
6.7 One-Way ANOVA ......................................................................................................... 201
......................................................................................................................................................................... 201
..................................................................................................................................................... 202
Tukey Test ....................................................................................................................................................................... 206
......................................................................................................................................................................... 206
6.8 Kruskall-Wallis H ..................................................................................................................................................... 209

11
6.9 Two-Way ANOVA for Independent Samples ........................................................................................................ 212
..................................................................................................................................................... 212
......................................................................................................................................................................... 212
..................................................................................................................................................................... 213
6.10 Friedman ................................................................................................................................................................. 219
6.11 X2-test ....................................................................................................................................................................... 222
...................................................................................................................... 225
.......................................................................................................................................................................... 226
6.12 Mc Nemar test ......................................................................................................................................................... 227
6.13 : Crosstabs > Cell ................................................................................................................................ 229
(Counts) ....................................................................................................................................................... 229
(Percentages) ................................................................................................................................................... 229
(Residuals)...................................................................................................................................................... 230
6.14 : Crosstabs > Statistics ....................................................................................................................... 231
.......................................................................................................................... 234
............................................................................................................................................................... 234
.................................................................................................................................................................... 234

7........................................................................................................................................ 235
............................................................................................................................................................................. 235
................................................................................................................................................. 235
7.1 (Linear Regression) ................................................................... 235
.............................................................................................................................. 240
F- (overall F-test) ......................................................................... 242
Partial F-tests (variables-added-in-order Type I F-tests) ........................................................................................ 243
Variables-added-last Type III F-tests ........................................................................................................................ 244
........................................................................................................... 244
......................................................................... 246
......................................................................................................................................................................... 248
SPSS ............................................................................................................................. 257
Regression Equation ....................................................................................................................................................... 258
........................................................................................................................................................ 259
........................................................... 262
........................................................................................................................... 262
................................................................................................................................... 262
7.2 (Logistic Regression) .................................................................................................... 263
............................................................................................................................................................. 267
ROC Curve ...................................................................................................................................................................... 272
.......................................................................................................................... 275

12
............................................................................................................................................................... 275
.................................................................................................................................................................... 275

....................................................................................................................................... 276

13
-

ANOVA Analysis of Variance

APA American Psychological Association

FPR False Positive Rate

IBM International Business Machines Corporation

IEEE Institute of Electrical and Electronics Engineers

ISBN International Standard Book Number

MLA Modern Language Association

NPV Negative Predictive Value

OR Odds Ratio

PDF Portable Document Format

PPV Positive Predictive Value

ROC Receiver Operating Characteristic

SPSS Statistical Package for the Social Sciences

TPR True Positive Rate

VIF Variance Inflation Factor

XHTML eXtensible HyperText Markup Language

XML EXtensible Markup Language

14


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32
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35
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2 1 12,706 30,80242 948,7893 25,412 645,7697
3 2 4,303 10,43152 108,8165 8,606 74,06324
4 3 3,182 7,713939 59,50486 6,364 40,5005
5 4 2,776 6,729697 45,28882 5,552 30,8247
6 5 2,571 6,232727 38,84689 5,142 26,44016
7 6 2,447 5,932121 35,19006 4,894 23,95124
8 7 2,365 5,733333 32,87111 4,73 22,3729
9 8 2,306 5,590303 31,25149 4,612 21,27054
10 9 2,262 5,483636 30,07027 4,524 20,46658
11 10 2,228 5,401212 29,17309 4,456 19,85594
12 11 2,201 5,335758 28,47031 4,402 19,3776
13 12 2,179 5,282424 27,90401 4,358 18,99216
14 13 2,160 5,236364 27,4195 4,32 18,6624
15 14 2,145 5,2 27,04 4,29 18,4041
16 15 2,131 5,166061 26,68818 4,262 18,16464
17 16 2,12 5,139394 26,41337 4,24 17,9776
18 17 2,11 5,115152 26,16478 4,22 17,8084
19 18 2,101 5,093333 25,94204 4,202 17,6568
20 19 2,093 5,073939 25,74486 4,186 17,5226
21 20 2,086 5,05697 25,57294 4,172 17,40558
22 21 2,08 5,042424 25,42604 4,16 17,3056
23 22 2,074 5,027879 25,27957 4,148 17,2059
24 23 2,069 5,015758 25,15782 4,138 17,12304
25 24 2,064 5,003636 25,03638 4,128 17,04038
26 25 2,06 4,993939 24,93943 4,12 16,9744
27 26 2,056 4,984242 24,84267 4,112 16,90854
28 27 2,052 4,974545 24,7461 4,104 16,84282
29 28 2,048 4,964848 24,64972 4,096 16,77722
30 29 2,045 4,957576 24,57756 4,09 16,7281
1.1: n

6
( (6-6,232727),
5 ( 5-5, 552).
s=200
, ( k = 0,1 ,
d = 200).

36
2

.
.
.
/ X1 X2 X3 X4 X5
1 234 237 228 237 222
2 239 222 231 232 234
3 231 243 240 243 218
4 235 234 257 244 245
5 236 236 255 241 221
6 230 237 236 229 222
1.2: 2

1.3: ( )

1.4: ( )

37
1.5: ()

:

x 234,1667 234,8333 241,1667 237,6667 222,0000
3,311596 6,968979 12,22157 6,121002 6,480741

1.3:

:
sx = 2
1.21

s2
n= 2
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nA n n n n
2,7416667 12,14167 37,34167 9,366667 10,5000

1.4:

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:

s2
n=
x 2 C2
1.23

5:

nA n n n n
1,9999747 8,806814 25,68143 6,632977 8,522036

1.5:

38
(d = 5),
:

2
=n Z 2
1 2
d2
1.24

6:

nA n n n n
1,6851819 7,462948 22,95228 5,757278 6,453888

1.6:

(2% ,
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7:
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1,9207757 8,458064 24,66444 6,370311 8,184563

1.7:

8:

4 5 6 7

nA 2,7416667 1,9999747 1,6851819 1,9207757


n 12,14167 8,806814 7,462948 8,458064
n 37,34167 25,68143 22,95228 24,66444
n 9,366667 6,632977 5,757278 6,370311
n 10,5000 8,522036 6,453888 8,184563

1.8:

1.7.3

1.7.3.1

, .
.
:
(convenience sampling):
,

39
. ,
.

.

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.

.

1.7.3.2.
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,
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65% 35%.
18% , 16% , 15%
, 15% , 36% .

40


18%
16%
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15%
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65% 35% 100%

1.9:



65%18% = 11,7% 6,3% 18%
10,40% 5,6% 16%
9,75% 5,25% 15%
9,75% 5,25% 15%
23,4% 12,6% 36%
65% 35% 100%

1.10:

1.000 -
:



117 63 180
104 56 160
97,5 52,5 150
97,5 52,5 150
234 126 360
650 350 1000

1.11:

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41
1.7.3.2
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=
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42
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44

95%
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47
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50
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51
1.8.4
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.
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52
1.8.4.2
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.
, .. e-mails
..

53

. 15 , 2015
http://www.fhw.gr/chronos/02/crete/gr/artsandtechnology/fayence.html
, . (1955). . : .
, . & , . (2002). . :

, . (1994). . : .
, . . & , . (2011). .
: .
, . (1987). : , ,
() 4, . 127-145.
, . (2004). . : Interbooks.
Babbie, E. (2011). . : ..
Creswell, J. W. (2012). . ,
. :
Grawitz, M. (2006). , , : .
.
Losee, J. (1993). . . : .
Mason, J. (2003). . : : .
Hawkes, J. & Wooley L. (1963) , : .

Babbie, E. (2007). The practice of social research. Thomson Wadsworth. Belmont, CA.
Begon, M. (1979). Investigating animal abundance: capture-recapture for biologists. Edward Arnold
(Publishers) Ltd.
Campbell, D. T., Stanley, J. C. & Gage, N. L. (1963). Experimental and quasi-experimental designs for
research (No. 04; Q175, C3.). Boston: Houghton Mifflin.
Cook, T. D., Campbell, D.T. & Day, A. (1979). Quasi-experimentation: Design & analysis issues for field
settings (Vol. 351). Boston: Houghton Mifflin.
Gagnon, Y. C. (2010). The case study as research method. PUQ.
Govindarajulu, Z. (1999). Elements of sampling theory and methods. Prentice Hall.
Krebs, C. J. (1999). Ecological methodology (Vol. 620). Menlo Park, California: Benjamin/Cummings.
Krueger, R. A. (1997). Analyzing and reporting focus group results (Vol. 6). Sage publications.
Morgan, D. L. (1993). Successful focus groups: Advancing the state of the art (Vol. 156). Sage Publications.
Rubin, H. J. & Rubin, I. S. (2011). Qualitative interviewing: The art of hearing data. Sage.
Seber, G. A. F. (1982). The estimation of animal abundance and related parameters. London: Griffin.
Snedecor, G. W. & Cochran, W. G. (1956). Statistical Methods. Iowa State College Press.
Suchting, W. (2006). Epistemology. Historical Materialism, 14(3), pp. 331-345.

54
Webb, E. J., Campbell, D. T., Schwartz, R. D. & Sechrest, L. (1966). Unobtrusive measures: Nonreactive
research in the social sciences (Vol. 111). Chicago: Rand McNally.

55
2


.
,

.
.


.
(
).
, E. Babbie, D. Morgan, M. Grawitz (.
) R. Alvarez et.al G. ichelat
J.P. Thomas .
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2.4.4.1 Exit-Polls
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.

.

.
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92

, . - , . . (2006). :
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.

Babbie, E. (2007). The practice of social research Thomson Wadsworth. Belmont, CA.
Grmy, J. P. (1993). Questions et rponses: quelques rsultats sur les effets de la formulation des questions
dans les sondages. Socits contemporaines, 16(1), 165-176.
Grunberg, G., Mayer, N., & Sniderman, P. M. (2002). La dmocratie l'preuve: une nouvelle approche de
l'opinion des Franais. Les Presses de Sciences Po.
Livne, A., Simmons, M. P., Adar, E. & Adamic, L. A. (2011). The Party Is Over Here: Structure and Content
in the 2010 Election. ICWSM, 11, pp. 17-21.
Metaxas, P. T., Mustafaraj, E. & Gayo-Avello, D. (2011). How (not) to predict elections. In Privacy, Security,
Risk and Trust (PASSAT) and 2011 IEEE Third Inernational Conference on Social Computing
(SocialCom), 2011 IEEE Third International Conference on (pp. 165-171). IEEE.
Michelat, G. & Thomas, J. P. H. (1966). Dimensions du nationalisme: enqute par questionnaire (1962) (Vol.
143). Presses de la Fondation nationale des sciences politiques.
Michelat, G. & Simon, M. (1977). Classe, religion et comportement politique. Presses de Sciences Po.
Morgan, D. L. (1993). Successful focus groups: Advancing the state of the art (Vol. 156). Sage Publications.
Mustafaraj, E. & Metaxas, P. T. (2010). From obscurity to prominence in minutes: Political speech and real-
time search.
Mustafaraj, E., Finn, S., Whitlock, C. & Metaxas, P. T. (2011). Vocal minority versus silent majority:
Discovering the opionions of the long tail. In Privacy, Security, Risk and Trust (PASSAT) and 2011
IEEE Third Inernational Conference on Social Computing (SocialCom), 2011 IEEE Third
International Conference on (pp. 103-110). IEEE.
O'Connor, B., Balasubramanyan, R., Routledge, B. R. & Smith, N. A. (2010). From Tweets to Polls: Linking
Text Sentiment to Public Opinion Time Series. ICWSM, 11(pp. 122-129), 1-2.
Rivire, E. & Martelli-Bangas, D. (2002). Chapitre 10. Pour un usage apais des sondages. Acadmique, pp.
293-309.

93
Visser, P. S., Krosnick, J. A., Marquette, J. & Curtin, M. (1996). Mail surveys for election forecasting? An
evaluation of the Columbus Dispatch poll. Public Opinion Quarterly, 60(2), pp. 181-227.

94
3

IBM SPSS

SPSS
Run the Tutorial, Type in data, Run an existing query, Create new query using Database Wizard
Data View Variable View. File
Data, Syntax, Output Script. IBM SPSS
( Excel)
. Edit View Data Sort Variables,
Transpose, Select Cases, Merge Files ( ), Split File
( ), Weight Cases (
), Restructure (
), Recode (
), Compute (
() ), Replace Missing Values ( ).


.
.
SPSS
D. Howitt, D. Cramer, Carver Nash, Coakes Steed, Field, Huber Norousis.

3.1 SPSS
. 3.1.
.sav Open an existing data
source OK.

Open another type of file OK.
,
, Cancel.

95
3.1: SPSS

:
Run the Tutorial - .
Type in data - .
Run an existing query - .
Create new query using Database Wizard -
Database Wizard.
Cancel 3.2 editor
Excel .
H (menu) ,
() Data View Variable View .

Data View
,
()
( . IBM SPSS).

96
3.1: SPSS

Variable View
Data View,
. , ,
(.. VAR00001), E
3.4. ,
Variable View.

.3.3: Variable View

97

,
.
,
Name

. .
Label.

.
Numeric,
Type
String.
Date.

Width
.

Decimals
.
Label () .
, .
. ,
Values (sex) 1- 2- ,
1 & 2 Value
Value Label .

.

99 999 .
Missing ( ),
.
, .. ,
( )
Missing System.

Columns
Data View.

Align
.
.
:
Measure Scale - ,
Nominal - ,
Ordinal - .

3.1:

.
, Copy, ,
Paste, , Clear , Insert New Variable.
(), ,
SPSS.

98
3.2 File
, , New,
, Open Open Database, , Save Save As, , Print,
Display Data File Information ..
, New,
, :
Data: .
Syntax: .

, .

SPSS ,
OK, PASTE Syntax,
.
Output: .
(
, ),
. ,
.
Script:
, Basic Python,
SPSS.

.

3.2.1 IBM SPSS


SPSS,
.
:
1. ,
2. .
Excel.



SPSS.
/ .
, .
, Data > Transpose,
.

99
3.2: SPSS

,
.
, ,

SPSS. , :
1. .
2. .
3. ,
.

Excel
:

File > Open > Data

3.3:

,
, .. Excel .xls, .xlsx.

100
Open, Worksheet
, xcel
.

3.4:

3.5:

, OK, SPSS.

101
3.6: Data View

File > Save As


,
File > Save As, .
,
File > Save.

3.2.2


, ,

.
.

, ,
, Q001, Q002
... , , , Label Variable
View.

, , ,
, ,
, .
, 1 - 2 - .
1 2, .
,
, String / Text ,

102
, ( )
( ).
,
, ,
.

3.3 Edit
, Undo, , Copy, , Cut, ,
Paste, , Insert Variable.
,
.

3.4 View
Data Editor, .
.

Status Bar, Data Editor,
Fonts, Values Labels.
,
.
.

3.5 Data
,
Select Cases, Sort Cases, Split File
Merge Files.
, :

3.5.1 Sort Cases


Data > Sort Cases,
() .

,
Ascending Descending.
OK.

103
3.7: Sort Cases

3.5.2 Sort Variables


Data > Sort Variables,
.

, , ..

3.8: Sort Variables

Ascending
Descending. OK.

104
3.5.3 Transpose
Data > Transpose,
( ) () .
.

, .. , Excel.
,
, ( ).

3.9: Transpose

OK.

3.5.4 Select Cases



, .
: Data > Select Cases.
:
All Cases: .
,
.
If condition is satisfied: .
Transform > Compute
, Function
Group , .
, , , .

105

3.10: Select Cases


3.11: Menu Data > Select Cases > If condition is satisfied

Random samples of cases:


. (Approximately)
, .. 10% , (Exactly)
.
,
,

106

.

3.12: Random samples of cases

OK.

, :
1. Data View .
,
.

3.13:

2. Variable View
filter_$,
.

107
3.14:

Data > Select Cases > All Cases,


filter_$ Clear Variable View.

3.5.5 Merge Files


Data > Merge
,
.
.
:
Merge > Add Cases - ,
,
.
Merge > Add Variables -
,
.

Merge > Add Cases


.
An open dataset,
An external PASW Statistics data file.

108
3.15: Merge > Add Cases > Step 1

Variables in New Active Dataset


.

3.16: Merge > Add Cases > Step 2

Merge > Add Variables


,
. An open dataset
An external PASW Statistics data file.

109
3.17: Merge > Add Variables > Step 1

:
Excluded Variables:
.
New Active Dataset: .
Key Variables: Match cases on key
variables in sorted files - (ID)
( ).
(
) :
1. ,
2. (. Sort Cases).

.

3.18:

3.19:

110
3.20: Merge > Add Variables > Step 2

sex, age, education,


, .
ID,
.
.

3.21: Merge

111
3.5.6 Split File
Data > Split File,
Merge, . .
Compare Groups
.
Groups Based n,
...

3.22: Split File

Select Cases,

Sort Cases.
OK.

3.5.7 Weight Cases


Data > Weight Cases,
.
(replications)
.
,
(.. ).
,
. , 100
( ),
, , .
0 , 1 ...

1 22 .

112
3.23:

Frequency Variable .

3.24: Weight Cases

OK.

3.5.8 Restructure
Data > Restructure,
, .
ranspose, ,
.

, .
, .
, . 3.27:

113
3.25: Wide Format

time1, 2, 3
( ). /
:
Data > Restructure > Restructure selected variables into cases.
Wide Long Format.
Data > Restructure > Restructure selected cases into variables.
Long Wide Format.
,
.
, :
GLM Repeated Measures
Paired Sample T- test
2 Repeated Samples
k - Repeated Samples
.
, ,
(long)
, .


.
,
.
7 .

114
1 7
,
. (. ) Wide
:
Data > Restructure > Restructure selected variables into cases Next.

3.26: . 1 7

2 7
. (.
) time1, time 2, time 3
.
, One. More than one
.

115
3.27: . 2 7

3 7
. Case Group Identification
.
Subject, Label.
Target Variable ,
, Time1, Time2, Time3.
Fixed Variable(s)
( sex,age), . .

116
3.28: . 3 7

4 7
- (Indexes),
. (..
Repeated Measurement Analysis) .
, .
,
-.

117
3.29: -. 4 7

5 7
, -.
sequential numbers
variable name.
Edit the Index Variable Name and Label
-.
6 7
(Options)
Handling of Variables not Selected,
System Missing, Create Count Variable
.

118
3.30: -. 5 7

3.31: . 6 7

119
7 7
Finish. ,
.

3.32: . 7 7

3.33:

120
3.34: . long format

3.6 Transform
,
.
:

3.6.1 Recode
Transform > Recode,
.
:
Transform > Recode > Into Same Variable -
.
Transform > Recode > Into Different Variable -
,
.

Transform > Recode > Into Same Variable


Numeric Variables
, Old and New Values
.

121
3.35: Recode Into Same Variables

3.36: Old and New Values

,
.
Old & New Values, :

Old Values
, ,
.
, .

New Values

.

122
Add Old > New,
Change Remove .
.

Transform > Recode > Into Different Variable


,
. ,

Output Variable Name Label, Change
.

3.37: Recode into Different Variables

,
, If (optional case
selection condition) If cases.
Compute
. Function Group.

123
3.38: If cases


,
. , 1 - 5 ( Likert)
-1, -0,5, 0, +0,5, +1,

.

3.6.2 Compute
Transform > Compute,
() .
Target Variable ,
Numeric Expression ( )
.
, ..
GHz MHz,
.
Function Group.

124
3.39: Compute


. Numeric
Expression : 2015-brthyear, brthyear .

3.6.3 Replace Missing Values


Transform > Replace Missing Values,
, ,
.
, .
,
(Warning) ,
, .

( )

. .

125
3.40: Replace Missing Values


( ) , value labels (
).
New Variable
Method .


:
Mean:
.
Mean or nearby points:
.
( )
span of nearby points.

.
Median or nearby points:
.
( )
span of nearby points.

.
Linear Interpolation:
,
. ,
.
Linear Trend at point:
.
.

.

126
3.6.4 Random Number Generator
Transform > Random Number Generators,
() .
Active Generator, Active
Generator Initialization Set Starting Point . O
Value Fixed Values
.

3.41: Random Number Generators

3.7 Analyze
,
.
.

127

Howitt, D., Cramer, D. (: . ) (2011). SPSS 16.0. :


.

Carver, R. & Nash, J. (2011). Doing Data Analysis with SPSS: Version 18.0. 5th Edition Easton Cengage
Learning.
Coakes, S. J. & Steed, L. G. (1999). SPSS: Analysis without anguish: Versions 7.0, 7.5, 8.0 for Windows.
Bresbane: Jacaranda Wiley.
Field, A. (2013). Discovering statistics using IBM SPSS statistics. London:Sage.
Huber, P. J. (1973). Robust regression: asymptotics, conjectures and Monte Carlo. The Annals of Statistics,
pp. 799-821.
Marques de Sa, J. P. (2007). Applied Statistics Using SPSS. STATISTICA, MATLAB and R, 2nd Edition, Porto:
Universitado de Porto
Norusis Marija, J. (2002). SPSS 11.0 Guide to data analysis. Upper Saddle River New Jersey: Prentice Hall.

128
4

,
.
SPSS Descriptive Statistics > Frequencies, Descriptive Statistics > Descriptives,
Descriptive Statistics > Explore, Descriptive Statistics > Crosstabs.
, Trimmed
Mean - Confidence Interval for Mean - .
,
( Correlate). Multiple
Response (Analyze > Multiple Response > Define Multiple Response Sets).
Graphs. Bar Charts (Simple
Clustered), Line ( Simple Multiple) Area,
Pie, - High - Low ( Simple Clustered)
BoxPlots ( Simple Clustered), Scatter/ Dot ( Simple Matrix
Scatter) , Histogram.



( ).
3.

4.1
(Statistic) (), ,
.
:
.
/ (..
Excel) (.. SPSS, STATA, SAS, R, SPlus, Minitab .).
,
.
[.. (linear
regression)].
,
(Descriptive Statistics), ,
(Inferential Statistics), .

(Descriptive Statistics)
.

. (, ),

129
(, , ..), ( ,
).

(population)

. .
, .
.

(Variable)
,
(variable). (),
, , ..

().
( ) (observations)
. .
.
(.. = 75kg) (.. = ).


.
(quantitative) (qualitative)
.
(continues)
(discrete) .
, , (.. , ).
, (..
).
(nominal) (ordinal).
,
[.. , (,
, , , )].

(.. , ).
,
.
:

130


-
(.. , ).

- , , ()
(..
- ).

, , ,
- (..
, , ).

4.1:

SPSS ,
, :
Descriptive Statistics > Frequencies,
Descriptive Statistics > Descriptives,
Descriptive Statistics > Explore,
Descriptive Statistics > Crosstabs,
Tables,
Correlate,
Multiple Response,
Graphs.

4.2 Frequencies
Analyze > Descriptive Statistics > Frequencies,
.
,
, .


. (frequency
distributions) .
.
, (nominal) (ordinal),
.
.
(one-way table).
Analyze > Descriptive Statistics > Crosstabs,
.

Display frequency tables,
.

131

, ,
Descriptives, Explore.

4.42: To menu Frequencies

Variable(s) ()
. Charts Pie
Chart Bar Chart. .
. Chart Values
Frequencies Percentages .
,
:

4.43:

() .

132
() (Frequency) , .
xi.
(Relative Frequency) fi xi,
n . H
Percent (fi%).

. n
(valid)
.
.
(cumulative percent), .
xi . ,
11,1%
44 , 22,2% 59 , , 77,8% 74 , ...


Analyze > Descriptive Statistics >
Frequencies, .
Display frequency tables.

4.44: To menu Frequencies

Statistics ,
Charts Histograms
With normal curve
.

133
4.45: To menu Frequencies - Statistics

Statistics :

Percentile Values

. (location measures)
.

Quartiles -

, 25%
. :
(first quartile), Q1,
25%
.
(second quartile), Q2,
50%
. , .
(third quartile), Q3,
75%
.
H , n
.
n +1
Q1 =
4
4.1

2(n + 1)
Q2 =
4

134
4.2

3(n + 1)
Q3 =
4
4.3

Percentiles -

100 . 25
25% 75%, 50
, ...
k- k% (100 -
k)%. , ,
Cut
points for n equal groups. n = 4 .
, Percentile(s) (.
5, 10 ...)
Add.

Central Tendency

. (central tendency measures)
, . SPSS
.

Mean -
n
:
n

x i
x= i =1

n
4.4

Median -
n
, n , ()
n .

Mode - E
.

Sum -
.

135
Dispersion

. (measures of variability)
, , ).

Std. Deviation -
.

s = S2
4.5

Variance -


n

(x x )
i
2

S2 = i =1

n
4.6

Range -
Minimum Maximum ,
:
=R X max X min
4.7

S.E. Mean -
.
s
s.e =
n
4.8

Distribution
, .
(measures of skewness) (kurtosis measures).
,
.

136
Skewness -
:
n

z 3
i
1 = i =1

n
4.9

:
xi x
zi =
s
4.10

.
:
1 = 0, ,
1 < 0, ,
1 > 0, .

4.46:

Kurtosis -
.
, .
n

z 4
i
2 = i =1

n
4.11

137
2 = 3, ,
2 < 3, ,
2 > 3, .

4.47:

,
.
H Values are group midpoints
( Age
4.2, 40-44
42,5 ( ), ...]. ,
(interpolation).

4.48: Frequencies

138
4.3 Descriptives
Analyze > Descriptive Statistics > Descriptives,
.
Explore .

4.49: To menu Descriptives


Variable(s). Save standardized values as variables
,
, :
xi x
zi =
s
4.12

,
.
N(0,1) . ,
, ,
.
Options
, , , ,
.
,
Display Order
Variable(s), Alphabetic,
Ascending Means, Descending
Means.

139
4.50: To menu Descriptives - Options

Frequencies
,
.

4.51: Descriptives

4.4 Explore
Analyze > Descriptive Statistics > Explore,
.
Descriptives, ,
, ,
Shapiro-Wilks Kolmogorov-Smirnov,
(Factors), Box - Plot, Stem &
Leaf plots.
:

140
4.52: To menu Explore

Dependent List , Factor List


( )
. , .
Display Output
Statistics, Plots Both.
Statistics Descriptives
Confidence Interval for Mean .

4.53: To menu Explore - Statistics

:
95% .. ,
,
,
,
,

,
.

141
Trimmed Mean -
5%
5% . 90%
(trimmed) ,
(outliers).
.

Confidence Interval for Mean -


(1-a)% .. :
s s
( x tn 1,a , x + tn 1,a )
n n
4.13

a = 5% 95% ,
( ) .
, , 5 5
() Outliers, Percentiles,
.
Plots
Box - Plot, Stem - and - leaf Stem - and - leaf Histogram
Q - Q Plots Normality plots with tests (
, . ).
Normality plots with tests
Shapiro-Wilks Kolmogorov-Smirnov,
.

4.54: To menu Explore - Plots

142
Options , :
Exclude cases listwise,
( dependents), ( Factors)
.
..
,
.
Exclude cases pairwise,
, .
Report values, .

4.55: To menu Explore - Options

Explore.

4.56: - - Explore.

4.57: - - Explore

143
4.58: - - Explore

4.59: - - Explore

4.5 Crosstabs
Analyze > Descriptive Statistics > Crosstabs,

.
,
,
.
.

144
4.60: To menu Crosstabs

Display clustered bar charts


,
Suppress tables .
!
Row(s) Column(s) ,
, .
.

4.61: To menu Crosstabs - Cell Display

Cells ..
, . :

Count
Observed:
.
Expected:
.

145
Percentages
Row: % .
Column: % .
Total: %
.

Residuals
Unstandardized:
.
Standardized:
.
Adjusted standardized: .
2 ,
, 0
1. 1,96 (
2,0)
, ,
0,05. -2,0

.
,
2 .
2x2,
, 2 .
Noninteger Weights:
. ,
,
.
( 1,25),
.
Statistics
.
.
OK :

146
4.62: Crosstabs


, .
100% ,
100% ,
100% .

4.6 Correlate
Analyze > Correlate > Bivariate,
.
(r) Pearson () Spearman ( ).
( ),
,
-1, 1, :
p = 1=> ,
p = -1=> ,
p = 0=> .
(, )
Scatter plots, . .
Variables (
) .

147
4.63: menu Bivariate Correlations

Correlation Coefficients
r - Pearson -
. :
Cov( x, y )
p=
Var ( x)Var ( y )
4.14

:
Cov( x, y ) = E ( x x )( y y )
4.15

,
:
n

( x x )( y y )
i i
r= i =1
n n

=i 1 =i 1
( xi x )2 ( y y)
i
2

4.16

r - Spearman - .
Pearson,
xi yi ,
(ranks - ) , .
:

148
n

(x ri x )( yr i y )
r= i =1
n n

=i 1 =i 1
( xr i x )2 (y ri y )2

4.17

:
n
6 d i 2
rs = 1 i =1

n(n 1)
2

4.18

, di (ranks - ) xi yi.

Test of Significance


p r,
, ,
:
Ho : p = 0
H1 : p 0
4.19

:
r
t=
1 r2
n2
4.20

1 r2
Var (r ) =
n2
4.21

| t |> ta /2;n
4.22

149

, .
:
H o : ps = 0
H 1 : ps 0
4.23

:
rs
t=
1 rs 2
n2
4.24

1 rs 2
Var (r ) =
n2
4.25

| t |> ta /2;n
4.26

Two -
tailed One - tailed.
,
, .
Flag significant correlations, ,
.. = 5%, ,
.. = 1% ,
.

4.64: menu Bivariate Correlations - Options

150
Options Statistics
Pearson:
Means and standard deviations -
( ) .
.
Cross-product deviations and covariances -
. cross-product
( - mean
corrected), . r.
cross-product
N-1.
Missing Values
.
Exclude cases pairwise -

.
Exclude cases listwise -

.
OK,
, ,
. ( 24)
Variables.
1, 1.
, (r = 0,413),
p-value ( ) (p-value =
0,126 - ),
. ,
.
.

4.65: Correlate

151
4.7 Multiple Response
Analyze > Multiple Response,

.

. -
, 1 0 .

;, :
,
/ projector,
,
.
, ,
, .

4.66:
;

, Multiple Responses.

4.7.1 Analyze > Multiple Response > Define Multiple Response Sets
. Variables in Set
() .
Variables are coded Dichotomies
(1 - ).

152
( )
. Categories Range.
Multiple Response Sets,
Name.

4.67: To menu Multiple Response> Define Multiple Response Sets

4.7.2 Analyze > Multiple Response > Frequencies


,
.
Analyze > Multiple Response > Frequencies,
Table(s) for.

4.68: To menu Multiple Response > Frequencies

153
OK,
-. 67 .
( ) ,
100% .
50% (15/30) ,
(15/67) 22,4%.

4.69: Multiple Response > Frequencies

4.7.3 Analyze > Multiple Response > Crosstabs


, Analyze > Multiple Response > Crosstabs

.
Row(s)
, Column(s)
.

, .
Define Ranges, Minimum
Maximum .
Options
Cell Percentages, Row, Column, Total.
Percentages Based On,
Cases, Responses.

4.70: To menu Multiple Response Crosstabs

154
OK. .

4.71: Multiple Response > Crosstabs

4.8 Graphs
.
(plot) .

, .
:

.
.
.
Legacy Dialogs Chart Builder

.
Chart Builder, ,

,
.
Excel,
Legacy Dialogs .
.. Word, Powerpoint
Copy, Paste.

155
:

4.72: menu Graphs > Legacy Dialogs

4.9 - Bar Charts


Graphs > Legacy Dialogs > Bar,
.
( ) .
( ) .
(
, .. ).
. ,
.
Simple, ,
Clustered Stacked, .

4.73: menu Bar Chart

156
Data in Chart Are - .
Summaries for groups of cases -
.
Summaries of separate variables
.. .
Values of individual cases.
Define.
Simple Clustered
.

Simple
Bars Represent . :
N of cases: ().
% of cases: ( ).
Cum N: .
Cum %: .
Other statistic (.. mean):
Variable.
Category Axis
.

4.74: Bar Chart > Simple

Titles , Options
(.. )
.

157
4.75: To menu Bar Chart > Simple >Options

OK :

4.76: Bar Chart > Simple

158
Clustered

4.77: Bar Chart > Clustered

Define Clusters by
.
OK :

4.78: Bar Chart > Clustered

4.10 - Line
Graphs > Legacy Dialogs > Line,
,
. ,
, . x
() (time) y (
.).

159
Simple, ,
Multiple, .
Data in Chart Are, .
Summaries for groups of cases -
.
Summaries of separate variables
.. .
Values of individual cases.
Define.

4.79: menu Line Charts

Simple Multiple
.

Simple
Line Represents . :
N of cases: ().
% of cases: ( ).
Cum N: .
Cum %: .
Other statistic (.. mean):
Variable.
Category Axis () . Titles
, Options
(.. ).

160
4.80: Line Charts > Simple

OK 4.40.

4.81: Line Chart > Simple

161
Multiple

4.82: Line Charts > Multiple

Define Lines by (
) .
OK 4.42.

4.83: Line Chart > Multiple

162
4.11 - Area
Graphs > Legacy Dialogs > Area,
.
,
(line chart) .
.
Simple, ,
Stacked, .

4.84: menu Area Charts

Data in Chart Are - .


Summaries for groups of cases -
.
Summaries of separate variables-
.. .
Values of individual cases.
Define.

Simple
Area Represents .
:
N of cases - ().
% of cases - ( ).
Cum N - .
Cum % - .
Other statistic (e.g. mean) -
Variable.
Category Axis () . Titles
, Options
(.. ).

163
4.85: Area Charts > Simple

OK 4.45.

4.86: Area Chart > Simple

Define Areas by
( ) .

164
4.87: Area Charts > Stacked

OK 4.47.

4.88: Area Chart > Stacked

4. 12 () - Pie
Graphs > Legacy Dialogs >Pie,
.
.
, ( )
.

165
4.89: menu Pie Charts

Data in Chart Are - .


Summaries for groups of cases -
.
Summaries of separate variables -
.. .
Values of individual cases.
Define.

4.90: Pie Chart

Slices Represent .
:
N of cases - ().
% of cases - ( ).
Cum N - .
Cum % - .
Other statistic (e.g. mean) -
Variable.

166
Defined Slices by
. Titles .
, ,
.
OK, .
.

4.91: Pie Chart

4.13 High - Low


Graphs > Legacy Dialogs > High - Low,
- .
.
(,
) .
.
- Simple,
, Clustered .
Simple Clustered .

4.92: menu High - Low Charts

167
Data in Chart Are - .
Summaries for groups of cases -
.
Summaries of separate variables -
.. .
Values of individual cases.
Define.

Simple
High-Low-Close ,
, .. . Category Axis () .
Titles .

4.93: High - Low Charts > Simple

Statistic .
.

168
4.94: To menu High - Low Chart > Simple > Statistic

OK, 4.54.

4.95: High - Low Chart > Simple

Clustered

. Next.

169
4.96: High - Low Charts > Clustered

OK, 4.56.

4.97: High - Low Chart > Clustered

4.14 - BoxPlots
Graphs > Legacy Dialogs >Box Plot,
-. - ( )

.
() Q1,
() Q3.
. ( ) Q3+1.5(Q3 -
Q1) ( ) Q1-1.5(Q3-Q1).

170
Simple,
Clustered, .
Data in Chart Are: .
Summaries for groups of cases:
.
Summaries of separate variables:
.. .
Define.

4.98: menu Boxplot

Simple

4.99: Boxplot > Simple

Variable .
Category Axis
. Label Cases by
, Subject ID. Titles
.

171
OK .

4.100: Boxplot > Simple

Clustered
( )
, Define Clusters by ( ) .

4.101: Boxplot > Clustered

OK :

172
4.102: Boxplot > Clustered

4.15 - Scatter/ Dot


Graphs > Legacy Dialogs > Scatter / Dot,
.

, .
.
.

.

.
( , 4.62),
.
( , 4.62),
.
( ,
4.62).
.
( - 4.62).

173
4.103:

:
Simple Scatter:
.
Matrix Scatter: ,
.
Simple Dot:
. ,
.
.
Overlay Scatter.
3-D Scatter: .

4.104: menu Scatter / Dot

Define.

Simple
Y Axis X Axis .

174
4.105: Scatter / Dot > Simple

, Label Cases by
.
.
OK .

4.106: Scatterplot > Simple

Matrix Scatter
Matrix Variables
.

175
4.107: Scatterplot > Matrix Scatter

OK .

4.108: Scatterplot > Matrix Scatter

4.16 - Histogram
Graphs > Legacy Dialogs >Histogram,
. .

.

176
.
x ,
.
.
Variable , Display
normal curve .

4.109: Histogram

OK .

4.110: Histogram

177

Howitt, D., Cramer, D. (: . ) (2011). SPSS 16.0. :


.

Carver, R. & Nash, J. (2011). Doing Data Analysis with SPSS: Version 18.0. 5th Edition Easton Cengage
Learning.
Coakes, S. J. & Steed, L. G. (1999). SPSS: Analysis without anguish: Versions 7.0, 7.5, 8.0 for Windows.
Bresbane: Jacaranda Wiley.
Field, A. (2013). Discovering statistics using IBM SPSS statistics. London:Sage.
Huber, P. J. (1973). Robust regression: asymptotics, conjectures and Monte Carlo. The Annals of Statistics,
pp. 799-821.
Marques de Sa, J. P. (2007). Applied Statistics Using SPSS. STATISTICA, MATLAB and R, 2nd Edition, Porto:
Universitado de Porto
Norusis Marija, J. (2002). SPSS 11.0 Guide to data analysis. Upper Saddle River New Jersey: Prentice Hall.

178
5

,
( Analyze > Descriptive Statistics > Frequencies > Charts,
Show normal curve on Histogram, Analyze Descriptive Statistics > Explore > Plots,
Histogram, Graphs > Legacy Dialogs > Histogram), P-P plots ( Analyze >
Descriptive Statistics > P-P Plots, Analyze > Descriptive Statistics > Explore > Plots,
Normality plots with tests), Q-Q Plots ( Analyze > Descriptive Statistics > Q-Q
Plots, Analyze > Descriptive Statistics > Explore > Plots). ) One-Sample
Kolmogorov-Smirnov (K-S) Test ( Analyze > Descriptive Statistics > Explore > Plots
Normality plots with tests Analyze > Nonparametric tests > Legacy Dialogs
> 1 sample K-S), ) Shapiro-Wilk est Analyze > Descriptive Statistics > Explore >
Plots Normality plots with tests).



.
3.

5.1
,
,
.

, - (
) . ,
().
:
,
.

5.2
(statistical hypothesis) (
, , , ..)
.

. (null hypothesis) H0.
H0: = 0. H0
(alternative hypothesis),
H1 : H1 : 0,
0 ( ).
1: < 0, 0 ( ).
1: > 0, 0 ( ).

179
.
0 H0,
0 . ,
H0 , H0.
H0 (rejection region) R.
H0
(1-) . (significance
level) . ,
R. = 5%.

p-value.

5.111: .

H0 (test statistic) .
: ,
,
.
: ,
,
, .
:
H0.
H1.
.
.
R H0.
.
1. H0,
. .

= P [ H0 | H0 ]
5.1

2. H0,
. .

180
= P [ H0 | H0 ]
5.2

(power) H0,
, . .

= 1 - = P[ H0 | H0 ]
5.3

p-value = P[T(Y) T(Yobs) | , H0]


5.4

5.3
,
.
.
, :
H o : f ( x) = N ( , 2 )
H1 : f ( x ) N ( , 2 )
5.5

, ,
P-P Q-Q plots. :

5.3.1
, :
Analyze > Descriptive Statistics > Frequencies > Charts, Show
normal curve on Histogram.
Analyze > Descriptive Statistics > Explore > Plots, Histogram.
Graphs > Legacy Dialogs > Histogram.

5.3.2 P-P Plots


:
Analyze > Descriptive Statistics > P-P Plots.
Analyze > Descriptive Statistics > Explore > Plots, Normality
plots with tests .
P-P plot (probability-probability plot or percent-percent plot)
,
.

181

.
Test Distribution.
Variables ,
Test Distribution (Normal) .
,
: Student, Pareto, Weibull, Uniform ..

5.112: To menu P-P plot

5.113: P-P plot

182
5.3.3 Q-Q Plots
:
Analyze > Descriptive Statistics > Q-Q Plots.
Analyze > Descriptive Statistics > Explore > Plots, Normality
plots with tests .
Q-Q plot ( Q quantile)
,
.
Q-Q ,
, ,
. ,
.
- .
Q-Q
.
, Q-Q plot y = x.
, ,
' y = x. Q-Q S ,
.

5.114: To menu Q-Q plot

183
5.115: Q-Q plot

5.4
,
.

Kolmogorov-Smirnov Shapiro-Wilk.
, .

5.4.1 One-Sample Kolmogorov-Smirnov (K-S) Test


:
Analyze > Descriptive Statistics > Explore > Plots, Normality
plots with tests.
Analyze > Nonparametric tests > Legacy Dialogs > 1 sample K-S,
.
To -S
,
,
, H0 ,
, Poisson xponential.

:
Kolmogorov-Smirnov
. .
:



Poisson Exponential ( )

5.1: -

184
5.116: To menu One-Sample Kolmogorov-Smirnov Test

Test Variables List


. .
Test Distribution . :
Normal,
Poisson,
Uniform,
Exponential.
Exact Monte Carlo
, 10.000
( ) p-value.
10.000 p-values 99% .. . ,
Asymptotic only.

5.117: To menu One-Sample Kolmogorov-Smirnov Tes -Options

Options ,
, .
, ,
. 25, 50, 75 , . 1 , 2
() 3 .

185
5.118: To menu One-Sample Kolmogorov-Smirnov Test-Options

5.119: One-Sample Kolmogorov-Smirnov Test

5.120: One-Sample Kolmogorov-Smirnov Test


5%, .

5.4.2 Shapiro-Wilk est


Analyze > Descriptive Statistics > Explore > Plots
Normality plots with tests, .
Shapiro-Wilk
.
Normality plots with tests,
, Shapiro-Wilk

186
(weighted) 3-50.
,
3 5.000.
:

5.121: Explore-Normality plots with tests

, ,
5%, .

187

Howitt, D., Cramer, D. (: . ) (2011). SPSS 16.0. :


.

Carver, R. & Nash, J. (2011). Doing Data Analysis with SPSS: Version 18.0. 5th Edition Easton Cengage
Learning.
Coakes, S. J. & Steed, L. G. (1999). SPSS: Analysis without anguish: Versions 7.0, 7.5, 8.0 for Windows.
Bresbane: Jacaranda Wiley.
Field, A. (2013). Discovering statistics using IBM SPSS statistics. London:Sage.
Huber, P. J. (1973). Robust regression: asymptotics, conjectures and Monte Carlo. The Annals of Statistics,
pp. 799-821.
Marques de Sa, J. P. (2007). Applied Statistics Using SPSS. STATISTICA, MATLAB and R, 2nd Edition, Porto:
Universitado de Porto
Norusis Marija, J. (2002). SPSS 11.0 Guide to data analysis. Upper Saddle River New Jersey: Prentice Hall.

188
6


. : T-Test ,
T-test , Mann-Whitney U, T-test
, Wilcoxon, Means, One-Way ANOVA
, Kruskall-Wallis, Two-Way ANOVA for Independent samples Friedman, 2 test, Mc
Nemar test.


. 6.2, 6.6. 6.11
Princeton (. ).
(.
). 6.14 .
(. ).



2, (
).

6.1 T-Test
Analyze > Compare Means > One-Sample T-test,
0.
:
H o : = 0
H1 : 0
6.1


, .

, t-student .

6.122:

189

1 . :
x 0
z=
/ n
6.2

H0 :
=
R { z > za /2 }
6.3

2 . , n 30:
x 0
z=
s/ n
6.4

H0 :
=
R { z > za /2 }
6.5

3 . , n < 30
x 0
t=
s/ n
6.6

H0 :
=
R { t > tn 1; a /2 }
6.7

SPSS, Test Variable(s)


Test Value 0.

6.123: To menu One-Sample T-test

190
Options
( ).
:

6.124: 1000

, ,
. 24.372,2 0
= 1.000. 5%,
(p-value = 0,005 < 0,05).

6.2 T-test
Analyze > Compare Means > Independent-Samples T-test,
,
. ,
.
: / .
.
H o : 1 = 2
H1 : 1 2
6.8


, ,
.

191
6.125: To menu Independent-Samples T-test

Test Variable(s) ,
Grouping Variable .
. M Define Groups
T-test.
Options
1-2.

6.126: To menu Independent-Samples T-test > Options

.
(
) .
.

6.127:

6.128: T-test

.
T-test .
, .
,
Levene .
5% (p-value = 0,094>0,05),
T-test ,

192
(p-value = 0,769 > 0,05),
.

6.3 Mann-Whitney U

, .
Analyze > Non Parametric Tests > Independent-Samples.
Mann-Whitney

.
H o : WA = WB
H1 : WA WB
6.9

,

. ,
.
:
U = min(U A , U B )
6.10

:
nA (nA + 1)
UA =
nA nB + WA
2
n (n + 1)
UB =
nA nB + B B WB
2
6.11

( )
( ) ( )
.
.

193
6.129: To menu Nonparametric Tests: Two or More Independent-Samples

6.130: To menu Nonparametric Tests: Two or More Independent-Samples > Fields

Test Fields , Groups


.

194
6.131: To menu Nonparametric Tests: Two or More Independent-Samples > Settings

Settings Mann-
Whitney U (2 samples).
RUN :

6.132:

SPSS (Mean Rank)


.
.
SPSS Means, . .

195
6.133: Mann-Whitney U

5% (p-value
= 0,132 > 0,05), .

6.4 T-test
Analyze > Compare Means > Paired-Samples T-test,
,

(.. ). , ,
.
(correlated) .
,
( ).
.
Ho : d = 0
H1 : d 0
6.12

d
t= ~ t N 1
D
6.13

:
n
xi yi
d =
i =1 n
6.14

196
1
d = sd
N
6.15

t > t N-1.
,
, . .
Paired Variables Variable1 & Variable2
.
! Wide
Format. , . Restructure
.
Options
.

6.134: To menu Paired-Samples T-test

.
.
.

6.135:

197
6.136: T-test


5% (p-value < 0,001), ()
() ( ).

6.5 Wilcoxon
T-test .
Analyze > Nonparametric Tests > Related Samples.
Wilcoxon

.
:
T = min(T + , T )
6.16

:
+:
-: ( ).

6.137: To menu Nonparametric Tests: Two or More Related-Samples

198
6.138: To menu Nonparametric Tests: Two or More Independent-Samples > Fields

Test Fields
.
Settings Wilcoxon
matched-pair signed-rank (2 samples).

6.139: To menu Nonparametric Tests: Two or More Independent-Samples > Settings

RUN :

199
6.140:

6.141: Wilcoxon

SPSS (Mean Rank)


.
.
SPSS Means, . .

5% (p-value < 0,001) 0, ()
() ( ).

6.6 Means
Analyze > Compare Means > Means,
.
Dependent List
Independent List .

6.142: To menu Means

Options
Cell Statistics.

200
6.143: To menu Means > Options

OK :

6.144: Means

,
.

6.7 One-Way ANOVA


Analyze > Compare Means > One- Way ANOVA,

. -
.

.

:
/ :

6.17

201
.
() .
, T-
test ,
. , :
k

2
6.18

k , T-test
( ),
k.
: = 5% / k.
.
T-test F-test.



:
= SSbg + SS wg
SST
6.19

:
k ni
=SST (X
=i 1 =j 1
ij X )2

6.20

.
1 k ni
X= X ij
N=i 1 =j 1
6.21

:
N = n1 + ... + nk
6.22

k ni
=SS wg (X
=i 1 =j 1
ij X i )2

6.23

202
, .
(within groups).
k ni
=SSbg (X
=i 1 =j 1
i X )2

6.24

,
(between groups).

:

6.25:

6.26:

6.145: One-way ANOVA Table

,
.
H o : 1= 2= ...= =
H1 : 0<i<j k: i j
6.27

:
MSSbg
F= ~ Fk 1, N k
MSS wg
6.28

203
MSSbg, , MSSwg, .
F>Fk-1,k;a.
6.24.
20 4
, .
.
Dependent List / / / (..
) Factor .
.

6.146: To menu One-way ANOVA

Options , :
Descriptive, ( , ,
, 95% .. , ) .
Fixed and Random Effects,

.
Homogeneity of variance test,
. Levene.

.
Kruskal-Wallis, Brown-Forsythe Welch.
Means Plot, .
Missing Values, .

204
6.147: To menu One-way ANOVA > Options

One-way ANOVA ,
.
, ( ).

, , :
pairwise multiple comparisons tests range tests
(Tukey, Hochbergs GT2, Gabriel, Scheffe),
(Bonferroni,
Sidak, Dunnett C, LSD-Least Significant Difference).
Tukey.

6.148: Post-Hoc Multiple Comparisons

205
Tukey Test
k
, :
H o : L = S
H1 : L S
6.29

Q :
XL XS
Q=
MSS wg
N p/s
6.30


XS

.
Q > Q,
Q ~ (k, dfwg).

, Np/s,
:
k
N p/s =
1 1
+ ... +
n1 nk
6.31

206
6.149:

6.150: ANOVA Table F-test

,
ANOVA F-test,
(p-value = 0,005),
.
,
.

Post Hoc Multiple Comparisons.

6.151:

207
6.152: Tukey

Multiple Comparisons
, .
Tukey test :

MSS wg 7, 27
= = 1.2058
N p/s 5
6.32

Q=0.05 = 4,05 Q=0.01 = 5,2 Q.


1 & 2:

MSS wg
X L X S < Qa 3.82 < 4.88
N p/s
6.33

H0 .
1 & 3:

MSS wg
X L X S < Qa 6.36 > 4.88
N p/s
6.34

H o ...
Homogeneous Subsets
.

208
4,3 2 1 ,
4 3 2 1.

6.153:

6.8 Kruskall-Wallis H
Analyze > Non parametric Tests > Legacy Dialogs > k
Independent Samples, ,
.
One-Way ANOVA, .
, .
k
. One-way ANOVA
, .
Mann-Whitney U k .
(. )
.

(rank). :
k R 2j
SS k =
j =1 nj
6.35

:
nj

R j = rij
i =1

6.36

j-,
:
k nj

SS r = rij2
=j 1 =i 1

6.37

209
.
:
k R 2
12
=H j

N ( N + 1) j =1 n j
3( N + 1) ~ X k21

6.38

: H > X2k-1;a

6.154: menu ruskal-Wallis H

Test Variable List / / / (..


) Grouping Variable .
Define Range
( ) .
Median Jonckheere-Terpstra:
Median Test,

.
Jonckheere-Terpstra ruskal-Wallis
,
, .
Options (Descriptive)
(Quartiles) .

210
6.155: menu ruska -Wallis H > Options

6.156:

6.157: .

6.158: Kruskal-Wallis

ruskal-Wallis (p-
value = 0,026).
Kruskall-Wallis ,
.
, ( ).

211

Mann-Whitney U test ,
( Bonferroni).

6.9 Two-Way ANOVA for Independent Samples


Analyze > General Linear Model > Univariate,
.
, three way
ANOVA, ...


X1 ( )
X2 ( ), Y. , :
X1 Y.
X2 Y.
(interaction) X1 X2.
X1 Y
X2 .
, F-test.

X1 r X2 c .
Yijk.
:
i = 1, , r: X1,
j = 1, , c: X2,
k = 1, , NT: .
:
= ij + ijk
Yijk
6.39

:
ijk ~ N (0, 2 )
6.40

:
:
yijk ~ N ( ij , 2 )
6.41

212
6.42

,
. 40
. (0 1
). Y .
ANOVA-able :
1: .
2: , :

(Y )
2

= Y
2 i
SS i
N
= SSbg + SS wg
SST
SS wg = SS g1 + SS g 2 + SS g 3 + SS g 4
=
SS bg SST SS wg
SSbg = SS r + SSc + SS IN
6.43

r,
c .
3: :
df r = r 1
df c = c 1
df IN =(r 1)(c 1)
df=
T NT 1
= df=
df error wg NT rc
dfbg= rc 1
=
df T df wg + dfbg
dfbg = df r + df c + df IN
6.44

4: :

213
MS wg , MS r , MSc , MS IN ( MS rc )
SS r
MSS r =
df r
SSc
MSSc =
df c
SS IN SS wg
=
MSS IN MSS
= error =
MSS wg .
df IN df wg
6.45

5: F-tests:
1) F-test X1 Y .
:
H0: .
H1: .
MSS r
Fr =
MSSE
6.46

H0 :
Fr > Fr 1, NT rc;a
6.47

2) F-test X2 .
:
H0: .
H1: .
MSSc
Fc =
MSSE
6.48

H0 :
Fc > Fc 1, NT rc ;a
6.49

3) F-test X1 X2.
:
H0: .
H1: .

214
MSS IN
FIN =
MSSE
6.50

H0 :
FIN > F( r 1)( c 1), NT rc;a
6.51

Analyze > General Linear Model > Univariate Dependent


Variable Fixed Factor(s) .

6.159: menu Univariate

Save
, (residuals) ,
. :
Predicted Values:
.
Unstandardized: .
Weighted: .
.
Standard error:
.
Diagnostics: . ..
.
Cook's distance: .
Leverage values: ()
.

215
6.160: To menu Univariate > Save

Residuals: ,
.
Unstandardized: .
Weighted: .
.
Standardized: . ,
1.
Studentized:

.
Deleted:
.
.
Coefficient Statistics: -

. , ,
T-test
.
.
().

216
6.161: menu Univariate > Options

Options ()
(fixed effects). :
Estimated Marginal Means:

. ,
.
(custom) .
Compare main effects:
,
.
Display Means For.
Confidence interval adjustment:
. LSD,
Bonferroni, Sidak. Compare main
effects.
Display , :
Descriptive statistics: ,
.
Estimates of effect size: 2
. 2
.
Observed power:
.
Parameter estimates: ,
, t tests, (p-values) .
Homogeneity tests: Levene ()

. , Box's M test
.

217
Spread-versus-level: ,
.
Residual plots: , ..

, ,
.
Lack of fit:
.
General estimable function: (custom)
.
Significance level:
(.. post hoc tests, ).
(p-value).
:

6.162:

6.163:

218
6.164: ANOVA Table

6.165: (b)

(p-value = 0,936 > 0,005),


= 0,05 = 0,01.

1 0
1 0
. 1
.

6.10 Friedman
Analyze > Non parametric Tests > Legacy Dialogs > Related
Samples, .
Repeated Measures ANOVA, .
.
sign test k .

(rank)
.
:
k R 2
12
=T j

nk (k + 1) j =1 n j
3h(k + 1) ~ X k21

219
6.52

:
nj

R j = rij
i =1

6.53

j -.
:
T > X k21;a
6.54

6.166: menu Non parametric Tests: Two or More Related Samples > Step 1 Objective

220
6.167: menu Non parametric Tests: Two or More Related Samples > Step 2 Fields

Test Fields :

6.168: menu Non parametric Tests: Two or More Related Samples > Step 3 Settings

Settings Friedmans Two-way ANOVA by ranks (k samples)


.
:
Mc Nemar Test (2 samples): . .

221
Cohrans Q (k samples): k
(.. ) .
Mc Nemar Test.
:

6.169:

6.170:

6.171: Friedman


, .

6.11 X2-test
Analyze > Descriptive Statistics > Crosstabs,
.

(contingency table) .
:
H0: & ,
.
H1: & ,
.
:

222
r c (oi j ei j ) 2
X =
2
~ X (2r 1)( c 1);a
=i 1 =j 1 ei j
6.55

:
Oij: eij: ,
,
.
:

80% 5
2 , SPSS
Fishers xact est.
,
. :
Row(s) Column(s).

.

6.172: menu Crosstabs

Cell Expected
. Cell . Crosstabs >
Cell.
Statistics Chi-square .
Statistics . Crosstabs > Statistics.

223
6.173: menu Crosstabs > Cell

6.174: menu Crosstabs > Statistics

224
6.175:

. ,
(199) / 36.

6.176: 2

(p-value = 0,548 >


0,05)
.
2
, SPSS ,
Fishers xact est.

6.177: Fisher Exact

2 ( ).
,
, .


, , 2x2 ,
, .. OR (Odds Ratio).

225
6.178: ,

,
.
.

6.179: 2x2

OR ,
,
, :
P( D + | E + ) a / (a + c) a
P( D | E + ) c / (a + c) ad
=
OR = = c=
P( D | E ) b / (b + d ) b bc
+

P( D | E ) d / (b + d ) d
6.56

OR = 1
.
OR = > 1 ,

. , OR
,
.
OR = < 1 ,
1- .
, R = 1,143
1,143
.

226
6.12 Mc Nemar test
Analyze > Descriptive Statistics > Crosstabs, Mc
Nemar Statistics.
,
. T-test
.
:

6.180: 2x2

:
H0:
H1:
H :
(d1 d 2 ) 2
X2 = ~ X 1:2a
d1 + d 2
6.57

Yates:

(| d1 d 2 | 1) 2
X2 = ~ X 1:2a
d1 + d 2
6.58

:
X 2 > X 1:a
2

6.59

227
6.181: menu Crosstabs

Statistics Mc Nemar .
:

6.182:

6.183:


.
(p-value = 0,041 < 0,05),
.
: Wide Format,
Weight Cases (. ).

228
6.184: Wide Format

6.13 : Crosstabs > Cell

6.185: menu Crosstabs > Cell

(Counts)
Observed:
/ / /.
Expected:
/ / /.

(Percentages)
Row: (%)
.
Column: (%)
.

229
Total: (%)
.

(Residuals)
Unstandardized:
.
Standardized:
.
Adjusted standardized: .
2 ,
,
0 1. ,
1,96 ( 2,0)
,
, 0,05.
-2,0
, . ,
,
,
. 2x2,
, 2 .
Noninteger Weights: ,
. ,
(.. 1,25),
.
,
.
:
Round Cell Counts:
,
.
Truncate Cell Counts:
,
.
. ,
1,4142 1,4987 1,4.
Round Case Weights:
.
Truncate Case Weights:
.
No adjustments: .
, . ,
(
Exact tests),

.

230
6.14 : Crosstabs > Statistics
Statistics
.

6.186: menu Crosstabs > Statistics

Chi-square: Pearson 2 , likelihood-ratio 2


, Fisher 2 exact test, 2 Yates ( ) 2x2.
Fisher 2 exact test 2x2 2 test,
. , 80%
5.
Pearson 2 likelihood-ratio 2 ,
(the linear-by-
linear association test).
Correlations: ,
.
Spearman, r ( ).
r Spearman . Correlations.
Nominal:
(). :
Contingency coefficient:
. 0 1, 0
(. )
1 .
.
Phi and Cramer's V: O (Yule, 1912)
2 Pearson 2 .

X2
=
n
6.60


Pearson (Pearsons coefficient of mean square contigency). 2x2
-1, 1 .

231
V (Crammer, 1946) IxJ
I, J > 2 :

2
V=
q 1
6.61

:
q = min{I , J }
6.62


. V [0,1] V = 1
.
V 0.
Lambda: (Goodman & Kruskal, 1954)
, ,

. [0,1], = 0,
, = 1,
.
Uncertainty coefficient: U (Theils uncertainty coefficient,
1972) ,
(entropy coefficient).

( ).
[0,1], U = 0 , U = 1,
. , U =
0,83 ,
83%.
.
Ordinal:
. :
Gamma: (Goodman & Kruskal, 1954)
, (concordant)
(discordant). [-1, 1], = 1 = -1
, = 0 .
Somers' d: D (Somers, 1962)
. Gamma,
(ties) .
[-1, 1], D = 1
,
( ), D = -1
,
.
Kendall's tau-b: (Kendall, 1938) ,
. b
(ties). [-1, 1],
, .

232
Kendall's tau-c: (Kendall, 1938) ,
. c, ,
(ties). [-1, 1],
, .
Nominal by Interval:
() .
Eta: .
[0, 1], = 0 = 1
1, .
(.. )
, (.. ).
Kappa: k Cohen
.
[0, 1], 1 .

(string numeric) .
Risk: , 2x2
. ( )
.
1,
/.

.
McNemar:
,
. T-test
, . .
Cochran's and Mantel-Haenszel statistics:
Cochran Mantel-Haenszel
,
().
,
Cochran Mantel-Haenszel .

233

, . (2010). .
, , .

Cramr, H. (1946). Mathematical Methods of Statistics (Princeton New Jersey: Princeton Mathematical
Series, NJ, pp. 367-369.
Goodman, L. A. & Kruskal, W. H. (1954). Measures of association for cross classifications. Journal of the
American Statistical Association, 49(268), pp. 732-764.
Kendall, M. G. (1938). A new measure of rank correlation. Biometrika, pp. 81-93.
Somers, R. H. (1962). A new asymmetric measure of association for ordinal variables. American Sociological
Review, pp. 799-811.
Theil, H. (1972). Statistical decomposition analysis; with applications in the social and administrative
sciences Amsterdam: North Holland Publishing Company.
Yule, G. U. (1912). On the methods of measuring association between two attributes. Journal of the Royal
Statistical Society, (75-76) pp. 579-652.
IBM Knowledge Center. Retrieved August 30, 2015 from http://www-
01.ibm.com/support/knowledgecenter/SSLVMB_20.0.0/com.ibm.spss.statistics.help/idh_glmu_sav.ht
m

234
7

,
.

.
. (solar.sav carcrash.sav)
,
( . ).



,
.
, (
), Student, X2 ,
.

Carver Nash, , , Coakes Steed,
Field, Norusis, Howit Cramer Montgomery and Peck .. (. ).
3-6
SPSS.

7.1 (Linear Regression)



.
,
.
, (scatter plot)
.
.

.
, .
( ).
:
Yi = 0 + 1 xi + i
7.1

:
, x , 0 , .
x = 0, 1 , i (i) = 0,
E(Yi) = 0 + 1x.

235

Yi. xi
:
+ x
Y=i 0 1 i

7.2

Y=
i Yi + i
7.3

7.187:

,
, ( i)
. , 0 1
.

(-residuals).
2
n n n
e=i2
=i 1 =i 1
(Yi Y i )= =i 1
[Yi ( 0 + 1 xi )]2
7.4

,
2x2 , :
n

(X i X )(Yi Y )
1 = i =1
n

(X
i =1
i X )2

7.5

0= Y 1 X
7.6

236
(Y = 0 + 1xi),
(dependent) (independent) X.
: Y X, :

H 0 : 1 = 0
7.7

: Y X, :

H1 : 1 0
7.8:

(1-)% H0 :

1
T=
s.e.( 1 )
7.9

t- n-2 (T-test). : H0 :
T > tn 2;a /2
7.10:

(intercept) 0 .
, (SST), :
n

(Y Y )
i =1
i
2

7.11

:
n n n n

=i 1 =i 1
(Yi Y )= [(Yi Yi ) + (Yi Y )]=2
2

=i 1 =i 1
(Yi Yi )2 + (Yi Y )2
7.12

:
n
2 (Yi Y )(Yi Yi ) =
0
i =1

7.13

237
(regression sum of squares):
n
=
SSR (Y Y )
i =1
i
2

7.14

(error sum of squares):


n
=
SSE (Y Y )
i =1
i i
2

7.15

:
= SSR + SSE
SST
7.16

.
.
,
(coefficient of determination) :
SSR SST SSE SSE
R2 = = = 1
SST SST SST
7.17

. R2 = 0,78 78%
22% .
R2
.
(adjusted coefficient of the termination) :
SSE
n 1
R 2 adj =1 n 2 =1 (1 R 2 )
SST n2
n 1
7.18

238
nested .
(ANOVA-able).

ANOVA-able
SS MS
Source
( Df (..) ( F Prob > F
( )
) )
n

(Y Y )
Regression MSR
() =
SSR i
2 1 MSR = SSR F= P( F > F1,n 2;a )
i =1 MSE
n
Residuals
()
=
SSE (Y Y )
i i
2
n-2 MSE =
SSE
i =1 n2
n

(Y Y )
Total
() =
SST i
2 n-1
i =1

7.1: F-test

,
.
:
SSR (n 2) MSE
= ~ 2n 2
2 2

7.19

0 = 0 :
SSR
~ 12
2

7.20

:
MSR
F= ~ F1,n 2;a
MSE
7.21

F- X Y (
) :
n
2 + 12 ( xi x ) 2
E ( MSR ) =
i =1

7.22

239
:
=
E ( MSE (S 2 ) 2
) E=
7.23

. 1 0 (slope),

MSR MSE 2. :
MSR
<1
MSE
7.24

X Y :
MSR
>1
MSE
7.25

(1 0). F- X
Y :
H0:
7.26

H1:
7.27

MSR
F= ~ F1,n 2;a
MSE
7.28

H0 :
F > F1,n 2;a
7.29

F-test T-test .
T2 = F T~tn-2; FF1,n-2;.


(Multiple Linear Regression)
.
Y=
i 0 + 1 xi
7.30

240
:
Yi = 0 + 1 X i1 + ... + p 1 X i , p 1 + i i = 1,..., n
7.31

j, j = 1,, p-1 (
xij) :
Yi = 0 + 1 X i + 2 X i 2 + i i =
1,..., n
7.32:

Yi = 0 + 1 X i1 + 2 X i 2 + 3 X i 3 + i i =
1,..., n
7.33:

.
. n :
Y1 0 X 10 + 1 X 11 + ... + p 1 X 1, p 1 + 1
=
Y2 0 X 20 + 1 X 21 + ... + p 1 X 2, p 1 + 2
=
.......
Yn 0 X n 0 + 1 X n1 + ... + p 1 X n , p 1 + n
=
7.34

Y1 0 1
Y
2 1 2
. . .
= X + Y= X +
. . .
. . .

Yn p 1 n
7.35

X 10 X 11 ... X 1, p 1

X 20 X 21 ... X 2, p 1
X =
... ... ... ...

X n 0 X n1 ... X n , p 1
7.36: (Design Matrix)

241
, :
, = 1, , 1,
7.37

n n 2

SSE ( )= i 2=
=i 1 =i 1
Yi ( 0 + 1 X i1 + 2 X i 2 + 3 xi 3 + i ... + p 1 X i , p 1

(Y X )T (Y X )
=
7.38

p p .
:

X = Y X T X = X T Y = ( X T X ) 1 X T Y
7.39

pxp
:

ANOVA-able
Source SS MS
Df
( ( ( F Prob > F
(..)
) ) )

Regression SSR MSR


() SSR T X T Y nY 2
= p-1 MSR = F= P( F > Fp 1,n p ;a )
p 1 MSE
Residuals SSE
() = Y T Y T X T Y
SSE n-p MSE =
n p
Total
() = Y T Y nY 2
SST n-1

7.2: F-

F- (overall F-test)
, , F- . :
H 0 : 0= 1= ...= p 1= 0
7.40

:
1 : 0, = 1, , 1
7.41

242
:
MSR SSR / ( p 1)
=F = ~ Fp 1,n p ;a
MSE SSE / (n p )
7.42

0 :

7.43

SSR .
Yi
, .

Partial F-tests (variables-added-in-order Type I F-tests)



(SSR) partial F-tests. To SSR
:
= SS ( 1 ) + SS ( 2 | 1 ) + ... + SS ( p 1 | 1 ,..., p 2 )
SSR
7.44

, SS (2 | 1) X2
, Y X2
X1.

partial F-tests.
X1. Y (
).
X2
Y X1,
partial F-test. :
SSR( 1 , 2 ) SSR( 1 ) /1
F=
SSR( 1 , 2 ) / (n p )
7.45

:
[ SSR( *1 , *2 ,..., *k , 1 ,..., p ) SSR( 1 ,..., p )] / k
F ( X *1 , X *2 ,..., X * p / X 1 , X 2 ,..., X p ) =
SSR( *1 , *2 ,..., *k , 1 ,..., p ) / (n p k 1)
7.46

, p
, Y T-test.

243
:
H0 : p = 0
7.47

:
H1 : p 0
7.48

p
T= ~ tn p 2
s.e.( p )
7.49

H0 :
T > tn p 2;a
7.50

:
T 2 = partialF ( X * | X 1 ,..., X p )
7.51

Variables-added-last Type III F-tests


F- Type III F-test
. p -
:
SSR( X 1 | X 2 , X 3 ,..., X p )
SSR( X 2 | X 1 , X 3 ,..., X p )
.......
SSR( X p | X 1 , X 2 ,..., X p 1 )
7.52


1. : Yi
(
).
2. : Yi X1, X2. ., Xp-1
:
Y /X , X
1 2 ,..., X p 1
= 0 + 1 X i1 + ... + p 1 X i , p 1

244
7.53

3. : Yi X1, X2. ., Xp-1


:
2/1 ,2 ,1 2 /
2
1 ,2 ,1
2
7.54

4. : X1, X2. ., Xp-1 Y :

i ~ N ( |1 ,..., 1 , 2 ) i ~ N (0, 2 )
7.55

:
1. :

=i Yi Yi
7.56

2.
2. 1, ., n :
i j : Cov( i , j ) =0
7.57

3. Yi :
E (Yi ) = 0 + 1 xi =Y / X
7.58

2 Yi Yj I j .
4. i N(0, 2), i
.
().
,
.
. ,
, .

.

245

() :
predictors Xi, i= 1, , k,
( ),
.
- predictors k + 1 = n ( n
), .
predictors :
SSE
R2 =
1 =
1,
SST
7.59

.
n-k-1 > 10.
n > 5k n 10k. , 50 predictors
k = 5 k-10.
predictors Xi.
:
Y = 0 + 1 X 1 + ... + p X p + ... + k X k +
7.60

:
Y = 0 + 1 X 1 + ... + p X p + ... + : p k
7.61

:
) R:
SSE
R 2 (Y | X1 ,..., X p ) = 1
SST
7.62

. :
SSE / (n p 1) n 1
R 2 adj = =1 (1 R 2 )( )
SST / (n 1) n p 1
7.62

R2 .
) F- :
[ SSE( p ) SSE( k ) ] /(k p ) SSE( k )
Fp = MSE( k ) =
MSE( k ) n k 1

246
7.63

Fp , k-p
predictors F(k-p)(,n-k-1) .
) :
SSE( p )
MSE( p ) =
n p 1
7.64

.
) C p Mallow s :

SSE( p )
=
Cp [n 2( p + 1)]
2
7.65

: Y :
2 = MSE( k )
7.66

MSE(k), Cp = k+1
. p- MSE(k)
Cp p+1.
. , :
( R 2 k R 2 p ) / (k p)
Fp =
(1 R 2 k ) / (n k 1)
7.67

C p = (k p ) Fp + (2 p k + 1)
7.68

(reliability) (split-sample ):
, ,
:
) , (training sample)
(validation sample).
)

Y1 = 0 + 1 X 1 + ... + p X p
7.69

247
:

{Yi1}i =1
n1

7.70

ni Yi :

=R 2 (1) R=
2
(Y1 / X 1 , X 2 ,..., X p ) r 2 (Y1 , Y1 )
7.71

) :

0 , 1 , ......, p
7.72

Yi
:

R 2 (2) = r 2 (Y2 , Y2 )
7.73

R2(1)-R2*(2) shrinkage on cross-validation. shrinkage


0,10 0,9
.

split-sample
. ,
, .
SPSS, Analyze >
Regression > Linear Regression.

7.188: menu Linear Regression

248
Dependent , Independent(s)
. Method
. :
Enter:
.
Stepwise: forward,
(
), backward. 1,
p-value
. p-valueOUT < p < p-valueIN

. 2, , III partial F-tests
(adjusted)
. p-value p-
valueIN . 3, , partial F-tests
. p-value p-valueOUT
. B 3
.
B 2
.
Remove: ( )
.
Backward:
. 1
p-value
( 10%). 2, partial F-tests.
3, p-value p-value 1
. 4,
,
. , ,
( ) 2
.
Forward: .
1, p-value .
2, ,
. 3, F
2. 4, p-value F-
test p-value 1 ,
. 5,
, partial F-tests
(controlling) . , 4

.

(optimum) ,
.
(Reliability): Y
Y (be reliable).
(accurate) Y
.

249
(Validity): Y Xi
, (valid)
.
Selection Variable Rule

.
Statistics
. :
Estimates: ,
, , T-test
.

7.189: menu Linear Regression > Statistics

Confidence intervals:
,
Level.
Covariance matrix: -
.
, .
Model fit: /
, ,
R2, R2,
ANOVA.
R squared change: R2

.
,
.
Descriptives:
, , .
, .
Part and Partial Correlations: , .

.

250
,
.
Collinearity diagnostics:
. (Collinearity) (multicollinearity)

.
, .
, ,

,
.
,
XX , XX
,
:

= ( ' ) 1 '
7.74:


(Variance inflation factor-VIF),
.
. VIF > 5
.
.
Durbin-Watson: Durbin-Watson
().

Yt Yt-1, t
. serial correlation
Durbin-Watson test.
d < dL d > 4-dL .
d < du d > 4-du .
.
Casewise Diagnostics:
, (
).
(outliers) (influential-points).
(outliers) pattern
. ,
, ,
.
Cooks distance.
Cooks distance . Save.
Plots
, .
(Yi) patterns .
(Yi)
(Yi), ,
.

251
7.190: menu Linear Regression > Plots

,
Next Previous.

7.191: ( )

:
, .
(will funneling) Yi
.

7.192:

.
pattern
( , curvilinear) .

252
7.193:

. roughly
. ,
.

7.194: i


Kolmogorov-Smirnov Shapiro-Wilks, Q-Q P-P plots (
). , Q-Q P-P plots
, Histogram Normal Probability Plots, .
Save , ,
.
.
Predicted Values :
Unstandardized: , .
.
Standardized: ,
, ,
.

.
Adjusted: ,
.
S.E. of mean predictions: (
).

253
7.195: menu Linear Regression > Save

(Residuals) :
Unstandardized:
.

=i Yi Yi
7.75

Standardized:
.
i
=zi = E ( i ) 0
= Var ( i ) 1
s
7.76

Studentized: ,
,
.
i
ri =
s 1 hi
7.77

hi i- (leverage) H = X(XT X)-1 XT (hat matrix)


ri ~ tn- p-1 ( p-).

254
Deleted:
2,
i- .
i
ri ' =
S(i ) 1 hi
7.78

S2(i) 2
n-1 , . i- .
Studentized deleted: deleted .
Studentized deleted Studentized
.
Distances
,
. :
Mahalanobis:
.
Mahalanobis
.
Cooks:
.
i i- .
j
j(-i) studentized (ri) leverages (hi)
:

1 2 hi i 2 hi
=di = i
r
p + 1 1 hi ( p + 1) s (1 hi )
2

7.79

,
, .
di > 1 .
Leverage values: ( hii) H = X(X
X)-1 X (leverage). ,

. hij > 2p/n
.
Prediction Intervals
. Confidence
Interval.
Mean:
.
Individual:
.

255
Influence Statistics DfBeta (s)
(DfFit) .
:
DfBeta(s): B
.
,
.
Standardized DfBeta(s): .
2 /
.
DfFit:
.
Standardized DfFit: .
2 /
.
Covariance Ratio: ,
,

. 1,
.
Options :
Stepping Method Criteria:
,
(forward, backward stepwise).
Use Probability of F
F-test Use F Value. ,
(Entry)
(Removal). ,
F-test F-test ,
.

7.196: menu Linear Regression > Options

Include constant in equation: ,


.

256

,
R2 .
, .

SPSS
solar.sav (. )
= 29 .
( = kwatts/m2). :
X1 (watts/m2),
X2 - (inches),
X3 - (inches),
X4 - (inches),
X5 - H ( ).
7.2.
. ,
:

7.197:

7.198:

257
p-value
, . , .
Ho : p = 0
H1 : p 0
7.80

1%
:
1 - 4: (watts/m2) (inches),
1 - 5: (watts/m2) ( ),
3 - 5: (inches) ( ),
4 - 5: (inches) ( ).
,
(T-test p-value = 0,199),
3 4 .

, ,
/ .

7.199:

Regression Equation
:
(kwatts/m2) = 324,6 + 0,067 (watts/m2) + 2,56 (inches)
+ 3,82 (inches) - 22,93 (inches) + 2,39 ( ).
, 00:00 ( ),
324.6 kwatts/m2.

2,56 kwatts/m2 .
,
3,82 kwatts/m2 22,93 kwatts/m2, .
10 watts
6,73 kwatts/m2. , 1
.
T-test ,

(p-value = 0,199 > 0,05) 5%,
(p-value = 0,052 >,05) 5%.

258
7.200: ANOVA Table

7.201:

(F-test value = 40.77, p-value <0.000)


78,84% (R2adj = 78,84%) .

7.202:

(tolerance) VIF
. VIF > 5
.
.

7.203:

259
7.204:

7.205: P-P plot

260
7.206:

,
.
, .. ,
Chart editor > Elements > Fit line at Total.

7.207:

Cook,
. 4
.

7.208: Cook

261


(added variable plot) (partial
residual plot).
:

X1 (watts/m2),
X2 - (inches),
X3 - (inches),
X4 - (inches),
X5 - H ( ).


,
1-4, (RESI1).
,
5 1-4.
(RESI2).
.
. 5
.

7.209: (5)


,
1-5, (RESI3).
:

= 2,39
5

7.81

262
(RESI4) : RESI4 = RESI3 + (2,39 *
5).
(5).

7.210: (5)

7.2 (Logistic Regression)


.
( ) -
. ,
[0,1].

pi link function:
p
log( i )= 0 + 11 + 2 2 + ... + k k
1 pi
7.82

:
p
log( i )
1 pi
7.83

.
:

e 0 + 11 + 2 2 +...+ k k
pi =
1 + e 0 + 11 + 2 2 +...+ k k
7.84


(maximum likelihood method) .
, , ,
, , . e.
e.
( 7.83)
.

263
(.. 0 =
1 = ). :
p pA
log( A ) = 0 + 1 = e 0 + 1
1 pA 1 pA
7.85

, :
p p
log( ) =0 e 0
=
1 p 1 p
7.86

.
(odds ratio)
, .:
pA
1 p A e 0 + 1
= = e 1
p e 0
1 p
7.87

, ,
, .
:

H o : = 0
: 0
1

7.88

(1-)% H0 :

i
s.e.( i )
7.89

Wald, ,
X2- 1 .
X21;/2.
,
Deviance ( likelihood ratio test) :

D=
2{l2 l1 )
7.90

264
:

l2
2.

l1
H 1. 2
(nested) 1, X2 k-p-1 .
,
, .
Analyze > Regression > Binary Logistic.

7.211: menu Logistic Regression

Dependent , Covariates
. Method
. :
Enter:
.
Forward Selection (Conditional):
.
,

.
Forward Selection (Likelihood Ratio):
.
,

.
Forward Selection (Wald):
.
,
Wald.
Backward Elimination (Conditional):
.

.

265
Backward Elimination (Likelihood Ratio):
.

.
Backward Elimination (Wald):
.
Wald.
Selection Variable

.
Categorical
. , ,
.
, (velocity)
,
, Categorical
Covariates Contrast = Indicator.

7.212: menu Logistic Regression > Define Categorical Variables

:
Indicator: ,
-, 1
0.
k , k-1 .
.
Simple: -,
.
( )
.
Difference: ,
,
. Helmert.
Helmert: ,
,
.

266
Repeated: ,
,
.
Polynomial: ,
, ,
.
.
Deviation:
.


Deviation, Simple, Indicator,
(First) (Last) Reference Category.
Save
, , .
.

7.213: menu Logistic Regression > Save

(Predicted Values) :
Probabilities:
.
.
Predicted Group membership: ,
.
(Influence) :
Cooks: ,

.
Leverage Values:
.
DfBeta(s):
.
, .

267
(Residuals) :
Unstandardized Residuals: , .
.
Logit Residual:
p(1-p), p .
Studentized Residual: deviance ,
.
Standardized Residuals: , Pearson,

.

p (1 p )
7.91

Deviance: deviance .

7.214: menu Logistic Regression > Options

Options.
Classification plots: .
Hosmer-Lemeshow goodness-of-fit: ,
(goodness-of-fit),
.

.
Correlations of estimates: .
CI for exp(B): e.
(At each step)
(At last step).
Probability for Stepwise:
,
(forward, backward stepwise). ,
( , .. likelihood ratio
statistic) (Entry),
(Removal).

268
Classification cutoff:
/ .
,
.
Maximum Iterations:
.
Include constant in model:
.
carcrash.sav (. )
= 58 . :

7.215:

.

.
.

7.216:

.
0 1,
Categorical > Reference Category, 0
() 1 .

7.217:

269
19-65 40 ,
40 - 61 km/h 50 km/h, 58-268 m/sec2,
123 m/sec2.

7.218:

:
p
log( )=
15.054 + 0.171age + 0.146velocity + 0.016acceleration
1 p
7.92

:
1 18,6%
. odds ratio (1,186 - 1) * 100 = 18,6%.

( 10 ),
5,53
.
10 km/h, 4,3
.
10 m/sec2, 1,173
.
,
(p-value < 0,001) Wald.
odds ratio.

7.219: -

Nagelkerke R 61%
.

270
7.220:

,
82,8%. 30/34 =
88,2% 18/24=75%. (PPV-Positive Predictive Value)
30/36=83,3% (NPV-Negative Predictive Value)
18/22=81,8%.
,
, .
(cutoff) 0,5
.
Options.

7.221:

Hosmer-Lemeshow
,
()
. .

7.222: Cook .

Cook ,
.

271
7.223: Leverage

:
2 p 23
Leverage > 0,103 [= = ]
n 58
7.93

7.224:


,
. .

ROC Curve

(ROC-Receiver Operating Characteristic).
(TPR-
True Positive Rate), (FPR-False Positive Rate)
. ,
1- (se-sensitivity), (sp-specificity)
. ROC se 1-sp.
Analyze > ROC Curve.
Test Variable
Save > Probabilities .
State Variable () ,

272
, Value of State Variable
.

7.225: menu ROC Curve

, With diagonal reference


line,
Standard error and confidence interval.
:

7.226: ROC (Receiver Operating Characteristic curve)

7.227: (Area Under Curve)

273
(area under curve)
,
. 0 1,
, .
0,90-1 > .
0,80-0,90 > .
0,70-0,80 > .
0,60-0,70 > .
0,50-0,60 > .
0-0,5 > .
3 p-value

, 4 5 95%
.

274

Howitt, D. & Cramer, D. (: . ) (2011). SPSS 16.0. :


.
, . & , . (2002). MINITAB. : ...
, . & , . (2010). . : .

Carver, R. & Nash, J. (2011). Doing Data Analysis with SPSS: Version 18.0. 5th Edition Easton Cengage
Learning.
Coakes, S. J. & Steed, L. G. (1999). SPSS: Analysis without anguish: Versions 7.0, 7.5, 8.0 for Windows.
Bresbane: Jacaranda Wiley.
Field, A. (2013). Discovering statistics using IBM SPSS statistics. London:Sage.
Marques de Sa, J. P. (2007). Applied Statistics Using SPSS. STATISTICA, MATLAB and R, 2nd Edition, Porto:
Universitado de Porto
Montgomery, D. C. & Peck, E. A. (1992). Introduction to Linear Regression Analysis. New York: Wiley-
Interscience Publication. New York, USA.
Norusis Marija, J. (2002). SPSS 11.0 Guide to data analysis. Upper Saddle River New Jersey: Prentice Hall.
IBM Knowledge Center. Retrieved August 30, 2015 from http://www-
01.ibm.com/support/knowledgecenter/SSLVMB_20.0.0/com.ibm.spss.statistics.help/idh_glmu_sav.ht
m

275

ANOVA ANOVA table

Deviance Deviance statistic

Durbin - Watson Durbin - Watson statistic

Exit-polls Exit-polls

F F distribution

F F statistic

Friedman F Friedman F test

Hosmer - Lemeshov
Hosmer - Lemeshov goodness of fit

Kolmogorov - Smirnov Kolmogorov - Smirnov

Kruskal - Wallis H Kruskal - Wallis H test

Likert Likert scale

Q-Q Q-Q Plot

r - Pearson r - Pearson Correlation Coefficient

r - Spearman r - Spearman Correlation Coefficient

Shapiro-Wilks Shapiro-Wilks

276
T

t t distribution

t t statistic

Wald Wald test

Wilcoxon Wilcoxon test

X2 Chi - square test

Cumulative percent

Outlier

Accuracy

Interaction

Reductionism

Analysis of variance

Two-way Analysis of Variance

Factor Analysis

Expected value

() Independent (Variable)

Reliability

Simple linear regression

Simple Random sampling

Rejection area

Cook Cooks distance

Autocorrelate

Degrees of freedom

277

Linear Interpolation

Linear Trend

Line Chart

Area plot

Sample

Sample Survey

Convenience sampling

Cluster sampling


Judgement sampling

Snowball sampling

() Indicator (Variable)

Polls

() Discrete (Variable)

Variance

Median

Scatter/ Dot plot

Confidence Interval

Ordinal Variables

Intercept

Double sampling

Validity

Test of Significance

Test statistic

Greek Statistical Society

278
Nested model

Alternative Hypothesis

Interquartile range

Conceptualization

() Dependent (Variable)

nduction

Mode

Level of significance

Epistimology

Recorded statistics Surveys

Recorded statistics Surveys

Content research

Questionnaire

Range

Emic perspective

Etic perspective

Positivism

Box - Plot

Idiographic approach

Histogram

Normal distribution

() Nominal (Variable)

Slope

279
Pie Chart

Logistic regression

Odds ratio

Maximum likelihood estimator

Cohort study

Panel study

Trend study

Partial Correlation

, Mean

Variables

- Post-testing

Measures of variability

Central tendency measures

Kurtosis measures

Measures of skewness

Unobtrusive research

Nominal Variables

Non parametric

Null Hypothesis

Units of analysis

Leverage

Nomothetic approach

Trimmed Mean

280
Occam's Razor

Ecological fallacy

Control Group

Focus groups

Homoscedacity

Regression

Variance inflation factor - VIF

Deduction

Parametric

Influential points

Experimental Group

Experimental Designs

Descriptive Statistics

Quota sampling

- Covariance matrix

Frequency table

Contigency table

Population

Qualitive Variables

Multiple regression

ulticollinearity

Percentiles

Percent

Quantitive Variables

Pre-testing

281

Bar Chart

Inferential Statistics

Statistic

Stratified sampling

Stoic philosophers

Collinearity

Link function

Covariance

() Scale (Variable)

Skewness Coefficient

Kurtosis Coefficient

Coefficient of variation

Variability coefficient

Coefficient of determination

Systematic sampling

Correlation

Error

Relative frequency

Matching

Quartiles

Standard Deviation

Standard normal distribution

Standard Deviation

Standard error

282
Random variable

Randomizing

Residual

Phenomenology

Dummy (Variable)

283

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