BIOSTATISTICS The Bare EssentialsA NOTE ON THE FRONT COVER The cover depiats the famous “Study of Human Proportion in the Manner of Vitruvius” by ‘Leonardo da Vinci, drawn about 1490, and done to death 300 years later in 1992. These with «a classical bent may wish to know the origin of the idea. According to Renaissance notions. the “Perfect Man” was based on geometric principles. The arms outstretched. the top of the head. ‘and the tip of the fet defined a square, and the tps of the arms and legs outstretched in a Janlike pestion inscribed a circle centered on the navel What da Vinci failed to notice is thatthe legs ft precisely on a normal curve, with the mean between the two heels and the apex at the crotch, one standard deviation falling exactly om the two kneecaps, and the asymptotes at the comers of the inscribed square. The centers ofthe two feet, atthe point where they intersect the arc ofthe circle, then determine the conventional terion for statistical significance at + two standard deviations from the mean. ‘Leonardo da Vinci can be forgiven, however. Statistics hadn't been invented yet it 1492.BIOSTATISTICS The Bare Essentials Geoffrey R. Norman, PhD Professor, Department of Clinical Epidemiology and Biostatistics ‘McMaster University Hamilton, Ontario, Canada David L. Streiner, PhD Professor, Department of Clinical Epidemiology and Biostatistics and Professor, Department of Psychiatry ‘McMaster University Hamilton, Ontario, Canada with 154 illustrations B.C. Decker Inc. Hamilton * LondonB.C. Decker Inc. 4 Hlaghson street South 5 RO. Box 620, LCD. 1 Dacke Hamilton, Ontario LN 3K7 a8 i=l Tel: 905-522-7017 Fax: 905-522-7839 e-mail: info@bedecker.com Website: hup//wwwbcdecker.com © 1998 Geolfrey R. Norman and David L. Streiner All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording, or otherwise, without prior written permission from the publisher. 98 99 00 01 02 PC) 987654321 ISBN 1-55009-085-2 Sales and Distribution United States U.K, Europe, Scandinavia, Middle Kast Blackwell Science Inc. Blackwell Science Ltd. Commerce Place ¢/o Marston Book Services 350 Main Street P.O, Box 87 Malden, MA 02148 Oxford OX2 ODT USA England ‘Tel: 1-800-215-1000 Tel: 44-1865-79115 Canada Australia B.C. Decker Inc. Blackwell Science Pty. Ltd. 4 Hughson Street South 54 University Street RO. Box 620, L-C.D. 1 Carlton, Victoria 3053 Hamilton, Ontario L8N 3K7 Australia Tel: 905-522-7017 Tel: 03 9347 0300 Fax: 905-522-7839 Fax: 03 9349 3016 Japan India Igaku-Shoin Ltd. Jaypee Brothers Medical Publishers Foreign Publications Department B-3, Emca House, 23\23B, 3-24-17 Hongo, Bunkyo-ku Ansari Road, Delhi ‘Tokyo 8719-113, Japan BB. 7193, New Delhi- 110002, India ‘Tel: 3 3817 5680 Tel: 11 3272143, Fax: 3 3815 7805 Fax: 11 3272143, Notice: The authors and publishers have made every effort to ensure that the patient care rec- ommended herein, including choice of drugs and drug dosages, is in accord with the accepted standard and practice at the time of publication. However, since research and regulation con- stantly change clinical standards, the reader is urged to check the product information sheet included in the package of each drug, which includes recommended doses, warnings, and con- traindications. This is particularly important with new and infrequently used drugs.‘To two people whose hard work, patience, diligence, ‘and, most important, unflagging good humour, have made it posible, Geoff R. Norman and David L. Streiner‘Too many people confuse being serious with being solemn. John Cleese One of the fist symptoms of an approaching nervous breakdown is the belief that one’s work is teribly important. Bertrand RussellPREFACE re congratulations in order? Have you finally overcome those years of denial about your ignorance of statistics, those many embarrassing. incidents at scientific meetings, those offhand com- ments at drug company receptions when someone dropped tidbits like "Analysis of covariance” into the conversation and you had to admit your bewilder- ‘ment? Are you prepared to recognize your condition and deal with your problem? Face it, you are a photonumerophobie! Now that you have come out of the dloset (clin- 12), we are here to help. To begin with, it would be useful for you to understand that al statisticians are not created equal, and as a result all statistics books are not equal? An analogy with home renovation ight help. Three basic types of folks are involved in home renovation, First there are architects, who design houses that no one except dermatologists can afford—they worry about concepts, aesthetics. and design at the theory level. Next there are carpenters who do home renovations, are highly specialized and skilled,’ and have a special language consisting of terms such as plates, sills, rafters, sheathing, R28, and the like that describe goings on at the practical level.* Finally, there are the do-it-yourselfers (DIYers), who have the temerity to sally forth in blissful igno. rance and make their own additions. Now, the fact of the matter is that it isn’t all that difficult to put a nail into @ 2x4, or to do anything else related to founda- tions, walls, ceilings, plumbing, and wiring. But a {rustration for accomplished DIYers is that the books. (on do-it-yourselfing are written either by the archi- tees, or by carpenters, but nor by really good DI¥ers, and they all miss the mark. So, you either get pieces, ‘about the aesthetic considerations involved in a ‘$200,000 bathroom renovation, or a DIY book that starts and stops with “How to change a fuse. ‘Unfortunately, the same conventions hold in sta~ tistics. There are the architects of statistics—card- ‘carrying PhD’s who contribute t0 the theory of statistics and publish journal articles in Bicmetrica or little monographs to be read only by other members of this closed community, Then there are the ‘carpenters—the most common species. They usually have @ PhD in statistics, but they don’t actually contribute t0 the discipline base of statistics—they Just do statistics. They don’t usually publish articles in statistics Journals, beyond the cookbook recipes. Then there are the DlYers—folks like us who have arrived at statistics by the back door through disci plines such as psychology or education, With the advent of modern statistical packages and PCs, nearly anyone can be a do-it-yourself statistician— even you. Note that we are assuming in this book, unlike many other statistics books, that you will ot actually do statistics. No one except students in statistics courses has done an Analysis of Variance for 20 years. If God had meant people to do statistics, he wouldn't have invented computers. This description reveals two problems with the present state of affairs. First, doing statistics really is easier now than doing plumbing, but unfortunately errors are much better hidden—there is no statistical equivalent of a leaky pipe. Also, there is no building Inspector or building code in statistic, although journal editors wish there were. Secondly, most Do-lt-Yourself stats books are vritten by tradesmen (oops, that should be “trades- persons”). They are a possessive lot and likely feel a Tittle guilty that they, too, don’t publish in Biometri «a.? So, they commit two fundamental errors. Fist they cannot resist dazzling you with the mysteries of the game and subliminally impressing you with the Incredible intelligence that they must have had to master the field. This is achieved by sprinkling, technical lingo throughout the book, doing lots and lots of derivations and algebra to make it look like science, and, above all, writing in a stilted, formal, and ultimately unreadably boring prose, as if this isa prerequisite for crediility. That is one type of stais- ties book—until recently, in the majority. ‘There is a second strategy, however. Recognizing that no one in possession of his or her senses would actually lay out hard-earned cash to buy such a book,® a number of carpenters have begun to pub- lish tittle thin books, with lively prose and with a sincere hope of demystifying the field and making. ‘good royalties. The only problem is that they usually. presume that the really contemporary stuff of statis- {ics Is much too complicated for the average DIYer to comprehend. As a result, these books begin, and end, with statistical methods that were popular around the turn of the last century. An argumet used to justify such books goes like, “We have carefully surveyed the biomedical literature, and contemporary and powerful methods like Factor ‘Analysis are used only rarely, so we are just teach- * Photonumerephobia: fear thas one's far of ‘bors wll come 10 Light (thanks to Dave suckew, 2 tor satiscians who write statistics books dln’ ondertand this dlistination, which is Why mest statics books are $0 borin. > buys the optim, aren't we? * Daron fools. If hey had the good sense to put Grawco-Latin names on these tines they ould have Uripled their salaries. ‘Aditi, you can charge mere for ‘making a diagnesis of ‘oxute nasopharyngits than for snot nese > Norman cant sympathize. He has a PhO in physic. which fhe newer use, He was recently introduced at 4 meting asa "fallen physicist,” aterm which Steiner call a redundang © Unles, of coune, it twas assigned reading fn a course taught by another satistical carpenter.vii "This sar argument Jor maining the stats que despite mach dcuston of the inadequacy of reporting statis the biomedical teat. 1 analogous 10 saying that we have studied primary care clinics and we found thar mst visits (about 80%) are relawd to acute respiratory infections, Inypertension, depression, and chronic pubnonary disease, 50 that i alt we will each eur medical students Every time we gt on am airplane, we are rat that the piles ‘practical landing the 747 with both starboard engines blown on a simulator so (a) dey wold knoe what 4 dbo if t happened and (6) they would’ have to pratic nw st we be accused of prof lennquage, this stands for “Convcited Reasoning and An- fntllectal Pompsity eer.” Emest Hemingway Bikey ‘thot 50 too—he coined the phrase. "Sc the noe atthe lend ofthis preface. "nto sample sie ca. ‘uations are bas on exact ana of ir pessibly wild guess, resulting ination of precision. As Alfa North Whitehead sai, Some ofthe greatest sates of mankind were inflict by the narrowness of rest witha sound | methodolgy.” PREFACE ing methods that appear commonly.” The circular nature of this argument somehow escapes them.” ‘We have news for you. Contemporary statistics are not all that complicated; in fact, now that computers are around to do all the ditty work, it's much less painful than in yesteryear. Certainly compared to physiology or physics. it’s pain-free. But an author has to approach it with a genuine desire 10 wy very hard to explain it, Let us just return to the DIY analogy one last time. There are really two types of activities that accomplished Divers get involved in. For some chores on the house, they want to be sufficiently informed that they can hire a professional and feel confident that they will recognize when it is done well or poorly ‘That is, they know they can't do it all on their own, but they know enough to be able to tell shoddy workmanship when they see it. Other tasks they may decide to complete themselves. Again, for the biomedical researcher confronted with statistics, both avenues are open. On the one hand, it is a prerequisite, in examining the analyses conducted by others, to be able to understand when it was done well or poorly, even though one may choose to not do it oneself. On the other hand, with the flexibility and ease of many contemporary statistics packages, just about anyone can now get involved in the doing of statistics. Our first book, PDQ Statistis (Norman and Streiner, St. Louis, 1986, Mosby), was written to satisfy consumers of statistics, We found that it was possible to explain most of contemporary statistics at the conceptual level. with little recourse to algebra and proofs. However, it does take somewhat more Knowledge and skill 10 do something—plumbing, wiring, or statistes—than it does to recognize when others are doing it well or poorly. That, then. is the intent of this book, If you never intend to do statistics, save a few bucks and buy PDQ. However, if you are actually involved in research, or if you have had your appetite whetted by PDQ or some other introductory book, pay the salesperson for this book and carry on. ‘Some comments about the format of the book. A perusal of the contents reveals that it is laid out much as any other traditional stats book. We con- templated doing it in Problem-Based fashion, both because we come from a Problem-Based medical school and also because it would sound contempo- rary and sell more books (we never sald we were in it for altruism). But this would constitu view. a debasement of the meaning of problem- based learning (PBL). This book is a resource, not a curriculum. By all means, we urge the reader 10 consult it when there isa statistical problem around, thereby doing PBL. But PBL does not dictate the format of the resources—oll medical students, wher- ever they are, still engorge Harrison and the Merck ‘Manual. We felt that we could better explain the conceptual underpinnings by following the tradi- tional sequence. Some differences go beyond style. Most chapters begin with an example to set the stage. Usually the examples were dreamt up in our fertile imaginations and are, we hope, entertaining. Occasionally we reverted to real-world data, simply because some times the real world is atleast as bizarre as anything imagination could invent, Although many reviews of statistics books praise the users of real examples and castigate others. we are unapologetic in our decision for several reasons: (1) the book is aimed at all types of health professionals, and we didn't want to waste your time and ous explaining the intrica- ies of podiatry for others; (2) the real world is a messy place, and itis dificult, oF well nigh impossi- bee, to locate real examples that illustrate the peda- sgogic points simply:" and (3) we happen to believe. and can cite good psychologic evidence to back it up, that memorable (read “bizarre’) examples are a po- tent ally in learning and remembering concepts. There are far more equations here than in PDQ. although we have stil tried to keep these to a minimum. Our excuse is simply that this is the language of statistics: if we try to avoid it altogether, we end up with such convoluted prose that the message gets lost in the medium. But we continue to try very hard to explain the underlying concept, instead of simply dropping a formula in your lap. ‘There are a few other distinctive features. We have retained the idea of CR.A.P. Detectors? from PDQ as a way to help you see the errors of other's (and your own) ways. We have included “Computer Notes” at the end of each chapter'® to help you with three of the more common and powerful statistical rograms—SPSS (Statistical Program for the Social nnces}, BMDP (BioMeDical Programs), and initab, Finally, we acknowledge that many clinical Investigators use most oftheir skills to get grants so that they can hire someone else to do statistics. Also, it is impossible to squeeze money out of most fed- eral, state, or provincial agencies without an impres: sive sample size calculation." That means, of course, that the only analysis many biomedical re- searchers do is the sample size calculations in their grant proposals. Recognizing this harsh reality, ev- ery chapter has a section devoted to sample size calculations (when these are available) so you will be as good as the next person at befuddling the grant On the issue of format, you will already have noticed that the book has an excessively wide out- side margin. This is not a publisher’s error or an attempt to salvage the pulp and paper industry. Instead, it accomplishes two things: (1) we can use the margin for rubrics? expanding on things of slightly peripheral interest. or inflicting our base humor on the reader: and (2) you can use it to make ‘your own notes if you don’t like ours.PREFACE Finally, on the issue of style. You might have already noticed that we have cultivated a somewhat irreverent tone, which we will proceed to apply as we sce fit to all folks who have the misfortune 10 appear in these pages—statisticians, physicians, ad- rinistrators, nutses, physiotherapists, psychologists, and social workers. We recognize that we run @ Certain risk of offending the “allied” health profes- sionals, who have historically fet somewhat down- trodden, with good reason, by folks with MD after their name. However, we felt the risk was greater if ‘we omitted them altogether. Fear no evil, all ye downtrodden—our intent is not racist, sexist, oF ‘otherwise prejudiced. We will attempt. as much as possible, to insult all professions equally." Notes on the Computer Notes We are of the firm belief that our mothers didn’t raise us to waste our time doing calculations by hand; that’s why we have computers and comput- rized statistical packages. However, learning the arcane code words demanded by many of these programs can be as intimidating as learning statistics itself. So, in our never-ending quest to be as helpful as possible, we've supplied the commands necessary to make some of these programs bow to your wishes, ‘A few years ago, It would have been a simple job 10 choose which programs to include; because there. ‘were only three or four that could be run on desktop computers, we could have included all of them and be seen as comprehensive and erudite. Now, though. it seems as if a new, “better,” package is introduced every month, forcing us to make some choices."? We have not included programs that are “menu driven”; that is, where you hop from one ‘menu to another and simply hit RETURN when you find what you want to do. Such programs require Title help from us. We also have not included pack- ages that may look good but aren't widely used (at Teast as of now). What we have chosen are three old chestnuts— SPSS/PC, BMDE. and Minitab. They have all been around for quite a while. They began their lives on the old behemoth mainframes and are generally accepted to be free from most bugs. The frst two are at the upper end of the scale in terms of power and sophistication, and Minitab is suitable for the tyro. If you don't like our choices, go write your own book: This book isn’t a primer on how to run the programs; you'll have to learn that on your own. But, once you've mastered turning the machine on and off and getting the statistical program to show you its logo, the command section should help. For the most par, we've displayed the “bare bones” ‘commands, using what are called “default values.” If you're smart enough to know when to override these, you should be bright enough to figure out how to modify the commands. The commands are weitten in upper case, LIKE ‘THIS. For the most part, whatever is on the line ‘must be typed in, including the slashes (/), single quotes ('), and the like. The only exceptions are as follows: 1. I you see a # sign, replace with an actual number, such as the number of variables, subjects, or the like. 2. Our own comments, sometimes telling you ‘what to do, are enclosed in those funny-looking, wigely brackets, (and). ‘Good luck (and don’t call us if your machine blows up). Acknowledgements Many of our students have waded through early drafts ofthis book, giving us valuable advice about where we were going astray. Unfortunately, they are {00 numerous 10 mention (and we have forgotten most of their names). However, special thanks are Gue to Dr Marilyn Craven, who patiently (and sometimes painfully) helped us with our logic and Tnglish. So, any mistakes you find should be blamed ‘on them; we humbly accept any praise as due 10 our own efforts. On a serious note (which we hope will be the last), we would like to express ou thanks to Brian C. Decker, who dreamt up the idea of this book and who encouraged us from the beginning. Geoffrey R. Norman David L. Streiner ix "No doubt you worder what @ rubric is Literal isthe note written it red ithe ‘margin of the Book ‘of Common Prayer telling the preacher what to do nex. ‘That's wy these are ri. "we don’t like the terns ther, but it's shorter than spelting out all the allies, "ve forget whether it was Lenny Bruce or ‘Mort Sahl who ended ‘every routine with the Fine, “ts there anyone in the audience whom T haven't insulted ser?” In citer ease, Ihe was our inspiration. "and thereby resulting in some people castigating us for not inctuding the best statistic package fie. the one they Ihave on their machine). Such are the perils of ‘authors.