October 2001

exPERT STATS
STATISTICS WORKSHOPS FOR RESEARCH
STUDENTS

Multivariate Analysis
or
Survey Data Analysis

Dr. Tim R.L. Fry

Introduction.
u This workshop is concerned with
analysing data collected using sample
surveys.
u I will present an overview of
techniques that form part of a wider
class known as Multivariate Analysis.
u J.F. Hair, R.E. Anderson, R.L. Tatham
and W.C. Black Multivariate Data
Analysis, 5 th Edition, Prentice Hall,
1998.
u ETC/MKC3500 Survey data analysis
http://webct3.buseco.monash.edu.au:8900/
u (My choice of) Software: S.P.S.S.
A Classification 1.
Dependence Techniques.
u The explanation or prediction of
dependent variable(s) by other
independent variable(s).
u Examples include:
– (various types of) Regression,
– Canonical Correlation,
– Structural Equations,
– (Chi-squared) Automatic Interaction
Detection [(CH)AID],
– Multivariate Analysis of Variance,
– Conjoint Analysis.
About the Data.
Measurement Scales.
u Non-metric measurements are made
on a nominal or ordinal scale. They
are qualitative (or discrete) and
reflect characteristics or attributes.
u Metric measurements are made on
an interval or ratio scale. They are
quantitative and reflect relative
quantity or distance.
u Need to “match” the technique and
the measurement scale.
A Classification 2.
Interdependence Techniques.
u The identification of the structure of
inter-relationships. Variables are
analysed simultaneously with none
being designated as either dependent or
independent.
u Examples include:
– Factor Analysis,
– Cluster Analysis,
– Multidimensional Scaling,
– Correspondence Analysis.
u Other approaches to analysing survey
data that are not “multivariate analysis”
include data mining, genetic algorithms
and neural networks.
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A “Structured” Approach
u Definition Stage.
– Research problem. Objectives.
Multivariate technique. “Conceptual
Model”.
u Analysis Plan.
– Implementation issues. Sample size.
Measurement scales.
u Validate Assumptions.
– Are the statistical and conceptual
assumptions met? Preliminary data
analysis.
General Guidelines.
u Establish practical as well as
statistical significance.
u Sample size affects all results.
u Know your data.
u Strive for model parsimony.
u Look at your errors.
u Validate your results.
1. A “Structured” Approach 2.
u Estimation
– Choice of any estimation method and
any options. Estimation of specified
model. Model “fit”.
u Interpretation.
– Identify the empirical evidence.
u Validation.
– Are the results generalisable?
Diagnostic analysis. Outliers.
u These last stages, especially the last
three tend to interact with each other.
A Key Assumption.
u Central to the use of many of these
techniques is the assumption that a
set of variables has a multivariate
Normal distribution.
u A byproduct of this assumption is
that we often seek transformations
that result in Normality.
u Transformations are also used to
achieve constant variance
(homoscedasticity) or linearity.
u Note: Any underlying assumption
should be stated and, if possible,
tested.
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Preliminary Data Analysis 1. Preliminary Data Analysis 2.

u Before undertaking more “complicated” u We can use χ2 tests of association to

analysis we should conduct some
preliminary data analysis.
u Frequency distributions:
– We can tabulate and cross-tabulate
variables.
– We can plot cumulative frequencies.
» Histograms
– Stem and Leaf plots, Box plots.
– Produce 2D and 3D scatterplots, scatterplot
matrices.
u These enable us to begin to investigate
our data and “test” any assumptions.
begin to investigate any (inter)-
relationships in the data.
– Non-metric variables.
u To test whether our metric variables
can be assumed to have Normal
distributions.
– Normal Probability Plots compare the
cumulative distribution of the observed
data with that of a Normally distributed
variable [P-P Plots].
– Formal tests also exist based upon
either skewness or kurtosis or both.

Graphical Analysis 1. Graphical Analysis 2.

u Graphical analysis is a common

exploratory tool.
u SYSTAT is very good for graphical
analysis.
u Two popular techniques are
Andrews plots and Chernoff Faces.
– Chernoff faces represent the
observation on the p variables by a two
dimensional face whose characteristics
(shape, nose length, eye size, …) are
determined by the standardized
measurements of the variables.
– Early work used only 10 variables.
However, recent implementations have uAlso check the “interactive” WWW site:
used up to 20 variables. http://www.hesketh.com/schampeo/Faces/interactive.html

3
Outliers.
u An outlier is an observation that is
substantially different from the other
observations.
– Is it “representative” of the population?
u Detection:
– Univariate [plots, Z scores].
– Bivariate [plots, scatterplots].
– Multivariate [distance measures based
upon Mahalanobis D2].
u Retention or Deletion?
– Is it a “valid” observation from the
population or not?
» If YES then retain the observation.
Missing Data
u Examine the missing data.
– Is it possible to determine the reason(s)
for the missing data? Can we determine
a missing data process?
u Dealing with missing data.
– Delete respondent(s) [case(s)] and/or
variable(s) from the analysis. Extreme
version is to use only those respondents
with complete data. This is acceptable
when data is missing at random and the
sample size is large.
– Replacement of the missing values by
imputation methods. These methods are
either based on all respondents with
complete data or on all non-missing
data.
Missing Data 1.
u Cannot be avoided!
– Can be for factors external to the
respondent (data collection or entry) or
for actions by the respondent
(refusal/non-response).
– Key questions are is the missing data
randomly spread and how much data is
missing?
– Missing data has two main impacts.
Potential “bias” in the analysis and
reduction of the effective sample size.
2. An Example
We want a Republic, God Save the Queen
u Current, ongoing research, joint with
Sinclair Davidson at RMIT.
u Here we look at analysing some data in
The Australian Election Survey, 1998.
– In particular, we will look at questions
relating to the “republic issue”.
– Later, we will be analysing The
Constitutional Referendum Study, 1999.
– Both data files available from Social
Science Data Archives at A.N.U.
» http://ssda.anu.edu.au/
4
 Referendum vote on republic
Frequencies Cumulative
Frequency Table Frequency Percent Valid Percent Percent
Valid Definitely vote for republic 690 36.4 37.2 37.2
Importance of Queen Probably vote for republic 427 22.5 23.0 60.3
Undecided 218 11.5 11.8 72.0
Cumulative
Frequency Percent Valid Percent Percent Probably vote against
235 12.4 12.7 84.7
Valid Very important 183 9.6 9.9 9.9 republic
Fairly important Definitely vote against
381 20.1 20.5 30.4 283 14.9 15.3 100.0
republic
Not very important 1292 68.1 69.6 100.0
Total 1853 97.7 100.0
Total 1856 97.8 100.0
Missing Missing 44 2.3
Missing Missing 41 2.2
Total 1897 100.0
Total 1897 100.0
Crosstabs
Australia a republic
Referendum vote on republic * Head of republic from voters Crosstabulation
Cumulative
Frequency Percent Valid Percent Percent Count
Valid Strongly for republic 629 33.2 34.3 34.3 Head of republic from voters
Favour republic 577 30.4 31.5 65.8 Strongly for Strongly for
Favour retaining Queen 462 24.4 25.2 91.0 election by For election For election by election by
Strongly for retaining voters by voters Parliament Parliament Total
165 8.7 9.0 100.0
Queen Referendum Definitely vote for republic 400 122 131 35 688
Total 1833 96.6 100.0 vote on Probably vote for republic 186 152 77 10 425
Missing Missing 64 3.4 republic Undecided 97 84 27 6 214
Total 1897 100.0
Probably vote against
republic 112 74 38 8 232
Head of republic from voters
Definitely vote against
Cumulative republic 174 60 21 23 278
Frequency Percent Valid Percent Percent Total 969 492 294 82 1837
Valid Strongly for election by
972 51.2 52.8 52.8
voters
Chi-Square Tests
For election by voters 492 25.9 26.7 79.6
For election by Parliament 294 15.5 16.0 95.5 Asymp. Sig.
Strongly for election by Value df (2-sided)
82 4.3 4.5 100.0 a
Parliament Pearson Chi-Square 104.695 12 .000
Total 1840 97.0 100.0 Likelihood Ratio 107.135 12 .000
Missing Missing 57 3.0 Linear-by-Linear
1.427 1 .232
Total 1897 100.0 Association
N of Valid Cases 1837
Change or retain Aust flag a. 0 cells (.0%) have expected count less than 5. The
minimum expected count is 9.55.
Cumulative
Frequency Percent Valid Percent Percent
Valid Strongly for flag change 277 14.6 15.1 15.1
For flag change 443 23.4 24.1 39.2
For retaining flag 509 26.8 27.7 67.0
Strongly for retaining flag 606 31.9 33.0 100.0
Total 1835 96.7 100.0
Missing Missing 62 3.3
Total 1897 100.0
 Multiple Correspondence Analysis (Multiple Scaling)
Correspondence Analysis
Credit Credit

CORRESPONDENCE HOMALS
Version 1.0 Version 1.0
by by
Data Theory Scaling System Group (DTSS) Data Theory Scaling System Group (DTSS)
Faculty of Social and Behavioral Sciences Faculty of Social and Behavioral Sciences
Leiden University, The Netherlands
Leiden University, The Netherlands

2.5
1.0

.8 2.0

.6
1.5
.4
Dimension 2

.2 1.0

Dimension 2
.0
.5
-.2

-.4 Vote in House of

Referendum Vote 0.0
-.6 on Republic Representatives

-.8 Head of Republic -.5

Referendum vote
-1.0 from voters on Republic
-1.0 -.8 -.6 -.4 -.2 .0 .2 .4 .6 .8 1.0 1.2 -1.0
Head of Republic
Dimension 1 -1.5 from voters
-1.5 -1.0 -.5 0.0 .5 1.0 1.5

Dimension 1
Logistic Regression Classification Table
a

Case Processing Summary Predicted

a
Unweighted Cases N Percent
Referendum Vote
Selected Cases Included in Analysis 1746 92.0
Missing Cases 151 8.0 Not For Percentage
Observed Republic For Republic Correct
Total 1897 100.0
Step 1 Referendum Vote Not For Republic 464 221 67.7
Unselected Cases 0 .0
Total For Republic 106 955 90.0
1897 100.0
a. If weight is in effect, see classification table for the total Overall Percentage 81.3
number of cases. a. The cut value is .500

Dependent Variable Encoding Variables in the Equation

Original Value Internal Value B S.E. Wald df Sig. Exp(B)

Not For Republic Step
a G1 268.017 2 .000
0
1 G1(1) 1.315 .385 11.656 1 .001 3.725
For Republic 1
G1(2) 3.546 .368 92.934 1 .000 34.676
Categorical Variables Codings G3 5.817 3 .121
G3(1) .613 .338 3.290 1 .070 1.846
Parameter coding
G3(2) .374 .347 1.160 1 .282 1.454
Frequency (1) (2) (3) (4) (5) (6) (7)
Vote in House of Liberal 661 .000 .000 .000 .000 .000 .000 .000 G3(3) .678 .367 3.416 1 .065 1.970
Representatives Labor 701 1.000 .000 .000 .000 .000 .000 .000 G4 160.619 3 .000
National (Country) 84 .000 1.000 .000 .000 .000 .000 .000 G4(1) 2.621 .282 86.254 1 .000 13.747
Australian Democrats 97 .000 .000 1.000 .000 .000 .000 .000 G4(2) 2.008 .191 110.493 1 .000 7.451
Greens 31 .000 .000 .000 1.000 .000 .000 .000 G4(3) .802 .156 26.446 1 .000 2.230
One Nation 113 .000 .000 .000 .000 1.000 .000 .000
B11REPS 31.041 7 .000
Other Party 35 .000 .000 .000 .000 .000 1.000 .000
Informal/Didn't vote 24 .000 .000 .000 .000 .000 .000 1.000 B11REPS(1) .290 .153 3.579 1 .059 1.337
Change or retain Strongly for flag change 263 1.000 .000 .000 B11REPS(2) -.580 .321 3.261 1 .071 .560
Aust flag For flag change 429 .000 1.000 .000 B11REPS(3) -.180 .289 .388 1 .533 .835
For retaining flag 482 .000 .000 1.000 B11REPS(4) .306 .545 .315 1 .575 1.358
Strongly for retaining flag 572 .000 .000 .000 B11REPS(5) -.802 .283 8.025 1 .005 .448
Head of republic Strongly for election by
911 1.000 .000 .000 B11REPS(6) -.640 .445 2.070 1 .150 .527
from voters voters
For election by voters 469 .000 1.000 .000 B11REPS(7) -1.469 .510 8.289 1 .004 .230
For election by Parliament 287 .000 .000 1.000 I1(1) -.409 .135 9.180 1 .002 .664
Strongly for election by Constant -3.592 .486 54.525 1 .000 .028
79 .000 .000 .000
Parliament
a. Variable(s) entered on step 1: G1, G3, G4, B11REPS, I1.
Importance of Very important 166 .000 .000
Queen Fairly important 363 1.000 .000
Not very important 1217 .000 1.000
Sex Male 869 .000
Female 877 1.000

Omnibus Tests of Model Coefficients

Chi-square df Sig.
Step 1 Step 896.732 16 .000
Block 896.732 16 .000
Model 896.732 16 .000

Model Summary

-2 Log Cox & Snell Nagelkerke

Step likelihood R Square R Square
1 1442.129 .402 .544