Practical multivariate analysis

435 Pages·2020·3.177 MB·English

by  Afifi, Abdelmonem A., Clark, Virginia, Donatello, Robin Angela, May, Susanne

Practical Multivariate
Analysis
Sixth Edition

Practical Multivariate
Analysis
Sixth Edition
Abdelmonem Afifi
Susanne May
Robin A. Donatello
Virginia A. Clark
CRCPress
Taylor&FrancisGroup
6000BrokenSoundParkwayNW,Suite300
BocaRaton,FL33487-2742
(cid:13)c 2020byTaylor&FrancisGroup,LLC
CRCPressisanimprintofTaylor&FrancisGroup,anInformabusiness
NoclaimtooriginalU.S.Governmentworks
Printedonacid-freepaper
InternationalStandardBookNumber-13:978-1-138-70222-6(Hardback)
Thisbookcontainsinformationobtainedfromauthenticandhighlyregardedsources.Reasonableeffortshavebeenmade
topublishreliabledataandinformation,buttheauthorandpublishercannotassumeresponsibilityforthevalidityofall
materialsortheconsequencesoftheiruse.Theauthorsandpublishershaveattemptedtotracethecopyrightholdersofall
materialreproducedinthispublicationandapologizetocopyrightholdersifpermissiontopublishinthisformhasnotbeen
obtained.Ifanycopyrightmaterialhasnotbeenacknowledgedpleasewriteandletusknowsowemayrectifyinanyfuture
reprint.
ExceptaspermittedunderU.S.CopyrightLaw,nopartofthisbookmaybereprinted,reproduced,transmitted,orutilized
inanyformbyanyelectronic,mechanical,orothermeans,nowknownorhereafterinvented,includingphotocopying,mi-
crofilming,andrecording,orinanyinformationstorageorretrievalsystem,withoutwrittenpermissionfromthepublishers.
For permission to photocopy or use material electronically from this work, please access www.copyright.com
(http://www.copyright.com/)orcontacttheCopyrightClearanceCenter,Inc.(CCC),222RosewoodDrive,Danvers,MA
01923,978-750-8400.CCCisanot-for-profitorganizationthatprovideslicensesandregistrationforavarietyofusers.For
organizationsthathavebeengrantedaphotocopylicensebytheCCC,aseparatesystemofpaymenthasbeenarranged.
TrademarkNotice:Productorcorporatenamesmaybetrademarksorregisteredtrademarks,andareusedonlyforidenti-
ficationandexplanationwithoutintenttoinfringe.
VisittheTaylor&FrancisWebsiteat
http://www.taylorandfrancis.com
andtheCRCPressWebsiteat
http://www.crcpress.com
Contents
Preface xi
Authors xv
I PreparationforAnalysis 1
1 Whatismultivariateanalysis? 3
1.1 Definingmultivariateanalysis 3
1.2 Examplesofmultivariateanalyses 3
1.3 Exploratoryversusconfirmatoryanalyses 6
1.4 Multivariateanalysesdiscussedinthisbook 6
1.5 Organizationandcontentofthebook 9
2 Characterizingdataforanalysis 11
2.1 Variables:Theirdefinition,classification,anduse 11
2.2 Definingstatisticalvariables 11
2.3 Stevens’sclassificationofvariables 12
2.4 Howvariablesareusedindataanalysis 14
2.5 Examplesofclassifyingvariables 15
2.6 Othercharacteristicsofdata 15
2.7 Summary 15
2.8 Problems 15
3 Preparingfordataanalysis 17
3.1 Processingdatasotheycanbeanalyzed 17
3.2 Choiceofastatisticalpackage 18
3.3 Techniquesfordataentry 19
3.4 Organizingthedata 23
3.5 Reproducibleresearchandliterateprogramming 29
3.6 Example:depressionstudy 31
3.7 Summary 33
3.8 Problems 33
4 Datavisualization 37
4.1 Introduction 37
4.2 Univariatedata 38
4.3 Bivariatedata 45
4.4 Multivariatedata 50
4.5 Discussionofcomputerprograms 52
4.6 Whattowatchoutfor 54
4.7 Summary 56
4.8 Problems 56
v
vi CONTENTS
5 Datascreeningandtransformations 59
5.1 Transformations,assessingnormalityandindependence 59
5.2 Commontransformations 59
5.3 Selectingappropriatetransformations 62
5.4 Assessingindependence 69
5.5 Discussionofcomputerprograms 71
5.6 Summary 71
5.7 Problems 72
6 Selectingappropriateanalyses 75
6.1 Whichanalysestoperform? 75
6.2 Whyselectionisoftendifficult 75
6.3 Appropriatestatisticalmeasures 76
6.4 Selectingappropriatemultivariateanalyses 79
6.5 Summary 80
6.6 Problems 80
II RegressionAnalysis 85
7 Simpleregressionandcorrelation 87
7.1 Chapteroutline 87
7.2 Whenareregressionandcorrelationused? 87
7.3 Dataexample 88
7.4 Regressionmethods:fixed-X case 89
7.5 Regressionandcorrelation:variable-X case 93
7.6 Interpretation:fixed-X case 93
7.7 Interpretation:variable-X case 94
7.8 Otheravailablecomputeroutput 98
7.9 Robustnessandtransformationsforregression 103
7.10 Othertypesofregression 105
7.11 Specialapplicationsofregression 107
7.12 Discussionofcomputerprograms 110
7.13 Whattowatchoutfor 110
7.14 Summary 112
7.15 Problems 112
8 Multipleregressionandcorrelation 115
8.1 Chapteroutline 115
8.2 Whenareregressionandcorrelationused? 115
8.3 Dataexample 116
8.4 Regressionmethods:fixed-X case 117
8.5 Regressionandcorrelation:variable-X case 119
8.6 Interpretation:fixed-X case 124
8.7 Interpretation:variable-X case 126
8.8 Regressiondiagnosticsandtransformations 128
8.9 Otheroptionsincomputerprograms 132
8.10 Discussionofcomputerprograms 136
8.11 Whattowatchoutfor 140
8.12 Summary 140
8.13 Problems 141
CONTENTS vii
9 Variableselectioninregression 145
9.1 Chapteroutline 145
9.2 Whenarevariableselectionmethodsused? 145
9.3 Dataexample 147
9.4 Criteriaforvariableselection 149
9.5 AgeneralFtest 152
9.6 Stepwiseregression 153
9.7 Lassoregression 159
9.8 Discussionofcomputerprograms 163
9.9 Discussionofstrategies 164
9.10 Whattowatchoutfor 166
9.11 Summary 167
9.12 Problems 168
10 Specialregressiontopics 171
10.1 Chapteroutline 171
10.2 Missingvaluesinregressionanalysis 171
10.3 Dummyvariables 177
10.4 Constraintsonparameters 184
10.5 Regressionanalysiswithmulticollinearity 186
10.6 Ridgeregression 187
10.7 Summary 190
10.8 Problems 191
11 Discriminantanalysis 195
11.1 Chapteroutline 195
11.2 Whenisdiscriminantanalysisused? 195
11.3 Dataexample 196
11.4 Basicconceptsofclassification 197
11.5 Theoreticalbackground 202
11.6 Interpretation 204
11.7 Adjustingthedividingpoint 207
11.8 Howgoodisthediscrimination? 209
11.9 Testingvariablecontributions 210
11.10Variableselection 211
11.11Discussionofcomputerprograms 211
11.12Whattowatchoutfor 212
11.13Summary 214
11.14Problems 214
12 Logisticregression 217
12.1 Chapteroutline 217
12.2 Whenislogisticregressionused? 217
12.3 Dataexample 218
12.4 Basicconceptsoflogisticregression 219
12.5 Interpretation:categoricalvariables 220
12.6 Interpretation:continuousvariables 222
12.7 Interpretation:interactions 223
12.8 Refiningandevaluatinglogisticregression 229
12.9 Nominalandordinallogisticregression 238
12.10Applicationsoflogisticregression 243
12.11Poissonregression 246
12.12Discussionofcomputerprograms 249
viii CONTENTS
12.13Whattowatchoutfor 249
12.14Summary 251
12.15Problems 252
13 Regressionanalysiswithsurvivaldata 255
13.1 Chapteroutline 255
13.2 Whenissurvivalanalysisused? 255
13.3 Dataexamples 256
13.4 Survivalfunctions 256
13.5 Commonsurvivaldistributions 262
13.6 Comparingsurvivalamonggroups 262
13.7 Thelog-linearregressionmodel 264
13.8 TheCoxregressionmodel 266
13.9 Comparingregressionmodels 274
13.10Discussionofcomputerprograms 276
13.11Whattowatchoutfor 276
13.12Summary 278
13.13Problems 278
14 Principalcomponentsanalysis 281
14.1 Chapteroutline 281
14.2 Whenisprincipalcomponentsanalysisused? 281
14.3 Dataexample 282
14.4 Basicconcepts 282
14.5 Interpretation 285
14.6 Otheruses 292
14.7 Discussionofcomputerprograms 294
14.8 Whattowatchoutfor 294
14.9 Summary 295
14.10Problems 296
15 Factoranalysis 297
15.1 Chapteroutline 297
15.2 Whenisfactoranalysisused? 297
15.3 Dataexample 298
15.4 Basicconcepts 298
15.5 Initialextraction:principalcomponents 300
15.6 Initialextraction:iteratedcomponents 303
15.7 Factorrotations 305
15.8 Assigningfactorscores 309
15.9 Applicationoffactoranalysis 310
15.10Discussionofcomputerprograms 310
15.11Whattowatchoutfor 312
15.12Summary 313
15.13Problems 314
16 Clusteranalysis 317
16.1 Chapteroutline 317
16.2 Whenisclusteranalysisused? 317
16.3 Dataexample 318
16.4 Basicconcepts:initialanalysis 318
16.5 Analyticalclusteringtechniques 324
CONTENTS ix
16.6 Clusteranalysisforfinancialdataset 328
16.7 Discussionofcomputerprograms 333
16.8 Whattowatchoutfor 336
16.9 Summary 336
16.10Problems 336
17 Log-linearanalysis 339
17.1 Chapteroutline 339
17.2 Whenislog-linearanalysisused? 339
17.3 Dataexample 340
17.4 Notationandsampleconsiderations 341
17.5 Testsandmodelsfortwo-waytables 343
17.6 Exampleofatwo-waytable 345
17.7 Modelsformultiwaytables 347
17.8 Exploratorymodelbuilding 350
17.9 Assessingspecificmodels 354
17.10Samplesizeissues 355
17.11Thelogitmodel 356
17.12Discussionofcomputerprograms 358
17.13Whattowatchoutfor 358
17.14Summary 359
17.15Problems 360
18 Correlatedoutcomesregression 361
18.1 Chapteroutline 361
18.2 Wheniscorrelatedoutcomesregressionused? 361
18.3 Dataexamples 362
18.4 Basicconcepts 364
18.5 Regressionofclustereddatawithacontinuousoutcome 369
18.6 Regressionofclustereddatawithabinaryoutcome 373
18.7 Regressionoflongitudinaldata 375
18.8 Generalizedestimatingequationsanalysisofcorrelateddata 379
18.9 Discussionofcomputerprograms 383
18.10Whattowatchoutfor 385
18.11Summary 386
18.12Problems 386
AppendixA 389
A.1 Datasetsandhowtoobtainthem 389
A.2 Chemicalcompanies’financialdata 389
A.3 Depressionstudydata 389
A.4 Financialperformancecluster–analysisdata 389
A.5 Lungcancersurvivaldata 390
A.6 Lungfunctiondata 390
A.7 ParentalHIVdata 390
A.8 Northridgeearthquakedata 391
A.9 Schooldata 391
A.10 Micedata 391
Bibliography 393
Index 411