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Using Multivariate Statistics PDF

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U s i n g M u l t i v a r i a t e S t a t i s t i c s T a b a c h n Using Multivariate Statistics i c k Barbara G. Tabachnick Linda S. Fidell F Sixth Edition i d e l l 6 ISBN 978-1-29202-131-7 e 9 781292 021317 Using Multivariate Statistics Barbara G. Tabachnick Linda S. Fidell Sixth Edition ISBN 10: 1-292-02131-4 ISBN 13: 978-1-292-02131-7 Pearson Education Limited Edinburgh Gate Harlow Essex CM20 2JE England and Associated Companies throughout the world Visit us on the World Wide Web at: www.pearsoned.co.uk © Pearson Education Limited 2014 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 either the prior written permission of the publisher or a licence permitting restricted copying in the United Kingdom issued by the Copyright Licensing Agency Ltd, Saffron House, 6–10 Kirby Street, London EC1N 8TS. All trademarks used herein are the property of their respective owners. The use of any trademark in this text does not vest in the author or publisher any trademark ownership rights in such trademarks, nor does the use of such trademarks imply any affi liation with or endorsement of this book by such owners. ISBN 10: 1-292-02131-4 ISBN 13: 978-1-292-02131-7 British Library Cataloguing-in-Publication Data A catalogue record for this book is available from the British Library Printed in the United States of America 1223441234695385181533953355593 P E A R S O N C U S T O M L I B R AR Y Table of Contents Appendix: Statistical Tables Barbara G. Tabachnick/Linda S. Fidell 1 Appendix: Research Designs for Complete Examples Barbara G. Tabachnick/Linda S. Fidell 15 Appendix: A Skimpy Introduction to Matrix Algebra Barbara G. Tabachnick/Linda S. Fidell 23 1. Introduction Barbara G. Tabachnick/Linda S. Fidell 33 2. A Guide to Statistical Techniques Barbara G. Tabachnick/Linda S. Fidell 49 3. Review of Univariate and Bivariate Statistics Barbara G. Tabachnick/Linda S. Fidell 65 4. Cleaning Up Your Act Barbara G. Tabachnick/Linda S. Fidell 93 5. Multiple Regression Barbara G. Tabachnick/Linda S. Fidell 153 6. Analysis of Covariance Barbara G. Tabachnick/Linda S. Fidell 235 7. Multivariate Analysis of Variance and Covariance Barbara G. Tabachnick/Linda S. Fidell 285 8. Profile Analysis: The Multivariate Approach to Repeated Measures Barbara G. Tabachnick/Linda S. Fidell 355 9. Discriminant Analysis Barbara G. Tabachnick/Linda S. Fidell 419 10. Logistic Regression Barbara G. Tabachnick/Linda S. Fidell 483 I 11005667899515331734795791751 11. Survival/Failure Analysis Barbara G. Tabachnick/Linda S. Fidell 555 12. Canonical Correlation Barbara G. Tabachnick/Linda S. Fidell 617 13. Principal Components and Factor Analysis Barbara G. Tabachnick/Linda S. Fidell 659 14. Structural Equation Modeling Barbara G. Tabachnick/Linda S. Fidell 731 15. Multilevel Linear Modeling Barbara G. Tabachnick/Linda S. Fidell 837 16. Multiway Frequency Analysis Barbara G. Tabachnick/Linda S. Fidell 915 17. Time-Series Analysis Barbara G. Tabachnick/Linda S. Fidell 971 18. An Overview of the General Linear Model Barbara G. Tabachnick/Linda S. Fidell 1037 Index 1049 II appendix: Statistical Tables From Appendix C of Using Multivariate Statistics, Sixth Edition. Barbara G. Tabachnick, Linda S. Fidell. Copyright © 2013 by Pearson Education, Inc. All rights reserved. 1 AppeNDix Statistical Tables Table 1 Normal Curve Areas Table 2 Critical Values of the t Distribution for A (cid:31).05 and .01, Two‐Tailed Test Table 3 Critical Values of the F Distribution Table 4 Critical Values of Chi Square (X2) Table 5 Critical Values for Squares Multiple Correlation (R2) in Forward Stepwise Selection: A (cid:31).05 Table 6 Critical Values for F (S2 /S2 ) max max min Distribution for A (cid:31).05 and .01 2 appendix: Statistical Tables TAble 1 Normal Curve Areas 0 z z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09 0.0 .0000 .0040 .0080 .0120 .0160 .0199 .0239 .0279 .0319 .0359 0.1 .0398 .0438 .0478 .0517 .0557 .0596 .0636 .0675 .0714 .0753 0.2 .0793 .0832 .0871 .0910 .0948 .0987 .1026 .1064 .1103 .1141 0.3 .1179 .1217 .1255 .1293 .1331 .1368 .1406 .1443 .1480 .1517 0.4 .1554 .1591 .1628 .1664 .1700 .1736 .1772 .1808 .1844 .1879 0.5 .1915 .1950 .1985 .2019 .2054 .2088 .2123 .2157 .2190 .2224 0.6 .2257 .2291 .2324 .2357 .2389 .2422 .2454 .2486 .2517 .2549 0.7 .2580 .2611 .2642 .2673 .2704 .2734 .2764 .2794 .2823 .2852 0.8 .2881 .2910 .2939 .2967 .2995 .3023 .3051 .3078 .3106 .3133 0.9 .3159 .3186 .3212 .3238 .3264 .3289 .3315 .3340 .3365 .3389 1.0 .3413 .3438 .3461 .3485 .3508 .3531 .3554 .3577 .3599 .3621 1.1 .3643 .3665 .3686 .3708 .3729 .3749 .3770 .3790 .3810 .3830 1.2 .3849 .3869 .3888 .3907 .3925 .3944 .3962 .3980 .3997 .4015 1.3 .4032 .4049 .4066 .4082 .4099 .4115 .4131 .4147 .4162 .4177 1.4 .4192 .4207 .4222 .4236 .4251 .4265 .4279 .4292 .4306 .4319 1.5 .4332 .4345 .4357 .4370 .4382 .4394 .4406 .4418 .4429 .4441 1.6 .4452 .4463 .4474 .4484 .4495 .4505 .4515 .4525 .4535 .4545 1.7 .4554 .4564 .4573 .4582 .4591 .4599 .4608 .4616 .4625 .4633 1.8 .4641 .4649 .4656 .4664 .4671 .4678 .4686 .4693 .4699 .4706 1.9 .4713 .4719 .4726 .4732 .4738 .4744 .4750 .4756 .4761 .4767 2.0 .4772 .4778 .4783 .4788 .4793 .4798 .4803 .4808 .4812 .4817 2.1 .4821 .4826 .4830 .4834 .4838 .4842 .4846 .4850 .4854 .4857 2.2 .4861 .4864 .4868 .4871 .4875 .4878 .4881 .4884 .4887 .4890 2.3 .4893 .4896 .4898 .4901 .4904 .4906 .4909 .4911 .4913 .4916 2.4 .4918 .4920 .4922 .4925 .4927 .4929 .4931 .4932 .4934 .4936 2.5 .4938 .4940 .4941 .4943 .4945 .4946 .4948 .4949 .4951 .4952 2.6 .4953 .4955 .4956 .4957 .4959 .4960 .4961 .4962 .4963 .4964 2.7 .4965 .4966 .4967 .4968 .4969 .4970 .4971 .4972 .4973 .4974 2.8 .4974 .4975 .4976 .4977 .4977 .4978 .4979 .4979 .4980 .4981 2.9 .4981 .4982 .4982 .4983 .4984 .4984 .4985 .4985 .4986 .4986 3.0 .4987 .4987 .4987 .4988 .4988 .4989 .4989 .4989 .4990 .4990 Source: Adapted/abridged from A. Hald, Statistical Tables and Formulas, Table 1. John Wiley, 1952. 3 appendix: Statistical Tables TAble 2 Critical Values of the t Distribution for A = .05 and .01, Two‐Tailed Test Degrees of Freedom .05 .01 1 12.706 63.657 2 4.303 9.925 3 3.182 5.841 4 2.776 4.604 5 2.571 4.032 6 2.447 3.707 7 2.365 3.499 8 2.306 3.355 9 2.262 3.250 10 2.228 3.169 11 2.201 3.106 12 2.179 3.055 13 2.160 3.012 14 2.145 2.977 15 2.131 2.947 16 2.120 2.921 17 2.110 2.898 18 2.101 2.878 19 2.093 2.861 20 2.086 2.845 21 2.080 2.831 22 2.074 2.819 23 2.069 2.807 24 2.064 2.797 25 2.060 2.787 26 2.056 2.779 27 2.052 2.771 28 2.048 2.763 29 2.045 2.756 30 2.042 2.750 40 2.021 2.704 60 2.000 2.660 120 1.980 2.617 ∞ 1.960 2.576 Source: Adapted from Table 9 in Biometrika Tables for Statisticians, vol. 1, 3d ed., edited by E. S. Pearson and H. O. Hartley (New York: Cambridge University Press, 1958). 4 appendix: Statistical Tables TAble 3 Critical Values of the F Distribution df 1 df 1 2 3 4 5 6 8 12 24 ∞ 2 1 0 .1% 405284 500000 540379 562500 576405 585937 598144 610667 623497 636619 0.5% 16211 20000 21615 22500 23056 23437 23925 24426 24940 25465 1% 4052 4999 5403 5625 5764 5859 5981 6106 6234 6366 2.5% 647.79 799.50 864.16 899.58 921.85 937.11 956.66 976.71 997.25 1018.30 5% 161.45 199.50 215.71 224.58 230.16 233.99 238.88 243.91 249.05 254.32 10% 39.86 49.50 53.59 55.83 57.24 58.20 59.44 60.70 62.00 63.33 2 0.1 998.5 999.0 999.2 999.2 999.3 999.3 999.4 999.4 999.5 999.5 0.5 198.50 199.00 199.17 199.25 199.30 199.33 199.37 199.42 199.46 199.51 1 98.49 99.00 99.17 99.25 99.30 99.33 99.36 99.42 99.46 99.50 2.5 38.51 39.00 39.17 39.25 39.30 39.33 39.37 39.42 39.46 39.50 5 18.51 19.00 19.16 19.25 19.30 19.33 19.37 19.41 19.45 19.50 10 8.53 9.00 9.16 9.24 9.29 9.33 9.37 9.41 9.45 9.49 3 0.1 167.5 148.5 141.1 137.1 134.6 132.8 130.6 128.3 125.9 123.5 0.5 55.55 49.80 47.47 46.20 45.39 44.84 44.13 43.39 42.62 41.83 1 34.12 30.81 29.46 28.71 28.24 27.91 27.49 27.05 26.60 26.12 2.5 17.44 16.04 15.44 15.10 14.89 14.74 14.54 14.34 14.12 13.90 5 10.13 9.55 9.28 9.12 9.01 8.94 8.84 8.74 8.64 8.53 10 5.54 5.46 5.39 5.34 5.31 5.28 5.25 5.22 5.18 5.13 4 0.1 74.14 61.25 56.18 53.44 51.71 50.53 49.00 47.41 45.77 44.05 0.5 31.33 26.28 24.26 23.16 22.46 21.98 21.35 20.71 20.03 19.33 1 21.20 18.00 16.69 15.98 15.52 15.21 14.80 14.37 13.93 13.46 2.5 12.22 10.65 9.98 9.60 9.36 9.20 8.98 8.75 8.51 8.26 5 7.71 6.94 6.59 6.39 6.26 6.16 6.04 5.91 5.77 5.63 10 4.54 4.32 4.19 4.11 4.05 4.01 3.95 3.90 3.83 3.76 5 0.1 47.04 36.61 33.20 31.09 29.75 28.84 27.64 26.42 25.14 23.78 0.5 22.79 18.31 16.53 15.56 14.94 14.51 13.96 13.38 12.78 12.14 1 16.26 13.27 12.06 11.39 10.97 10.67 10.29 9.89 9.47 9.02 2.5 10.01 8.43 7.76 7.39 7.15 6.98 6.76 6.52 6.28 6.02 5 6.61 5.79 5.41 5.19 5.05 4.95 4.82 4.68 4.53 4.36 10 4.06 3.78 6.62 3.52 3.45 3.40 3.34 3.27 3.19 3.10 6 0.1 35.51 27.00 23.70 21.90 20.81 20.03 19.03 17.99 16.89 15.75 0.5 18.64 14.54 12.92 12.03 11.46 11.07 10.57 10.03 9.47 8.88 1 13.74 10.92 9.78 9.15 8.75 8.47 8.10 7.72 7.31 6.88 2.5 8.81 7.26 6.60 6.23 5.99 5.82 5.60 5.37 5.12 4.85 5 5.99 5.14 4.76 4.53 4.39 4.28 4.15 4.00 3.84 3.67 10 3.78 3.46 3.29 3.18 3.11 3.05 2.98 2.90 2.82 2.72 7 0.1 29.22 21.69 18.77 17.19 16.21 15.52 14.63 13.71 12.73 11.69 0.5 16.24 12.40 10.88 10.05 9.52 9.16 8.68 8.18 7.65 7.08 1 12.25 9.55 8.45 7.85 7.46 7.19 6.84 6.47 6.07 5.65 2.5 8.07 6.54 5.89 5.52 5.29 5.12 4.90 4.67 4.42 4.14 5 5.59 4.74 4.35 4.12 3.97 3.87 3.73 3.57 3.41 3.23 10 3.59 3.26 3.07 2.96 2.88 2.83 2.75 2.67 2.58 2.47 8 0.1 25.42 18.49 15.83 14.39 13.49 12.86 12.04 11.19 10.30 9.34 0.5 14.69 11.04 9.60 8.81 8.30 7.95 7.50 7.01 6.50 5.95 (continued ) 5

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