Using Multivariate Statistics 7th Edition

Barbara G. Tabachnick
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 SEVENTH EDITION

Using Multivariate
Statistics

Barbara G. Tabachnick
California State University, Northridge

Linda S. Fidell
California State University, Northridge

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Library of Congress Cataloging-in-Publication Data

Nam es: Tabachnick, Barbara G., author. I Fidell, Linda S., author.
Title: Using multivaria te statistics/Ba rbara G. Tabacllnick, Ca lifornia State University, Northridge,
Linda S. Fidell, California Sta te University, Northridge.
Description: Seventh edition. I Boston: Pearson, [2019) 1 Chapter 14,
by Jodie B. Ullm an .
Id entifiers: LCCN 2017040173 1 ISBN 9780134790541 I ISBN 0134790545
Subjects: LCSH: Multivaria te analysis. I Statistics.
C lassification: LCC QA278 .T3 2019 I DOC 519.5/35--dc23
LC record available a t https:/ /lccn .loc.gov / 2017040173

1 18

@Pearson Books a Ia Carte

ISBN-10: 0-13-479054-5
ISBN-13: 978-0-13-479054-1
Contents
P reface xiv 2.1.3 Prediction of Group Membership 20
2.1.3.1 One-Way Discriminant Analysis 20
1 Introduction 1 2.1.3.2 Sequential One-Way Discriminant
Analysis 20
1.1 Multivariate Statistics: Why? 1 2.1.3.3 Multi way Frequency Analysis
1.1.1 The Domain of Multivariate Statistics: (Logit) 21
Numbers of IVs and DVs 2 2.1.3.4 Logistic Regression 21
1.1.2 Experimental and Nonexperimental 2.1.3.5 Sequential Logisbc Regression 21
Resea~ 2 2.1.3.6 Factorial Discriminant Analysis 21
1.1.3 Computers and Multivariate Statistics 3 2.1.3.7 Sequential Factorial Discriminant
1.1.4 Garbage In, Roses Out? 4 Analysis 22

1.2 Som e Useful Definitions 5 2 .1.4 Structu re 22

2.1.4.1 Principal Components 22
1.2.1 Continuous, Discrete, a nd Dichotom o us
~Ia 5 2.1 .4.2 Factor Analysis 22
2.1.4.3 Stmctural Equation Modeling 22
1.2.2 Samples a nd Populations 6
2.1.5 Time Course of Events 22
1.2.3 Descriptive a nd Infe rential Statis tics 7
2.1.5.1 Survival/Failure Analysis 23
1.2.4 O rlh ogona li ty : Standa rd and Sequential
2.1.5.2 Time-Series Ana lysis 23
A na lyses 7
2.2 Som e Furthe r Com pa risons 23
1.3 Linear Com b inations o f Variables 9
2.3 A Decision Tree 24
1.4 N u m ber a nd Na ture of Variables to Inclu de 10
2 .4 Technique Chapters 27
1.5 Statistical Power 10
2.5 Preliminary Check of the Data 28
1.6 Data Appropriate for Multivariate Statistics 11
1.6.1 The Data Matrix 11
1.6.2 The Correlation Matrix 12
3 Review of Univariate and
1.6.3 The Variance-Covariance Matrix 12
Bivariate Statistics 29
1.6.4 The Sum-of-Squares and Cross-Products 3.1 Hypothesis Testing 29
Matrix 13 3.1.1 One-Sample z Test as Prototype 30
1.6.5 Residuals 14 3.1.2 Power 32
1.7 Organization of the Book 14 3.1.3 Extensions ofthe Model 32
3.1.4 Controversy Surrounding Significance
2 A Guide to Statistical Techniques: Testing 33
Using the Book 15 3.2 Analysis of Variance 33
2.1 Research Questions and Associated Techniques 15 3.2.1 One-Way Between-Subjects ANOVA 34
2.1.1 Degree of Relationship Among Variables 15 3.2.2 Factorial Between-Subjects ANOVA 36
2.1.1.1 Bivariate r 16 3.2.3 Within -Subjects ANOVA 38
2.1.1.2 Multiple R 16 3.2 .4 Mixed Between-Within-Subjects ANOVA 40
2.1.1.3 Sequential R 16 3.2 .5 Design Complexity 41
2.1.1.4 Canonical R 16 3.2.5.1 Nesting 41
2.1.1.5 Multiway Frequency Analysis 17 3.2.5.2 Latin-Square Designs 42
2.1.1.6 Multilevel Modeling 17 3.2.5.3 Unequal 11 and Nonorthogonality 42
2.1.2 Sig n ifica nce o f C ro up Diffe rences 17 3.2.5.4 Fixed and Random Eff<>cts 43
2.1.2.t One-Way ANOVA and I Test 17 3.2 .6 Specific Com pari sons 43
2.1.2.2 One-Way ANCOVA 17 3.2.6.1 Weighting Coefficients for
2.1.2.3 Factorial ANOVA 18 Comparisons 43
2.1.2.4 Factorial ANCOVA 18 3.2.6.2 Orthogonality of Weighting
2.1.2.5 lfotelling's T 2 18 Coefficients 44
2.1.2.6 One-Way MANOVA 18 3.2.6.3 Obtained F for Comparisons 44
2.1.2.7 One-Way MANCOVA 19 3.2.6.4 Critical F for PLmned Comparisons 45
2.1.2.8 Factorial MANOVA 19 3.2.6.5 Critical F for Post Hoc Comparisons 45
2.1.2.9 Factorial MANCOVA 19 3.3 Parameter Estimation 46
2.1.2.10 Profile Analysis of Repeated Measures 19 3.4 Effect Size 47
iii
iv Contents

3.5 Bivariate Statistics: Correlation and Regression 48

3.5.1 Correlation 48
5 Multiple Regression 99
3.5.2 Regression 49 5.1 General Purpose and Description 99
3.6 Chi-Square Analysis 50 5.2 Kinds of Research Questions 101
5.2.1 Degree of Relationship 101
4 Cleaning Up Your Act: Screening 5.2.2 Importance offVs 102
Data Prior to Analysis 52 5.2.3 Adding IVs 102
4.1 Important Issues in Data Screening 53 5.2.4 Changing lVs 102
4.1.1 Accuracy o f Data File 53 5.2.5 Contingencies Amo ng IVs 102
4.1.2 Honest Correlations 53 5.2.6 Comparing Sets of IVs 102
4.1.2.1 Inflated Correlation 53 5.2.7 Predicting DV Scores
4.1.2.2 Deflated Correlation 53 for Members of a New Sample 103
4.1.3 Missing Data 54 5.2.8 Parameter Estimates 103
4.1.3.1 Deleting Cases or Variables 57 5.3 Limitations to Regression Analyses 103
4.1.3.2 Estimating Missing Data 57 5.3.1 Theoretical Issues 103
4.1.3.3 Using a Missing Data Correlation 5.3.2 Practical Issues 104
Matrix 61 5 .3 .2 .1 Ratio of Cases to IVs lOS
4.1.3.4 Treating Missing Data as Data 61 5 .3 .2 .2 Absence of Outliers Among
4.1.3.5 Repeating Analyses with and without the IVs and on the DV 105
Missing Data 61 5.3.2.3 Absence of Multicollinearity and
4.1.3.6 Choosing Among Methods for Singula rity 106
Dealing with Missing Datn 62 5.3.2.4 Normality, Linearity, and
4.1.4 O utliers 62 Homoscedasticity of Residuals 106
4.1.4.1 Detecting Univariate and 5.3.2.5 Independence of Errors 108
Multivariate Outliers 63 5.3.2.6 Absence of Outliers in the Solution 109
4.1.4.2 Describing Outliers 66 5.4 Fundamental Equations for Multiple
4.1.4.3 Reducing the Influence 109
Regression
of Outliers 66
5.4.1 General Linear Equations 110
4.1.4.4 Outliers in a Solution 67
5.4.2 Matrix Equations 111
4.1.5 Normality, Linearity, and
Homoscedasticity 67 5.4.3 Computer Analyses of Small-Sample
4.1.5.1 Normality
Example 113
68
4.1 .5.2 Linearity 72 5.5 Major Types of Multiple Regression 115
4.1.5.3 Homoscedasticity, Homogeneity 5.5.1 Standard Mu ltiple Regression 115
of Variance, and Homogeneity of 5.5.2 Sequential Mu ltiple Regression 116
Variance-Covariance Mntriccs 73
5.5.3 Statistica l (Stepwise) Regression 117
4.1.6 Common Da ta Transformations 75
5.5.4 Choosing Among Regression
4.1.7 Multicollinearity and Singularity 76 Strategies 121
4.1.8 A Checklist and Some Practical 5.6 Some Important Issues 121
Recommendations 79
5.6.1 Importance of IVs 121
4.2 Complete Examples of Data Screening 79 5.6. 1.1 Standard Multiple Regression 122
4.2.1 Screening Ungrouped Data 80 5.6. 1.2 Sequential or Statistical Regression 123
4.2.1.1 Accuracy of Input, Misi.ing Data, 5.6 .1.3 Commonality Analysis 123
Distribu tions, and Univariate Outliers 81
5 .6 .1.4 Relative Importance Analysis 125
4.2.1.2 Linearity and Homoscedasticity 84
5.6.2 Statistica l Inference 128
4.2.1.3 Transformation 84
5.6.2.1 Test for Multiple R 128
4.2.1.4 Detecting Mult ivariat~ Outliers 84
5.6.2.2 Test of Regression Components 129
4.2.1.5 Variables Causing Cases to Be Outliers 86
5.6.2.3 Test of Added Subset of IVs 130
4.2.1.6 Multicollinearity 88
5.6.2.4 Confidence Limits 130
4.2.2 Screening Grou ped Data 88 5.6.2.5 Comparing Two Sets of Predictors 131
42.21 Accuracy of lnpu~ Missing 0.1ta,
Distributions, Homogeneity of Variance, 5.63 Adjustment of R2 132
and Univariate Outliers 89 5.6.4 Suppressor Variables 133
4.2.2.2 Linearity 93 5.6.5 Regression Approach to ANOVA 134
4.22.3 Multivariate Outliers 93 5.6.6 Centering When Interactions
4.2.2.4 Variables Causing Cases to Be Outliers 94 and Powers of IVs Are Included 135
4.2.2.5 Multicollinearity 97 5.6.7 Mediation in Causal Sequence 137
 Contents v

5.7 Complete Examples of Regression Analysis 138 6.5.4.3 Specific Comparisons and
5.7.1 Evaluation of Assumptions 139 Trend Analysis ISS
5.7.1.1 Ratio of Cases to IVs 139 6.5.4.4 Effect Size 187
5.7.12 Normality, Linearity, 6.5.5 Alternatives to ANCOVA 187
Homoscedasticity, and 6.6 Complete Example of Analysis of Covariance 189
Independence of Residuals 139 6.6.1 Evaluation of Assumptions 189
5.7.1.3 Outliers 142 6.6.1.1 Unequal 11 and Missing Oat• 189
5.7.1.4 Multicollinearity and Singularity 144 6.6.1.2 Normality 189
5.7.2 Standard Multiple Regression 144 6.6.1.3 Linearity 191
5.7.3 Sequential Regression 150 6.6.1.4 Outliers 191
5.7.4 Example of Standard Multiple 6.6.1.5 Multicollinearity and Singularity 192
Regression with Missing Values 6.6.1.6 Homogeneity of Variance 192
Multiply Imputed 154 6.6.1.7 Homogeneity of Regression 193
5.8 Comparison of Programs 162 6.6.1.8 Reliability of Covariates 193
5.8.1 ffiM SPSS Package 163 6.6.2 Analysis of Covariance 193
5.8.2 SAS System 165 6.6.2.1 Main Analysis 193
5.8.3 SYSTATSystem 166 6.6.2.2 Evaluation of Covariates 196
6.6.2.3 Homogeneity of Regression Run 196
6 Analysis of Covariance 167 6.7 Comparison of Programs 200
6.1 General Purpose and Description 167 6.7.1 IBM SPSS Package 200
6.7.2 SAS System 200
6.2 Kinds of Research Questions 170
6.7.3 SYSTAT System 200
6.2.1 Main Effects of !Vs 170
6.2.2 Interactions Among IVs 170
6.2.3 Specific Comparisons and Trend
7 Multivariate Analysis of
Analysis 170 Variance and Covariance 203
6.2.4 Effects of Covariates 170 7.1 General Purpose and Description 203
6.2.5 Effect Size 171 7 2 Kinds of Research Questions 206
6.2.6 Parameter Estimates 171 7.2.1 Main Effects ofiVs 206
6.3 Limitations to Analysis of Covariance 171 7.2.2 Interactions Among IVs 207
6.3.1 Theoretical Issues 171 7.2.3 Importance of DVs 207
6.3.2 Practical Issues 172 7.2.4 Parameter Estimates 207
6.3.2.1 Unequal Sample Sizes, Missing 7.2.5 Specific Comparisons
Data, and Ratio of Cases to IVs 172 and Trend Analysis 207
6.3.2.2 Absence of Outliers 172 7.2.6 Effect Size 208
6.3.2.3 Absence of Multicollinearity
7.2.7 Effects of Covariates 208
and Singularity 172
6.3.2.4 Normality of Sampling Distributions 173 7.2.8 Re peated-Measures Analysis
of Variance 208
6.3.2.5 Homogeneity of Variance 173
6.32.6 Linearity 173 7.3 Limitations to Multivariate Analysis
6.32.7 Homogeneity of Regression 173 of Variance and Covariance 208
6.3.2.8 Reliability of Co,•ariatcs 174 7.3.1 Theoretical Issues 208
6.4 Fundamental Equations for Analysis 7.3.2 Practica I Issues 209
of Covariance 174 7.3.2.1 Unequal Sample Sizes,
Missing Data, and Power 209
6.4.1 Sums of Squares and Cross-Products 175
7.3.2.2 Multivariate Normality 210
6.4.2 Significance Test and Effect Size 177
7.3.2.3 Absence of Outliers 210
6.4.3 Computer Analyses of Small-Sample
7.3.2.4 Homogeneity of Variance-
Example 178 Covariance Matrices 210
6.5 Some Important Issues 179 7.3.2.5 Linearity 211
6.5.1 Choosing Covariates 179 7.3.2.6 Homogeneity of Regression 211
6.5.2 Evaluation of Covariales 180 7.3.2.7 Reliability of Covariates 211
6.5.3 Test for Homogeneity of Regression 180 7.3.2.8 Absence of Multicollinearity
and Singularity 211
6.5.4 Design Complexity 181
65.4.1 Wiiliin-Subjects and Mixed 7.4 Fundamental Equations for Multivariate
Wiiliin-Between Designs 181 Analysis of Variance and Covariance 212
6.5.42 Unequal Sample Sizes 182 7.4.1 Multivariate Analysis of Variance 212
vi Contents

7.4.2 Computer Analyses 8.3.2.2 Multivariate Normality 260

of Small-Sample Example 218 8.3.2.3 Absence of Outliers 260
7.4.3 Multivariate Analysis 8.3.2.4 Homogeneity of
of Covariance 221 Variance-Covariance Matrices 260
7.5 Some Important Issues 223 8.3.2.5 Linearity 260
8.3.2.6 Absence of Multicollinearity
7.5.1 MANOVA Versus ANOVAs 223
and Singularity 260
7.5.2 Criteria for Statistical Inference 223
8.4 Fundamenta l Equations for Profile Ana lysis 260
7.5.3 Assessing DVs 224
8.4.1 Differences in Levels 262
7.5.3.1 Univariate F 224
8.4.2 Paral lelism 262
7.5.3.2 Roy-Bargmann Stepdown Analysis 226
7.5.3.3 Using Discriminant Analysis 226 8.4.3 Flatness 265
7.5.3.4 Choosing Among Strategies 8.4.4 Computer Analyses of Small-Sample
for Assessing DVs 227 Example 266
7.5.4 Specific Comparisons and Trend 8.5 Some Important Issues 269
Analysis 227 8.5.1 Univariate Versus Multivariate
7.5.5 Design Complexity 228 Approach to Repeated Measures 269
7.5.5.1 Within-Subjects and Between- 8.5.2 Contrasts in Profile Analysis 270
Within Designs 228 8.5.2.1 P=llelism and Flatness
7.5.5.2 Unequal Sample Sizes 228 Significant, Levels Not Significant
7.6 Complete Examples of Multivariate (Simple-Effects Analysis) 272
Ana lysis of Variance and Covariance 230 8.5.2.2 ParatleUsm and Levels Significant,
Flatness Not Significant
7.6.1 Evaluation of Assumptions 230 (Simple-Effects Analysis) 274
7.6.1.1 Unequal Sample Sizes 8.5.2.3 Parallelism, Levels, and Flatness
and Missing Data 230 Significant (Interaction Contrasts) 275
7.6.1.2 Multivariate Normality 231 8.5.2.4 Only Parallelism Significant 276
7.6.1.3 Linearity 231 8.5.3 Doubly Multivariate Designs 277
7.6.1.4 Outliers 232
8.5.4 Classifying Profiles 279
7.6.1.5 Homogeneity of Variance-
Co,rariance Matrices 233
8.5.5 Imputation of Missing Values 279
7.6.1.6 Homogeneity of Regression 233 8.6 Complete Examples of Profile Analysis 280
7.6.1.7 Reliability of Covariates 235 8.6.1 Profile Analysis of Subscales
7.6.1.8 Multicollinearity and Singularity 235 of the WISC 280
7.6.2 Multivariate Ana lysis of Variance 235 8.6.1. 1 Evaluation of Assumptions 280
8.6.1.2 Profile Analysis 282
7.6.3 Multiva riate Ana lysis of Covariance 244
7.6.3.1 Assessing Covariates 244 8.6.2 Doubly Multivar iate Ana lysis
of Reaction Time 288
7.6.3.2 Assessing DVs 245
8.6.2.1 Evaluation of Assumptions 288
7.7 Comparison of Programs 252
8.6.2.2 Doubly Multivariate Analysis
7.7.1 IBMSPSSPackage 252 of Slope and Intercept 290
7.7.2 SAS System 255 8.7 Comparison of Programs 297
7.7.3 SYSTAT System 255 8.7.1 IBM SPSS Package 297
8.7.2 SAS System 298
8 Profile Analysis: The Multivariate 8.7.3 SYSTATSystem 298
Approach to Repeated Measures 256
8.1 Genera l Purpose and Description 256
9 Discriminant Analysis 299
8.2 Kinds of Research Questions 257 9.1 General Purpose and Description 299
8.2.1 Parallelism of Profiles 258 9.2 Kinds of Research Questions 302
8.2.2 Overall Difference Among Groups 258 9.2.1 Significance of P rediction 302
8.2.3 Flatness of Profiles 258 9.2.2 Number of Significant
8.2.4 Contrasts Following Profile Analysis 258 Discriminant Functions 302
8.2.5 Parameter Estimates 258 9.2.3 Dimensions of Discrimination 302
8.2.6 Effect Size 259 9.2.4 Classification Functions 303
8.3 limitations to Profile Analysis 259 9.2.5 Adequacy of Classification 303
8.3.1 Theoretical Issues 259 9.2.6 Effect Size 303
8.3.2 Practical Issues 259 9.2.7 Importance of Predictor Variables 303
8.3.2.1 Sample Size, Missing Data, 9.2.8 Significance of Prediction with Covariates 304
and Power 259 9.2.9 Estimation of Group Means 304
 Contents v ii

9.3 Limitations to Discriminant Analysis 304

9.3.1 Theoretical issues 304
10 Logistic Regression 346
9.3.2 Practical issues 304 10.1 General Purpose and Description 346
9.3.2.1 Unequal Sample Sizes, Missing 10.2 Kinds of Research Questions 348
Data, and Power 304 10.2.1 Prediction of Group Membership
9.3.2.2 Multivariate Normality 305 or Ou tcome 348
9.3.2.3 Absence of Outliers 305
10.2.2 Importance of Predictors 348
9.324 ~lomogeneity of
305 10.2.3 Interactions Among Predictors 349
Varianc:e--Covariance Matrices
9.3.2.5 Linearity 306 10.2.4 Parameter Estimates 349
9.3.2.6 Absence of Multicollinearity 10.2.5 Classification of Cases 349
and Stngularity 306 10.2.6 Significance of Prediction with
9.4 Fundamental Equations for Covariates 349
Discriminant Analysis 306 10.2.7 Effect Size 349
9.4.1 Derivation and Test of 10.3 Limitations to Logistic Regression Analysis 350
Discriminant Functions 10.3.1 Theoretical Issues 350
9.4.2 C lassification 309 10.3.2 Practical Issues 350
9.4.3 Computer Analyses of 10.3.2.1 Ratio of Cases to Variables 350
Small-Sample Example 311 103.2.2 Adequacy of Expected
9.5 Types of Discrim inant Analyses 315 Frequencies nnd Power 351
9.5.1 Di rect Discrimin a nt Ana lysis 315 10.3.2.3 Linearity in the Logit 351
10.3.2.4 Absence of Multicollinearity 351
9.5.2 Sequential Discrimi nan t Analysis 315
10.3.2.5 Absence of Outliers in the Solution 351
9.5.3 Stepwise (Sta tistical) Discriminant
10.3.2.6 Independence of Errors 352
Ana lysis 316
10.4 Fundamenta l Equations for
9.6 Some Important Issues 316
Logistic Regression 352
9.6.1 Statistical lnference 316
10.4.1 Testing and Interpreting Coefficien ts 353
9.6.1.1 Criteria for Overall Statistical
Significance 317 10.4.2 Goodness of Fit 354
9.6. 1.2 Stepping Methods 317 10.4.3 Comparing Models 355
9.6.2 Number of Discriminant Functions 317 10.4.4 Interpretation and Analysis of
9.6.3 Interpreting Discriminant Functions 318 Residuals 355
9.6.3.1 Discriminant Function Plots 318 10.4.5 Computer Analyses of
9.6.3.2 Structure Matrix of Loadings 318 Small-Sample Example 356
9.6.4 Evaluating Predictor Variables 320 105 Types of Logistic Regression 360
9.6.5 Effect Size 321 105.1 Direct Logistic Regression 360
9.6.6 Design Complexity: Factorial Designs 321 105.2 Sequential Logistic Regression 360
9.6.7 Use of Classification Procedures 322 10.5.3 Statistical (Stepwise) Logistic
9.6.7.1 Cross-Validation and New Cases 322 Regression 362
9.6.7.2 jackknifed Classification 323 105.4 Probit and Other Analyses 362
9.6.7.3 Evaluating Improvement in 10.6 Some Important Issues 363
Classification 323 10.6.1 Statistical Inference 363
9.7 Complete Example of Discriminant Analysis 324 10.6.1.1 Assessing Goodness of Fit
9.7.1 Evaluation of Assumptions 325 of Models 363
9.7.1.1 Unequa l Sample Sizes 10.6.1.2 Tests of Ind ividual Predictors 365
and Missing Data 325 10.6.2 Effect Sizes 365
9.7. 1.2Multiva ria te Normality 325 10.6.2.1 Effect Size fo r n Model 365
9.7.1.3 Linea rity 325 10.6.2.2 Effect Sizes for l'n.>dictors 366
9.7.1.4 Outliers 325 10.6.3 lnterprelalion of Coefficien ts
9.7.1.5 l lomogeneity of Variance- Using Odds 367
Covariance Matrices 326 10.6.4 Coding Outcome and Predictor
9.7.1.6 Multicollinearity and Singularity 327 Ca tegories 368
9.7.2 Direct Discrin1inant Analysis 327 10.6.5 Number and Type of Outcome
9.8 Comparison of Programs 340 Categories 369
9.8.1 IBM SPSS Package 344 10.6.6 Classification of Cases 3n
9.8.2 SAS System 344 10.6.7 Hierarchical and Nonhierarchical
9.8.3 SYSTATSystem 345 Analysis
viii Contents

10.6.8 Importance of Predictors 373 11.4.2 Standard Error of Cumulative

10.6.9 Logistic Regression for Ma tched Proportion Surviving 408
Groups 374 11.4.3 Hazard and Density Functions 408
10.7 Complete Examples of Logistic Regression 374 11.4.4 Plot of Life Tables 409
10.7.1 Evaluation of Limitations 374 11.4.5 Test for Group Differences 410
t0.7. t.t Ratio of Cases to Variables 11.4.6 Computer Analyses of Small-Sample
and Missing Data 374 Example 411
t0.7. 1.2 Multicollinearity 376 11.5 Types of Survival Analyses 415
t0.7.1.3 Outliers in the Solution 376 11.5.1 Actuarial and Product-Limit Ufe
10.7.2 Direct Logistic Regression with Tables and Survivor Functions 415
Two-Category Outcome and 11.5.2 Prediction of Group Survival Times
Continuous Predictors 377 from Covariates 417
10.7.2.1 Umitation: Unearity in the L.ogit 377 11.5.2.1 Direct, Sequential,
10.7.2.2 Direct Logistic Regression with and Statistical Analysis 417
Two-Category Outcome 377 11.5.2.2 Cox Proportional-Hazards Model 417
10.7.3 Sequential Logistic Regression 11.5.2.3 Accelerated Failure-Time Models 419
with Three Categories of Outcome 384 11.5.2.4 ChOObing a Method 423
10.7.3.1 Limitations of Multinomial
Logistic Regression 384 11.6 Some Important Issues 423
10.7.3.2 Sequential Multinomial 11.6.1 Proportionality of Hazards 423
Logistic Regression 387 11.6.2 Censored Data 424
10.8 Comparison of Programs 396 11.6.2.1 Right-Censored Data 425
10.8.1 IBM SPSS Package 396 11.6.2.2 Other Forms of Censoring 425
10.8.2 SAS Syste m 399 11.6.3 Effect Size and Power 425
10.8.3 SYSTAT System 400 11.6.4 Statistical C riteria 426
11.6.4.1 Test Statistics for Group
Differences in Survival Functions 426
11 Survival/Failure Analysis 401 11.6.4.2 Test Statistics for Prediction
from Covariates 427
11.1 General Purpose and Description 401
11.6.5 Predicting Survival Rate 427
11.2 Kinds of Research Questions 403
11.65.1 Regression Coefficients
11.2.1 Proportions Surviving at (Parameter Estim.1tes) 427
Various Times 403
t 1.65.2 Ha.tard Ratios 427
11.2.2 Group Differences in Survival 403 11.65.3 Expected Survival Rates 428
11.2.3 Survival Time with Covariates 403
11.7 Complete Example of Survival Analysis 429
11.2.3.1 Treatment Effects 403
11.7.1 Evaluation of Assumptions 430
11.2.3.2 Importance of Covariates 403
11.7.1.1 Accuracy of Input, Adequacy
11.2.3.3 Parameter Estimates 404 of Sample Size, Missing Data,
11.2.3.4 Contingencies Among and Di>tributions 430
Covariates 404 11.7.1.2 Outliers 430
11.2.3.5 Effect Size and Power 404 11.7.1.3 Differences Between
11.3 Limitations to Survival Analysis 404 Withdrawn and Remaining
11.3.1 Theoretical Issues 404 Cases 433
11.7.1.4 Change in Survival
11.3.2 Practical Issues 404
Experience over Time 433
11.3.2.1 Snmple Size nnd
Missing Data 404
11.7.1.5 Proportionality of llazards 433
11.3.2.2 Nonnality of Sampling 11.7.1.6 MulticollineMity 434
Dis tributions, Linearity, and 11.7.2 Cox Regression S urviva l Analysis 436
l lomoscedasticity 405 11.7.2.1 Effect of Drug Treatment 436
11.3.2.3 Absence of Outliers 405 11.7.2.2 Evaluation of Other
11.3.2.4 Differences Between Cova riates 436
Withdrt1wn and Remaining 11.8 Comparison of Programs 440
Cases 405
11.8.1 SAS System 444
11.3.2.5 Change in Survival
Conditions over 1ime 405 11.8.2 IBM SPSS Package 445
11.3.2.6 Proportionality of Hazards 405 11.8.3 SYSTATSystem 445
11.3.2.7 Absence of Multicollinearity 405
11.4 Fundamental Equations for
12 Canonical Correlation 446
Survival Analysis 405 12.1 General Purpose and Description 446
11.4 .1 Life Tables 406 12.2 Kinds of Research Questions 448
 Contents ix

12.2.1 Number of Canonical Variate Pairs 448 133.2.5 Absence of Multicollinearity

12.2.2 Interpretation of Canonical Variates 448 and Singularity 482
13.3.2.6 Factorability of R 482
12.2.3 Importance of Canonical Variates
and Predictors 448 133 .2.7 Absence of Outliers Among
Variables 483
12.2.4 Canonical Variate Scores 449
13.4 Fundamental Equations for Factor
12.3 Limitations 449
Analysis 483
12.3.1 Theoretical Limitations 449
13.4.1 Extraction 485
12.3.2 Practical Issues 450
13.4.2 Orthogonal Rotation 487
12.3.2.1 Ratio of Cases to IVs 450
13.4.3 Communalities, Variance, and
12.3.2.2 Normality, Linearity, and
Covariance 488
Homoscedasticity 450
123.23 Missing Data 451 13.4.4 Factor Scores 489
123.24 Absence of Outliers 451 13.4.5 Oblique Rotation 491
123.2.5 Absence of Multicollinearity 13.4.6 Computer Analyses of
and Singularity 451 Small-Sample Example 493
12.4 Fundamental Equations for 13.5 Major Types of Factor Analyses 496
Canonical Correlation 451 135.1 Factor Extraction Techniques 496
12.4.1 Eigenvalues and Eigenvectors 452 13.5.1.1 PCA Versus FA 496
12.4.2 Matrix Equations 454 13.5.1.2 Principal Components 498
12.4.3 Proportions of Variance Extracted 457 t3.5.1.3 Principal Factors 498
12.4.4 Computer A nalyses of t3.5.1.4 Image Factor Extraction 498
Sm all-Sam ple Example 458 t3.5.1.5 Maximum Likelihood
Factor Extraction 499
12.5 Some ln1portant Issues 462
13.5.1.6 Unweighted Least
12.5.1 Importance of Canonical Variates 462 Squares Factoring 499
12.5.2 Interpretation of Canonical Variates 463 13.5.1.7 Generalized (Weighted)
12.6 Complete Example of Canonical Correlation 463 Least Squares Factoring 499
13.5.1.8 Alpha Factoring 499
12.6.1 Evaluation of Assumptions 463
12.6. 1.1 Missing Data 463 135.2 Rotation 500
12.6.1.2 Normality. Linearity, and 13.5.2.1 Orthogonal Rotation 500
Homoscedasticity 463 13.5.2.2 Oblique Rotation 501
12.6.1.3 Outliers 466 13.5.2.3 Geometric Interpretation 502
12.6.1.4 Multicoll inearity 13.5.3 Some Practical Recommendations 503
and Singularity 467 13.6 Some Important Issues 504
12.6.2 Can o nical Correia tion 467 13.6.1 Estimates of Communalities 504
12.7 Comparison of Programs 473 13.6.2 Adequacy of Extraction and
12.7.1 SAS System 473 Number of Factors 504
12.7.2 ffiM SPSS Package 474 13.6.3 Adequacy of Rotation and
12.7.3 SYSTATSystem 475 Simple Structure 507
13.6.4 Importance and Internal
13 Princip al Components Consistency of Factors 508
13.6.5 Interpretation of Factors 509
and Factor Analysis 476
13.6.6 Factor Scores 510
13.1 General Purpose and Description 476 13.6.7 Comparisons Among Solutions
13.2 Kinds of Research Questions 479 and Groups 511
13.2.1 Number of Factors 479 13.7 Complete Example of FA 511
13.2.2 Nature o f Factors 479 13.7.1 Eva luation o f Limitations 511
13.2.3 Importance of Solutions and Factors 480 13.7.1.1 Sample Size and
Missing Data 512
13.2.4 Testing Theory in FA 480
13.7.1.2 Normality 512
13.2.5 Estimating Scores on Factors 480
13.7.1.3 Linearity 512
13.3 Limitations 480 13.7.1.4 Outliers 513
13.3.1 Theoretical Issues 480 13.7.1.5 Multicollinearity
13.3.2 Practical Issues 481 and Singularity 514
133.21 Sample Size and Missing Data 481 13.7.1.6 Factorability of R 514
13.3.2.2 Normality 482 13.7.1.7 Outliers Among Variables 515
13.3.2.3 Linearity 482 13.7.2 Principal Factors Extraction with
13.3.2.4 Absence of Outliers Among Cases 482 Varimax Rotation 515
x Contents

13.8 Comparison of Programs 525 14.5.3 .3 Indices of Proportion

527 of Variance Accounted 562
13.8.1 IBM SPSS Package
527 t4.5.3.4 Degree of Parsimony
13.8.2 SAS System
Fit Indices 563
13.8.3 SYSTAT System 527 563
14.5.3.5 Residual-Based Fit Indices
14.5.3.6 Choosing Among Fit Indices 56-1
14 Structural Equation Modeling 14.5.4 Model Modification 564
by Jodie B. Ullman 528 t4.5.4. L Chi-Square Difference Test 564
14.1 Genera l Purpose and Description 528 t4.5.4.2 Lilgrange Multiplier (LM) Test 565
t4.5.4.3 Wald Test 569
14.2 Kinds of Research Questions 531
14.5.4.4 Some Caveats and Hints on
14.2.1 Adequacy of the Model 531 570
Model Modification
14.2.2 Testing Theory 532 570
14.5.5 Reliability and Proportion of Variance
14.2.3 Amount of Variance in the Variables 14.5.6 Discrete and Ordinal Data 571
Accounted for by the Factors 532
1-1.5.7Multiple Croup Models 572
14.2.4 Reliability of the Indicators 532
1-1.5.8Mean and Covariance Structure
14.2.5 Parameter Estimates 532 573
Models
14.2.6 Intervening Variables 532
14.6 Complete Examples of Structural Equation
14.2.7 Croup Differences 532 574
Modeling Analysis
14.2.8 Longitudinal Differences 533 14.6.1 Confirmatory Factor Analysis
14.2.9 Multilevel Modeling 533 of the WISC 574
14.2.10 Latent Class Ana lysis 533 t4.6.1.1 Model Specifica tion for CFA 574
14.3 Limitations to Structural Equation 14.6.1.2 Evaluation of Assumptions
Modeling 533 forCFA 574
533 14.6 .1.3 CFA Model Estimation and
14.3.1 Theoretical Issues
Preliminary Evaluation 576
14.3.2 Practical Issues 534
14.6. 1.4 Model Modification 583
14.3.21 SampleSizeand
534 1-1.6.2 SEM of Health Data 589
Missing Data
14.3.2.2 Multivariate Norm.1lity 14.6.2. 1 SE..\<1 Model Specification 589
=d~tl~ ~ 14.6.2.2 E'•aluation of Assumptions
14.3.2.3 Linearity 535 forSEM 591
14.6.2.3 SEM Model Estimation and
14.3.2.4 Absence of Multicollinearity
and Singularity 535 Preliminary Evaluation 593
143.2.5 Residuals 535
t4.6.2.4 Model Modification 596

14.4 Fundamen tal Equations for Slructural 14.7 Compa rison of Programs 607
Equations Modeling 535 14.7.1 EQS 607
14.4.1 Covariance Algebra 535 14.7.2 LlSREL 607
14.4.2 Model Hypotheses 537 14.7.3 AMOS 612
14.4.3 Model Specification 538 14.7.4 SAS System 612
14.4.4 Model Estimation 540
14.45 Model Evaluation 543 15 Multilevel Linear Modeling 613
14.4.6 Computer Analysis of
545 15.1 General Purpose and Description 613
Small-Sample Example
555 15.2 Kinds of Research Questions 616
14.5 Some Important Issues
14.5.1 Model Identification 555 15.2.1 Croup Differences in Means 616
557 15.2.2 Croup Differences in Slopes 616
14.5.2 Estimation Techniques
14.5.2.1 Estimation Methods 15.2.3 Cross-Level Interactions 616
and Sample Size 559 15.2.4 Meta-Analysis 616
14.5.2.2 Estimation Methods 15.2.5 Relative Strength of Predictors
and Nonnormality 559 at Various Levels 617
14.5.2.3 Estimation Metllods 15.2.6 Individual and Croup Structure 617
and Dependence 559
15.2.7 Effect Size 617
14.5.24 Some Recommendations
for Choice of Estim.1tion
15.2.8 Path Analysis at Individual
Metllod 560 and Croup Levels 617
14.5.3 Assessing the Fit of the Model 560 15.2.9 Analysis of Longitudinal Data 617
14.53.1 Comparative Fit Indices 560 15.2.10 Multilevel Logistic Regression 618
14.5.3.2 Absolute Fit Index 562 15.2.11 Multiple Response Analysis 618
 Contents xi

15.3 Limitations to Multilevel Linear Modeling 618 15.7.1.1 Sample Sizes, Missing
15.3.1 Theoretical Issues 618 Data, and Distributions 656
618 15.7.1.2 Outliers 659
15.3.2 Practical Issues
15.3.2.1 Sample SUe, Unequal-11, 15.7.1.3 Multicollinearity
and Singularity 659
and l\1issing Data 619
15.7.1.4 Independence of Errors:
15.3.2.2 Independence of Errors 619
lntracLlss Correlations 659
15.3.2.3 Absence of Multicollinearity
and Singularity 620 15.7.2 Multilevel Modeling 661
15.4 Fundamental Equations 620 15.8 Comparison of Programs 668
15.4.1 Intercepts-Only Model 623 15.8.1 SAS System 668
15.4.1.1 The lnlercep~y Model: 15.8.2 IBM SPSS Package 670
Level-l Equation 623 15.8.3 HLM Program 671
15.4.1.2 The Intercepts-Only Model: 15.8.4 MlwiN Program 671
Level-2 Equation 623
15.8.5 SYSTATSystem 671
15.4.1.3 Computer Analyses
of Intercepts-Only Model 624
15.4.2 Model with a First-Level Predictor 627 16 Multiway Frequency Analysis 672
15.4.2.1 Level-l Equation fora 16.1 General Purpose and Description 672
Model with a Level-l
1'1\.>dictor 627 16.2 Kinds of Resea rch Questions 673
15.4.2.2 Level-2 Equations for a 16.2.1 Associations Among Variables 673
Model with a Level-l 16.2.2 Effect on a Dependent Variable 674
Pl\.>dictor 628 16.2.3 Parameter Estimates 674
15.4.2.3 Computer Analysis of a
Model with a Level-l 16.2.4 Importance of Effects 674
Predictor 630 16.2.5 Effect Size 674
15.4.3 Model with Predictors a t First 16.2.6 Specific Comparisons and
and Second Levels 633 Trend Analysis 674
15.4.3.1 Level-l Equation for 16.3 Limitations to Multiway Frequency Analysis 675
Model with Predictors at 16.3.1 Theoretical Issues 675
Both Levels 633
16.3.2 Practical Issues 675
15.4.3.2 Level-2 Equations for
Model with Predictors 16.3.2.1 Independence 675
at Both Levels 633 16.3.2.2 Ratio of Cases to Variables 675
15.4.3.3 Computer Analyses of 16.3.2.3 Adequacy of Expected
Model with Predictors at Frequencies 675
First and Second Le,·els 634 16.3.2.4 Absence of Outliers in the
15.5 Types of ML\11 638 Solution 676
15.5.1 Repeated Measures 638 16.4 Fundamental Equations for Multiway
15.5.2 Higher-Order ML\11 642 Frequency Analysis 676
15.5.3 Latent Variables 642 16.4.1 Screening for Effects 678
16.4.1.1 Total Effect 678
15.5.4 Nonnormal Outcome Variables 643
16.4.1.2 First-Order Effects 679
15.5.5 Multiple Response Models 644
16.4.1.3 Second-Order Effects 679
15.6 Some Important Issues 644
16.4.1.4 Third-Order Effect 683
15.6.1 lntraclass Correlation 644
16.4.2 Modeling 683
15.6.2 Centering Predictors and Changes 16.4.3 Eva luation and Interpretation 685
in Their In terpretations 646
16.4.3.1 Residuals 685
15.6.3 Interactions 648 16.4.3.2 J>aramctcr Estimates 686
15.6.4 Random and Fixed Intercepts 16.4.4 Compu ter Ana lyses of Small-Sa mple
and Slopes 648 Example 690
15.6.5 Statistical Inference 651
16.5 Some Important Issues 695
15.6.5.1 Assessing Models 651
16.5.1 Hierarchical and Nonhierarchical
15.6.5.2 Tests of Individual Effects 652
Models 695
15.6.6 Effect Size 653
16.5.2 Statistical Criteria 696
15.6.7 Estimation Techniques and 16.5.2.1 Tests of Models 696
Convergence Problems 653
16.5.2.2 Tests of Individual Effects 696
15.6.8 Exploratory Model Building 654
16.5.3 Strategies for Choosing a Model 696
15.7 Complete Example of MLM 655 16.5.3.1 IBM SPSS Hll.OGLINEAR
15.7.1 Evaluation of Assumptions 656 (Hierarchial) 697
xii Contents

16.5.3.2 IB~ SPSS GENLOG 17.5.21 Abrupt, Permanent Effects 741

(General Log-Linear) 697 17.5.2.2 Abrupt, Temporary Effects 742
16.5.3.3 SASCATMODand IB~t 17.5.2.3 Gradual, Permanent Effects 745
SPSS LOCUNEAR (General 17.5.2.4 Models with Multiple Interventions 746
Log-Linear) 697
17.5.3 Adding Continuous Variables 747
16.6 Complete Example of Multiway
17.6 Some Important Issues 748
Frequency Analysis 698
17.6.1 PatternsofACFsandPACFs 748
16.6.1 Evaluation of Assumptions:
Adequacy of Expected Frequencies 698 17.6.2 Effect Size 751
16.6.2 Hierarchical Log-Linear Ana lysis 700 17.6.3 Forecasting 752
16.6.2.1 Preliminary Model Screening 700 17.6.4 Statistical Methods for Comparing
16.6.2.2 Stepwise Model Selection 702 Two Models 752
16.6.2.3 Adequacy of Fit 702 17.7 Complete Examples of Tune-Series
16.6.24 Interpretation of the Analysis 753
Selected Model 705 17.7.1 Time-Series Analysis of
16.7 Comparison of Programs no Introduction of Seat Belt Law 753
16.7.1 IBM SPSS Package no 17.7. 1. 1 E'•aluation of Assumptions 754
16.7.2 SASSystem 712 17.7. 1.2 Baseline Model
Identification and
16.7.3 SYSTAT System 713 Estimation 755
17.7.1.3 Baseline Model Diagnosis 758
17 Time-Series Analysis 714 17.7.1.4 Intervention Analysis 758
17.1 Genera l Purpose and Description 714 17.7.2. Time-Series Analysis of
17.2 Kinds of Research Questions 716 Introduction of a Dashboard to
an Educational Computer Game 762
17.2.1 Pattern of Autocorrelation 717
17.7.2.1 Evaluation of Assumptions 763
17.2.2 Seasonal Cycles and Trends 717 17.7.2.2 Baseline Model Identification
17.2.3 Forecasting 717 and Diagnosis 765
17.2.4 Effect of an Jntenrention 718 17.7 .2.3 Intervention Analysis 766
17.25 Comparing Tune Series 718 17.8 Comparison of Programs n1
17.2.6 Tune Series with Covaria tes 718 17.8.1 IBM SPSS Package n1
17.2.7 Effect Size and Power 718 17.8.2 SASSystem n4
17.3 Assumptions of Time-Series Ana lysis 718 17.8.3 SYSTAT System n4
17.3.1 Theoretical Issues 718
17.3.2 Practical Issues 718 18 An Overview of the General
17.3.2.1 Normality of DistributiOltS Linear Model 775
of Residua Is 719
I7.3.2.2 Homogeneity of Variance 18.1 Linearity and the General linear Model n5
and Zero Mean of Residuals 719 18.2 Bivariate to Multivariate Statistics
17.3.23 Independence of Residuals 719 and Overview of Techniques n5
17.3.24 Absence of Outliers 719 18.2.1 Bivariate Form n5
17.3.2.5 Sample Size and Missing Data 719 18.2.2 Simple Multivariate Form m
17.4 Fundamental Equations for 18.2.3 Full Multivariate Form 778
Tune-Series ARIMA Models no 18.3 Alternative Research Strategies 782
17.4.1 Identification of A RIMA
(p, d, q) Models no Appendix A
17.4.1.1 Trend Components, d: Making
the Process Stationary 721 A Skimpy Introduction to
17.4.1.2 Auto-Regressive Components 722 Matrix Algebra 783
17.4.1.3 Moving Average Components 724
17.4.1.4 Mixed Models 724 A.1 The Trace of a Matrix 784
17.4.1.5 ACFs and PACFs 724 A.2 Addition or Subtraction of a
17.4.2 Estimating Model Parameters n9 Constant to a Matrix 784
17.4.3 Diagnosing a Model n9 A.3 Multiplication or Division of a
17.4.4 Computer Analysis of Small-Sample Matrix by a Constant 784
Tune-Series Example 734 A.4 Addition and Subtraction
175 Types of Tune-Series Analyses 737 of Two Matrices 785
17.5.1 Models with Seasonal Components 737 A.5 Multiplication, Transposes, and Square
1 7.5.2 Models with Interventions 738 Roots of Matrice 785
 Contents xiii

A.6 Matrix "Division" (Inverses and B.7 Impact of Seat Belt Law 795
Determinants) 786 B.8 The Selene Online Educational Game 796
A.7 Eigenvalues and Eigenvectors:
Procedures for Consolidating Variance Appendix C
from a Matrix 788
Statistical Tables 797
C.l Normal Curve Areas 798
Appendix B C.2 Critical Values of the t Distribution
Research Designs for Complete for a = .05 and .01, Two-Tailed Test 799
C.3 Cri tical Values of the F Distribution 800
Examples 791 C.4 Critical Values of Chi Square (r) 804
B.1 Women's Health and Drug Study 791 c.s Critical Values for Squares Multiple
B.2 Sexual Attraction Study 793 Correlation (R~ in Forward Stepwise
B.3 Learning Disabilities Data Bank 794 Selection: a = .05 805
B.4 Reaction Ttme to Identify Figures 794 C.6 Critical Values for F~1AX (S2~1AX/S2~iiN)
B.S Field Studies of Noise-Induced Sleep Distribution for a = .05 and .01 807
Disturbance 795
B.6 Clinical Trial for Primary Biliary References 808
Cirrhosis 795 Index 815
 Preface
ome good things seem to go on forever: friendship and updating this book. It is d iffi-

S cult to be lieve that the firs t ed ition manuscript was typewritten, with real cu tting and
pasting. The pub lisher required a paper manuscrip t w ith numbered pages-that was
almost our downfa ll. We cou ld write a book on multivariate statistics, bu t we couldn' t get the
same numbe r of pages (abou t 1200, doub le-spaced) twice in a row. SPSS was in release 9.0,
and the o ther p rogram we d emonstrated was BMDP. There were a mere 11 chapters, of which
6 of them were describing techniques. Multilevel and structural equation modeling were not
yet ready for prime time. Logistic regression and survival analysis were not yet popular.
Ma terial new to this edition includes a redo of all SAS examples, with a p retty new output
forma t and replacement of interactive analyses that are no longer available. We've also re-run
the IBM SPSS examples to show the new ou tput format. We've tried to update the references in
all chapters, including only classic citations if they d ate prior to 2000. New work on rela tive im-
portance has been incorpora ted in multiple regression, canonical correlation, and logistic regres-
s ion analysis-complete with d emonstrations. Multiple imputation procedu res for dealing with
missing data have been updated, and we've added a new time-series example, ta king ad vantage
of an IBM SPSS expert modeler that replaces p revious tea-leaf read ing aspects of the analysis.
Our goals in writing the book remain the same as in all previous ed itions-to p resent com-
plex s tatistical procedures in a way tha t is maximally useful and accessible to researchers who
are not necessarily statisticians. We strive to be short on theory but long on conceptual under-
s tanding. The statistical packages have become increasingly easy to use, making it all the more
critical to make sure that they a re applied w ith a good understanding of what they can and
cannot do. But above all else-what does it all mean?
We have not changed the basic format underlying all of the technique chapters, now 14 of
them. We start with an overview of the technique, followed by the types of research questions
the techniques are designed to answer. We then p rovide the cautionary tale-what you need to
worry about and how to deal with those worries. Then come the fundamenta l equa tions underly-
ing the technique, which some readers truly enjoy working through (we know because they help-
fully point out any errors and/ or inconsistencies they find); but other read ers discover they can
skim (or skip) the section without any loss to their ability to conduct meaningful ana lysis of their
research. The fundamental equations are in the context of a small, made-up, usually silly data set
for which compu ter analyses are p rovided- usually IBM SPSS and SAS. Next, we delve into is-
sues surrounding the technique (such as different types of the analysis, follow-up procedures to
the main analysis, and effect size, if it is not amply covered elsewhere). Finally, we provide one or
two full-bore analyses of an actual rea l-life data set together with a Results section appropria te for
a journal. Data sets for these examples are available at www.pearsontughered.com in IBM SPSS,
SAS, and ASCTI formats. We end each technique chapter with a comparison of features available
in IBM SPSS, SAS, SYSTAT and sometimes other specialized p rograms. SYSTAT is a statis tical
package that we reluctantly had to d rop a few editions ago for lack of space.
We apologize in advance for the heft of the book; it is not our intention to line the cof-
fers of cruropractors, p h ysical therapists, acupuncturists, and the like, but there's really just so
much to say. As to our friendship, it's still going strong despite living in d ifferent cities. Art has
taken the place of creating belly dance costumes for both of us, but we remain silly in outlook,
although serious in our analysis of research.
The lineup of people to thank grows with each ed ition, far too extensive to lis t: students,
reviewers, ed itors, and readers who send us corrections and point ou t areas of confusion. As
always, we ta ke full responsibility for remaining errors and lack of clarity.

Barbnrn G. Tabachnick
Linda S. Fidel/
xiv
Chapter 1
Introduction

Learning Objectives
1.1 Explain the importance of multivariate techniques in analyzing research
data
1.2 Describe the basic statistical concepts used in multivariate analysis
1.3 Explain how multivariate analysis is used to determine relationships
between variables
1.4 Summarize the factors to be considered for the selection of variables in
multivariate analysis
1.5 Summarize the importance of statistical power in research study design
1.6 Describe the types of data sets used in multivariate statistics
1.7 Outline the organization of the text

1.1 Multivariate Statistics: Why?

Mu ltivaria te s tatistics are increasing ly popular techniques used for analyzing complicated data
sets. They p rovide ana lysis when there are many independen t va riables (IVs) and/or many
dependent va riables (DVs), all correla ted with one another to varying degrees. Because of the
difficulty in addressing complica ted research questions w ith univaria te analyses and because
of the availability of highly developed software for performing multiva riate ana lyses, multi-
varia te statis tics have become widely used. Indeed, a standard univariate s tatistics course only
begins to prepare a student to read resea rch literature or a researcher to p roduce it.
But how much harder are the multivaria te techniques? Compared with the multivaria te
methods, univaria te statis tical methods are so s traightforward and nea tly structured tha t it is
hard to believe they once took so much effort to master. Yet many researchers apply and cor-
rectly in terpret results of in tricate analysis of variance before the grand structure is apparent
to them. The same can be true of multiva riate s tatistical methods. Although we are delighted
if you gain ins ights in to the full multivariate general linear model, 1 we have accomplished our
goal if you feel comfortable selecting and setting up multivariate ana lyses and interpreting the
compu ter ou tpu t.
Mu ltivaria te methods are more complex than univariate by at least an order of magnitude.
However, for the most part, the greater complexity requires few conceptual leaps. Familiar
concepts s uch as sampling distributions and homogeneity of variance simply become more
elabora te.
Mu ltivaria te models have not gained popula rity by accident-or even by sinister
design. Their growing popularity pa rallels the greater complexity of contemporary research.

1
Chapter 17 attempts to foster such insights.
2 Chapter 1

In psychology, for example, we are less and less enamored of the simple, clean, laboratory
s tudy, in which pliant, first-yea r college s tudents each provide us with a single behavioral mea-
sure on cue.

1.1.1 The Domain of Multivariate Statistics:

Numbers of IVs and DVs
Multivariate statis tical methods are an extension of urtivaria te and bivaria te statistics.
Multivariate statistics are the complete or general case, whereas univariate and bivaria te statis-
tics are special cases of the mu ltivaria te model. If your design has many variab les, mu ltivaria te
techniques often let you perform a sing le analysis ins tead of a series of univariate or bivariate
analyses.
Variables are roughly dichotomized into two major types- independent and dependent.
Independent variables (IVs) are the differing conditions (treatment vs. placebo) to which you
expose your research pa rticipants o r the characteristics (tall or short) that the pa rticipants them-
selves bring in to the research situation. IVs are us ually considered predictor variables because
they predict the DVs-the response or ou tcome va riables. Note that IV and DV are defined
within a research context; a DV in one research setting may be an IV in another.
Additiona l terms for IVs and DVs are p redictor-criterion, stimulus-response, task-
performance, or simply inpu t-ou tput. We use IV and DV throughou t this book to identify vari-
ab les tha t belong on one s ide of an equation or the other, withou t causal implication. That is,
the terms are used for convenience rather than to ind icate that one of the variables caused or
determined the size of the other.
The term univariate statistics refers to analyses in which there is a single DV. There may be,
however, more than one IV. For example, the amount of social behavior of gradua te students (the
DV) is stud ied as a function of course load (one IV) and type of training in social skills to which
students are exposed (another IV). Analysis of variance is a commonly used urtivariate statistic.
Bivariate statistics frequently refers to analysis of two variab les, where neither is an
experimental IV and the desire is simply to study the relationship between the variables
(e.g., the relationship between income and amoun t of education). Bivaria te statistics, of course,
can be applied in an experimenta l setting, bu t usually they are not. Prototypical examples of
bivariate statistics are the Pearson product- moment correla tion coefficient and chi-square anal-
ysis. (Chapter 3 reviews univariate and bivariate s tatistics.)
With multiva riate s tatistics, you simu ltaneously analyze multip le dependent and multiple
independent variables. This capability is important in both nonexperimenta l (correlational or
survey) and experimental research.

1.1.2 Experimental and Nonexperimental Research

A critical distinction between experimenta l and nonexperimental research is whether the
researcher manip ulates the levels of the IVs. In an experiment, the researcher has control over
the levels (or conditions) of at least one IV to which a participant is exposed by determining
what the levels a re, how they are implemented, and how and when cases are assigned and
exposed to them. Further, the experimenter randomly assigns cases to levels of the IV and con-
trols all other influential factors by holding them constant, counterbalancing, or randomizing
their influence. Scores on the DV are expected to be the same, w ithin random varia tion, except
for the influence of the IV (Shad ish, Cook, and Campbell, 2002). If there are systematic differ-
ences in the DV associa ted with levels of the IV, these differences are attributed to the IV.
For example, if groups of undergraduates are randomly assigned to the same material but dif-
ferent types of teaching techniques, and afterward some groups of undergraduates perform better
than others, the d ifference in performance is sa id, with some degree of confidence, to be caused by
the difference in teaching technique. In this type of research, the terms independent and dependent
have obvious meaning: the value of the DV depends on the manipulated level of the IV. The IV is
manipulated by the experimenter and the score on the DV depends on the level of the IV.
 Introduction 3

In nonexperimental (correla tional or survey) research, the levels of the IV(s) are not ma-
nipulated by the researcher. The researcher can define the IV, bu t has no con trol over the
assignment of cases to levels of it. For example, groups of people may be categorized in to geo-
graphic area of residence (Northeast, Midwest, etc.), but only the definition of the variable is
under researcher control. Except for the military or p rison, place of residence is rarely s ubject
to manip ulation by a researcher. Nevertheless, a naturally occurring d ifference like this is often
considered an IV and is used to p red ict some other nonexperimental (dependen t) variable s uch
as income. In this type of research, the distinction between IVs and DVs is usually arbitrary and
many researchers prefer to call IVs predictors and DVs criterion variables.
In nonexperimental research, it is very difficult to attribu te causa lity to an IV. lf there is a
systematic d ifference in a DV associated with levels of an IV, the two va riables are said (with
some degree of confidence) to be related, but the cause of the relationship is unclear. Fo r exam-
p le, income as a DV might be rela ted to geographic area, bu t no causa l associa tion is implied.
Nonexperimenta l research takes many forms, bu t a common example is the survey.
Typically, many people are surveyed, and each respondent provides answers to many ques-
tions, producing a large number of variables. These variables are us ually interrelated in highly
complex ways, bu t univariate and bivaria te s tatistics are not sensitive to this complexity.
Bivariate correlations between all pairs of va riables, for example, cou ld not reveal tha t the 20 to
25 variables measured really represent only two or three "supervariables."
lf a research goal is to distinguish among s ubgroups in a sample (e.g., between Catholics
and Protestants) on the basis of a variety of attitudinal variables, we cou ld use severa l univari-
ate I tests (or analyses of va riance) to examine group d ifferences on each variable separately.
But if the variables are rela ted, which is highly likely, the resu lts of many t tests are misleading
and s tatistica lly suspect.
With the use of multiva riate s tatistical techniques, complex interrelationships among vari-
ables are revea led and assessed in s ta tistical inference. Further, it is possible to keep the overall
Type I error rate at, say, 5%, no matter how many variab les are tested.
Although most multivariate techniques were developed for use in nonexperimental re-
search, they are also useful in experimental research, in which there may be multiple IVs and
multiple DVs. With multiple IVs, the research is usually designed so that the IVs are indepen-
dent of each other and a straightforward correction for numerous statistica l tests is available
(see Chapter 3). With multiple DVs, a problem of inflated error ra te arises if each DV is tested
separately. Further, a t least some of the DVs are likely to be correlated w ith each o ther, so sepa-
rate tests of each DV reanalyze some of the same variance. Therefore, multivariate tests are used.
Experimenta l research designs with multiple DVs were unusual a t one time. Now, how-
ever, w ith attempts to make experimental designs more realistic, and with the availability of
computer programs, experiments often have several DVs. It is dangerous to run an experiment
with only one DV and ris k missing the impact of the IV because the most sensitive DV is not
measured. Multivaria te s tatistics help the experimenter design more efficien t and more realis tic
experiments by allowing measu rement of multip le DVs w ithout violation of acceptable levels
of Type I error.
One of the few cons idera tions not relevant to choice of statistical technique is whether the
da ta are experimen tal o r correla tional. The statis tical methods "work" whether the researcher
manipulated the levels of the IV or not. But attribution of causality to resu lts is crucially af-
fected by the experimental- nonexperimental d istinction.

1.1.3 Computers and Multivariate Statistics

One answer to the question "Why multivariate statistics?" is that the techniques are now
accessible by compu ter. Only the most dedica ted nu mber cruncher would consider doing
rea l-life-sized problems in multivariate statistics withou t a compu ter. Fortunately, excellent
mu ltivaria te programs are available in a number of computer packages.
Two packages are demons trated in this book. Examples are based on p rograms in IBM
SPSS and SAS.
4 Chapter 1

If you have access to both packages, you are indeed fortuna te. Progra ms within the pack-
ages d o not completely overlap, and some p roblems a re better handled through one package
than the other. For examp le, doing severa l versions of the same basic ana lysis on the same set
of d ata is particularly easy with IBM SPSS, whereas SAS has the most extensive capabilities for
saving derived scores from d ata screening or from in termed iate ana lyses.
Chapters 5 through 17 (the chapte rs that cover the specialized multivaria te techniques)
offer explanations and illustra tions of a variety of p rograms2 within each package and a com-
parison of the features of the p rograms. We hope tha t once you understand the techniques, you
will be able to generalize to virtually any multivariate program .
Recen t versions of the programs are available in Windows, with menus tha t implemen t
most of the techniques illus trated in this book. All of the techniques may be imple mented
through syntax, and syntax itself is generated through menus. Then you may add o r change
syntax as d esired for your ana lysis. For example, you may "paste" menu choices into a
syntax window in IBM SPSS, ed it the resulting text, and then run the program . Also, syntax
genera ted by IBM SPSS menus is saved in the "journal" fi le (sta tistics.jnl), which may also
be accessed and copied into a syn tax window. Syn tax generated by SAS menus is recorded
in a "log" file. The con tents may then be copied to an inte ractive w indow, ed ited , and run .
Do not overlook the help fi les in these p rograms. Ind eed, SAS and IBM SPSS now p rovid e
the entire set of user manua ls online, often w ith more cu rrent information than is available
in printed man uals.
Ou r IBM SPSS demonstrations in this book are based on syntax generated through menus
whenever feasible. We would love to show you the sequence of menu choices, but space d oes
not permit. And, for the sake of pa rsimony, we have ed ited p rogram ou tpu t to illus trate the
mate rial that we feel is the most important for in terpretation.
With commercial computer packages, you need to know which version of the package you
are using. Programs are contin ua lly being changed, and not all changes are immed iately imple-
mented a t each facility. Therefore, man y versions of the various p rograms are sim ultaneously
in use a t different institutions; even at one ins titution, more than one vers ion of a package is
sometimes available.
Program upda tes are often corrections of errors discovered in earlier versions. Sometimes,
a new version will change the outpu t format but not its information. Occasionally, though,
there a re major revisions in one or more programs or a new program is added to the package.
Sometimes d efau lts change with upd ates, so tha t the outpu t looks different although syntax is
the same. Check to find ou t which version of each package you are using. Then, if you are us ing
a p rin ted manual, be su re that the manua l you a re using is consis tent with the vers ion in use at
you r facility. Also check updates for error correction in previous releases that may be relevant
to some of your p rev ious runs.
Except where noted, this book reviews Wind ows versions of IBM SPSS Version 24 and SAS
Version 9.4. Info rmation on availability and versions of software, macros, books, and the like
changes almost daily. We recommend the In te rnet as a sou rce of "keeping up."

1.1.4 Garbage In, Roses Out?

The trick in multiva riate statistics is not in computation. This is easily d one as discussed above.
The trick is to select reliable and va lid measurements, choose the appropria te p rogram, use it
correctly, and know how to in terp ret the ou tput. Ou tput from commercial compute r p rograms,
with their beau tifully formatted tables, graphs, and matrices, can make garbage look like roses.
Throughou t this book, we try to suggest clues that reveal when the true message in the ou tpu t
more closely resembles the fertilizer than the flowers.
Second, when you use multivariate statistics, you rarely get as close to the raw da ta as
you d o when you apply univaria te statis tics to a relatively few cases. Erro rs and anomalies

2 We have retained descriptions of features of SYSTAT (Version 13) in these sections, despite the removal of

detailed demonstrations of that program in this edition.

 Introduction 5

in the d ata that would be obvious if the data were p rocessed by hand a re less easy to spot
when processing is entirely by comp u ter. Bu t the compu ter packages have programs to grap h
and describe you r da ta in the simplest univariate terms and to display bivaria te relationships
a mong your variables. As discussed in Chap ter 4, these p rograms p rov ide p reliminary analy-
ses that are absolu tely necessa ry if the results of multivaria te programs are to be believed.
There a re also certain costs associated with the benefits of using multivariate p rocedu res.
Benefits of increased flexibility in research design, for ins tance, are sometimes paralleled by
increased ambiguity in interp retation of results. In add ition, multivariate results can be quite
sensitive to which ana lytic s trategy is chosen (cf. Section 1.2.4) and d o not always prov ide bet-
ter p rotection agains t statistica l errors than their univariate counterparts. Add to this the fact
that occasionally you still cannot get a firm statis tical answer to your research questions, and
you may wond er if the increase in complexity and difficulty is warranted.
Frankly, we think it is. Slip pery as some of the concepts and p rocedu res are, these statistics
p rovid e insigh ts into relationships among variables that may more closely resemble the com-
p lexity of the "real" world. And sometimes you get at least partia l answers to q uestions that
could not be asked at a ll in the univariate framework. Fo r a complete analysis, making sense of
your data usually requires a judicious mix of multivariate and univa riate statistics.
The ad dition of multivaria te statis tical methods to your repertoire makes data analysis a
lot more fun. If you liked univariate statistics, you will love multivariate statistics!3

1.2 Some Useful Definitions

In order to describe multiva riate statistics easily, it is useful to review some common terms in
research d esign and basic statistics. Distinctions were made between IVs and DVs and between
experimenta l and nonexperimenta l resea rch in preceding sections. Add itiona l terms that are
encountered repea tedly in the book b ut not necessarily rela ted to each other are d escribed in
this section.

1.2.1 Continuous, Discrete, and Dichotomous Data

In applying statis tical techniques of any sort, it is importan t to consid er the type of measure-
ment and the na ture of the correspondence between the numbers and the events that they
rep resent. The distinction mad e here is a mong continuous, discrete, and dichotomous vari-
ables; you may p refer to s ubs titute the terms interval o r quantitative for continuous and nominal,
categorical or qualitative for dichotomous and discrete.
Continuous variables a re measured on a scale tha t changes values smoothly rather than in
s teps. Continuous variables ta ke on any va lues within the range of the scale, and the size of the
number reflects the am oun t of the variable. Precision is limited b y the measu ring ins trument,
not by the nature of the scale itself. Some examples of con tin uous variables are time as mea-
sured on an old-fashioned analog clock face, annua l income, age, temperature, d is tance, and
grade poin t average (GPA).
Discrete variables take on a finite and usually sma ll number of values, and there is no
smooth transition from one va lue or category to the next. Examples include time as displayed
by a digital clock, continen ts, ca tegories of religious affiliation, and type of community (ru ral
o r urban).
Sometimes discrete va riables are used in multiva riate analyses as if continuous if there are
numerous categories and the categories represen t a quantitative attribute. For instance, a vari-
able tha t represents age categories (where, say, 1 s tands for 0 to 4 years, 2 stands for 5 to 9 years,
3 stands for 10 to 14 years, and so on up through the norma l age span) can be used because
there are a lot of categories and the numbers designate a quantita tive a ttribu te (increasing age).
Bu t the same num be rs used to designate categories of religious affilia tion are not in ap p ropria te

3 Don't e\'en think about it.

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 There was a deduction to be drawn from honest Bella's deep, pathetic,
and unconcealed interest and grief for the poor dead fellow that proved
somewhat offensive to Lady Julia, who, amid her own sorrow—or what she
considered such—had been considering the fashion of her own mourning—
of mourning for the entire household—and of a handsomely quartered
hatchment to 'hang upon the outward wall'; thus she was rather astounded
and indignant at the rash or adopted bearing in one of Bella's rank and
position; but they savoured, she thought, somewhat of the servants' hall in
demonstrativeness.

She was ashamed as yet to consult her Dressmakers' Album, even with
the aid of Emily and Mademoiselle Florine, anent the most becoming
fashion of mourning; but to-morrow she would certainly do so.

'Assurement, oui!' thought Florine.

Anger and no small degree of contempt were in the heart of Bella as she
quitted the park gates of Wilmothurst, with a kind of dull and sodden
despair mingling therein, as she drove her ponies home in the February
twilight to her father's house that overlooked the village green, and she
thought how true were the words of Wordsworth of

'Thoughts that do often lie too deep for tears.'

CHAPTER VII.

'OH, FOR A HORSE WITH WINGS!'

Jerry lay long when we left him last in a state of semi-unconsciousness,

thoughts of his past life rather than of his present most perilous and
deplorable predicament hovering in his mind. He sometimes imagined
himself at the mess, and heard the voices and saw the faces of Goring,
Dalton, Frank Fleming, and others; anon he was in the Long Valley at
Aldershot skirmishing with his company, or riding a hurdle-race by
Twesildown Hill. Then came dreams of the ball at Wilmothurst and of Bella
Chevenix in all her beauty, and his cold, pale, passionless mother. Again he
was in the playing-fields at Eton—again chosen stroke of the Oxford boat.
All these floated before him with an overwhelming sense of pain in his
head, as once again he struggled back to the world and a full sense of the
awful horror of his situation came upon him. Thankful we may be that, as
Pope has it,

'Heaven from all creatures hides the book of Fate,

All but the page prescribed, their present state.'

The prospect of Jerry's future made his heart seem to die within him.

The sun was shining brightly now, and save the loud hum of insect life
no sound was in the air or around him. A heavy odour of burnt wood and of
moist thatch came upon the passing wind from where the fires of the past
night were still smouldering in Coomassie, and once more staggering up
Jerry looked around him.

He was alone—left in the bush to perish; and his comrades, where were
they?

Miles on the happy homeward march to the coast, with the swollen
rivers all unbridged and impassable in their rear!

He saw it all—he felt it all, and knew that he was a lost man. Feeble,
defenceless, and single-handed he would fall a victim to the first savage and
infuriated Ashantee he met, and his skull would soon be laid as an ornament
—a royal trophy—at the foot of the king.

A heavy moan escaped poor Jerry; but the love of life, the instinct of
self-preservation is strong in human nature, and his first thought was to
endeavour to follow the army.
 At a pool he bathed his head and face, washed away the plastered blood
that encrusted all the vicinity of the wound on his head, and bound the latter
up with his handkerchief. He luckily found his light helmet in the hollow
where he had lain unseen by his comrades, and, after giving a glance to the
chambers of his loaded revolver, endeavoured to follow as closely as he
could the track that led he knew towards the army—the track the latter must
have trodden.

But he frequently lost it, vast swamps and sheets of water were formed
now where none had been before, and he had to make harassing detours; his
powers and his steps were feeble, thus his progress was slow and often
doubtful, and ever and anon he had to pause and look around him, fearing
that in the dingles of the woody wilderness he might see the dark and agile
figure of a hostile savage.

Mid-day came when he was certain that he could have made but a very
few miles of progress, and gasping with heat, giddy and weary, he crept
under the shadow of a dense leafy bush to rest and conceal himself.

Could he have been certain of the route, he knew that it would have
been safer to travel by night, but in the night he must fail to see the traces of
it, and now, with weariness and pain, a great horror of the whole situation
came upon him, and he could but mutter again and again,

'Alone—alone in the bush—to die! God help me!'

Poor Jerry was a popular, light-hearted, prosperous, and happy young

fellow, whom every one liked and to whom pleasant things happened every
day. He was wont to own that he found every one kind and every one nice,
and in society, of course, he met many people. Wherever Jerry had gone, at
school, at college, or with the Rifles, he converted strangers into
acquaintances, and acquaintances soon became his friends. Wherever he
went invitations to dinners, balls, drums, lawn-tennis, and other parties
flowed upon him, for he was decidedly a popular young fellow, with the
girls especially.

All that seemed ended!

 To Jerry, accustomed as he had been to the sunny side of life, and to
float without a thought upon its rippling and glittering current, there was
something worse than death in his present predicament. He could
understand being shot in action, and then being buried in a hole or left
unburied to the fowls of the air, but this struggle against destruction—this
living death—was utterly beyond all his calculations!

He partook sparingly of the contents of his haversack, reflecting the

while on what must inevitably ensue when the last of that support for
exhausted nature was expended, for he could not escape a death by
starvation even if he escaped death by other means.

Without food, without comrades, without help or means to cross the

swollen rivers! The perspiration burst in beads upon his temples; his
pulsation caused the aching of his contused wound to become agony; his
muscles grew rigid, he set his teeth, and began to surmise how long he
would last—how long he could endure all that must be before him now,
while muttering again,

'Alone in the bush to die—God help me!'

He had in his haversack rations for three days; even if he could make
them last for seven, his resource would end then; and, even while sheltered
by the giant leaves which abounded there, the baleful night dews might
induce fever and ague, while the waters that barred his progress were more
likely to rise than to fall, as the rainy season, which had made Sir Garnet
Wolseley begin his sudden retreat, had now commenced.

Tidings that he had perished would soon be telegraphed to England;

many there, he knew, would regret him; with something of a bitter smile he
remembered the farewell parting with his cold, aristocratic mother, and then
the thought of Bella perhaps becoming—for she was known to be rich—the
bride of the horsey Lord Twesildown.

The thought of that nerved him to exertion; the sun was verging
westward now, and once more, with feeble steps and slow he took to the
track again, half blinded at times by the crimson glare of light that poured
between the stems of the trees, for the track he had to pursue was then
straight in the wake of the setting sun.

He could form no idea of the distance he had gone, but the odour of
burned wood which reached him from time to time warned him that he was
still unpleasantly near Coomassie, and more than once sounds that came
upon the wind like a savage shout and the distant beating of a war-drum,
made him creep into the jungle for concealment, and thus lose time, when,
if he would hope to overtake the army, now many miles on their homeward
way, every moment was most precious.

At last, when night, with tropical swiftness, had descended he found his
progress hopelessly barred by that great sheet of water which we have
already referred to—a reach of five hundred yards in breadth that rolled
now at a place through which in advancing the army had passed dry-shod.

'Out of the running!' exclaimed poor Jerry, using his home phraseology;
'oh, heavens! how to bridge this sea that lies between me and the troops?
Oh, for a horse with wings!' he added, unconsciously quoting the
exclamation of Cymbeline.

When night fell no resource was left him but to remain there and gaze
with haggard eyes and a desponding heart at the cruel sheet of water that
lay between him and probable safety.

Brightly, as on the New Year's night that saw the troops landing on that
fatal shore, the moon was shining now—brighter even; never had Jerry seen
such brilliancy. In all the vast expanse of the firmament overhead there was
not a vestige of cloud. Millions of stars were there, but their splendour was
dimmed or obscured by the splendid effulgence of the moon. The vast
leaves of plants, whose names were all unknown to the lost Jerry, were
shining in dew as if diamonds had rained from heaven; every giant cotton-
tree and palm, every rock and fissure were illuminated, and the birds flew to
and fro as if a new day had dawned, but a day of silver, icy-like splendour,
and clear as in a mirror were the shadows of the trees and graceful palms
reflected downward in the sheet of water that glittered in the sheen.
 But that he was so weary and faint Jerry would have availed himself of
this wonderful moonlight and endeavoured to get round the flank of the vast
sheet of water that barred his progress, and which reflected the radiance like
a mighty sheet of crystal; but he was compelled to wait till morning, and
again sought shelter under some jungly bushes.

Near the place he saw several broken meat tins and empty bottles
scattered about, indicating where some of our troops had halted before the
final march was made into Coomassie; and he regarded with interest and
anxiety these vestiges which proved that he was in the right track could he
but cross the intervening flood.

With his very existence trembling in the balance with fate, what a small
matter now seemed the mortgages over Wilmothurst and every
consideration save the love of Bella Chevenix; and while he strove to court
sleep—oblivion in that savage wilderness, where no sound met the ear save
the plash of falling dew as some overcharged leaf bent downward; his
whole soul was full of her image—the image of her he too probably should
never, never see again.

With earliest dawn he was again afoot and seeking to get round the
reach of water, but it trended away through hollows far to the north and
south, yet with an aching heart he struggled manfully at his task. On every
hand towered up to the height of two hundred and fifty feet or more,
straight as stone columns, the cotton-trees, like the giants of primeval
vegetation, and round their bases flourished the wondrous undergrowth of
jungle, under which again grew white lilies, pink flowers, and dog-roses;
amid which could be heard sharp trumpetings of enormous mosquitoes,
with the monotonous too-too of the wild doves, which alone broke the
silence of the bush.

'This silence,' wrote one who served in the campaign, 'this apparently
never-ending forest, this monotony of rank vegetation, this absence of a
breath of wind to rustle a leaf, becomes oppressive, and the feeling is not
lessened by the dampness and heaviness of the air, and by the malarious
exhalation and odour of decaying vegetation which rise from the swamps.'
 The report of a musket at no great distance, followed by the noise made
by some wounded animal crashing through the forest. compelled Jerry, with
a heart that beat wildly with agitation and alarm, to conceal himself
instantly; and he had hardly done so, when four armed Ashantees, with
muscular mahogany-coloured forms, gleaming eyes, and shining teeth,
passed near him and continued to hover about, as if scouting or in pursuit of
game.

This compelled him to lie for hours en perdu, and evening began to
close again without his having got round the reach of water that lay between
him and the way to Prah, and even if he ever did reach the banks of that
stream how was he to cross it? for he was not a swimmer.

On this night there was no moon, for the clouds were densely massed in
the heavens; the rain fell in torrents, and though sheltered therefrom in the
hollow of a rock Jerry listened to the crashing sound of the vast drops
falling in a ceaseless shower, with a species of dull despair, for higher than
ever would the waters rise now; his food was failing him, and he gave
himself up for utterly lost.

With dawn the rain departed, and the sun exhaled a dense steamy mist
from the drenched forest; but Jerry dared not leave his lair, for more than
once in the distance he heard distinctly cries, strange sounds, and the
explosion of firearms, showing evidently that scouting parties of Ashantees
were hovering about, if it were not their whole army following up ours,
which must be, he knew, at a vast distance then.

He had now come to his last biscuit, and finding all still when night fell
he again addressed himself to the task of attempting to ford the water at a
place where it seemed shallow. The sky was again cloudy, veiling most of
the stars, and the moon had not yet risen.

At that point the forest was open for a great space, and luxuriant grass
and reed-like rushes covered all the soil. Weak and weary, stiff and sore,
though he had lurked in concealment all day, he staggered like a drunken
man as he approached the water, but ere he could enter it some uncertain
sounds made him look behind. He saw the gleam of arms, the flash of steel
in the starlight; and then, coming upon him at a rush, apparently were some
twenty men, emerging swiftly from the forest he had left; and though he
drew his sword and grasped his revolver, resolved to sell his life bitterly and
dearly, so enfeebled was his frame, and so great was the shock—the horror
—he experienced at the prospect of the terrible death which so surely
awaited him, after all he had endured and undergone, that he fell prone on
his face and scarcely remembered more, as they closed in wild tumult
around him.

CHAPTER VIII.

A BIRTHDAY GIFT.

'Twa heads are better than ane, though they are but sheep's anes,'
remarked Archie Auchindoir, with a smirk on his wrinkled face, to old Mrs.
Prune, as he gave her a lesson in the art of cooking mutton to imitate
venison, with minced onions and ham, parsley and port wine, to please the
fastidious palate of his ailing master Sir Ranald, who dearly doted on many
things he could not procure now, and of course longed for venison. So these
two old servitors were again to their joy installed with the little household
once more at Chilcote.

And most welcome again to Alison was old silver-haired Archie, with
his genuine ancient Scottish fidelity 'to the auld family'—a species of
fidelity as beautiful and unselfish as it is rare now-a-days.

Mr. Solomon Slagg had failed to let Chilcote; the ruse under which Sir
Ranald and Cadbury had lured Alison to accompany them in a sudden
departure from England in the Firefly had failed, so there was no reason
why they should not return; thus Sir Ranald and his daughter had returned
accordingly.
 Daisy Prune's mother had soon restocked the hen-house, and her old
occupations came pleasantly back to Alison. At present she was full of one
thing and another; home was home again; her plants, her greenhouse, her
flowers occasioned many a deep consultation with the factotum of the
establishment, old Archie, anent slips, bulbs, and seedlings, for her love of
flowers amid all her cares and anxieties had never deserted her.

So father and daughter were back again to homelier fare than that of the
Hôtel St. Antoine, for their dessert after dinner, if served upon the scanty
remains of ancient plate, often consisted of only two bald dishes of oranges
and a few little biscuits.

In her singleness and simplicity of heart, Alison rejoiced to be again

amid her familiar surroundings, as she was destitute of her father's spirit of
futile repining and regrets for the unattainable; thus every bit of furniture
looked an old friend, more particularly those relics of Essilmont, the family
portraits, some of which—especially those of two handsome cavalier
brothers who fell in battle for King Charles—seemed to the girl's fancy to
relax their haughty features, and smile a welcome home to her—the last of
the Cheynes—as she nestled with one of Mudie's last novels in her
favourite window-seat and strove to read, while her thoughts wandered to
Bevil Goring, wherever he might be, and she pined for him, but in vain.

Lord Cadbury was in town just then. Her father had not seen fit to
enlighten her as to the circumstance of Goring having followed them to
Antwerp, a fact which would have enhanced his interest in the eyes of
Alison. Of the Cadbury episode, and the meeting which never came off at
the Lunette St. Laurent, he knew nothing; but he was old-fashioned enough
and high-spirited enough to have revolted at such cowardice, if he had been
aware of it.

Alison speculated deeply. If Bevil Goring was in England, how was it

that he made no effort to trace her? Could it be that stung by her father's
imperious manner, and hopeless of ever being rich enough to please him, he
had relinquished her and her love, and perhaps given himself up to the
adoration of another? She had heard and read of such things, and these
surmises saddened and agitated her.
 Laura had left Chilcote Grange, none knew for where, thus Alison could
not learn from her any knowledge of Goring's movements, or whether he
was at the camp, or in Africa. She was, in her isolation, without the means
of knowing if he were in the land of the living.

So she was back again to Chilcote and monotony, but a monotony that
was not without an infusion of hope that she might ere long hear something
of her lover; for Chilcote and its vicinity were full of associations connected
with him, particularly their trysting-place, the old beeches that were leafless
still, and looked so lonely when she lingered there, and watched the brown
rabbits scudding among the last year's ferns; back again to old Mrs. Prune's
frugal repasts, and watching for letters that never came, or those that were
not wanted—letters in blue envelopes, at the sight of which Sir Ranald
shivered. He hated all letters; of what use were they to anyone—all he
wanted was his morning paper.

Severely ailing now, the old man had become more querulous than ever,
and more than ever was Alison sweet in temper, gentle and patient with
him, for she had more than an intuition that she would not have him long
with her, and when he passed away what was to become of her then?

And she would look up beseechingly at the portraits of the two brothers
—the Ranald and Ellon of other times—as if seeking succour or counsel
from them.

'I wish I had been born, papa, when these two kinsmen lived, and when
the world was younger,' she said one day.

'A strange thought for a young girl,' he replied; 'if you had been born
then you would have lived in stormy times, and, instead of living now, be
lying in St. Mary's Kirk at Ellon. But why this wish?'

'Because I think people were truer and more single-hearted then than
they are now—more simple, honest, and less inclined to make shams of
themselves for appearance sake.'

'Hum,' said Sir Ranald, after a pause, during which he had been eyeing
her suspiciously through his gold pince-nez; 'have you met anyone during
your protracted walk this afternoon?'

'Whom have I to meet in this lonely place, papa?' she asked, with a little
pang of annoyance in her breast.

'No one you think worth your attention now, perhaps; but you were most
anxious to return here, anyway.'

Alison did not reply, but a sigh escaped her. She had indeed on that
afternoon wandered pretty far on the road that led to the distant camp at
Aldershot, in the slight hope of meeting him of whom her thoughts were
full, and to whom—in ignorance of where he was—she feared to write
announcing that she was again at Chilcote.

Winter had come and gone while she was at Antwerp; the snowdrops
had faded from white to yellow and passed away. The loose petals of the
late crocuses, golden and purple, had also disappeared under the increasing
heat of the sunshine; the garden was fragrant with wall-flower and scented
jonquils, and as the days began to lengthen the pale primroses came to spot
the turf under the old beech-trees, and within the green whorls of leaves.
Ere long the hedge-banks were gay with them among the litter of dead
foliage, and Alison thought of the days when she was wont to linger and
make posies of them as she went to school.

The sum that was to have been settled on Alison in case Bevil fell in the
intended duel with Lord Cadbury had not taken any tangible form, as the
duel never came off, in the first place, and, in the second, Messrs. Taype,
Shawrpe, & Scrawly at that precise time had been unable to discover the
actual whereabouts of the young lady; so she was in ignorance of his kind
consideration and lover-like generosity, while they waited for fresh
instructions.

But, aware that to one so impecunious as Sir Ranald Cheyne money

could never come amiss, Bevil Goring contrived, through the Scottish legal
agents of the former, to transmit to his bankers for the use of Alison a sum
anonymously, or in such a fashion that they could never discover, save from
himself, from whom or whence it came.
 And the news thereof arrived one morning when the holders of some
overdue accounts had been more than usually clamorous for settlement, and
Alison had begun to feel once again some of the old emotions of shame and
desperation in her heart as in the past, and her eyes were full of unshed
tears.

'What a world it is!' groaned Sir Ranald.

'True, papa; yet it is but little we require or wish for.'

'We can neither have what we require or may wish for, unless—unless
——'

'What, papa?'

'We have money,' said he, gloomily.

'True. Oh, that weary money!' sighed the girl. 'However, we have still
five pounds in the bank, and in my purse are a sovereign and some silver.'

'My poor, obstinate pet! How easily all this might be amended! A dun,
of course,' he added, as the postman's rat-tat was heard at the door, and
Archie brought in a letter. 'Ah! I thought so,' muttered the poor baronet, as
he saw that the envelope was a blue one. 'Throw it in the fire; they are all
alike.'

However, with a snort of impatience, he opened the missive, and as he

read it Alison, who was watching his thin face with affectionate anxiety,
saw an expression of blank wonder, of utter amazement, steal over it. He
started, and, as if he could not believe his eyes, wiped his pince-nez with his
handkerchief and read the letter again, while Alison, whose birthday it was,
and who sighed a little because there was no one to remember it, stole to his
side and peeped over his shoulder. It was from the secretary of Sir Ranald's
bank, to announce that, by some friend unknown, £1,000 had been paid in
the name of Miss Alison Cheyne for her use and behoof, and as a birthday
gift.
 Surprise profound and great joy were the first emotions of father and
daughter, and the latter thought of all the little debts it would clear and the
comforts it would procure for the former; but neither had the slightest
suspicion of the real donor, for Goring was supposed to have little more
than his pay, and both were inclined to accredit Lord Cadbury with it; thus
for a time a perilous emotion of deep gratitude began really to fill the
affectionate heart of Alison—we say perilous, for it enhanced the prospects
of the peer, and might eventually blight those of Goring, if aught occurred
to make Alison question his truth or loyalty to herself, and yet her heart
shrank with shame at taking a money gift from her rejected lover.

A birthday gift, she thought; Lord Cadbury did not know her birthday.
Bevil did; but of course this princely and certainly opportune present could
never come from poor Bevil, who was thankful to add to his income by
slaving as a musketry instructor.

Beyond Cadbury conjecture was endless.

'Can it be from Captain Llanyard?' she suggested.

'Absurd!' said her father, almost angrily.

Tom Llanyard, she knew with all a pretty girl's sharp intuition, had
admired her greatly and secretly during the brief voyage in the Firefly, and
Tom, we are glad to record, had, singular to say, in one day realised a
handsome fortune.

Alison knew of that circumstance, and she knew too that Cadbury was
too innately vulgar not to be ostentatious with his wealth and disinclined to
hide his candle under a bushel.

Tom Llanyard, with the Firefly, when taking her to Cowes by Lord
Cadbury's orders, had been blown by a foul wind, and in a heavy gale
thereof, down the Channel till he was off the coast of Devonshire, where he
fell in with a large derelict Indiaman, which had been abandoned by her
captain and crew during the gale, and of which he took possession.
 He brought her into Dartmouth safely, and she proved to be laden with
teakwood, rum, and a cargo valued generally at nearly £100,000,
consequently the salvage alone proved a handsome fortune to worthy Tom
Llanyard, who immediately resigned 'the honour' of commanding Lord
Cadbury's yacht.

The proud spirit of Alison revolted, on consideration, at the idea of

accepting or using this money; but her father only asked her how they were
to 'rub on' without it, now it had come?

But whence came it? Was it sent in charity, or was it the conscience
money of some false friend, who in the spendthrift past time had wronged
her father on the turf or elsewhere?

To soothe her, he was not disinclined to adopt this view of the matter;
but to suit his own views he again fell back upon the conviction that the
donor could be no other than Lord Cadbury, to return it to whom would be
an insult, and whom it would be but proper to thank in some fashion.

Thus, great was the surprise of the peer to receive one day at his club a
rather effusive letter from Alison, dictated by Sir Ranald to thank him for
the birthday gift—as they could not doubt—a gift that nothing but her
father's failing health, and the many necessities that it involved, compelled
her to accept. Her little hands trembled as she closed this—to her—
obnoxious epistle; while her eyes were dim with tears, and her heart wrung
with shame and pride, all the more so as she painfully recalled the episode
of Mr. Slagg and the acceptances.

Cadbury was puzzled sorely; he knew not what to think, and tugged
away at his long white moustache, while thinking 'who the devil can have
sent this money—a thousand pounds too!'

He was not sorry that they should think the gift came from him.

'Hang it all!' he muttered, 'have I not spent ever so much more on and
about her—Slagg's devilish bills too—and all for nothing!'
 So he wrote a very artful answer, expressing his surprise that he should
be thanked for such a trifle, thus fully permitting her to infer that the gift
was a kindness of his own; and more than ever did Alison feel a
humiliation, in which her father—selfish with all his pride—had no share,
especially when sipping some very choice dry cliquot 'veuve,' a case of
which he had ordered on the head of it, and thought that for a little time at
least he had bidden good-bye to mouton à la Russe, cold beef, and apple-
dumpling—ugh!

At his club and elsewhere in London, Cadbury had a nervous fear of the
Antwerp affair, and the cause of his sudden departure from that city, oozing
out. It might find its way from the Rag, of which he doubted not Goring
was a member, but Cadbury forgot that the former was too much of a
gentleman to tell any anecdote that would involve the name of a lady—
more than all, that of Alison Cheyne.

But no one can tell how stories get about in these days, and thus, when
there was any low-voiced talk or laughter in a corner of the club-room, he
grew hot and cold with the terrible suspicion that he was the subject of both.
His hatred of Goring grew deeper, and he resolved that he would work him
some fatal mischief, if he could.

Through Sir Jasper Dehorsey and Mr. Tom Hawksleigh, a rumour

certainly was spread abroad that he had been on the Continent 'with such a
stunning girl;' and old Cad (as he was often called) was rather inclined to
adopt the soft impeachment, and the idea that 'he was a dog—a gay spark
yet—and all that sort of thing, don't you know.'

But when Dehorsey spoke of the affair, he little knew the rank, position,
or character of the girl he referred to, and the risks she had run through the
brutal selfishness and mischievous spirit of himself and Hawksleigh, when
by falsehoods, and in her confusion, they had lured her to the Café au
Progrès.

At Chilcote, Archie Auchindoir speedily became master of the news

concerning the birthday gift.
 'A thousand pounds, my certie, is there as much money in a' the warld!'
he exclaimed. 'Troth, Sir Ranald, he that hath routh o' butter may put it on
baith sides o' his bannock.'

'I don't know,' said Sir Ranald, peevishly, to Alison, 'why I brought that
fellow back again. A Caleb Balderstone is an anachronism in nineteenth
century society.'

'He is so good and faithful, papa—dear old Archie.'

'Yes; but, like all such faithful old fellows, he is a shocking tyrant—is
too much au fait at all one's private affairs, and deems himself quite a
family institution—as much a Cheyne as ourselves.'

But Alison had not the heart to resent Archie's gladness that the gift—
whoever it came from—'would keep the wolf from the door,' as she thought
it might keep the black hound too!

Archie had a profound dislike of Lord Cadbury, and once he ventured to

say to Alison,

'Wi' a' his wealth, I'd as soon see you in your coffin as the Leddy o'
Cadbury Court; but anent this,' he asked, abruptly, in a low voice, 'where is
Captain Goring?'

Alison coloured, but said, in a low, cooing voice,

'Could YOU find out for me, Archie, like an old dear, as you are?'

'I will—I'll ask at the Camp, if I tramp every yard o' the way and back
again.'

'Oh, thank you so much, Archie.'

'I would like to see you married to him, missie,' said the old man,
patting her shoulder.

'Ah, we are too poor yet, Archie,' said Alison, but the next remark, while
it made her laugh, brought a hot blush to her cheek.
 'Owre puir! Hoot, fye! Think o' a Cheyne o' Essilmont saying that—
Essilmont where mony a time a hundred o' your name and mair have had
their horses in stall—ilk man boden in effeir o' war?' exclaimed Archie, his
old grey eyes flashing as he spoke. 'No—it is feeding little mouths ye think
o'; but, odds sake, Miss Alison, they'd bring mair gowd in their yellow curls
than they'd ever tak' frae ye in bannocks and shoon. God never sends a little
mouth into this world without food for it; and, if it is a certain care, it is a
sure joy.'

So Archie soon discovered that Bevil Goring was not at Aldershot, and,
to Alison's joy, that he had not gone to Africa; that the spring drills had not
yet commenced, that the battalion was returning home, and that Captain
Goring was in London, where, she concluded, he must be idling in
ignorance of her movements, and that she was again at Chilcote.

The year of their mutual promise was already passing away. But what
did that matter? Never would they love each other the less!

How she longed once again to see Laura Dalton, whose new name and
strange story had reached her through the vicar, and amazed her greatly, for
she had a sorrowful sense of isolation and helplessness, and this darkened
more around her, while heavy illness once more fell upon Sir Ranald, and
again the terror came over her that his life would slowly ebb away.

The scathing bitterness of his tongue when he spoke of Goring often

made her heart wince, but could provoke no response from her lips, though
they often quivered with indignation at his querulous spite. Though Alison
was a woman in energy of purpose and power of endeavour, in many ways
she was still like the veriest child—especially in so far as a spirit of
reasonable obedience to Sir Ranald went; and after all, as a writer has it,
even in these our days 'such monsters as parents indefinitely relentless will
sometimes outrage dramatic proprieties;' so Alison pondered much upon her
future, but failed to see a clue to it.

In her present small world she had but one little pleasure—her letters
from her namesake, Sister Lisette, the Beguine, full of prayerful wishes,
loving expressions, and pretty messages, and often containing little
religious pictures, with gracefully worded mementoes in Latin and French.
 And thus the days stole away at Chilcote.

CHAPTER IX.

CADBURY REDIVIVUS.

Unabashed by Alison's steady rejection of his suit, encouraged by the

countenance given him by Sir Ranald, who had narrated to him in a letter
written in his now feeble and scrawly hand all that had occurred
subsequently to his missing Alison in Antwerp, and more than ever
encouraged by the latter's missive with reference to the mysterious birthday
gift, Lord Cadbury had the bad taste to resume his old footing of more than
visitor, and attended by Gaskins, who had now completely recovered, he
rode over almost daily from the Court to Chilcote, and was wont to linger
long, to the great annoyance of Alison, though Sir Ranald, more ailing and
querulous than ever, lay frequently a-bed till nearly noon.

Aware of the trick it could be proved he had, in a spirit of malevolence

rather than to serve his master, played Bevil Goring in Antwerp, and his
confession thereof in a moment of agony, weakness, and terror, when
believing himself to be dying in the Belgian hospital, the rascal Gaskins
was very loth to venture within twenty miles of Aldershot camp; but, while
believing certainly that the wronged officer of the Rifles would never be at
Cadbury Court, he was less sure that he might not fall upon him in the
vicinity of Chilcote; thus he was greatly relieved when, in reply to some
casual remarks, he elicited from Archie that Captain Goring was in London.

So Gaskins felt his shoulders safe as yet.

'Our fare is no gude enough nae doubt for a gentleman like you, Mr.
Gaskins,' said Archie, as he ushered the dandified groom (whose surtout
was girt by a waist-belt and garnished with a rosebud button-hole) into the
kitchen, his whole face wearing a contemptuous smirk the while; 'but we
can aye gi'e a bane o' cauld beef to pyke, wi' a farl o' breid and a cogie o'
gude yill, and they are better, ye ken, than sowans, ill-soured, ill-sauted, and
sodden.'

'What the dooce is he saying, Mrs. Prune?' asked Mr. Gaskins, in sore
perplexity, as he carefully wiped his cockaded hat with a white
handkerchief.

'Ye kenna what I am saying?' asked Archie, with contemptuous surprise.

'No, Mr. Hackindore, you must excuse me really.'

'Out of the world and into Kippen?' said Archie, with a toss of his head.

'And how is Sir Ranald, Mrs. Prune?' asked Gaskins.

'The laird is a wee thing dwining again,' said Archie, ere she could
reply. 'They say aye ailin' ne'er fills the kirk-yard; but I'm fearsome at times
this is the last blaze o' the candle in the socket,' he added, with a little break
in his voice.

On the day of this visit Sir Ranald was not visible at all, and Lord
Cadbury had Alison all to himself in the little drawing-room, where he was
fast resuming his old airs of property and protection, and almost venturing
to make what he deemed love in dull and emotionless tones; and Alison,
had she not been grieved by her father's condition, and worried by the
whole situation, might have laughed at Cadbury's Don Juanesque posing as
too absurd.

'I shall never be able to describe to you,' said he, for the tenth time, 'my
profound alarm and grief when I lost you so mysteriously at Antwerp.'

'In a place to which I should never have gone.'

'Not even with me?' he asked, softly.

'Not even with you; but I was weary, triste—glad to do anything to

forget my own thoughts; but as for your friend Captain Smith——'
 'Alison—my dear Miss Cheyne—how often am I to assure you that I
know of no such man? If he was a Captain, in presuming to call himself a
friend of mine, and acting as he did, he deserved the most severe
punishment; and let me assure you that as we were in Belgium I should
have lost no time in inviting him to breathe the morning air on the ramparts,
or anywhere else,' added Cadbury, in a valiant tone, even while wincing at
the recollection of the invitation he had received for a similar 'breather' in
the Lunette St. Laurent.

'I thought duels were as much out of fashion as hoops, patches, and hair
powder,' said Alison, with a little mockery in her tone.

'So did I, by Jove,' responded Cadbury, with some fervour in his tone.
Then he added—'And so Sir Ranald will not appear to-day?'

'No—he is too unwell, and it is only when I think of his condition,' said
Alison, with a quiver of her sweet lip and downcast eyelashes, 'I feel such
gratitude to the donor of my birthday gift—it has given me so many things
for papa that, I am not ashamed to say, I could never have procured.'

'And you have got no certainty of who sent it to you?' asked Cadbury,
with a curious and very artful modulation of voice, as he slightly patted her
hand.

'No—though I may strongly suspect,' replied Alison, while a painful

kind of blush suffused her pale cheek.

'Suspect! can't you guess, rather?'

'Unless—it was you—or the kindest of friends.'

'I do not admit quite that it was; but—'

'Admission or not, it was you,' said Alison, with emotions of gratitude

and humiliation struggling in her proud heart, while her beautiful eyes
looked shrinkingly upward to his; 'but, oh, my heart tells me, with fear, that
it may have come too late—too late.'