PLEASE NOTE: IF YOU POST ANY QUESTIONS TO ME THAT WOULD CHANGE OR CLARIFY THE CONTENT OF THIS SITE, I WILL CORRECT IT HERE. NO MATERIAL WILL BE ADDED AFTER TUESDAY NIGHT DECEMBER 7 (so if you have a question or found a typo, please let me know QUICK!)

UNIVERSITY REGULATIONS REQUIRE THAT I KEEP THIS EXAM FOR ONE YEAR. HOWEVER, YOU ARE WELCOME TO MAKE A COPY OF EXAM 3 DURING SPRING TERM 2005 FOR PERSONAL USE.

IF YOU WOULD LIKE YOUR FINAL GRADE QUICKLY, YOU MAY: (1) GIVE ME A SELF-ADDRESSED, STAMPED ENVELOPE AND I WILL SNAIL YOUR GRADE OR (2) PROVIDE YOUR PREFERRED EMAIL ADDRESS AT THE TOP OF EXAM 3 GIVING ME THE AUTHORITY TO EMAIL YOUR GRADE TO YOU. (Please be sure this is an OPERATIVE email address. If it is not I will need to use your garnet or mailer address.) The university quickly posts grades on the Internet as well.
 
 
OVERVIEW


EXAM 3 IS ON
DECEMBER 8

GUIDE 1: INTRODUCTION
GUIDE 2: CONSTRUCTING A TABLE
GUIDE 3: UNIVARIATE STATISTICS AND DISPLAYS
GUIDE 4: BIVARIATE BASICS
GUIDE 5: BIVARIATE CORRELATIONS
GUIDE 6: MULTIVARIATE CROSSTABULATIONS
GUIDE 7: BASIC REGRESSION
GUIDE 8: REGRESSION SPECIFICS
GUIDE 9: SAMPLING
READINGS AND ASSIGNMENTS

 
 

EDF 5400 INTRODUCTORY STATISTICS
FALL 2004
GUIDE TO THE MATERIAL EXAM 3

DR SUSAN CAROL LOSH
EDUCATIONAL PSYCHOLOGY AND LEARNING SYSTEMS

PLUS BROWSE AND REVIEW

EXAM 1 GUIDE
EXAM 1 FEEDBACK
EXAM 2 GUIDE
EXAM 2 FEEDBACK
ASSIGNMENT 3 FEEDBACK
ASSIGNMENT 4 FEEDBACK
ASSIGNMENT 5 FEEDBACK

 
EXAM 3 IS SCHEDULED FOR WEDNESDAY DECEMBER 8 IN OUR CLASSROOM AT 5:30 PM

LAST DAY QUESTIONS ABOUT EXAM 3? PLEASE SEE ME OR MARIA.

MY OFFICE HOURS 11-29 & 12-1: MONDAY AND WEDNESDAY 3:30-5:00
MARIA'S OFFICE HOURS: TUESDAY-THURSDAY 3-5 PM IN THE LRC 124 STONE

OR YOU MAY EMAIL US. HOWEVER, PLEASE DO NOT E-MAIL AFTER 8 PM TUESDAY NIGHT.
Different e-mail providers may take a long time to deliver their mail & we may not receive it in time. We are not responsible for late delivery of e-mail by either your provider or ours, or for server viruses that slow transmission, so please leave enough time!

IF YOU E-MAIL WEDNESDAY I MAY NOT RECEIVE YOUR EMAIL IN TIME TO RESPOND TO YOU. 


 
COVERAGE
A FEW DIFFERENCES FROM THE TEXT
BASIC CONCEPTS
SAMPLE QUESTIONS

Exam Three is 100 points and should take about one hour to complete. It counts 25 percent toward your final grade. It is the same length as Exam One and Exam Two.

As before, you may be asked to choose the sections of a question that you answer, e.g., select three out of four sections. The purpose of this is to allow you to show off the areas that you know the best. DO NOT answer all choices in such instances. No extra credit! We only grade the first number of designated selections if you answer all the selections in these cases. So what can happen is that (for example, in a 3 out of 4 selection question) you get parts 1, 2 and 4 right, but I only grade parts 1, 2, and 3, and so your credit is lower than if you had simply answered 1, 2 and 4.

The exam is the same general format as Exam 1 and Exam 2: a mix of multiple choice, true-false, short essay, and data interpretation questions. Data interpretation problems similar to Assignments 4 and 5 comprise somewhat over half of Exam 3. You may add a SHORT explanation to any short-answer question.

The data interpretation questions will be comparable to the assignments. You will see two examples below under the SAMPLE QUESTIONS section plus a link to the regression example on Guide 8.

GENERAL EXAM THREE COVERAGE

PLEASE BRING AN INEXPENSIVE HAND-HELD CALCULATOR (e.g., a TI 30).
You may end up doing some phis, square roots or squares.

The FOCUS of Exam Three is on the following:

This exam covers the following in Huff:
Chapter 8, pp. 87-99 
Chapters 9 and 10, pp. 100-142 (SKIM only)

This exam covers these chapters in Agresti and Finlay:
Chapter 10, pp. 356-373
Chapter 9, pp 301-342
Chapter 11, pp 382-404 and pp 411-421

OMIT Agresti and Finlay Chapter 2, pp.18-29. This is not required for Exam 3
 

It also covers:
All lectures
All demonstrations
Course Web sites through Guide 9 (but basic samples only, announced in class)
Aassignments through Assignment 5,
and associated links, including any material (e.g., Exam and Assignment feedback) that I have placed in Blackboard.

You DO NOT have to memorize any formulae for the pdfs; you DO need to know that a pdf (and which one) produces the test statistics that you use to decide whether your results are a sampling accident or whether they are "real". Some of these formulae are reproduced in Guides 3 - 5 in context.

Inevitably, this material is cumulative. For example:

Please note that some bivariate material will ALSO be covered on this exam, especially material that immediately precedes applying three variable associations. These materials especially include: selecting the best correlation coefficient for bivariate relationships (with rationale), and causal guidelines in nonexperimental data.
 
WHAT WON'T BE ON THE EXAM

Only the basics of sampling will be on the exam and not very much of that.
Do you know the importance of using a probability sample?
Do you know the definition of a probability sample?
Do you know how probability samples differ from non-probability samples?

You won't have complicated formulae to work with. You won't have a formula for B to solve or even one for R2. However, I expect you to have examined the fomulae sufficiently so that you know, for example, that R2 is the ratio of the explained sum of squares to the total sum of squares (and what the total sum of squares is) or that it is the denominator of B that keeps B in metric units.

You will not have to work any of the formulae in Agresti and Finlay's book. So, for example, you won't have to calculate an r or a Chi-Square or a t-test from scratch. You won't need to look up any probability levels in tables. All numbers will be provided for you, although you may have to calculate a square or square root.

However, you DO need to know what a pdf is and how it creates a sampling distribution. We gauge our results against that hypothetical sampling distribution that is created by your null hypothesis and assumptions about your sample (e.g., obtained through simple random sampling). You will need to understand what the probability levels mean or how to interpret basic regression coefficients IN WORDS.
 
WHAT WILL BE ON THE EXAM

How to "read the results" in a bivariate table. Think of the skills that you needed for Assignments 3 and 4. You will need these as you examine three-way cross-tabulations.

Being able to designate an independent and dependent variable in many nonexperimental design settings. Knowing which causal guidelines are plausible in particular situations. And recognizing when information is insufficient to be able to designate an independent and dependent variable.

Familiarity and comfort with three-way crosstabulations. Understanding multivariate distributions.

Understanding how the results using control variables may alter how we view the causal relationship between the original independent variable and the original dependent variable.

Knowing what the following terms mean in three-way crosstabulations:

Understanding that intervening and spurious relationships are very similar numerically but very different causally -- and HOW they are different causally (for example, being able to draw causal diagrams to represent each one).

Understanding the similarities and differences between extraneous and joint relationships.
 

Understanding the basics of regression: Assessing the strength of  R2.

Being able to write out a regression equation, including a NUMERIC regression equation.

Being able to state what each coefficient in a regression equation (including the constant term) does to the dependent variable IN WORDS.

Being able to accurately interpret the many tests of statistical significance in one multiple regression equation, for R2 and for each of the Bs. Understanding the null hypotheses for R2 and for the Bs.

Assessing which independent variable had the greatest relative influence on the dependent variable.

Being able to describe the strength and direction of each beta weight.

Knowing the difference between statistical significance and substantive (practical) significance--effect size, whether you examine a correlation coefficient, differences among means, or a regression analysis.

Being able to place three variables in a causal chain, if appropriate -- and being able to know when it's NOT appropriate to do so.
 


Understanding why researchers usually take samples rather than studying an entire population.

Being able to distinguish between probability and nonprobability samples.

Being able to accurately define a probability sample.

Understanding the importance of having a comprehensive list of the population under study -- or having a procedure that simulates the creation of such a list.

Naming probability samples and knowing what makes each one a little different.

Understanding why we can only use inference statistics on probability samples from the defined population.

Naming nonprobability samples and being able to recognize them.
 
 


A FEW DIFFERENCES FROM THE TEXT

For this exam, our differences are mainly ones of terminology.
 
1. Terminology (I)

I really like the Agresti and Finlay text, and I hope  you will keep it as a reference book. It is an excellent basic textbook.

However, like many statisticians, the use of terminology varies. Agresti and Finlay are particularly apt to employ their own terminology, which is not always the terminology most widely used in the field. To complicate matters further, especially in multivariate analyses, there are often many terms for the same concept that different statisticians may use.

Here is a "glossary"-vocabulary section for review:
EACH ROW STATES BASICALLY EQUIVALENT TERMS
Explained Sum of Squares = Regression Sum of Squares = Model Sum of Squares
Sum of Squared Error =Unexplained Sum of Squares =Error Sum of Squares =Residual Sum of Squares
Intervening relationship = causal chain = indirect causal effect = mediated effect
Joint relationship = multiple causes of the dependent variable or multiple causation
Statistical Interaction = specification or specified = conditional = moderated

 
2. Terminology (II)

Agresti and Finlay use the term statistical control as a generic in multivariate analyses to signify that a control variable (or variables) is being used.

In fact, the term statistical control is usually reserved for regression-type analyses (also sometimes loglinear models which are multivariate models for categorical data) in which the effects of control variables are assessed mathematically through techniques such as linear algebra, and the casebase is analyzed as a whole.

The term physical control is often reserved for multivariate cross-tabular analyses in which the casebase is PHYSICALLY SEPARATED into separate tables in order to assess the bivariate relationship within tables created by each category (value) of the control variable.

REVIEW! 3. "Practical" versus "substantive" significance (Terminology III)

The term "statistical significance" really is an awful term. It implies that if your results are reliably nonzero in the population that they are IMPORTANT! However, in a large sample nearly every association between variables, or differences in means across groups, will be "statistically significant." All that is going on is that with large samples, the standard error of the sampling distribution is very, very small. As a consequence, the results are highly stable from sample to sample. With a tiny standard error, your results are also much more likely to be different from zero  (or any other number that you pick for your null hypothesis), no matter how weak they are.

If your results are statistically significant, but substantively or practically weak or very weak, that is, the effect size is small, you should not call the Tallahassee Democrat to report them.

We should probably call these "statistically significant" kinds of results "statistically stable"--that's a much more descriptive term.

Substantive or practical significance or effect size mean just about the same thing, and you have your choice of which term to use. This term really does refer to how important your results are.

Once you have established that your results are nonzero through some type of inference test, one way to examine effect size is the one I emphasized in the middle section of our course: to begin by assessing the strength of a bivariate correlation. (Usually univariate results receive less attention, unless they are novel or striking.)  Another way to examine practical or substantive importance is to look at the implications of your results. If the implications are strong enough, they may point the way to a new intervention, a new educational method, maybe even a new public policy.

"Statistical significance" is only the BEGINNING of understanding why you found the results you did and what they mean. It is a necessary first step, of course, because you don't want to make a big deal out of essentially zero results, the random fluxuations that can occur from one sample to the next (how embarrassing!) But once you have addressed that criterion, it is time to investigate substantive significance, and, later on, the causal meaning of your association.

And, of course, you should also consider your discipline. Numerically weak results in one scholarly discipline may represent a real advance, depending on the state of knowledge in your discipline or major field. Conversely, results which appear strong may be considered moderate at best in another discipline where the state of knowledge is more advanced.

In small samples, the reverse can happen. You will get results that appear to be moderate, or even strong but that are NOT statistically significant. However, in small samples, the standard errors of the correlation coefficients are relatively large. As a result, the confidence interval for the correlation coefficient may well contain "0". If so, your results are zero in fact in the population, no matter what they appear to be in your particular sample. This is why we FIRST test for statistical significance.
 

4. Many, many, MANY correlation coefficients

Agresti and Finlay show many correlation coefficients in their text, some of which we also use and some that we don't in this class. There are also some we use (Phi/V) or note () that Agresti and Finlay do not address. That's because there are DOZENS of correlation coefficients. Many of them are specialized. Every data analyst has her or his favorites.

I have concentrated on those that (1) are used very frequently, so you are likely to encounter them when you read journals and conference papers; (2) have a PRE interpretation, which is an elegant way to describe the relationship between two variables; and (3) tend to have about the same value in cross tabulation tables.
 
 
5. Multiple Regression

Agresti and Finlay use one chapter for Simple Regression, the next chapter for multivariate crosstabulations, and then another chapter for Multiple Regression. I feel that it is more fruitful and economical to examine simple regression as a "special case" of multiple regression. So many popular press journals (e.g., Newsweek or U.S. News and World Report) now present regression results and graphs that I believe it is part of being an educated consumer of data analysis to understand the basics of multiple regression. Do understand that there are many complexities in regression analysis and regression-type models that are considerably beyond what we can cover in EDF 5400.

At this point, you should be able to comprehend the general material in both Chapters 9 and 11.
 
6. Nice Illustrations in Agresti and Finlay

Check out page 373 and page 421.



 
BASIC CONCEPTS: A BARE BONES LIST



Do you remember the basic components of a bivariate TABLE?

HINT: CHECK OUT THIS CLASS WEB SITE FOR THESE TERMS 


BIVARIATE CORRELATIONS.You must understand these to understand multivariate analyses. Both three-way crosstabulations and multiple regression have the bivariate correlation as a building  block.

FIRST, WE STUDIED THE STATISTICAL SIGNIFICANCE OF A RELATIONSHIP BETWEEN TWO VARIABLES.

CHI-SQUARE WAS ONE EXAMPLE.

THE T-TEST WAS A SECOND.

t-tests are also used as the pdf to test the metric B coefficients in regression. That null hypothesis typically is:

Ho : B = 0

Try it: What would be an ALTERNATIVE HYPOTHESIS FOR THE B?



What are characteristics of a GOOD CORRELATION COEFFICIENT?

HINT: REVIEW THIS CLASS WEB SITE 

One of the data interpretation problems on your exam (there will be two) requires you to choose a correlation coefficient, just as you did in Assignment 3 and Assignment 4.

What are some WIDELY USED CORRELATION COEFFICIENTS?

HINT: REVIEW THIS CLASS WEB SITE 

How do you know if your correlation coefficient is worth talking about?
Or calling the Tallahassee Democrat about?

HINT: REVIEW THIS CLASS WEB SITE ABOUT COEFFICIENT STRENGTH 

(And, remember, for later on,  you will need to know what is considered typical in YOUR discipline.)



Basic regression assumes linear relationships between the independent variables and the dependent variable. You MIGHT be able to get away with it if the relationships are more monotonic than linear, BUT:

LINEAR, MONOTONIC OR NONLINEAR? How do you know?

HINT: REVIEW THESE CONSTRUCTS HERE: 



DON'T MIX UP THE LEVEL OF STATISTICAL SIGNIFICANCE WITH THE NUMERIC VALUE OF A CORRELATION!

DON'T MIX UP THE SAMPLE VALUE OF A CORRELATION WITH THE POSSIBLE POPULATION VALUE. The sample value can fluxuate. The population value will not.

Review the Assignment 3 Feedback spot HERE


DO YOU REMEMBER THE CAUSAL GUIDELINES FOR NONEXPERIMENTAL DATA?

You'll need them to place THREE variables in order.

REVIEW THESE GUIDELINES HERE 



REMEMBER THE SEQUENCE TO INTERPRET THREE-WAY CROSSTABULATION TABLES RESULTS?

CHECK IT OUT HERE 

AND HERE TOO 


REVIEW BASIC REGRESSION 

REVIEW WHAT PREDICTION OR ESTIMATED EQUATIONS LOOK LIKE HERE 

See the regression example below under SAMPLE QUESTIONS TOO.

REVIEW THE RESIDUALS, A CRITICAL COMPONENT OF REGRESSION ANALYSIS 

HERE'S WHAT MAKES R2 "TICK". REVIEW 

USING THE F-TEST 
Remember the null hypothesis here is H0: F = 0
The alternative is H0: F > 0 (F cannnot be negative)

AND THE T-TESTS FOR THE BS (the same site as above)
Remember the null hypothesis here is H0: t = 0 for each B
The alternative is H0: t =/= 0 (2-tailed or 2-sided test)



Bs or Beta Weights? Which to use in regression analysis. Review in Guide 7 here: 

And in Guide 8 here: 
The t-test for each B simultaneously tests the statistical significance of each Beta Weight too.


REVIEW THE DIFFERENCE BETWEEN BIAS AND RANDOM ERROR HERE: 

BASIC SAMPLING 



This section below is not on the exam but is provided for your review if desired:

PROBABILITY SAMPLES 

NONPROBABILITY SAMPLES 

EVERYONE MUST TAKE GOOD SAMPLES! 



SAMPLE QUESTIONS: EXAM 3

This is NOT an inclusive list. However, it should serve to give you a sample of the kinds of questions that will be on Exam Three.

Multiple choice. Select the one best or most appropriate alternative response for each question.

1. You controlled using a third variable in a set of crosstabulation tables. In the results, one partial subtable correlation is zero but the other correlation is positive. We call the overall relationship:
 
[  ]A.  Direct
[  ]B. Interaction
[  ]C. Spurious
[  ]D. Intervening

B. The relationship between the original independent and dependent variables IS DIFFERENT across categories of your control variable. This is statistical interaction (often called conditional relationships or specification or moderated relationships).

2. You controlled using a third variable in a set of crosstabulation tables. The values of all the partial subtable correlation coefficients are very similar (within .10) to the original bivariate correlation coefficients. The control variable IS ALSO correlated with the dependent variable. We call the overall relationship:
 
[  ]A.  Interaction
[  ]B. Intervening
[  ]C. Joint
[  ]D. Spurious

C. Both the original independent variable (after controls) and the control variable affect the dependent variable. This is a joint relationship. (Sometimes called multiple causes or multiple determination.)

In an extraneous relationship, although the correlations in  the subtables are similar to the original table for all cases combined, the CONTROL variable is weakly related at best to the dependent variable. Extraneous relationship and poor (statistical) choice of a control variable.

3. You controlled using a third variable in a set of crosstabulation tables. You found that one partial subtable correlation is negative and the other partial correlation is positive. We call the overall relationship:
 
[  ]A.  Direct
[  ]B. Interaction
[  ]C. Spurious
[  ]D. Intervening

B. Again, the correlation between the original independent and dependent variables IS DIFFERENT across categories of your control variable. In this example, it is positive in one case and negative in the other. This is statistical interaction (often called conditional relationships or specification or moderated relationships).

4. After you introduce a control variable, the original bivariate relationship drops to zero. The control variable turns out to cause both the original independent and the original dependent variable. We call the overall relationship:
 
[  ]A.  Direct
[  ]B. Joint
[  ]C. Spurious
[  ]D. Intervening

C. This is a spurious relationship because the control variable causes both of the original variables. It is really as if you had two dependent variables. Numerically, a spurious relationship and an intervening (mediated) relationship look about the same but causally they are quite different.

For students who want to follow up on issues in causality in nonexperimental data, the classic is Morris Rosenberg's 1968 Basic Books volume, The Logic of Survey Analysis.
 


REVIEW! WIDELY USED CORRELATION COEFFICIENTS

Correlation coefficients:
 

Eta Use with one nominal independent variable and one interval-ratio dependent variable. REMEMBER: if you can use a nominal variable, you can use any level so you can use eta with any level independent variable. Useful for nonlinear relationships too.
Phi Use with one nominal variable & one nominal (or ordinal) variable REMEMBER! Whatever you can do with nominal data, you can do with ordinal, interval, and ratio data.
or r
Rho Use with two interval or ratio level variables ONLY (Pearson's r)
-b
Tau-beta Use with one ordinal & one ordinal (or interval-ratio) variable.
ASYMMETRIC (pick an independent variable)
-c
Tau-gamma
(Tau-c)
Use with one ordinal & one ordinal (or interval-ratio) variable
SYMMETRIC (no independent variable selected)
Gamma Use with one ordinal & one ordinal (or interval-ratio) variable (BAD choice, nearly always artificially inflated)

 
MORE REVIEW! READING PROBABILITY SYMBOLS

We write the probability (p) of observing a relationship solely by chance as:

p  =      EQUALS                    or
p  <      LESS THAN             or
p  >      GREATER THAN

some figure between 0 and 1.
Probabilities are always between 0 and 1.
Here are some examples:

If there were NO relationship in the population (the correlation in the population is zero)  then:

p < .01     OR
"p is less than 1 chance in 100"
the results in our sample would occur by chance less than  once in 100 samples
p = .10     OR
"p equals 1 chance in 10"
the results in our sample would occur by chance in 10 out of 100 samples
p > .05     OR
"p is greater than  5 chances in 100"
the results in our sample would occur by chance in more than 5 in 100 samples)

Please refamiliarize yourself with the < (less than) and > (greater than) signs, remember that it is OK to write LT and GT on Exam 3 if you tend to mix them up (e.g., p LT .001).
 



 CORRELATION & REGRESSION MULTIPLE CHOICE AND TRUE-FALSE

1. When one variable in an association is nominal and the other variable is ordinal, we typically use nominal measures of association.
      TRUE or     FALSE ?

In MOST cases we drop back to the lower level of data to choose a correlation coefficient.

2. A correlation of -.74 is stronger than a correlation of +.32.

      TRUE     or     FALSE  ?

We disregard the sign and use the absolute value WHEN WE ASSESS THE STRENGTH of a correlation.
We do the same thing with Beta Weights, too. A b* of -.51 is larger than a b* of +.30.

3. In multiple regression, we measure how much ALL of the independent variables PUT TOGETHER predict the dependent variable with the (CHECK ONE:)
 
 
[  ] A. Metric B
[  ] B. r
[  ] C. R2
[  ] D. t-test

R2 is the tool that is used to examine the percent of variance explained in the dependent variable, or the strength of predicting your dependent variable.

Since R2 is a fraction, you must multiply it by 100 to get the percent variance explained.
It is called the explained variation because one way to think of R2 is the TSS - SSE over the TSS.
(Don't know these terms? Review Guide 7 and Guide 8.)

4. A desirable correlation coefficient has an ERG ratio interpretation.

                           TRUE     or     FALSE  ?

No way! You must have been thinking of PRE (percentage reduction in error) instead.

5. A spurious relationship means you have a true causal association between the original independent variable and the original dependent variable.

                            TRUE     or     FALSE ?

False. A spurious relationship means that the original correlation between the independent and the dependent variable was an illusion. It only occurred because the same REAL independent variable (size of the fire) caused BOTH the original independent variable (number of fire trucks) and the original dependent variable (dollars of fire damage). Diagramatically, it looks like this:
 
 

 

           / # FIRE ENGINES
          /         | 
         /          | 
SIZE OF /           | 0 WHEN YOU CONTROL 
 FIRE   \           | SIZE OF FIRE 
         \          |
          \         |
           \ $$$ FIRE DAMAGE
 

When in doubt, diagram it out!

A mediated (intervening) relationship looks like this diagram below instead:

Variable 1  Variable 2  Variable 3

For example:

Gender affects choice of science discipline. Choice of science discipline then affects science factual knowledge.

 6. Chi-square is a good measure of correlation.

                             TRUE    or      FALSE ?

Chi-square is NOT a correlation coefficient. Chi-square is a pdf that we use to assess our sample table results. A very large sample chi-square out in the "tail" of the chi-square pdf (under the null hypothesis that X2 = 0) suggests that chi-square is non-zero in the population. Chi-square is thus used to test null hypotheses and assess "statistical significance."

7. Causation implies correlation.

      TRUE or     FALSE ?

If one variable causes a second variable, they SHOULD be correlated. However, the reverse does not hold. Correlation does not imply causation.

8. Spurious and explained (intervening) relationships produce different numerical statistical results.

      TRUE     or     FALSE ?

Numerically, spurious and explained relationship produce identical results: the original correlation between the independent and the dependent variable drops substantially from the original bivariate table to the partial correlations within categories of the control variable. Only by drawing causal diagrams and applying causal guidelines for nonexperiment data can you begin to get an idea of what the overall relationship is. For a spurious example, see question 5, immediately above. For another intervening or mediated relationship example see below:

EDUCATIONAL LEVEL & TYPE   TYPE OF JOB   INCOME

Education has an INDIRECT or mediated CAUSAL effect on income because education affects the kind of job that someone has. Type of job mediates the relationship between education and income. This is a REAL causal relationship, not an illusion. You have elaborated the original independent-dependent variable relationship.

REVIEW INTERVENING VERSUS SPURIOUS RELATIONSHIPS HERE 

9. In multiple regression, we measure the net impact of one independent variable on the dependent variable in a prediction equation (controlling other independent variables) with the (CHECK ONE:)
 
[  ]A.  Metric B
[  ]B. Beta weight
[  ]C. R2
[  ]D. r

If you want to predict someone's weight in pounds, or their income, or the number of home computers they own, or their years of longevity, use the metric B. It comes out in units of the dependent variable (e.g., pounds, dollars, home computers or years).

10. In multiple regression, we measure the RELATIVE net impact of an independent variable on the dependent variable within a single equation (controlling other independent variables) with the (CHECK ONE:)
 
[  ]A.  Metric B
[  ]B. Beta weight
[  ]C. R2
[  ]D. r

Use the beta weight to compare the relative net influence of each independent variables on the dependent variable (controlling all the other independent variables). All the beta weights come out in STANDARD DEVIATION UNITS so that you can directly compare them WITHIN A SINGLE EQUATION. (Do NOT compare beta weights ACROSS equations.)
 


For each of the following variable triplets,

1. Educational level, Gender, Occupational type
2. Income in Dollars, Race, Region of Origin
3. Gender,Number of science courses, Science Knowledge Score

ANSWERS HERE:

1. Gender precedes both education and occupation in time. For most people, educational level is both earlier in time and also often a necessary condition for type of occupation. So:

Gender     Educational level      Occupational type

This is an INTERVENING or MEDIATED relationship because education INTERVENES between gender and occupation.

2. Race and region of ORIGIN probably have a SYMMETRIC relationship with each other; both are fixed at birth, neither one causes the other. On the other hand,both race and region precede income in time, and both may have some causal relationship, i.e., a JOINT relationship to income (e.g., salaries in the Southern U.S. are lower than in other parts of the country). Causally, here's what we probably have:
 

 

          RACE \
                \
                 \
                  \ 
                   | INCOME
                  /
                 /
                /
        REGION /
 

This relationship is NEITHER SPURIOUS NOR INTERVENING because no variable "comes in between" the original independent and the original dependent variable. (Instead it is probably a JOINT relationship.)

3. Gender (again) is fixed at birth. Given time order, it CANNOT be caused by either the number of science knowledge courses or science knowledge! Logically, low science knowledge will NOT cause someone to take FEWER science courses. However, more science courses are probably a prerequisite for more knowledge. Thus, the causal sequence probably looks like this:

Gender    Number Science Courses      Science Knowledge Score

So causally, the order is gender first, number of science courses as an intervening variable, then science knowledge score.
 


INTERPRET DATA PROBLEM #1

Here are crosstabulation results from  a partial subset of the General Social Survey. The dependent variable is PREMARSX, whether the respondent believes that premarital sex is "wrong" or "not wrong". The independent variable is POLVIEWS, whether the respondent self-identifies as a political liberal, moderate or conservative. Use these data altogether to answer all the questions 1 - 11. First, here are results from the total sample. Use the bivariate results for questions 1 - 8.

THE RELATIONSHIP BETWEEN DEGREE OF POLITICAL CONSERVATISM AND BELIEFS ABOUT PREMARITAL SEX  (General Social Survey subsamples)

 Political Conservatism
LIBERAL MODERATE CONSERVATIVE
PREMARITAL SEX IS:      
Wrong
45%
61%
66%
Not Wrong
55
39
34
 
100%
100%
100%
CASEBASES
138
190
170
 
Value
DF
Significance (P)
Pearson Chi-Square
14.52
2
.0070
Statistic
Value
Phi
0.17
Tau-b
0.15
Tau-c
0.17
Pearson's r
0.16

1. Is the premarital sex question nominal, ordinal, interval, or ratio?

You can rank the categories so it is ORDINAL. People who think premarital sex is wrong feel so more strongly than those who say "not wrong."

2. Is "degree of conservatism" nominal, ordinal, interval, or ratio?

The "tipoff" is the words "degree of." This implies that those who self-identify as "conservative" are more conservative than self-identified liberals or moderates. You can rank order the categories but can't assign equal interval numbers to them. This variable is ORDINAL.

3. Which variable is the INDEPENDENT VARIABLE: the "premarital sex" question or degree of conservatism? How do you know?

This one invokes the "general to specific" guideline, which is especially appropriate to use when you examine two beliefs or attitudes. Very specific beliefs or attitudes tend to be very unstable and change relatively easily. However, general ideology (such as political liberalism or conservatism or religious values) tend to be quite stable.

4. Are these data (CHECK ONE:)

   [  ]A. Curvilinear
   [  ]B. Linear or
   [X]C. Monotonic
   [  ]D. The data do not allow us to make this decision

BRIEFLY, how do you know?

Both variables are ordinal and self-identified political views has more than two categories so we can begin to address this question. The percentage saying "wrong" increases steadily as the respondent becomes more conservative, but at an irregular rate.

5. Which correlation coefficient is best to use for these data?

[  ]A. Chi-square
[  ]B. Phi
[  ]C. r
[  ]D. Tau-beta

BRIEFLY, why did you choose this particular correlation coefficient?

Chi-square isn't a correlation coefficient, r is for interval data, you could use Phi, but since you have two ordinal variables and a probable asymmetric relationship, Tau-b is the best choice.

6. (2) Was the correlation coefficient you chose statistically significant? CHECK:

   [ X ]YES or   [   ]NO

What was the probability level?
 

 
Because the probability level associated with the Chi-square was .0070. That means that if Chi-Square were really zero in the population and there were no association between self-identified political conservatism and the premarital sex question, you would obtain sample results such as these in only about 7 in 1000 samples by chance. That is a VERY rare event. So we reject the null hypothesis that X2 = 0 and conclude that there is a nonzero relationship between self-identified political conservatism and the premarital sex question in the population.

7. Was the strength of this coefficient (CHECK ONE):

[  ]A. Very weak
[X]B. Weak
[  ]C. Moderate
[  ]D. Strong or
[  ]E. Very strong?
[  ]F. The data do not allow us to make this decision

According to our chart, the Tau-b of 0.15 is WEAK. Recall that different disciplines may use different designations depending on (1) the state of knowledge in the discipline and (2) the use of relatively homogeneous versus relatively heterogeneous samples.

8. BRIEFLY describe how attitude toward premarital sex correlates with general political orientation (i.e., what the results mean in words):

People who self-identify as political moderates or conservatives are more likely to say premarital sex is wrong than people who self-identify as political liberals.

Now, here are the results from the association between self-identified political views and attitude toward premarital sex broken down separately for men and women. Use these data to answer questions 9 - 11.

THE RELATIONSHIP BETWEEN DEGREE OF POLITICAL CONSERVATISM AND BELIEFS ABOUT PREMARITAL SEX FOR:

 MEN
LIBERAL MODERATE CONSERVATIVE
PREMARITAL SEX IS:      
Wrong
44%
59%
59%
Not Wrong
56 
41
41
 
100%
100%
100%
CASEBASES
66
78
81
 
Value
DF
Significance (P)
Pearson Chi-Square
3.50
2
.1739
Statistic
Value
Phi
0.17
Tau-b
0.08
Tau-c
0.09
Pearson's r
0.09

THE RELATIONSHIP BETWEEN DEGREE OF POLITICAL CONSERVATISM AND BELIEFS ABOUT PREMARITAL SEX FOR:

 WOMEN
LIBERAL MODERATE CONSERVATIVE
PREMARITAL SEX IS:      
Wrong
46%
62%
75%
Not Wrong
54 
38
25
 
100%
100%
100%
CASEBASES
72
112
89

 
 
Value
DF
Significance (P)
Pearson Chi-Square
14.64
2
.0007
Statistic
Value
Phi
0.23
Tau-b
0.22
Tau-c
0.24
Pearson's r
0.23

9. Was your chosen correlation coefficient statistically significant:

      FOR MEN:   [  ] YES   or  [X] NO

          FOR  WOMEN:  [X] YES  or  [  ] NO
 
 

 
Continue to use Tau-beta. The p-level for men is .1739. This means that if Tau-beta were really 0 in the MALE population, we would expect a Tau-beta of 0.08 (or larger) in about 17 samples out of 100 by chance. That is a relatively common event, so we accept the null hypothesis that tau-beta equals 0 in the male population.

The p-level for WOMEN is .0007. This means that if Tau-beta were really 0 in the FEMALE population, we would expect a Tau-beta of 0.22 (or larger) in only 7 out of TEN-THOUSAND samples by chance. Now, that's a REALLY rare event so we REJECT the null hypothesis that Tau-beta equals zero in the female population and accept the alternative, which is that Tau-beta is NOT zero in the female population. (Of course, we could be wrong: we could have one of those wierd 7/10,000 samples which gave misleading results.)

10. What was the strength numerically and in words of your chosen correlation coefficient:

    FOR MEN:        numerically = 0.08 strength=zero (it's not statistically different from zero)
    FOR  WOMEN: numerically = 0.22 strength=weak

11. Altogether, what kind of causal relationship do you have in the data among POLVIEWS, PREMARSX and GENDER? CHECK ONE:

[  ]A. Direct (extraneous)
[X]B. Interaction (Specification/Conditional/moderated)
[  ]C. Intervening (Indirect/Elaborated/explained/mediated)
[  ]C. Joint
[  ]D. Spurious

BRIEFLY explain the rationale behind your choice:
 

 
The correlation between POLVIEWS and PREMARSX is nonzero and weak for women. The correlation between POLVIEWS and PREMARSX is essentially zero for men. The difference between the male SAMPLE correlation (.08) and the female SAMPLE correlation (.22) is larger than an absolute value of .10. This is an INTERACTION effect. The correlation between POLVIEWS and PREMARSX is DIFFERENT for women and men. You will have to specify a person's gender in order to discuss this relationship -- and -- it is MISLEADING to use the bivariate correlation between political conservatism and the premarital sex question because this correlation is not the same in different segments of the population.

REVIEW THE SECTION ON INTERACTION EFFECTS HERE 
 
 

ANOTHER REGRESSION EXAMPLE
INTERPRET DATA PROBLEM #2

This example is a variation on scores on the science 10 item quiz. You will recall that women scored lower than men on the basic science quiz, even with controls for educational degree level and the number of college science courses.

One possible reason why this sex difference in science quiz scores occurs may not be because women get more wrong answers, but because women are more willing than men on general public opinion surveys to admit that they don't know the answer -- or are not sure, whereas (in general) men are more willing to guess at the answers. For example, a 2003 article in the journal Public Perspective found that women were more willing to say "I don't know" to a series of political knowledge questions than men were.

If, in fact, there is a sex difference in willing to say one doesn't know the answer, this should be considered when we assess any sex differences in science knowledge scores. Once again, I will also use educational degree level and number of college science courses as additional independent variables. We can call this dependent variable uncertainty about science knowledge or the "I don't know" score. It is the sum of "I don't know" answers over the 10 basic science knowledge items.

FIRST, I look at the bivariate sex difference on uncertainty about science knowledge:

"I DON'T KNOW SCORES" ON SCIENCE KNOWLEDGE

GROUP Mean Score (out of 10) Standard Deviation
MALES 0.97 1.34
FEMALES  1.72 1.65
TOTAL 1.38 1.56

t-test (1880) =  -10.75  p < .001   Eta = 0.241

Notice that on the average, women answer "I don't know" on almost twice as many science questions as men (1.72 versus 0.97). Although this difference was highly statistically significant (there were 1882 cases in the 1999 survey), it was weak in strength.


SECOND, since degree level is another independent variable, and it only has four categories, I did a difference of means test (a one-way analysis of variance) on "I don't know scores" on science knowledge by educational degree level to check things out.

It is fine to use an ANOVA here as a beginning bivariate analysis. I could use nominal, ordinal, interval OR ratio variables as my independent variable (my dependent variable must be interval-ratio and it is: "the number of 'I don't know' items"). Educational level has only four categories, so it is easy to present the results. I can also easily check for any departures from a linear or monotonic relationship this way. If I have a distinctly nonlinear relationship between educational level and the science quiz, I would probably want to rethink using degree level as a predictor for a regression analysis.

"I DON'T KNOW SCORES" ON SCIENCE KNOWLEDGE BY EDUCATIONAL LEVEL
 

GROUP Mean Score (out of 10) Standard Deviation 
Less Than High School 2.25 2.05
High School Degree  1.54 1.57 
College Degree 0.87 1.16 
Advanced Degree 0.75 1.12 
TOTAL 1.38 1.56

F-test (3,1878) = 52.03 p < .001   Eta = 0.28

Again, the difference in science knowledge scores across educational levels is highly statistically significant. This relationship is moderate (but really about the same as the effect of gender, 0.28 versus 0.24). Scores decrease at a constant rate per level (about -0.70 points) from the less than high school group to the college degree group, then basically plateau, so the relationship approximates a straight line for the lower educational levels. Better educated respondents answer "I don't know" to fewer questions than poorly educated persons do. Thus, this is a monotonic relationship (that is approximately linear for two out of the three educational jumps).


Once again, the standard deviation on our dependent variable, uncertainly about science knowledge, gets smaller and smaller with each successive educational level (look at the little gray arrows in the table above). The standard deviation is nearly twice as great for those with less than a high school education as it is for those with an advanced degree.

This is another example of HETEROSCEDASTICITY, or UNEQUAL VARIANCES ON THE DEPENDENT VARIABLE ACROSS CATEGORIES OF THE INDEPENDENT VARIABLE. When you have heteroscedasticity, the standard errors of the Bs on your computer output often are inaccurate. Worse yet, the standard errors on the Bs that your computer output presents to you can appear SMALLER THAN THEY REALLY ARE! If this happens, your t-test will be too big, and you might conclude that you have statistically significant findings when you really don't.

While we will forge ahead with this example for illustrative purposes, be aware that you will often need to use something called "Weighted Least Squares" to correct for these unequal variances. Sometimes you will see this in programs as the "generalized least squares" solution where the weight is the inverse of the regression equation.


Next, I ran the zero-order or bivariate correlations among all the variables that I was examining in this analysis. Gender is coded as a dummy variable with female = 1 and male = 0. These are Pearson's r correlations and those are the type of correlations that regression  programs calculate for you. The correlations among these variables are presented below in a correlation matrix.

Since the zero-order or bivariate correlation matrix is symmetric, that is, the top right hand side is the same as the lower left hand side, we will just use the lower left side of the matrix as you see below. There are "1"s on the diagonal of the matrix because the correlation of a variable with itself equals 1.

ZERO ORDER (bivariate) CORRELATIONS AMONG ALL VARIABLES IN THE REGRESSION EQUATION

All correlations are statistically significant at the p < .001 level
(I checked these out with a separate test)

  Gender 
(1 = female) 
N college science courses Educational 
LEVEL
I don't know
Score
Gender (1 = female) 
1.00
 
 
 
Number college science courses
-.16
1.00
 
 
Educational LEVEL
-.14
.59
1.00
 
"I don't know" score on 
Science Knowledge
.24
-.29
-.27
1.00

From the correlation matrix, we can see that gender is weakly and positively correlated with saying "I don't know" on the science knowledge items. Women say "I don't know" to more items than men do.

The number of college science classes has a moderate negative relationship (r =- 0.29) with uncertainly about the science knowledge items.

Educational level is moderately and negatively related (r =- 0.27) with uncertainly about the science knowledge items.

In terms of possible multicolinearity, gender has weak negative correlations with the number of science courses and educational level, no problem there. The number of college science classes is strongly and positively related to educational level (r = 0.59) so it MIGHT bear watching later on.


Now, here's the regression of gender, the number of science courses, and educational level on the science knowledge score. You are seeing the output here, hence the row of zeros for the p-level.
 

INDEPENDENT VARIABLE
B
seB
BETA
t
P
Gender (1 = female)  +0.61 .068 +0.19 8.900  .0000
Number college science courses -0.08 .013 -0.18 -6.688  .0000
Educational LEVEL -0.26 .051 -0.13 -5.031  .0000
Constant 1.84 .121
--
15.121  .0000

R = 0.365  R2 = 0.13    n = 1882
F3,1878 = 96.38 p = .0000
Standard error of the estimate = 1.46
Standard deviation of the "I don't know" score = 1.56
 

 
The first thing we check is whether the ENTIRE REGRESSION is statistically significant. We check this with the significance level for the R2. R2 is tested with an F-Test and the p is a row of zeros (.0000). This means that the odds of getting these sample results by chance if R2 were really zero would be LESS THAN ONE IN 10,000 SAMPLES (p < .0001). This is a very rare event, so we reject the null hypothesis that R2 is zero, and accept the alternative, i.e., that R2 is something greater than zero (R2 > 0).

R2 is 0.13. This is a WEAK relationship. It also means that we can explain 13 percent of the variation in "I don't know" answers on the basic science quiz by knowing someone's gender, educational level, and their number of college science classes all together. 

Given that R2 is greater than zero and its strength at least weak, the next  thing we check is the statistical significance of each separate B. The p for each one of the Bs is a row of zeros (.0000). This means that the odds of getting each one of these sample results by chance if B were really zero would be LESS THAN ONE IN 10,000 SAMPLES or p < .0001. This is a very rare  event, so we reject the null hypothesis that each B is zero, and accept the alternative, i.e., that THE ABSOLUTE VALUE OF THE B is something greater than zero.

The statistical significance of each B is tested with a t-distribution. The t is formed by dividing the B by its own standard error. In large samples such as this one a t of |1.96| or greater (positive or negative) corresponds to an alpha level of statistical significance of .05 (or smaller). Make sure you have the decimal place in the right place if you want to check the arithmetic in the table! The t-test for the B simultaneously tests the null hypothesis that the corresponding beta weight is zero.
 

Given that each B is statistically significant, let's see what each one means IN WORDS.

The B for Gender was 0.61. Given that female = 1 and male = 0, this means that controlling educational level and the number of science courses, women answered "I don't know" on 0.61 more science items than men did. The original sex difference was 0.75 "I don't know" items. The 0.61 CONTROLLED sex difference is nearly as great as the original, uncontrolled sex difference. This means that even after controlling degree level and exposure to science courses, women still say "I don't know" on the science quiz more often.

The B for the number of college science classes was -0.08.This means that for each additional college science class the person took, he or she scored .08 FEWER I don't know answers on the 10 point science quiz. Thus, if we compared someone with 0 science courses with someone who had 10 science courses, the person with 10 science courses would have about 1 "I don't know" answer less (10 * - .08 = -0.80 items) than the person with no science courses at all  (controlling gender and degree level).

The B for educational level was -0.26. For each jump in degree level, the person said "I don't know" on about one-quarter fewer answers. If we compare the jump from less than high school to an advanced degree, the person with an advanced degree on the average said "I don't know" on one item less of the 10 items (3 X -0.26 = 0.78) than someone who never completed high school (controlling gender and the number of college science classes). That's about a 10 percent difference on the quiz scale between someone with a relatively low educational level and someone with a very high level.

Finally, the constant term is 1.84If someone were male, never had any education, and never had a college science course, they would answer "I don't know" on nearly 20 percent of the answers (1.84 out of 10 questions).

Thus, the uncertainty about science knowledge score drops with more education, especially more science courses. However, a gender gap remains even controlling those two variables.
 
 

 
Explaining what your regression results mean IN WORDS is probably the hardest thing to do. People get so used to seeing the numbers, seeing the equations, and checking for statistical significance that they forget WHAT THE RESULTS MEAN! And yet, isn't this why we do these analyses in the first place?

You can present the numeric results in a simple chart like this one:

Number of "I don't know" responses to the science knowledge items
 

INDEPENDENT VARIABLE
B
SEB
t
P
Gender (1 = female)  0.61 .068 8.900
 <.0001
Number college science courses -0.08 .013 -6.688
 <.0001
Educational LEVEL -0.26 .051 -5.031
 <.0001
Constant 1.84 .121 15.121
 <.0001

The numeric regression equation is:

Y = 1.84 + 0.61 D1 - 0.08  X1 - 0.26  X2    where
Y is the number of "I don't know" answers to the basic science quiz
D1 is "female" where 1 = female and 0 = male
X1 is the number of college science classes and
X2 is the respondent's educational level
 

 
Practice copying this regression equation a few times and you will learn the "rhythm" of it: a B slope coefficient followed by the related independent variable. Do practice because this is an area where some people have trouble.

So, for example, a male (D1  =  0) with ONE science course (X1 = 1) and a B.A. degree (X2  = 3) would answer "I don't know" to slightly under one question on the 10 item quiz:

1.84 + 0 - (.08 * 1) - (.26 * 3) = 0.98



Now, let's examine the Beta Weights, or the STANDARDIZED regression coefficients. The Beta Weights tell us the relative importance of each independent variable within a single equation on the dependent variable. Within this single equation we can directly compare them, again in a simple chart:
 
INDEPENDENT VARIABLE
BETA
Direction
Strength
Gender (1 = female) 
+0.19
Positive Weak
Number college science courses
-0.18
Negative Weak
Educational LEVEL
-0.13
Negative Weak

The constant disappears because it is zero in a standardized regression equation.

All the beta weights are of similar magnitude (something you could not tell from the metric regression equation) in terms of their impact on science uncertainty. Educational level has a slightly smaller NET impact than gender or science courses, but not very much smaller; all the Betas are weak in strength.



Finally, here's one more piece to look at:

The Standard Error of the Regression (that is, the average deviation around the regression line for science uncertainty) was  1.46. This is after controlling gender, educational level, and the number of science courses.

The actual standard deviation of the "I don't know" score was 1.56.

You can see that you don't gain very much in predicting average science uncertainty by knowing scores on gender, educational level, and the number of science courses. Although you are a bit more precise in prediction using these three independent variables.



To see an earlier regression example, see Guide 8 and review HERE.
 

REPEATED! CARRIED OVER FROM GUIDE 8 AND ASSIGNMENT 5!
SOME GUIDANCE TO HELP YOU EVALUATE MULTIPLE REGRESSION RESULTS

FIRST study your univariate and bivariate statistics: the means, standard deviations, and the correlation coefficients.
Note any unusually large or small correlations.
MAKE SURE YOU KNOW WHAT THE METRIC IS (pounds of weight? number of household computers? number of library books?) OF YOUR DEPENDENT VARIABLE. This will be the metric you will use for the Bs.

SECOND see if the overall R2 is statistically significant. Use the Global F-Test results and look at the "P" for probability level.

If the R2 is basically 0 (p > .05), any apparent influence of the predictors on the dependent variable is a SAMPLING ACCIDENT. STOP HERE IN THIS CASE! GO NO FURTHER!

The null hypothesis, Ho : R2 = 0

The alternative hypothesis is  HA:  R2 > 0.

Because R2 is a squared measure, it cannot be a negative number.

If the significance level for the F test is small (p < .05), then the R2 is REAL (non-zero).
Usually this means at least one B is non-zero.
Go to step 3.

THIRD see if the STRENGTH of R2 is at least weak (.11 plus). THIS IS R-SQUARE (not R).

If yes, continue to step 4.
If R2 is smaller than .11, your results are real but probably not practically important.
Interpret any Bs with extreme caution.

(NOTE: 10% explained variation MIGHT be a big deal, depending on the state of knowledge in your discipline of study. So be sure to interpret the strength of R2 with your discipline in mind. Also consider the source of the data. For example, general public samples typically are much more variable than student samples because they are more heterogenous with respect to age, work experience, etc. and there is more measurement error.)

FOURTH NOW examine each of the Bs.
Any B less than twice its own standard error will usually have a significance level greater than .05.
This means any apparent influence of that B is a sampling ACCIDENT and that B is really 0.

Use a marker to note the Bs with statistical significance < .05.
These Bs are REAL or nonzero. Of course, substantively they may be quite small. They are just not zero.

Discuss how the statistically significant Bs raise or lower scores on the dependent variable (in pounds of weight for my example: For example, for each 15 minute period a woman exercised, she would weigh 1 pound less.)

When you describe the B in words, you MUST use the metric in your description (e.g., years of education or number of "I don't know" answers).

It is generally inappropriate and invalid to treat the Bs as if they were correlation coefficients.

CLICK HERE TO REVIEW THE WEIGHT EXAMPLE.

FIFTH Look at the BETA weights of the SIGNIFICANT Bs. (Remember that the Bs that were not statistically significant are really 0 in the population and their corresponding Beta Weights are zero too.)

Rank the Beta Weights from most to least important in terms of absolute value size.
Discuss the strength and direction of each statistically significant beta weight.



 
BASIC SAMPLING

For each of the following statements check whether the statement is true or false.