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DISCOVERING STATISTICS USING R
2
DISCOVERING STATISTICS USING R
3
© Andy Field, Jeremy Miles and Zoë Field 2012
Apart from any fair dealing for the purposes of research or private study, or criticism or review, as permitted under the Copyright,
Designs and Patents Act, 1988, this publication may be reproduced, stored or transmitted in any form, or by any means, only with the
prior permission in writing of the publishers, or in the case of reprographic reproduction, in accordance with the terms of licences issued
by the Copyright Licensing Agency. Enquiries concerning reproduction outside those terms should be sent to the publishers.
A catalogue record for this book is available from the British Library
ISBN 978-1-4462-0045-2
ISBN 978-1-4462-0046-9
4
CONTENTS
5
Preface
Acknowledgements
Dedication
2 Everything you ever wanted to know about statistics(well, sort of) (well, sort of)
6
2.5.1. The standard error
2.5.2. Confidence intervals
2.6. Using statistical models to test research questions
2.6.1. Test statistics
2.6.2. One- and two-tailed tests
2.6.3. Type I and Type II errors
2.6.4. Effect sizes
2.6.5. Statistical power
What have I discovered about statistics?
Key terms that I’ve discovered
Smart Alex’s tasks
Further reading
Interesting real research
3 The R environment
7
Smart Alex’s tasks
Further reading
5 Exploring assumptions
8
5.7.3. Hartley’s Fmax: the variance ratio
5.8. Correcting problems in the data
5.8.1. Dealing with outliers
5.8.2. Dealing with non-normality and unequal variances
5.8.3. Transforming the data using R
5.8.4. When it all goes horribly wrong
What have I discovered about statistics?
R packages used in this chapter
R functions used in this chapter
Key terms that I’ve discovered
Smart Alex’s tasks
Further reading
6 Correlation
7 Regression
9
7.2.2. The method of least squares
7.2.3. Assessing the goodness of fit: sums of squares, R and R2
7.2.4. Assessing individual predictors
7.3. Packages used in this chapter
7.4. General procedure for regression in R
7.4.1. Doing simple regression using R Commander
7.4.2. Regression in R
7.5. Interpreting a simple regression
7.5.1. Overall fit of the object model
7.5.2. Model parameters
7.5.3. Using the model
7.6. Multiple regression: the basics
7.6.1. An example of a multiple regression model
7.6.2. Sums of squares, R and R2
7.6.3. Parsimony-adjusted measures of fit
7.6.4. Methods of regression
7.7. How accurate is my regression model?
7.7.1. Assessing the regression model I: diagnostics
7.7.2. Assessing the regression model II: generalization
7.8. How to do multiple regression using R Commander and R
7.8.1. Some things to think about before the analysis
7.8.2. Multiple regression: running the basic model
7.8.3. Interpreting the basic multiple regression
7.8.4. Comparing models
7.9. Testing the accuracy of your regression model
7.9.1. Diagnostic tests using R Commander
7.9.2. Outliers and influential cases
7.9.3. Assessing the assumption of independence
7.9.4. Assessing the assumption of no multicollinearity
7.9.5. Checking assumptions about the residuals
7.9.6. What if I violate an assumption?
7.10. Robust regression: bootstrapping
7.11. How to report multiple regression
7.12. Categorical predictors and multiple regression
7.12.1. Dummy coding
7.12.2. Regression with dummy variables
What have I discovered about statistics?
R packages used in this chapter
R functions used in this chapter
Key terms that I’ve discovered
Smart Alex’s tasks
Further reading
Interesting real research
8 Logistic regression
10
8.4. Assumptions and things that can go wrong
8.4.1. Assumptions
8.4.2. Incomplete information from the predictors
8.4.3. Complete separation
8.5. Packages used in this chapter
8.6. Binary logistic regression: an example that will make you feel eel
8.6.1. Preparing the data
8.6.2. The main logistic regression analysis
8.6.3. Basic logistic regression analysis using R
8.6.4. Interpreting a basic logistic regression
8.6.5. Model 1: Intervention only
8.6.6. Model 2: Intervention and Duration as predictors
8.6.7. Casewise diagnostics in logistic regression
8.6.8. Calculating the effect size
8.7. How to report logistic regression
8.8. Testing assumptions: another example
8.8.1. Testing for multicollinearity
8.8.2. Testing for linearity of the logit
8.9. Predicting several categories: multinomial logistic regression
8.9.1. Running multinomial logistic regression in R
8.9.2. Interpreting the multinomial logistic regression output
8.9.3. Reporting the results
What have I discovered about statistics?
R packages used in this chapter
R functions used in this chapter
Key terms that I’ve discovered
Smart Alex’s tasks
Further reading
Interesting real research
11
Smart Alex’s tasks
Further reading
Interesting real research
12
11.3.1. Independence of the covariate and treatment effect
11.3.2. Homogeneity of regression slopes
11.4. ANCOVA using R
11.4.1. Packages for ANCOVA in R
11.4.2. General procedure for ANCOVA
11.4.3. Entering data
11.4.4. ANCOVA using R Commander
11.4.5. Exploring the data
11.4.6. Are the predictor variable and covariate independent?
11.4.7. Fitting an ANCOVA model
11.4.8. Interpreting the main ANCOVA model
11.4.9. Planned contrasts in ANCOVA
11.4.10. Interpreting the covariate
11.4.11. Post hoc tests in ANCOVA
11.4.12. Plots in ANCOVA
11.4.13. Some final remarks
11.4.14. Testing for homogeneity of regression slopes
11.5. Robust ANCOVA
11.6. Calculating the effect size
11.7. Reporting results
What have I discovered about statistics?
R packages used in this chapter
R functions used in this chapter
Key terms that I’ve discovered
Smart Alex’s tasks
Further reading
Interesting real research
13
12.7. Robust factorial ANOVA
12.8. Calculating effect sizes
12.9. Reporting the results of two-way ANOVA
What have I discovered about statistics?
R packages used in this chapter
R functions used in this chapter
Key terms that I’ve discovered
Smart Alex’s tasks
Further reading
Interesting real research
14
14 Mixed designs (GLM 5)
15 Non-parametric tests
15
15.6.2. Inputting data and provisional analysis
15.6.3. Doing the Kruskal–Wallis test using R Commander
15.6.4. Doing the Kruskal–Wallis test using R
15.6.5. Output from the Kruskal–Wallis test
15.6.6. Post hoc tests for the Kruskal–Wallis test
15.6.7. Testing for trends: the Jonckheere–Terpstra test
15.6.8. Calculating an effect size
15.6.9. Writing and interpreting the results
15.7. Differences between several related groups: Friedman’s ANOVA
15.7.1. Theory of Friedman’s ANOVA
15.7.2. Inputting data and provisional analysis
15.7.3. Doing Friedman’s ANOVA in R Commander
15.7.4. Friedman’s ANOVA using R
15.7.5. Output from Friedman’s ANOVA
15.7.6. Post hoc tests for Friedman’s ANOVA
15.7.7. Calculating an effect size
15.7.8. Writing and interpreting the results
What have I discovered about statistics?
R packages used in this chapter
R functions used in this chapter
Key terms that I’ve discovered
Smart Alex’s tasks
Further reading
Interesting real research
16
16.11.1. The final interpretation
16.11.2. Univariate ANOVA or discriminant analysis?
What have I discovered about statistics?
R packages used in this chapter
R functions used in this chapter
Key terms that I’ve discovered
Smart Alex’s tasks
Further reading
Interesting real research
18 Categorical data
17
18.2. Packages used in this chapter
18.3. Analysing categorical data
18.4. Theory of analysing categorical data
18.4.1. Pearson’s chi-square test
18.4.2. Fisher’s exact test
18.4.3. The likelihood ratio
18.4.4. Yates’s correction
18.5. Assumptions of the chi-square test
18.6. Doing the chi-square test using R
18.6.1. Entering data: raw scores
18.6.2. Entering data: the contingency table
18.6.3. Running the analysis with R Commander
18.6.4. Running the analysis using R
18.6.5. Output from the CrossTable() function
18.6.6. Breaking down a significant chi-square test with standardized residuals
18.6.7. Calculating an effect size
18.6.8. Reporting the results of chi-square
18.7. Several categorical variables: loglinear analysis
18.7.1. Chi-square as regression
18.7.2. Loglinear analysis
18.8. Assumptions in loglinear analysis
18.9. Loglinear analysis using R
18.9.1. Initial considerations
18.9.2. Loglinear analysis as a chi-square test
18.9.3. Output from loglinear analysis as a chi-square test
18.9.4. Loglinear analysis
18.10. Following up loglinear analysis
18.11. Effect sizes in loglinear analysis
18.12. Reporting the results of loglinear analysis
What have I discovered about statistics?
R packages used in this chapter
R functions used in this chapter
Key terms that I’ve discovered
Smart Alex’s tasks
Further reading
Interesting real research
18
19.6.3. Picturing the data
19.6.4. Ignoring the data structure: ANOVA
19.6.5. Ignoring the data structure: ANCOVA
19.6.6. Assessing the need for a multilevel model
19.6.7. Adding in fixed effects
19.6.8. Introducing random slopes
19.6.9. Adding an interaction term to the model
19.7. Growth models
19.7.1. Growth curves (polynomials)
19.7.2. An example: the honeymoon period
19.7.3. Restructuring the data
19.7.4. Setting up the basic model
19.7.5. Adding in time as a fixed effect
19.7.6. Introducing random slopes
19.7.7. Modelling the covariance structure
19.7.8. Comparing models
19.7.9. Adding higher-order polynomials
19.7.10. Further analysis
19.8. How to report a multilevel model
What have I discovered about statistics?
R packages used in this chapter
R functions used in this chapter
Key terms that I’ve discovered
Smart Alex’s tasks
Further reading
Interesting real research
Troubleshooting R
Glossary
Appendix
A.1. Table of the standard normal distribution
A.2. Critical values of the t-distribution
A.3. Critical values of the F-distribution
A.4. Critical values of the chi-square distribution
References
Index
Functions in R
Packages in R
19
PREFACE
20
Karma Police, arrest this man, he talks in maths, he buzzes like a fridge, he’s like a detuned radio.
Introduction
Many social science students (and researchers for that matter) despise statistics. For one thing, most of us have
a non-mathematical background, which makes understanding complex statistical equations very difficult.
Nevertheless, the evil goat-warriors of Satan force our non-mathematical brains to apply themselves to what
is, essentially, the very complex task of becoming a statistics expert. The end result, as you might expect, can
be quite messy. The one weapon that we have is the computer, which allows us to neatly circumvent the
considerable disability that is not understanding mathematics. The advent of computer programs such as SAS,
SPSS, R and the like provides a unique opportunity to teach statistics at a conceptual level without getting too
bogged down in equations. The computer to a goat-warrior of Satan is like catnip to a cat: it makes them rub
their heads along the ground and purr and dribble ceaselessly. The only downside of the computer is that it
makes it really easy to make a complete idiot of yourself if you don’t really understand what you’re doing.
Using a computer without any statistical knowledge at all can be a dangerous thing. Hence this book. Well,
actually, hence a book called Discovering Statistics Using SPSS.
I wrote Discovering Statistics Using SPSS just as I was finishing off my Ph.D. in Psychology. My main aim
was to write a book that attempted to strike a good balance between theory and practice: I wanted to use the
computer as a tool for teaching statistical concepts in the hope that you will gain a better understanding of
both theory and practice. If you want theory and you like equations then there are certainly better books:
Howell (2006), Stevens (2002) and Tabachnick and Fidell (2007) are peerless as far as I am concerned and
have taught me (and continue to teach me) more about statistics than you could possibly imagine. (I have an
ambition to be cited in one of these books but I don’t think that will ever happen.) However, if you want a
book that incorporates digital rectal stimulation then you have just spent your money wisely. (I should
probably clarify that the stimulation is in the context of an example, you will not find any devices attached to
the inside cover for you to stimulate your rectum while you read. Please feel free to get your own device if you
think it will help you to learn.)
A second, not in any way ridiculously ambitious, aim was to make this the only statistics textbook that
anyone ever needs to buy. As such, it’s a book that I hope will become your friend from first year right
through to your professorship. I’ve tried to write a book that can be read at several levels (see the next section
for more guidance). There are chapters for first-year undergraduates (1, 2, 3, 4, 5, 6, 9 and 15), chapters for
second-year undergraduates (5, 7, 10, 11, 12, 13 and 14) and chapters on more advanced topics that
postgraduates might use (8, 16, 17, 18 and 19). All of these chapters should be accessible to everyone, and I
hope to achieve this by flagging the level of each section (see the next section).
My third, final and most important aim is make the learning process fun. I have a sticky history with
maths because I used to be terrible at it:
Above is an extract of my school report at the age of 11. The ‘27=’ in the report is to say that I came equal
27th with another student out of a class of 29. That’s almost bottom of the class. The 43 is my exam mark as a
percentage. Oh dear. Four years later (at 15) this was my school report:
21
What led to this remarkable change? It was having a good teacher: my brother, Paul. In fact I owe my life as
an academic to Paul’s ability to do what my maths teachers couldn’t: teach me stuff in an engaging way. To
this day he still pops up in times of need to teach me things (many tutorials in computer programming spring
to mind). Anyway, the reason he’s a great teacher is because he’s able to make things interesting and relevant
to me. He got the ‘good teaching’ genes in the family, but they’re wasted because he doesn’t teach for a living;
they’re a little less wasted though because his approach inspires my lectures and books. One thing that I have
learnt is that people appreciate the human touch, and so I tried to inject a lot of my own personality and sense
of humour (or lack of) into Discovering Statistics Using … books. Many of the examples in this book, although
inspired by some of the craziness that you find in the real world, are designed to reflect topics that play on the
minds of the average student (i.e., sex, drugs, rock and roll, celebrity, people doing crazy stuff). There are also
some examples that are there just because they made me laugh. So, the examples are light-hearted (some have
said ‘smutty’ but I prefer ‘light-hearted’) and by the end, for better or worse, I think you will have some idea of
what goes on in my head on a daily basis. I apologize to those who think it’s crass, hate it, or think that I’m
undermining the seriousness of science, but, come on, what’s not funny about a man putting an eel up his
anus?
Did I succeed in these aims? Maybe I did, maybe I didn’t, but the SPSS book on which this R book is
based has certainly been popular and I enjoy the rare luxury of having many complete strangers emailing me to
tell me how wonderful I am. (Admittedly, occassionally people email to tell me that they think I’m a pile of
gibbon excrement but you have to take the rough with the smooth.) It also won the British Psychological
Society book award in 2007. I must have done something right. However, Discovering Statistics Using SPSS
has one very large flaw: not everybody uses SPSS. Some people use R. R has one fairly big advantage over
other statistical packages in that it is free. That’s right, it’s free. Completely and utterly free. People say that
there’s no such thing as a free lunch, but they’re wrong: R is a feast of succulent delights topped off with a
baked cheesecake and nothing to pay at the end of it.
It occurred to me that it would be great to have a version of the book that used all of the same theory and
examples from the SPSS book but written about R. Genius. Genius except that I knew very little about R. Six
months and quite a few late nights later and I know a lot more about R than I did when I started this insane
venture. Along the way I have been helped by a very nice guy called Jeremy (a man who likes to put eels in his
CD player rather than anywhere else), and an even nicer wife. Both of their contributions have been concealed
somewhat by our desire to keep the voice of the book mine, but they have both contributed enormously.
(Jeremy’s contributions are particularly easy to spot: if it reads like a statistics genius struggling manfully to
coerce the words of a moron into something approximating factual accuracy, then Jeremy wrote it.)
This book takes you on a journey (possibly through a very narrow passage lined with barbed wire) not just of
statistics but of the weird and wonderful contents of the world and my brain. In short, it’s full of stupid
examples, bad jokes, smut and filth. Aside from the smut, I have been forced reluctantly to include some
academic content. Over many editions of the SPSS book many people have emailed me with suggestions, so,
in theory, what you currently have in your hands should answer any question anyone has asked me over the
past ten years. It won’t, but it should, and I’m sure you can find some new questions to ask. It has some other
unusual features:
Everything you’ll ever need to know: I want this to be good value for money so the book guides you
22
from complete ignorance (Chapter 1 tells you the basics of doing research) to being an expert on
multilevel modelling (Chapter 19). Of course no book that you can actually lift off the floor will contain
everything, but I think this one has a fair crack at taking you from novice to postgraduate level expertise.
It’s pretty good for developing your biceps also.
Stupid faces: You’ll notice that the book is riddled with stupid faces, some of them my own. You can
find out more about the pedagogic function of these ‘characters’ in the next section, but even without
any useful function they’re still nice to look at.
Data sets: There are about 100 data files associated with this book on the companion website. Not
unusual in itself for a statistics book, but my data sets contain more sperm (not literally) than other
books. I’ll let you judge for yourself whether this is a good thing.
My life story: Each chapter is book-ended by a chronological story from my life. Does this help you to
learn about statistics? Probably not, but hopefully it provides some light relief between chapters.
R tips: R does weird things sometimes. In each chapter, there are boxes containing tips, hints and
pitfalls related to R.
Self-test questions: Given how much students hate tests, I thought the best way to commit commercial
suicide was to liberally scatter tests throughout each chapter. These range from simple questions to test
what you have just learned to going back to a technique that you read about several chapters before and
applying it in a new context. All of these questions have answers to them on the companion website.
They are there so that you can check on your progress.
Glossary: Writing the glossary was so horribly painful that it made me stick a vacuum cleaner into my
ear to suck out my own brain. You can find my brain in the bottom of the vacuum cleaner in my house.
Real-world data: Students like to have ‘real data’ to play with. The trouble is that real research can be
quite boring. However, just for you, I trawled the world for examples of research on really fascinating
topics (in my opinion). I then stalked the authors of the research until they gave me their data. Every
chapter has a real research example.
Goodbye
The SPSS version of this book has literally consumed the last 13 years or so of my life, and this R version has
consumed the last 6 months. I am literally typing this as a withered husk. I have no idea whether people use
R, and whether this version will sell, but I think they should (use R, that is, not necessarily buy the book).
The more I have learnt about R through writing this book, the more I like it.
This book in its various forms has been a huge part of my adult life; it began as and continues to be a
labour of love. The book isn’t perfect, and I still love to have feedback (good or bad) from the people who
matter most: you.
Andy
Contact details: http://www.discoveringstatistics.com/html/email.html
Twitter: @ProfAndyField
Blog: http://www.methodspace.com/profile/
ProfessorAndyField
23
24
HOW TO USE THIS BOOK
25
Exploring the Variety of Random
Documents with Different Content
Cristo DLXVIII. Indizione I.
Anno di Giovanni III papa 9.
Giustino II imperadore 4.
Dopo essere stato per dieci mesi e tre giorni vacante il pontificato
romano, per quanto ne scrive Anastasio bibliotecario [Anast. Biblioth., in
Benedicto I.], fu finalmente consecrato papa Benedetto, primo di
questo nome, cognominato dai Greci Bonoso. Crede il padre Pagi che
ciò seguisse nel dì 3 di giugno. Dal cardinal Baronio è riferito all'anno
precedente l'ingresso di questo papa nella sedia di san Pietro. Ad
altro poi non si può attribuire sì gran dilazione in dare a Roma un
nuovo pontefice, se non alle fiere turbolenze di questi tempi per
l'invasione de' Longobardi, e all'abuso introdotto di non poter
consacrare il papa eletto senza l'approvazione degli imperadori,
dimoranti allora in Costantinopoli. In quest'anno appunto, per
attestato di Evagrio [Evagr., lib. 5, cap. 13.], di Teofane [Theoph., in
Chronogr.] e della Cronica Alessandrina [Chronicon Alexandrinum.],
Giustino Augusto talmente si conturbò all'udire i progressi de'
Persiani, che gli aveano prese le città di Apamea e Daras, che gli
diede alquanto volta il cervello. Riavutosi dopo qualche tempo, e
trovandosi malconcio di sanità, così persuaso da Sofia Augusta sua
moglie, volle provvedersi di chi l'aiutasse nel governo. E fu questo
Tiberio, nato nella Tracia, uomo di bellissimo aspetto, di alta statura,
ma, quel che più importa, dotato di rare virtù. Giustino gli diede il
titolo di Cesare, e in una maniera (dice Evagrio) che si tirò dietro
l'ammirazione d'ognuno. Congregati tutti i magistrati e le persone di
corte davanti al palazzo imperiale, dove intervenne ancora Giovanni
patriarca col suo clero, Giustino, dappoichè ebbe vestito Tiberio colla
tonaca cesarea e col manto di porpora, ad alta voce gli disse:
Guarda, Tiberio, di non lasciarti ingannare dalla magnificenza di
questa veste, nè dalla pompa delle cose visibili. Io scioccamente
incantato da questo splendore, mi son renduto degno dell'ultimo
supplizio. Tocca a te a correggere i miei falli, servendoti
specialmente della mansuetudine e benignità nel governo de' popoli.
Poi mostrandogli col dito i magistrati, soggiunse: Guardati dal creder
loro, perchè essi mi hanno condotto nello stato che vedi. Aggiunse
altre simili parole che trassero le lagrime dagli occhi di tutti. Teofane
scrive aver Giustino dati questi documenti a Tiberio, non allorchè il
dichiarò Cesare (il che si crede fatto nell'anno presente), ma sì bene
allorchè il creò Augusto e collega nell'imperio. E forse che Evagrio
non è discorde da Teofane. Intanto il re Clefo regnava sopra i
Longobardi. Abbiamo da Paolo Diacono che costui specialmente se la
prese contro i Romani potenti, cioè contra gli antichi abitatori
dell'Italia, sudditi del romano imperio, con ucciderne molti, e
mandarne molti altri in esilio fuori di Italia. Non ispiega lo storico
s'egli esercitasse questa crudeltà solamente verso i potenti delle città
che andava conquistando, oppur se anco verso gli altri nobili delle
città già conquistate da Alboino. Sappiamo da Gregorio Turonense,
storico allora vivente, che i Longobardi entrati in Italia, specialmente
nei primi sette anni, scorrendola, con spogliar le chiese ed uccidere i
sacerdoti, la ridussero in loro potere. Paolo Diacono [Paulus Diaconus,
de Gest. Langobard., lib. 2, cap. 32.], che, tessendo la storia de'
Longobardi, chiaramente si protesta d'essersi servito di quella de'
Franchi, scritta da esso Turonense, cedette che questa crudeltà e la
conquista della maggior parte d'Italia seguissero nel settimo anno
dalla venuta d'Alboino in Italia. E ciò notando egli dopo aver narrata
la morte del re Clefo, v'ha alcuno che si è servito di quel passo di
Paolo per istabilire la cronologia delle azioni de' Longobardi. Ma, per
vero dire, sono assai chiare le parole di Gregorio Turonense: oppur
Paolo non ne intese bene il senso; laonde indarno si può far qui
fondamento per dare un buon ordine alle azioni de' Longobardi.
Possiamo bensì dedurne che nello spazio de' primi sette anni
riuscisse ai Longobardi di occupare la maggior parte dell'Italia, e
che, per conseguente stendessero le lor conquiste in quelle contrade
ancora che oggidì formano il regno di Napoli.
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