aN asa U dane 5 MULTIVARIATE STATISTICS Third Eclithon Richard J. HarrisA Primer of Multivariate Statistics, Third Edition Richard J. Harris University of New Mexico [EA LAWRENCE ERLBAUM ASSOCIATES, PUBLISHERS 2001 Mahwah, New Jersey London“The final camera copy for this work was prepared by the author, and there- fore the publisher takes no responsibility for consistency or correctness of typographical style. However, this arrangement helps to make publication Of this kind of scholarship possible. Copyright © 2001 by Lawrence Erlbaum Associates, Inc. All rights reserved. No part of this book may be repro- duced in any form, by photostat, microform, retrieval system, or any other means, without prior permission of the publisher. Lawrence Erlbaum Associates, Inc., Publishers 10 Industrial Avenue Mahwah, NJ 07430 (Cover design by Kathryn Houghtaling Lacey) Library of Congress Cataloging-in-Publication Data Harris, Richard J. Aprimer of multivariate statistics / Richard J. Harris.—3rd ed. p. cm, Includes bibliographical references and index. ISBN 0-8058-3210-6 (alk. paper) 1. Multivariate analysis. I. Title. (QA278 .H35 2001 519.5'35—de2I 2001033357 cP Books published by Lawrence Erlbaum Associates are printed on acid-free paper, and their bindings are chosen for strength and durability Printed in the United States of America 0987654321Dedicated to classmates and colleagues at Lamar (Houston) High School, Class of ’58; at Caltech ’58-’61; in the Stanford Psychology doctoral program '63—’68; and at the University of New Mexico ’68-"01. Thanks for setting the bar so high by your many achievements and contributions.A Primer of Multivariate Statistics Third Edition Richard J. Harris University of New Mexico Preface to the Third Edition Well, as I looked over the syllabus and the powerpoint presentations for my multivariate course I realized that the material I was offering UNM students had progressed beyond what's available in the first two editions of the Primer of Multivariate Statistics. (You did ask “Why did you bother revising the Primer?”, didn’t you?) That of course begs the question of why I didn’t just adopt one of the current generation of multivariate textbooks, consign the Primer of Multivariate Statistics to the Museum of Out-of-Print Texts, and leave the writing of statistics texts to UNM colleagues and relatives. (See M. B. Harris, 1998, and Maxwell & Delaney, 2000.) First, because somebody out there continues to use the Primer, which at the turn of the millenium continues to gamer about fifty SCY and SSCY citations annually. Sheer gratitude for what this has done for my citation counts in my annual biographical reports suggests that I ought to make the Primer a more up-to-date tool for these kind colleagues. Second, because I feel that the current generation of multivariate textbooks have moved too far in the direction of pandering to math avoidance, and I vainly (probably in both senses) hope that renewed availability of the Multivariate Primer will provide a model of balance between how-to and why in multivariate statistics. Third, because of the many new examples I have developed since the second edition. Ihave found that striking, “fun” data sets are also more effective. As you work your way through this third edition, look for the Presumptuous Data Set, the N = 6 Blood Doping dataset, the Faculty Salary data showing an overall gender bias opposite in direction to that which holds in every individual college, and the tragic tale of the Beefy Breasted Bowery Birds and their would-be rescuer, among other dramatic datasets both real and hypothetical. Fourth, because a good deal of new material (ammunition?) has become available in the effort to convince multivariate researchers and authors that they really should pay attention to the emergent variables (linear combinations of the measures that were “fed into” your MRA or Manova or Canona) that actually produced that impressive measure of overall relationship ~ and that these emergent variables should be interpreted on the basis of the linear combination of the original variables that generates or estimates scores on a given emergent variable, not on structure coefficients (zero-order correlations). Several of the new datasets mentioned in the previous paragraph reinforce this point. I am especially pleased to have found a colleague (James Grice) with the intellectual viiviii Preface commitment and the skill actually to carry out the Monte Carlo analyses necessary to show how much more closely regression-based estimates of (orthogonal) factors mimic the properties of those factors than do loadings-based estimates. (Cf. the discussion in Chapter 7 of Dr. Grice’s dissertation and of Harris & Grice, 1998.) Fifth, because structural equation modeling has become so ubiquitous in the literature of so many areas, so user friendly, so readily available, and so unconstrained by cpu time that it simply must be represented in any attempt at a comprehensive treatment of multivariate statistics. The focus of this third edition is still on the “classic” multivariate techniques that derive emergent variables as deterministic linear combinations of the original measures, but I believe that it provides enough of a taste of latent-variable approaches to give the reader a feel for why she should consider diving into more detailed treatments of confirmatory factor analysis, SEM, etc Some of the above reasons for my feeling compelled to produce a third edition can also be seen as reasons that you and all the colleagues you can contact should consider reading the result and prescribing it for your students: * New coverage of structural equations modeling (Chapter 8), its manifest-variable special case, path analysis (Chapter 2), and its measurement-model-only special case, confirmatory factor analysis (Chapter 7). © New, more interesting and/or compelling demonstrations of the properties of the various techniques. Additionally, the ease with which multivariate analyses can now be launched (and speedily completed) from anyone’s desktop led me to integrate computer applications into each chapter, rather than segregating them in a separate appendix. Unsurprisingly, I feel that the strengths of the first two editions have been retained in the Multivariate Primer you're about to read: One of the reviewers of the second edition declared that he could never assign it to his students because I took too strong a stand against one-tailed tests, thereby threatening to curb his right to inculcate unscientific decision processes in his students. (Well, he may have put it a bit differently than that.) As a glance through Harris (1997a, b) will demonstrate, I feel at least as strongly about that issue and others as I did fifteen years ago, and although I try to present both sides of the issues, I make no apology for making my positions clear and proselytizing for them. Nor do I apologize for leaving a lot of references from the “good old” (19)70's, 60’s, and 50°s and even earlier (look for the 1925 citation) in this edition. Many of the techniques developed “back then” and the analyses of their properties and the pros and cons of their use are still valid, and a post-Y2K date is no guarantee of ... well, of anything. Naturally there have been accomplices in putting together this third edition, First and foremost I wish to thank Publisher Larry Erlbaum, both on my behalf and on behalf of the community of multivariate researchers. Larry is a fixture at meetings of the Society for Multivariate Experimental Psychology, and the home Lawrence Erlbaum Associates has provided for Multivariate Behavioral Research and for the newly launched series of multivariate books edited by SMEP member Lisa Harlow has contributed greatly to the financial stability of the society and, more importantly, to making multivariate techniques broadly available. Personally I am grateful for Larry’s quick agreement toPreface ix consider my proposal for LEA to publish a third edition of the Multivariate Primer and for his extraordinary forbearance in not abandoning the project despite my long delay in getting a formal prospectus to him and my even longer delay getting a complete draft to Editors Debra Riegert and Jason Planer (Editor Lane Akers having by then moved on to other projects). Elizabeth L. Dugger also made a major contribution to the book (and to helping me maintain an illusion of literacy) through her extremely detailed copyediting, which went beyond stylistic and grammatical considerations to pointing out typos (and displays of sheer illogicality) that could only have been detected by someone who was following the substance of the text in both its verbal and its mathematical expression. I would also like to thank three reviewers of the prospectus for the third edition, Kevin Bird (University of New South Wales), Thomas D. Wickens (UCLA) and Albert F. Smith (Cleveland State University) for their support and for their many constructive criticisms and helpful suggestions. Dr. Bird was a major factor in getting the second edition of the Primer launched (‘“feeding” chapters to his multivariate seminar as fast as I could get them typed and copied), and he was on hand (via the wonder of intercontinental email) to be sure the third edition didn’t stray too far from the core messages and organization of the first two editions. In addition to reviewing the prospectus, Dr. Wickens has also helped maintain my motivation to prepare a third edition by being one of the intrepid few instructors who have continued to use the second edition in their courses despite its having gone out of print. He has also made my twice-a-decade teaching of a seminar on mathematical modeling in psychology easier (thus freeing up more of my time to work on the Primer revision) by making available to me and my students copies of his out-of-print text on Markov modeling (Models for Behavior, 1982). They also serve who only have to read the darned thing. Thanks to the UNM graduate students whose attentive reading, listening, and questioning (beloved are those who speak up in class) have helped me see where better examples, clearer explanations, etc. were needed. I’m especially grateful to the most recent class (Kevin Bennett, Heather Borg- Chupp, Alita Cousins, Winston Crandall, Christopher Radi, David Trumpower,and Paula Wilbourne), who had to forego a complete hardcopy, instead pulling the most recent revision of each chapter off the web as we progressed through the course, Paula was especially brave in permitting her dissertation data to be subjected to multivariate scrutiny in class. I've thanked Mary, Jennifer, and Christopher for their patience with my work on the first two editions, but a family member (Alexander) who arrived after publication of the second edition surely deserves to get his name mentioned in a Primer preface. ‘Thanks, Alex, for being willing to rescue a member of the hopeless generation (with respect to real computers, anyway) on so many occasions, and for putting up with many months of “once the book’s shipped off” excuses. So, why are you lingering over the witty prose of a preface when you could be getting on with learning or reacquainting yourself with multivariate statistics? Dick Harris November 2000