-
8/2/2019 1H65
1/35
-
8/2/2019 1H65
2/35
-
8/2/2019 1H65
3/35
univariate
general linear models
Cohen1968
analysis of varianceANOVAmultiple
regression analysis
general linear modelGLMKnapp
1979Cohen1968
canonical correlation analysisleast square
approach
Ang1998
multivariate analysis of variance
MANOVA
discriminant analysis
parametric statistics
Schumacker1991Schumacker & Lomax1996
BagozziFornell& Larcker1981Fan19951997
multiple indicators/multiple causesMIMICKline &
-
8/2/2019 1H65
4/35
Klammer2001LISREL
LISREL LISREL
SPSSMATLAB LISREL
100 10
-
8/2/2019 1H65
5/35
III
.............................................................................................................................i
1
3
...............................................................4
...............................................................................................6
...................................................9
.........................................................25
.........................................................................43
.................................................................................................45
47
.........................................................................................48
.................................................................................56
.............................................................................................59
Chapter
01
Chapter
02
-
8/2/2019 1H65
6/35
IV
r
..............................................................................66
.........................................................73
.............................................76
.............................................................................................90
.................................................................................................92
95
.................................................................96
...........................................................................107
...........................................................................................111
...............................................................................113
...........................................................120
.......................................................................................123
...............................................................................................124
127
...............................................................................................128
...................................................................................133
Matrix
Multiplication............................................135
.......................................................144
Chapter
03
Chapter
04
-
8/2/2019 1H65
7/35
V
Contents
...............................................................................153
...............................................................................153
...........................................................158
...................................................................175
...............................................................................................187
SPSS 189
...........................................................................190
...........................................................................195
...........................................................................197
...........................................................203
.......................................................................226
...........................................................239
...................................................................................247
...............................................................................................279
283
causality
................................................................284
...........................................................................................293
...............................................................................................298
Chapter
05
Chapter
06
-
8/2/2019 1H65
8/35
VI
...........................................................................................307
SPSS ................................310
...............................................................................................330
333
...............................................................................334
...............................................................................337
.......................................................................................356
...........................................................................................359
.......................................................................362
...................................................................................369
...................................................370
.......................................373
...............................................................................................376
MATLAB 379
...........................................................................380
...............................................383
Chapter
07
Chapter08
-
8/2/2019 1H65
9/35
VII
Contents
R..............................................401
...................................................................408
.......416
SPSS
.........................................................433
...............................................................................................440
MATLAB 443
...........................................................445
...............................................465
..................................................................472
...............................480
...........494
SPSS
.........................................................502
...............................................................................................510
Chapter
09
-
8/2/2019 1H65
10/35
VIII
513
515
...............................................................................................516
...........................................................................518
..........................................................................................520
...............................531
...........................................................................................548
...................................................................557
.......................................................................................567
...................................................................582
..............................................................................................583
585
Factorial design
.........................................................586
3 3
...................................................................590
...............................................................................610
...........................................................................................619
.......................................................................................629
...........................................................................................635
...................................................636
Chapter
10
Chapter
11
-
8/2/2019 1H65
11/35
IX
Contents
...............................................................................................646
651
...........................................................652
...................................................................................669
...............................................................678
...................................................................................681
...................................................698
.......................................................................705
...............................................................718
...................................................................................726
...............................................................................................731
733
...............................................734
...............................................................740
SPSS
........................................................761
...................................................................789
...............................................................................................804
Chapter
12
Chapter
13
-
8/2/2019 1H65
12/35
X
807
...............................................................808
...................................................................812
.......................................................................................830
ANOVA SPSS
..............................................................852
.......................................................860
...............................................................................................869
871
873
.......................................................................................875
...............................................878
...........................................................................................883
.......................................................................898
...............................................................................907
...............................................................................................911
Chapter
14
Chapter
15
-
8/2/2019 1H65
13/35
XI
Contents
913
...........................................................................914
.......................................................................915
LISREL ....................
917
...........................................................................934
SEM
......................................................939
.......................................................................................942
...................................................................970
973
...................................................................974
...................................................975
.......................................978
...............................................980
...........................................................................998
....................................1004
............................................................................................
1019
Chapter
16
Chapter
17
-
8/2/2019 1H65
14/35
XII
1021
1023
........................................................1024
DA..........................................................................
1029
................................................................................
1054
MANOVA ..............................................1061
....................................................................................
1062
........................................................1064
............................................................................................
1072
1075
........................................................1078
............................................1080
....................................................................
1107
....................................................1120
....................................................................
1129
............................................................................................
1140
Chapter
18
Chapter
19
-
8/2/2019 1H65
15/35
XIII
Contents
Reference 1145
-
8/2/2019 1H65
16/35
-
8/2/2019 1H65
17/35
C
hap
ter
01
-
8/2/2019 1H65
18/35
univariate statistics analysis
multivariate
statistics analysis
analysis of variance
the basic nature
variationpartitioningisolation
identification
multivariate analysis
1970
multivariate statistics
-
8/2/2019 1H65
19/35
Chapter
01
univariate
general linear modelsElmore
& Woehlke1988Goodwin & Goodwin1985KiefferReese&
Thompson
2001Willson1980
Cohen1968
analysis of varianceANOVAmultiple regression
analysisgeneral linear modelGLMKnapp1978
Cohen1968
canonical correlation analysisleast square approach
Ang
1998
multivariate analysis of varianceMANOVAdiscriminant
analysis
general form
Fan
19921996Freidrich1992Knapp1978Thompson198519881993
parametric statistics
Schumacker1991Schumacker & Lomax1996
BagozziFornell& Larcker1981Fan19951997
-
8/2/2019 1H65
20/35
multiple indicators/multiple causesMIMICKline &
Klammer2001 LISREL
LISREL LISREL
Hershberger2003
principal component analysisDolanBechger&
Molenaar1999Fan1997Cole
MaxwellArvey& Salas1993Kuhnel1988
regressionSir Francis Galton1822-1911
-
8/2/2019 1H65
21/35
Chapter
01
1855 Regression toward mediocrity in heredity
stature.
regression toward mediocrity
regression toward mean
regression
regression analysis
dependent variableDVindependent variableIV
IQ
IQ
X
Y
1.
2.
simple regression
analysis multiple regression analysis
-
8/2/2019 1H65
22/35
linear relationship
Y = bX + a
Y
X Y simple
regression bregression coefficient
X Y IQ
Y = bX IQ + a
Y = bX + a
X YXY XY
X Y XY
XYYX
multiple regression
IQ
Y= b1X1+ b2X2+ b3X3+ a
Y
=b
1X
1
+b
2X
2
+b
3X
3
+ a
-
8/2/2019 1H65
23/35
Chapter
01
Yb1, b2,
b3Y
analogy
-
8/2/2019 1H65
24/35
10
a
wind tunnel
1.1
a
realityb
c
-
8/2/2019 1H65
25/35
11
Chapter
01
Field2000pp.1-3
1-1
population
to discover processes
that occur in all humanthat occur
in all cellthat apply to all salaries
population
a b c
-
8/2/2019 1H65
26/35
12
census
1500
sample
a model is a
representation of the worldbut it is rarely
a perfect representation
somedifferenceserror
perfect copya replication
= +
1-1
0, 1, 2, 3, 4, 5
parameters
= +
difference
summaryanything
-
8/2/2019 1H65
27/35
13
Chapter
01
1-1
0
1
2
3
4 5
1-1
0 + 1 + 2 + 3 + 4 + 5 = 15
15/6 = 2.5
xii = 1,, 6
summation sign
n
n = sample size
i
i
subscriptix1x6
-
8/2/2019 1H65
28/35
1
a
general idea
= +
0, 1, 2, 3, 4, 5
2.5
= +
=
1-2
difference
1 - 2
residuals
-
8/2/2019 1H65
29/35
1
Chapter
01
1-2
X
0 2.5 -2.5
1 2.5 -1.5
2 2.5 -0.5
3 2.5 0.5
4 2.5 1.5
5 2.5 2.5
X X vector
x1x2
1-2
x1 =x + e1
x2 =x + e2
x3 =x + e3
x4 =x + e4
x5 =x + e5
x6 =x + e6
isubscript
xi =x + ei
the total amount of error
1-2
-
8/2/2019 1H65
30/35
1
= (-2.5) + (-1.5) + (-0.5) + (0.5) + (1.5) + (2.5) = 0
=
the square of each of the numbers
= = 1.7078
the mean of the squared deviations from mean
variabilitydispersion
xix
deviation about the mean
nx1,x2,x3,,xn (x1-x), (x2
-x), (x3-x),, (xn-x) 1-2x = 2.5
1-2
(xi-x) = 0 1-3
-
8/2/2019 1H65
31/35
1
Chapter
01
squared deviation 1-4
= = 2.917
1-3
xi x xi-x
0 2.5-
2.5 1 2.5 -1.5
2 2.5 -0.5
3 2.5 0.5
4 2.5 1.5
5 2.5 2.5
15 15 0
1-
xi (xi-
x) (xi-
x)2
0 -2.5 6.25
1 -1.5 2.25
2 -0.5 0.25
3 0.5 0.25
4 1.5 2.25
5 2.5 6.25
15 0 17.5
variance2
sigma squared N
-
8/2/2019 1H65
32/35
1
2
biased
n-1 n
unbiased estimate
s 2
1-4
17.5 n-1
3.5
s
-
8/2/2019 1H65
33/35
1
Chapter
01
SS = SS
S
SS
SS
SS
1-5
1-
X x2
10 100
11 121
12 144
13 169
15 225
17 289
20 400
22 484
x = 120N = 8 x2 = 1932
-
8/2/2019 1H65
34/35
20
SS
= 1932 - 1800
= 132
S
= 4.3425
1-5 SS
x2 (x)2x2x
(x)2xx2
(x)2
SS
x2 (x)2
Pagano 199873-75
The Standard Error
standard deviationstandard error
-
8/2/2019 1H65
35/35
