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Multivariate Statistics: Understanding Variability and Variance in Statistical Analysis - , Exams of Statistics

An introduction to multivariate statistics, focusing on the concept of variability and its measurement through variance and deviation scores. It covers the importance of variability in research, types of analyses, causes of variability, and methods for measuring and calculating variance. It also discusses the concept of standard deviation and sample estimates.

Typology: Exams

Pre 2010

Uploaded on 08/17/2009

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1/9/2009
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Multivariate
Statistics
Statistics
Definition
A collection of procedures which involve
observation and analysis of more than one
statistical variable at a time
Types of Analyses
Univariate
Only interested in variation in an outcome
(dependent variable)
t
-
test ANOVA
t
test
,
ANOVA
Bivariate
Interested in the variation between two
variables (shared variance)
Multivariate
Interested in the variation among several
variables (distributed variance)
pf3
pf4
pf5

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Multivariate

StatisticsStatistics

Definition

A collection of procedures which involve observation and analysis of more than one statistical variable at a time

Types of Analyses

  • Univariate
    • Only interested in variation in an outcome (dependent variable)
    • t-test ANOVAt test, ANOVA
  • Bivariate
    • Interested in the variation between two variables (shared variance)
  • Multivariate
    • Interested in the variation among several variables (distributed variance)

Variability as the basis of

research

„ Purpose of research is to explain:

situational variability

individual differencesindividual differences

temporal variability

„ All analyses in some way take variability into account

Two causes of variability

„ Systematic = What you have identified as a cause of variability

e.g., provocation causes aggressione.g., provocation causes aggression

„ Error = What you have not accounted for

e.g., past behavior, situational cues, personality

Measuring Variability

„ Behavior must be quantified in some way

„ Measures of behavior must be able to “pick up” variationpick up variation

Sum of Squares (SS)

„ The sum of the squared deviation scores

„ Remember: a negative number squared becomes a positive number (e.g., -3^2 = 9)

„ PPro: Summarizes deviation scores S i d i ti

„ Con: Too large (will resolve this later)

Definitional Formula

„ SS = Σ(X – μ) 2

„ Steps in calculation:

  1. Find the mean (μ)
  2. Fi dFind all deviation scores (X – ll d i ti (X μ))
  3. Square all deviation scores (X – μ) 2
  4. Add the squared deviation scores Σ(X – μ) 2 „ Preferred method for getting SS

Variance

„ Average value of the squared deviation scores

Typical distance of scores from the mean

„ How is an average obtained?How is an average obtained?

Sum of scores ÷ Number of scores

„ Variance (σ 2 )= SS ÷ N

Used to obtain Population Variance

Problem „ By squaring the deviation scores, we are exaggerating the distance from the mean „ How do we correct it?

HH ow do you reduce a squared value?d d d l?

Square root (√ ) „ Standard Deviation (σ) = √Variance

Conversely, Variance = SD 2

Sample Estimates „ Problem: Samples are almost always less variable in scores than the population „ Thus, our variance statistic is always underestimating the population parameterg p p p

Need to make a correction in the formula „ Sample Variance ( s^2 )= SS ÷ ( n – 1)

Sometimes shortened as SS ÷ df „ Sample Standard Deviation ( s )

Still √variance, but use the sample variance

Factors That Affect Variability

effort needed to pass classes 70 60 50

effort needed to pass classes

Frequency0.0 2.0 4.0 6.0 8.0 10.

40 30 20 10 0

Std. Dev = 2. Mean = 5. N = 100.