SPSS

SPSS

2010

1:


-
,

, +

2010


McCarthy


12
30, 36, 42, 48

Subject
1
2
3
4
5
6
7
8
9
10
11
12

2010

30
108
103
96
84
118
110
129
90
84
96
105
113

Age (Months)
36
42
96
110
117
127
107
106
85
92
125
125
107
96
128
123
84
101
104
100
100
103
114
105
117
132

48
122
133
107
99
116
91
128
113
88
105
112
130


months30
months36
months42
months48

103.00
13.711
107.00
14.161
110.00
13.342
112.00
14.765

N
12
12
12
12

2010

 (A)
months30

months36

months42

months48

Pearson
()

N
Pearson
()

N
Pearson
()

N
Pearson
()

months30 months36 months42 months48

1
.795**
.696*
.599*
.002
.012
.040
2068.000
1698.000
1401.000
1333.000
188.000
154.364
127.364
121.182
12
12
12
12
**
**
.795
1
.760
.466
.002
.004
.127
1698.000
2206.000
1580.000
1072.000
154.364
200.545
143.636
97.455
12
12
12
12
.696*
.760**
1
.853**
.012
.004
.000
1401.000
1580.000
1958.000
1849.000
127.364
143.636
178.000
168.091
12
12
12
12
.599*
.466
.853**
1
.040
.127
.000
1333.000
1072.000
1849.000
2398.000
121.182
97.455
168.091
218.000
12
12
12
12

2010



()
()

()

()

t-
()

(MLM)
(SEM)
(GEE)

2010


(IDentity)
2 0
0
0
1

0
2
0

0
0
2

2
0
0
0
0

2
0
0
0

0
1
0
0

(DIAGonal)
12 0
0
0

2
0
0 2 0
0
0 32 0

0
0 42
0

0
0
1
0

0
0
0

(Compound
Symmetry)
2 1
1
1
1

1
1
1
1

2
1
1
1
1

1
1
2 1
1

1
1

1
1
1
1

2010

1
1
1
1

1 2 0 0 0
1 0 2 0 0

1 0 0 2 0

1 0 0 0 2


ToePlitz
2 1 2 3

1
2
1

2 1 2 1

2
3 2 1

2 1
2

1
1

1
2

2
1
1

3
2
1

AR(1)(First-order
Autoregressive)
1

2
3

(UNstructured)
12 21 31 41

2
32
42
21
31 32 32 43

41
42
43
4

2010

10



CSR, UNR

CSH, ARH1, TPH

(Variance Components)

ARMA1, AD1, FA1, FAH1, HF,

Spatial
2010

11



(Sphericity)

(orthonormal
)

(CS)

2010

12

2010

13


()
(: , )
()
(, , , )

( )
.
(, )
() ()
.
2010

14


2 :
3 : Mauchly
F

Mauchly b
a

-
dimension1 1

Mauchly

W
.243

13.768

.018

GreenhouseGeisser
.610

HuynhFeldt
.725

.333

.
a. . .
b. Design: , - : 1
2010

15

 ()
-

Greenhouse-Geisser
Huynh-Feldt

Greenhouse-Geisser
Huynh-Feldt

(1)

III

552.000
552.000
552.000
552.000
2006.000
2006.000
2006.000
2006.000

3
1.829
2.175
1.000
33
20.115
23.920
11.000

184.000
301.865
253.846
552.000
60.788
99.727
83.863
182.364

F
3.027
.043
3.027
.075
3.027
.064
3.027
.110

(1)

2
3

2
3

III
540.000
12.000
.000
1182.400
604.000
219.600

1
1
1
11
11
11

2010

540.000
12.000
.000
107.491
54.909
19.964

F
5.024
.219
.000

.047
.649
1.000

16






()
( )
) ()


2010

17

()
b

Pillai

.427

2.240a

3.000

9.000

.153

Wilks

.573

2.240a

3.000

9.000

.153

Hotelling

.747

2.240a

3.000

9.000

.153

Roy

.747

2.240a

3.000

9.000

.153

a.
b. Design: , - : 1

2010

18



(power) .

.

.


.

2010

19






.
( )

2010

20

2:

2010

22


(General Linear Model)
Regression/ANOVA/MANOVA/

yi 0 1 xi ei
ei ~ N (0, )[i, i, d ]
2

2010

b0 b1 X

23


0: , x 0 y
1: , x 1 y
x y
x 0 1
0: x=0 y
1: x=1 y x=0 y

0: 0 y
1: ( ) x y

2010

24


(Least Square):
Ordinary Least Squares(OLS)
: (i.i.d)
Regression, t-test, ANOVA

Weighted Least Squares(WLS)

:
WLS Regression

Generalized Least Squares(GLS)

: (or )
Multivariate Analysis (e.g., MANOVA)

+
2010

25

(Multilevel Model)

Hierarchical linear model(HLM)

Linear mixed model
Random effects model

Students within classrooms

Siblings within families
Workers within companies
Repeated measures within individuals

2010

26


yij 0i 1i zij eij

0i 00 u0i
1i 10 u1i
yij 00 10 zij u0i u1i zij eij

u i 0
E
ei 0
u i G i
Var
ei 0

0
R i

00

Gi

01 11
2
Ri Ii
2010

27


0i i ()
1i i ,
z y ()
00 () ()
10 z () ()

00 0i( u0i)
11 1i( u1i)
01 1i 1i( u0i u1i)

2010

28



(Maximum Likelihood: ML):
*: ( + )

ML, REML(Restricted ML)

GLS



2010

29


yij 0i 1i zij eij

u i 0
E
ei 0
u i G i
Var
ei 0

0i 00 u0i
1i 10 u1i
yij 00 10 zij u0i u1i zij eij

0
R i

i Gi
Ri

i = ZiG i Zi + R i
2010

30

 ()
( ) ()
(ICC,) and/or
()

()

()
2010

31

Proc mixed (in SAS)

HLM(6.08)

Mixed (in SPSS)

MLwiN(2.20)

lme4 (for R)
.xtmixed (for STATA)

2010

32

 (CS)
(
)

i = ZiG i Zi + R i
1. Gi=, Ri=CS
2. Gi=, Ri=
0i 00 u0i

10
1i

(Compound
Symmetry)
2 1
1
1
1

1
1
1
1

2
1
1
1
1

1
1
1
1
1

1
1

1
1
1
1

1
1
1
1

2010

1 2 0 0 0
1 0 2 0 0

1 0 0 2 0

1 0 0 0 2

33

 (CS)
Gi=, Ri=CS

3 a

3 a
df
df
F

1
Age
3
a. : score.

11.000
33.000

Gi=, Ri=

CS

CS
a. : score.

929.739
3.027

.000
.043

df

df

11.000

929.739

.000

Age

33.000

3.027

.043

a. : score.

60.787879

14.964941

135.348485

64.301727 [ = id]

60.787879

14.964941

135.348485

64.301727

a. : score.
2010

34


(R) a
[Age = 1] [Age = 2] [Age = 3] [Age = 4]
196.136 135.348 135.348 135.348
135.348 196.136 135.348 135.348
135.348 135.348 196.136 135.348
135.348 135.348 135.348 196.136

[Age = 1]
[Age = 2]
[Age = 3]
[Age = 4]

a. : score.

3 a
df
df
F

1
Age
3
a. : score.

11.000
33.000

929.739
3.027

.000
.043

Greenhouse-Geisser

(1)

Huynh-Feldt

Greenhouse-Geisser

Huynh-Feldt

III

552.000
552.000
552.000
552.000
2006.000
2006.000
2006.000
2006.000

3
1.829
2.175
1.000
33
20.115
23.920
11.000

2010

184.000
301.865
253.846
552.000
60.788
99.727
83.863
182.364

F
3.027
.043
3.027
.075
3.027
.064
3.027
.110

35

 ()
3 a

df

df

11.000 929.739

.000

Age

11.000

.094

2.738

UN(1,1)
UN(2,1)
UN(2,2)
UN(3,1)

188.000
154.364
200.545
127.364

80.163
74.791
85.513
67.208

UN(3,2)
UN(3,3)
UN(4,1)
UN(4,2)
UN(4,3)
UN(4,4)
a. : score.

143.636
178.000
121.182
97.455
168.091
218.000

71.560
75.899
71.139
69.555
78.078
92.956

a. : score.
(R) a
[Age = 1] [Age = 2] [Age = 3] [Age = 4]
[Age = 1] 188.000 154.364 127.364 121.182
[Age = 2] 154.364 200.545 143.636 97.455
[Age = 3] 127.364 143.636 178.000 168.091
[Age = 4] 121.182 97.455 168.091 218.000

a. : score.

2010

36


3 a

df

df

11.000 929.739

.000

Age

11.000

.094

2.738

2.738

9
2.240
11

a. : score.

Pillai

.427

2.240a

3.000

9.000

.153

Wilks
Hotelling

Roy

.573

2.240a

3.000

9.000

.153

.747

2.240a

3.000

9.000

.153

.747

2.240a

3.000

9.000

.153

a.
b. Design:
- : 1
2010

37




(e.g., R2)

(Likelihood)
. [0, 1]
(LL) . (-,0]
:AIC, BIC, AICC, CAIC
(-2LL)
2010

38

()

-2
Akaike (AIC)

340.756
344.756

Hurvich & Tsai (AICC)

345.049

Bozdogan (CAIC)
Schwartz (BIC)

350.325

-2
Akaike (AIC)
Hurvich & Tsai (AICC)
Bozdogan (CAIC)

325.113
345.113
351.780
372.955

348.325

Schwartz (BIC)

362.955

a. : score.

a. : score.

2010

39

 (Nested model)
,
( ) ( )
.

2010

40


(UN)

(TP)

(AR)

(ID)

(CS)

2010

41

()

.
, -2 .

L1
2 log( )
L2
2 log( L1) [2 log( L 2)] ~ 2 (df )

,

2010

42

()()
CS : -2logL1=340.756, =2
UN : -2logL2=325.113, =10
340.756 - 325.113 = 15.643 ~ 2(8)
15.643 > 2(8)critic( =.05) = 15.51

: UN CS
.
?

2010

43

Var: [Age=1] 218.21
83.96
Var: [Age=2] 214.23
81.83
Var: [Age=3] 177.09
68.56

Var: [Age=4] 182.49

67.22
TPH rho 1
0.80
0.07
TPH rho 2
0.58
0.15
TPH rho 3
0.62
0.16
a. : score.
(R) a
[Age = 1] [Age = 2] [Age = 3] [Age = 4]
[Age = 1]
218.21 173.13 114.87 123.19
[Age = 2]
173.13 214.23 155.97 115.54
[Age = 3]
114.87 155.97 177.09 143.95
[Age = 4]
123.19 115.54 143.95 182.49
Heterogeneous Toeplitz
a. : score.

TP
196.69
65.81
TP rho 1
0.80
0.08
TP rho 2
0.59
0.17
TP rho 3
0.62
0.17
a. : score.

(R) a
[Age = 1] [Age = 2] [Age = 3] [Age = 4]
196.69 157.29 115.38 121.88
157.29 196.69 157.29 115.38
115.38 157.29 196.69 157.29
121.88 115.38 157.29 196.69

[Age = 1]
[Age = 2]
[Age = 3]
[Age = 4]
Toeplitz
a. : score.

2010

44

Var: [Age=1]
195.89
81.86
Var: [Age=2]
212.68
90.47
Var: [Age=3]
177.43
74.25
Var: [Age=4]
205.83
83.53
ARH1
0.81
0.08
a. : score.
(R) a
[Age = 1] [Age = 2] [Age = 3] [Age = 4]
[Age = 1]
195.89
164.56
121.18
105.23
[Age = 2]
164.56
212.68
156.62
136.00
[Age = 3]
121.18
156.62
177.43
154.07
[Age = 4]
105.23
136.00
154.07
205.83
1
a. : score.

AR1
AR1
a. : score.

199.44
66.85
0.81
0.07

(R) a
[Age = 1] [Age = 2] [Age = 3] [Age = 4]
[Age = 1]
199.44 160.83 129.69 104.59
[Age = 2]
160.83 199.44 160.83 129.69
[Age = 3]
129.69 160.83 199.44 160.83
[Age = 4]
104.59 129.69 160.83 199.44
1
a. : score.

2010

45


AIC

BIC

-2LL

UN(10) TPH(7)

TP(4) ARH1(5)

UN(10)

345.11

362.96

325.11

TPH(7)

342.44

354.93

328.44

3.33

TP(4)

336.84

343.98

328.84

3.73

0.4

ARH1(5)

342.74

351.66

332.74

7.63

4.3

AR1(2)

337.14

340.71

333.14

8.03

4.7

4.3

CS(2)

344.76

348.33

340.76

15.65

12.32

11.92

2010

0.4

Chi-square(=.05)
critical
df
value
1
3.84
2
5.99
3
7.81
4
9.49
5
11.07
6
12.59
7
14.07
8
15.51
9
16.92
10
18.31

46

3:

2010

48


()

, SEM
(), (),
(2)
( )

2010

49


y 0 1 xt

y 0 1 xt 2 xt2

y 0 1 xt 2 xt2

y 0 1 xt 2 xt2 3 xt3

2010

50


0 (x) 0 y,
1 (x) 1 y , (
) ()
*(2): 0

2 (x) 1 y ,
, () (2)
*3: 0 /2

3 (x) () (3)

2010

51

()
yit 0i 1i zit 2i zit2 eit

0i 00 u0i
1i 10 u1i
2i 20 u2i

00

G 01 11

02 12 22

12

2
21 2

R
31 32 32

2
41 42 43 4

2010

52


00
10 (zit=0 )
20
00, 11, 22 , ,
01, 02, 12 , ,
R
R G

2010

53

 (1)
(y)
()
()

()

,

,
2010

54

()
yti 0i 1i zti 2i zti2 ei

0i 00 u0i
1i 10 u1i
2i 20
2
yti 00 u0i 10 zti u1i zti 20 zti ei
2
yti 00 10 zti 20 zti u0i u1i zti ei

11
G
12

0 1

0 0 1
22

0
0
0
1

2010

55

 ()
: 30, 36, 42, 48
raw_age = 30, 36, 42, 48

(new_age)
new_age = raw_age 30 (30 0, 36 6, 42 12, 48 18)
(new_age), (new_age2=new_age*new_age)

(c_age)
(raw_age) = 39
c_age = raw_age 39 (30 -9, 36 -3, 42 3, 48 9)
2010

56

(:new_age)
a
-2
354.439
Akaike (AIC)
362.439
Hurvich & Tsai (AICC)
363.439
Bozdogan (CAIC)
373.666
Schwartz (BIC)
369.666
.
a. : score.

new_age
new_age2

3 a
df df

F
1 12.025 626.585
.000
1 32.129
2.381
.133
1 23.000
.335
.568

a. : score.

103
4.115
12.03
new_age
0.75
0.486
32.13
new_age2
-0.014
0.024
23
a. : score.

95%

t
25.03
0 94.037
111.963
1.543
0.133 -0.240
1.740
-0.579
0.568 -0.064
0.036

2010

57

(:new_age)
a

+ new_age UN(1,1)
[ = id]
UN(2,1)
UN(2,2)
a. : score.

35.809
10.559
169.159
83.147
-3.324
3.633
0.398
0.261

(G)a
| id
new_age | id

(R) a

| id
c_age | id
169.159
-3.324
-3.324

Wald Z
3.391
0.001
2.034
0.042
-0.915
0.360
1.524
0.128

95%

20.090
63.825
64.551
443.291
-10.445
3.798
0.110
1.441

0.398

35.809

a. : score.

a. : score.

2010

58

(:c_age)
a
-2
354.439
Akaike (AIC)
362.439
Hurvich & Tsai (AICC)
363.439
Bozdogan (CAIC)
373.666
Schwartz (BIC)
369.666
.
a. : score.

3 a

df df

1 13.085 860.572
.000
c_age
1 11.000
5.024
.047
c_age2
1
23
.335
.568
a. : score.

108.625
3.703 13.085
c_age
0.500
0.223
11
c_age2
-0.014
0.024
23
a. : score.

t
29.336
0
2.241
0.047
-0.579
0.568

2010

95%

100.631
116.619
0.009
0.991
-0.064
0.036

59

(:c_age)
a

+ c_age UN(1,1)
[ = id]
UN(2,1)
UN(2,2)
a. : score.

35.809
10.559
141.593
64.247
0.261
2.860
0.398
0.261

(G)a
| id

(R) a

| id
c_age | id
141.593
0.261

c_age | id

0.261

Wald Z
3.391
0.001
2.204
0.028
0.091
0.927
1.524
0.128

95%

20.090
63.825
58.186
344.564
-5.345
5.866
0.110
1.441

0.398

35.809

a. : score.

a. : score.

2010

60


(2 )
(): (
) .
(e.g., , , )
():
. (e.g., ,
, )

: ( )

2010

61


yit 0i 1i z1it 2i z2it eit

0i 00 01wi u0i
1i 10 11wi u1i
2i 20 21wi u2i

11

G 12 22

13 23 33

z1:
z2:
w:

12

2
21 2

R
31 32 32

2
41 42 43 4

2010

62


00 (z2, wi 0 )
10 (z2, wi 0 )

20 (z1, wi 0 ) z2
01 (z1, z2 0 ) w

10 ( ) w
20 ( ) w z2

2010

63


R
:
: ID, DIAG, CS, UN

G 0 R UN
G R ID
spatial (SPSS )
(SPSS )

2010

64

4: SPSS

54
1983-1986
264

1983=1, , 1986=4

0-7( )

(=1, =0)
(in 1983)

=1, =0

2010

66


1.
I.

( )

II.

() (
)

III.

2.
I.

()

II.

3. ( )
(1-2)
2010

67

 (2)
1. (1) (2)
(e.g., , 2)

2. (2) (1)

()

( )

(
)
2010

68

 ( )

2010

69

 ()

2010

70

Yti 0i 1i *( year 1983)ti 2i *( year 1983) 2ti eti

0i 00 u0i
1i 10 u1i
2i 20 u2i

00

G 01 11

02 12 22

0 1

R 2
0 0 1

0
0
0
1

2010

71

Yti 0i 1i *( year 1983)ti 2i *( year 1983) 2ti eti

0i 00 u0i
1i 10
2i 20

G 00

0 1

R 2
0 0 1

0
0
0
1

2010

72

5.002
0.111 490.798

cyear
-0.583
0.111
790
cyear2
0.228
0.036
790
a. : Attitude toward abortion.

t
45.084
.000
-5.241
.000
6.425
.000

95%

4.784
5.220
-0.801
-0.364
0.158
0.298

95%
Wald Z
1.332
0.067 19.875
.000
1.207
1.470
1.985
0.203 9.786
.000
1.624
2.425

[ = ID]
a. : Attitude toward abortion.

2010

73

 ()

2010

74

 ()

Attitude toward Abortion

5.4
5.2
5
4.8
4.6

4.4
4.2
4
1983

1984

1985

2010

1986
75

 ()

2010

76

 ()

2010

77

 ()

2010

78

 ()

2010

79



catholic, gender, age in 1983
Yti 0i 1i *( year 1983)ti 2i *( year 1983) 2ti eti

0i 00 u0i
1i 10
2i 20

Yti 0i 1i *( year 1983)ti 2i *( year 1983) 2ti eti

0i 00 01 * catholici 02 * genderi 03 * agei u0i

1i 10 11 * catholici 12 * genderi 13 * agei
2i 20 21 * catholici 22 * genderi 23 * agei
2010

80

95%

5.346
0.292

282.775

t
18.302
.000

4.771

5.921

cyear

-0.583

0.111

790

-5.241

.000

-0.801

-0.364

cyear2

0.228

0.036

790

6.425

.000

0.158

0.298

Gender

0.218

0.185

260

1.179

0.239

-0.146

0.582

catholic

-1.199

0.365

260

-3.287

0.001

-1.916

-0.481

Age

-0.008

0.006

260

-1.403

0.162

-0.020

0.003

a. : Attitude toward abortion.

2010

81

 ()
Yti 0i 1i *( year 1983)ti 2i *( year 1983) 2ti eti

0i 00 01 * catholici u0i
1i 10
2i 20
a

5.082
0.112 480.906
cyear
-0.583
0.111
790
cyear2
0.228
0.036
790
catholic
-1.174
0.365
262
a. : Attitude toward abortion.

t
45.222
0.000
-5.241
0.000
6.425
0.000
-3.213
0.001

2010

95%

4.862
5.303
-0.801
-0.364
0.158
0.298
-1.893
-0.454

82

ID
DIAG
AR(1)

-2LL
3811.742
3804.426
3811.390

Deviance from ID
7.316
0.352

Chi-square(=.05)
critical
df
value
1
3.84
2
5.99
3
7.81
4
9.49
5
11.07
6
12.59
7
14.07
8
15.51
9
16.92
10
18.31

2010

83



.
ANOVA
.

.
SPSS (MIXED)
.
SPSS Proc Mixed

.
2010

84