Professional Documents
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SPSS SAS
AVE
(multiple regression analysis)
(logistic regression analysis) (canonical correlation
analysis) (discriminant analysis) (hypothesis testing
of means) (multivariate analysis of variance, MANOVA)
(principal component analysis) (factor analysis)
(cluster analysis) (multidimensional scaling, MDS)
(structural equation modeling, SEM) (multilevel modeling, MLM)
(loglinear model)
( SAS SPSS )
SPSSNCSS HLM
(menu) (
)
(
)
SPSS SAS
(http://cclearn.npue.edu.tw/tuition/ccchen-web/)
........................................................................ 1
1.1
1.2
......................................................................................1
..................................................................................................3
1.2.1 SPSS ........................................................................................................4
1.2.2 SAS ..........................................................................................................7
1.2.3 MinitabSTATISTICASTATGRAPHICS ....................................8
1.2.4 STATA ..................................................................................................11
1.2.5 SYSTAT ................................................................................................13
1.2.6 NCSS .....................................................................................................13
1.2.7 S-PLUSR ...........................................................................................14
1.2.8 LISREL..................................................................................................17
1.2.9 AMOSMplus .....................................................................................19
1.2.10 HLMMLwiN ...................................................................................22
1.3 ................................................................24
...................................................................................... 27
2.1
........................................................................................................27
2.1.1 ...........................................................................................28
2.1.2 ...............................................................................................29
2.1.3 ...............................................................................31
2.1.4 ...................................................................32
2.1.5 ...........................................................34
2.1.6 ...........................................................................................40
2.1.7 ...............................................................................................41
2.1.8 ...........................................................................42
2.1.9 ...............................................................................................43
2.1.10 .............................................................................................46
2.1.11 .........................................................................54
2.2 ....................................................................................................55
2.2.1 ...............................................................................................56
2.2.2 ...............................................................................................56
i
2.3
........................................................................................................59
2.3.1 ...............................................................................................59
2.3.2 SPSS ..................................................................................59
2.3.3 SPSS ..............................................................................................68
2.3.4 SPSS ......................................................................................69
2.3.5 SAS ................................................................................................70
2.3.6 SAS ........................................................................................71
2.3.7 ...........................................................................................72
2.4 ....................................................................................................90
.................................................................................. 93
3.1
........................................................................................................93
3.1.1 ...................................................................93
3.1.2 .......................................................................................97
3.1.3 .......................................................................99
3.1.4 .....................................................101
3.1.5 .................................................................................104
3.1.6 .................................................................................105
3.1.7 .....................................................................................106
3.1.8 .....................................................................................110
3.1.9 .................................................................110
3.2 ..................................................................................................111
3.2.1 .............................................................................................111
3.2.2 .............................................................................................112
3.3 ......................................................................................................114
3.3.1 .............................................................................................114
3.3.2 SPSS ................................................................................114
3.3.3 SPSS ............................................................................................124
3.3.4 SPSS ....................................................................................124
3.3.5 SAS ..............................................................................................125
3.3.6 SAS ......................................................................................125
3.3.7 .........................................................................................126
3.4 ..................................................................................................148
.................................................................................... 151
4.1
......................................................................................................151
ii
4.1.1 .................................................................................151
4.1.2 .........................................................................153
4.1.3 .............................................153
4.1.4 .............................................................................155
4.1.5 (index)................................................................156
4.1.6 (adequacy) .............................................................157
4.1.7 .............................................................................................158
4.1.8 .....................................................................159
4.1.9 .....................................................................................................163
4.1.10 ...............................................................163
4.2 ..................................................................................................165
4.2.1 .............................................................................................166
4.2.2 .............................................................................................166
4.3 ......................................................................................................173
4.3.1 .............................................................................................173
4.3.2 SPSS ............................................................................................173
4.3.3 SPSS ....................................................................................173
4.3.4 SAS ..............................................................................................175
4.3.5 SAS ......................................................................................175
4.3.6 .........................................................................................175
4.4 ..................................................................................................194
............................................................................................ 195
5.1
......................................................................................................195
5.1.1 .........................................................................195
5.1.2 .........................................................................196
5.1.3 .........................................................................197
5.1.4 .................................................................199
5.1.5 .............................................................................200
5.1.6 .........................................................................201
5.1.7 .............................................................................................201
5.1.8 .............................................202
5.1.9 .....................................................................................202
5.1.10 ...............................................................................202
5.1.11 .......................................................................................203
5.1.12 ...................................................................................207
iii
5.1.13 ...........................................................................................209
5.1.14 ...........................................................................................209
5.1.15 ...................................................................................210
5.1.16 .......................................................................211
5.2 ..................................................................................................211
5.2.1 .............................................................................................212
5.2.2 .............................................................................................212
5.3 ......................................................................................................217
5.3.1 .............................................................................................217
5.3.2 SPSS ................................................................................218
5.3.3 SPSS ............................................................................................222
5.3.4 SPSS ....................................................................................222
5.3.5 SAS ..............................................................................................223
5.3.6 SAS ......................................................................................223
5.3.7 .........................................................................................224
5.4 ..................................................................................................256
............................................................................ 257
6.1
......................................................................................................257
6.1.1 .....................................................................258
6.1.2 .....................................................................258
6.1.3 .............................................................264
6.1.4 .............................................................268
6.2 ......................................................................................................274
6.2.1 () ....................................................275
6.2.2 () ............................................289
6.2.3 () ............................................303
6.3 ..................................................................................................315
............................................................................ 317
7.1
......................................................................................................317
7.1.1 MANOVA .......................................................................317
7.1.2 MANOVA .......................................................................318
7.1.3 MANOVA .......................................................................318
7.2 ......................................................................................................328
7.2.1 .............................................................................................328
iv
7.2.2 () ................................329
7.2.3 () ................................348
7.2.4 () ............................................................356
7.3 ..................................................................................................366
........................................................................................ 369
8.1
......................................................................................................369
8.1.1 .............................................................................369
8.1.2 .........................................................................371
8.2 ..................................................................................................374
8.2.1 .............................................................................................374
8.2.2 .............................................................................................375
8.3 ......................................................................................................377
8.3.1 .............................................................................................377
8.3.2 SPSS ................................................................................377
8.3.3 SPSS ............................................................................................381
8.3.4 SPSS ....................................................................................381
8.3.5 SAS ..............................................................................................381
8.3.6 SAS ......................................................................................382
8.3.7 .........................................................................................383
8.4 ..................................................................................................390
............................................................................................ 393
9.1
......................................................................................................393
9.1.1 .....................................................................................................393
9.1.2 .........................................................................393
9.1.3 .................................................................................401
9.1.4 .........................................................................412
9.1.5 .............................................................................413
9.2 ..................................................................................................413
9.2.1 .............................................................................................414
9.2.2 .............................................................................................414
9.3 ......................................................................................................420
9.3.1 .............................................................................................420
9.3.2 SPSS ................................................................................421
9.3.3 SPSS ............................................................................................424
v
10
.......................................................................................... 449
10.1 ....................................................................................................449
10.1.1 ...........................................................................450
10.1.2 ...................................................................453
10.1.3 ...................................................................454
10.1.4 ...........................................................................462
10.1.5 .......................................................................471
10.1.6 ...................................................................................473
10.1.7 ...................................................................475
10.1.8 ...................................................................................476
10.1.9 ...................................................................................................477
10.2 ....................................................................................................478
10.2.1 ...........................................................................................478
10.2.2 SPSS ..............................................................................478
10.2.3 SPSS ..........................................................................................486
10.2.4 SPSS ..................................................................................486
10.2.5 SAS ............................................................................................487
10.2.6 SAS ....................................................................................487
10.2.7 .......................................................................................488
10.3 ................................................................................................503
11
...................................................................................... 505
11.1 ....................................................................................................505
11.1.1 ...........................................................................505
11.1.2 ...................................................................506
11.1.3 ...................................................................511
11.2 ....................................................................................................511
11.2.1 (MDS) ......................................................511
11.2.2 SPSS ..............................................................................512
11.2.3 SPSS ..........................................................................................515
vi
12
.................................................................................. 539
12.1 ....................................................................................................539
12.1.1 SEM ...................................................................................540
12.1.2 ...........................................................................541
12.1.3 LISREL..............................545
12.1.4 LISREL......................................................................551
12.1.5 LISREL..........................................................................551
12.1.6 LISRELSIMPLS............................................................572
12.1.7 Amos Graphics ..................................................................578
12.2 ....................................................................................................588
12.2.1 ...............................................................................588
12.2.2 ...................................................................646
12.2.3 .......................................................................666
12.2.4 .......................................................................687
13
...................................................................................... 705
13.1 ....................................................................................................705
13.1.1 ...............................................................................706
13.1.2 ...........................................................................708
13.1.3 ...................................................................709
13.1.4 ...................................................................718
13.1.5 ...............................................................721
13.1.6 ...................................................................725
13.1.7 ...............................................................................730
13.1.8 ...........................................................................730
13.1.9 ...................................................................................731
13.1.10 .....................................................................................731
13.1.11 .................................................................732
vii
13.2 ....................................................................................................734
13.2.1 ...........................................................................................734
13.2.2 HLM ..................................................................................735
12.2.3 SPSS ..............................................................................759
13.2.4 SPSS ..........................................................................................763
13.2.5 SPSS ..................................................................................763
13.2.6 .......................................................................................764
13.2.7 SAS ............................................................................................766
13.2.8 SAS ....................................................................................767
13.2.9 SAS ................................................................................768
13.3 ....................................................................................................769
14
.................................................................................. 771
14.1 ....................................................................................................771
14.1.1 ...................................................................771
14.1.2 ...........................................771
14.1.3 ...........................781
14.1.4 .......................................................................................787
14.1.5 ...........................................................793
14.1.6 ...........................................................793
14.1.7 ...................................794
14.1.8 ...........................796
14.1.9 ...........................800
14.2 ....................................................................................................804
14.2.1 () ..................................................................804
14.2.2 () ..........................................................822
14.3 ................................................................................................834
14.3.1 ...........................................................................834
14.3.2 ...................................................................836
.................................................................................................. 837
.............................................................................................. 853
viii
Y1 + Y2 + Y3 + L + Yn = X 1 + X 2 + X 3 + L + X n
( )
7.1
7.1.1
()
MANOVA
MANOVA
MANOVA a
k
p p
k
(constructs)
317
318 v v
MANOVA
7.1.2
MANOVA
ANOVA
k
ANOVA MANOVA
7.1.3
MANOVA
MANOVA ANOVA
(overall omnibus test) k
(follow-up
test) (Bray & Maxwell, 1985)
7.1.3.1
319
7.1.3.1.1
MANOVA
MANOVA k p
m11 m12
m1k
m m
m
21 22
2k
H 0 : m31 = m32 = L = m3k
M M
M
m p1 m p 2
m pk
MANOVA Wilks LPillai-Bartlett
trace (v)Roy (GCR) Hotelling-Lawley trace (T)
Wilks L
|E|
|H+E|
1
i =1 1 +
i
i =1 1 +
( 7-1)
L=P
( 7-2)
V=S
( 7-3)
GCR | H - l E |= 0 1
s
T =
i =1
1
1 + 1
( 7-4)
( 7-5)
320 v v
7-1
7-1
MANOVA
df
SSCP
L
|E|
|H+E|
k1
Nk
N1
E
TH + E
7.1.3.1.2
MANOVA
MANOVA
60
120
A
1
2
30
30
60
1
20
B
2
20
60
3
20
AB 60
60 120
1
2
1
10
10
20
B
2
10
10
20
3
10
10
20
30
30
60
321
(main effect)
(interaction)
MANOVA
H HaHbHab He
7-2
7-2
MANOVA
A
B
AB
Wilks L
| HE |
| HA + HE |
| HE |
| HB + HE |
| HE |
| H AB + H E |
| H A - l H E |= 0
| H B - l H E |= 0
| H AB - l H E |= 0
MANOVA 7-3
7-3
MANOVA
df
a1
SSCP
HA
b1
HB
AB
(a1)(b1)
HAB
L
| HE |
| HA + HE |
| HE |
| HB + HE |
| HE |
| H AB + H E |
ab(n1)
HE
T = HA + HB + HAB + HE
N1
a A b B n
AB
(multivariate test of simple main effect) (Bray & Maxwell, 1985) AB
A at B1A at B2B at A1 B at A2SPSS
MANOVA GLM MANOVA
322 v v
HE H A at B1
H A at B2 H B at A1 H B at A 2
7-4
7-4
MANOVA
A at B1
Wilks L
| HE |
| H A at B1 + H E |
| H A at B1 - l H E |= 0
A at B2
| HE |
| H A at B 2 + H E |
| H A at B2 - l H E |= 0
B at A1
| HE |
| H B at A1 + H E |
| H B at A1 - l H E |= 0
B at A2
| HE |
| H B at A 2 + H E |
| H B at A2 - l H E |= 0
323
7-5
7-5
MANOVA
df
SSCP
B1
a1
H A at B1
| HE |
| H A at B1 + H E |
B2
a1
H A at B2
| HE |
| H A at B 2 + H E |
A1
b1
H B at A1
| HE |
| H B at A1 + H E |
A2
b1
H B at A 2
| HE |
| H B at A 2 + H E |
A at
B at
HE
ab(n1)
a A b B n
7.1.3.2
MANOVA
7.1.3.2.1
MANOVA F
ANOVA ( Bird, 1975: Harris, 1975)
Bonferroni a F a/p (p
) SPSS MANOVA GLM SAS GLM
MANOVA F
p
MANOVA
324 v v
MANOVA
( Thompson, 1998) MANOVA
F Bray Maxwell
p ANOVA
Borgen
Seling (1978) ()
7.1.3.2.2
()
SPSS
MANOVA SAS GLM MANOVA
7.1.3.2.3
(step-down analysis)
F
F ANOVA F
SPSS
MANOVA /PRINT=SIGNIF(STEPDOWN)
SAS GLM ANCOVA
325
7.1.3.2.4
(multivariate contrast) p
7.1.3.2.5
p
(univariate contrast) F
Bird (1975) a
a/gp (g p ) SPSS MANOVA
GLM SAS GLM MANOVA
7.1.3.2.6
Roy-Bose (Roy-Bose
simultaneous confidence intervals, SCI) SAS GLM
SPSS MANOVA Wilks L
/CINTERVAL=JOINT MULTIVARIATE(WILKS)
WILKS ROYPILLAIBONFER
HOTELLING 0
Wilks L
326 v v
()c0()
1
1
= S2 +
n1 n 2
( 7-6)
1 - U a ,( p , k -1, N - k )
c 0 = n e
U
a
,
(
p
,
k
1
,
N
k
)
( 7-7)
7-6 S2
n1 n2 7-7 ve
p k N
Wilks
Bonferroni
7.1.3.3
t
()c0()
c0 = ta ,( N -k )
( 7-8)
7-6 c0 t 3
30 t.05,(30-3) = 2.05183
a
a
(APA, 2001)
7.1.3.4
327
(APA, 2001)
| Qe |
| Q e + Qh |
s
1
L
1 - L L P
i =1 1 +
i
Wilks L
L1/s 1 - L1/ s
MANOVA 2
h 2 (Wilks) = t 2 = 1 - L1/ s s 0
h 2 (Hotelling) =
T /s
T / s +1
( 7-9)
( 7-10)
h 2 (Pillai) = V / s
( 7-11)
h 2 (Roy) = l1 / (1 + l1 )
( 7-12)
328 v v
7.2
7.2.1
40
7-6=.05 (1)
(2)
(3)
7-6
41
43
47
48
49
51
53
54
54
55
44
45
46
46
47
47
48
53
53
55
40
45
46
48
50
54
54
54
63
63
45
47
48
51
51
53
57
59
59
60
37
40
40
43
44
46
49
52
55
58
38
41
43
43
44
46
48
48
49
55
44
50
51
53
53
55
59
59
62
63
44
47
54
54
55
57
58
59
59
66
12
7-7 a =.05
7-7
7.2.2
7.2.2.1
1.
329
13
12
10
9
10
9
14
14
10
10
9
9
12
13
12
9
9
10
13
12
14
11
11
9
10
12
11
10
14
13
10
12
10
13
13
12
9
11
9
11
12
12
9
10
10
13
14
13
()
SPSS
2.
s1 () s2 () (Dependent Variables)g (
) (Fixed Factor(s))(Plots)
330 v v
3.
g (Horizontal Axis)(Add)
4.
(Options)
(Significance level) .008333 Bonferroni
( .05 [(-1) ] (4-1) 2 = 6 .05/6=.00833
.05 -1 Bonferroni
Bonferroni )
5.
331
6.
s2 () (Dependent Variables)g ()
(Fixed Factor(s))
332 v v
Post Hoc
(Factor) g (Post Hoc Tests for) LSD
.008333 ( Bonferroni
) idk
1 - (1 - .05)1/6 = .008512
1 - (1 - .008512)6 = .05
7.2.2.2
[1]
[2]
[3]
333
SPSS
GLM
[4]
[5]
[6]
[7]
UNIANOVA
[8]
MANOVA
[9]
MANOVA
[10] GLM
7.2.2.3
s1 s2 BY g
/PLOT=PROFILE(g)
/PRINT=DESCRIPTIVE ETASQ TEST(SSCP) RSSCP
HOMOGENEITY
/POSTHOC=g(LSD)
/CRITERIA=ALPHA(.008333)
/DESIGN= g.
s2 BY g
/POSTHOC=g(LSD)
/CRITERIA=ALPHA(.008333)
/DESIGN=g.
s1 s2 BY g(1,4)
/CONTRAST(g) = REPEATED
/CINTERVAL = JOINT MULTIVARIATE(BONFER)
/DESIGN = g.
s1 s2 BY g(1,4)
/CONTRAST(g) = REPEATED
/CINTERVAL = JOINT MULTIVARIATE(WILKS)
/DESIGN = g.
s1 s2 BY g
/LMATRIX = 'g1 vs g2' g 1 -1 0 0
/LMATRIX = 'g3 vs g4' g 0 0 1 -1
/DESIGN= g.
SPSS
[1]
GLM S1 S2 G
[2]
(profile plot)
[3]
2SSCP
[4]
[5]
1. [(-1) ] Bonferroni
(4-1) 2 = 6 .05/6=.00833
2. -1 Bonferroni
3. Bonferroni
334 v v
[6]
G DESIGN
DESIGN
[7]
UNIANOVA S2 S2 GLM
[8]
MANOVA S1S2 G 4
( 1 4)
BONFER REPEATED (
122334 ) Simple ( 142
434 ) Simple(1) ( 213141 )
6
[9]
[9] Bonferroni
[10] LMATRIX
LMATRIX
.05 LMATRIX Bonferroni
.05/6
GLM s1 s2 BY g
/LMATRIX = 'g1 vs g2' g 1
/LMATRIX = 'g1 vs g3' g 1
/LMATRIX = 'g1 vs g4' g 1
/LMATRIX = 'g2 vs g3' g 0
/LMATRIX = 'g2 vs g4' g 0
/LMATRIX = 'g3 vs g4' g 0
/CRITERIA = ALPHA(.008333)
/DESIGN= g.
7.2.2.4
[1]
[2]
[3]
[4]
-1
0
0
1
1
0
0 0
-1 0
0 -1
-1 0
0 -1
1 -1
SAS
PROC GLM;
CLASS g;
MODEL s1 s2 = g;
MANOVA H = g/PRINTH
PRINTE
SUMMARY;
[5]
[6]
LSMEANS
CONTRAST
CONTRAST
CONTRAST
CONTRAST
CONTRAST
CONTRAST
ESTIMATE
ESTIMATE
ESTIMATE
ESTIMATE
ESTIMATE
ESTIMATE
MEANS g;
[7]
[8]
[9]
335
g/ CL ADJUST=BON ALPHA=.05;
'g1 vs g2' g 1 -1 0 0;
'g1 vs g3' g 1 0 -1 0;
'g1 vs g4' g 1 0 0 -1;
'g2 vs g3' g 0 1 -1 0;
'g2 vs g4' g 0 1 0 -1;
'g3 vs g4' g 0 0 1 -1;
'g1 vs g2' g 1 -1 0 0;
'g1 vs g3' g 1 0 -1 0;
'g1 vs g4' g 1 0 0 -1;
'g2 vs g3' g 0 1 -1 0;
'g2 vs g4' g 0 1 0 -1;
'g3 vs g4' g 0 0 1 -1;
RUN;
7.2.2.5
SAS
[1]
[2]
CLASS G MODEL
[3]
MODEL Y1 Y2 G
[4]
MANOVA MANOVA G ()
( E ) ( H )
[5]
LSMEANS G
.05
ADJUST=BON Bonferroni
[6]
CONTRAST G1 G2 G
1 -1 0 0 0 0
[7]
ESTIMATE CONTRAST t
CONTRAST
[8]
MEANS G
[9]
336 v v
7.2.2.6
( SPSS )
[1]
Total
Total
Descriptive Statistics
Mean
Std. Deviation
49.50
51.70
46.40
54.90
50.63
48.40
53.00
45.50
55.30
50.55
4.813
7.469
6.947
5.915
6.879
3.836
5.477
4.790
6.255
6.300
10
10
10
10
40
10
10
10
10
40
[2]
337
[3]
Boxs Test of Equality of Covariance Matrices a
Boxs M
10.586
F
1.057
df1
9
df2
14851.910
Sig.
.391
Tests the null hypothesis that the observed covariance
matrices of the dependent variables are equal across
groups.
a Design: Intercept+A
Boxs M 10.586p=.391
.05
[4]
Bartletts Test of Sphericity a
Likelihood Ratio
.000
Approx. Chi-Square
65.903
df
2
Sig.
.000
Tests the null hypothesis that the residual covariance
matrix is proportional to an identity matrix.
a Design: Intercept+g
Bartlett 2 = 65.903p<.001
[5]
Levenes Test of Equality of Error Variances a
F
df1
df2
.739
.544
3
3
36
36
Sig.
.536
.656
Tests the null hypothesis that the error variance of the dependent variable is equal
across groups.
a
Design: Intercept+A
338 v v
Levene
p .536 .656
[6]
Multivariate Testsc
Hypothesis
df
Error
df
Partial Eta
Sig. Squared
Effect
Value
F
Intercept Pillais
.991 1989.428a
2.000
35.000 .000
.991
Trace
Wilks
.009 1989.428a
2.000
35.000 .000
.991
Lambda
Hotellings
113.682 1989.428a
2.000
35.000 .000
.991
Trace
Roys
Largest
113.682 1989.428a
2.000
35.000 .000
.991
Root
g
Pillais
.516
4.175
6.000
72.000 .001
.258
Trace
Wilks
.502
4.796a
6.000
70.000 .000
.291
Lambda
Hotellings
.954
5.409
6.000
68.000 .000
.323
Trace
Roys
Largest
.914
10.971b
3.000
36.000 .000
.478
Root
a Exact statistic
b The statistic is an upper bound on F that yields a lower bound on the significance
level.
c Design: Intercept+g
() LvT GCR
LvT F L F
p k=2
1 - L N - p - 1
= F( p ,n- p-1)
p
L
( 7-13)
.., 2011.08
ISBN 978-957-11-6378-9()
1.2.
511.2
100014943
1H23
106 3 3 9 4
(02)2705-5066(02)2706-6100
http://www.wunan.com.tw
wunanwunan.com.tw
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