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tw
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univariate

general linear models

Cohen1968
analysis of varianceANOVAmultiple
regression analysis
general linear modelGLMKnapp
1979Cohen1968
canonical correlation analysisleast square
approach
Ang1998
multivariate analysis of varianceMANOVA
discriminant analysis

parametric statistics

Schumacker1991Schumacker & Lomax1996

BagozziFornell& Larcker1981Fan19951997

multiple indicators/multiple causesMIMICKline &

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Klammer2001LISREL

LISREL LISREL

SPSSMATLAB LISREL

100 10

II

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Contents
.............................................................................................................................i

Chapter
01

............................................................... 4
............................................................................................... 6
................................................... 9
......................................................... 25
......................................................................... 43
................................................................................................. 45

Chapter
02

47

......................................................................................... 48
................................................................................. 56
............................................................................................. 59
III

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 r .............................................................................. 66
......................................................... 73
............................................. 76
............................................................................................. 90
................................................................................................. 92

Chapter
03

95

................................................................. 96
...........................................................................107
...........................................................................................111
...............................................................................113
...........................................................120
.......................................................................................123
...............................................................................................124

Chapter
04

127

...............................................................................................128
...................................................................................133
Matrix Multiplication ............................................135
.......................................................144
IV

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Contents
...............................................................................153
...............................................................................153
...........................................................158
...................................................................175
...............................................................................................187

Chapter
05

SPSS

189

...........................................................................190
...........................................................................195
...........................................................................197
...........................................................203
.......................................................................226
...........................................................239
...................................................................................247
...............................................................................................279

Chapter
06

283

causality ................................................................284
...........................................................................................293
...............................................................................................298


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...........................................................................................307
SPSS ................................310
...............................................................................................330

Chapter
07

333

...............................................................................334
...............................................................................337
.......................................................................................356
...........................................................................................359
.......................................................................362
...................................................................................369
...................................................370
.......................................373
...............................................................................................376

Chapter
08

MATLAB
379

...........................................................................380
...............................................383
VI

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Contents
R ..............................................401
...................................................................408
.......416
SPSS .........................................................433
...............................................................................................440

Chapter
09

MATLAB
443

...........................................................445
...............................................465
..................................................................472
...............................480
...........494
SPSS .........................................................502
...............................................................................................510

VII

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Chapter
10

513

515

...............................................................................................516
...........................................................................518
..........................................................................................520
...............................531
...........................................................................................548
...................................................................557
.......................................................................................567
...................................................................582
..............................................................................................583

Chapter
11

585

Factorial design .........................................................586

3 3 ...................................................................590
...............................................................................610
...........................................................................................619
.......................................................................................629
...........................................................................................635
...................................................636
VIII

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Contents
...............................................................................................646

Chapter
12

651

...........................................................652
...................................................................................669
...............................................................678
...................................................................................681
...................................................698
.......................................................................705
...............................................................718
...................................................................................726
...............................................................................................731

Chapter
13

733

...............................................734
...............................................................740
SPSS ........................................................761
...................................................................789
...............................................................................................804
IX

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Chapter
14

807

...............................................................808
...................................................................812
.......................................................................................830
ANOVA SPSS ..............................................................852
.......................................................860
...............................................................................................869

871

Chapter
15

873

.......................................................................................875
...............................................878
...........................................................................................883
.......................................................................898
...............................................................................907
...............................................................................................911

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Contents
Chapter
16

913

...........................................................................914
.......................................................................915
LISREL ....................
917
...........................................................................934
SEM ......................................................939
.......................................................................................942
...................................................................970

Chapter
17

973

...................................................................974
...................................................975
.......................................978
...............................................980
...........................................................................998
.................................... 1004
............................................................................................ 1019

XI

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Chapter
18

1021

1023

........................................................ 1024
DA .......................................................................... 1029
................................................................................ 1054
MANOVA .............................................. 1061
.................................................................................... 1062
........................................................ 1064
............................................................................................ 1072

Chapter
19

1075

........................................................ 1078
............................................ 1080
.................................................................... 1107
.................................................... 1120
.................................................................... 1129
............................................................................................ 1140
XII

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Contents
Reference

1145

XIII

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Pa
r

SPSS

MATLAB

MATLAB
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p
Cha

r
e
t

01

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univariate statistics analysis

multivariate
statistics analysis

analysis of variance
the basic nature
variationpartitioningisolation
identication
multivariate analysis
1970

multivariate statistics

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Chapter

01

univariate

general linear modelsElmore

& Woehlke1988Goodwin & Goodwin1985KiefferReese& Thompson
2001Willson1980
Cohen1968
analysis of varianceANOVAmultiple regression
analysis
general 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

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multiple indicators/multiple causesMIMICKline &

Klammer2001 LISREL

LISREL LISREL

Hershberger2003

principal component analysisDolanBechger& Molenaar

1999Fan1997Cole
MaxwellArvey& Salas1993Kuhnel1988

regressionSir Francis Galton1822-1911

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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

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linear relationship

Y = bX + a
Y
X Y simple
regression bregression coefcient
X Y IQ

Y = bX IQ + a
Y = bX + a

XY X Y
X Y XY
XY YX

multiple regression
IQ

Y= b1X1+ b2X2+ b3X3+ a

Y= b1X1+ b2X2+ b3X3+ a

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Chapter

01

Y b1, b2,
b3 Y

analogy

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10

a
wind tunnel

1.1
a

realityb

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Chapter

01

Field2000pp.1-3

11

1-1

population
to discover processes
that occur in all humanthat occur
in all cellthat apply to all salaries

population

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12

census
1500

sample

a model is a
representation of the worldbut it is rarely
a perfect representation some
differenceserror
perfect copya replication

= +

1-1

0, 1, 2, 3, 4, 5
parameters
= +

difference

summaryanything

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Chapter

01

1-1

1-1

0 + 1 + 2 + 3 + 4 + 5 = 15
15/6 = 2.5

xi i = 1, , 6

summation sign
n
n = sample size
i
i
subscripti x1 x6

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13

14

a
general idea

= +
0, 1, 2, 3, 4, 5
2.5
= +

=
1-2

difference
1-2
residuals

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Chapter

01

1-2

2.5

-2.5

2.5

-1.5

2.5

-0.5

2.5

0.5

2.5

1.5

2.5

2.5

X X vector
x1 x2
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

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15

16

= (-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

xi x
deviation about the mean

n x1, x2, x3, , xn (x1 - x), (x2

- x), (x3 - x), , (xn - x) 1-2 x = 2.5

1-2

(xi - x) = 0 1-3

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Chapter

01

squared deviation 1-4

= 2.917

1-3

xi

xi - x

2.5

-2.5

2.5

-1.5

2.5

-0.5

2.5

0.5

2.5

1.5

2.5

2.5

15

15

1-
(xi - x)

(xi - x)2

xi

-2.5

6.25

-1.5

2.25

-0.5

0.25

0.5

0.25

1.5

2.25

2.5

15

6.25
17.5

variance 2
sigma squared N

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17

18

biased
n-1 n
unbiased estimate
s2

1-4
17.5 n-1

3.5

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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
x = 120N = 8

484
2

x = 1932

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19

20

SS
= 1932 - 1800
= 132

S
= 4.3425
1-5
SS
x2 (x)2 x2 x
(x)2 x x2
(x)2

SS
x2 (x)2

Pagano 199873-75

The Standard Error

standard deviationstandard error

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 / . -- . - : , 2012.04
;
ISBN 978-957-11-5887-7()
1. 2.
511.7

98024975

1H65

53.9

1063394
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