Professional Documents
Culture Documents
James H. Steiger
Applications
Course Grades
The first few rows of the data matrix for our
hypothetical class might look like this:
Person
A
B
C
D
Midterm
90
82
74
90
Final
Course
78
88
86
96
82
86
82
94
Course Grades
The course grade was produced with the
following equation
1
2
Gi X i Yi
3
3
where G is the course grade, X is the
midterm grade, and Y is the final exam
grade.
Course Grades
We say that the variables G, X, and Y follow the linear
combination rule
G (1/ 3) X (2 / 3)Y
and that G is a linear combination of X and Y.
More generally, any expression of the form
C aX bY
is a linear combination of X and Y. The constants a and
b in the above expression are called linear weights.
Name of
LC
+1
+1
Sum
+1
Difference
+(1/2)
+(1/2)
Average
Learning to read a LC
It is important to be able to examine an expression and
determine the following:
X 2
N1 X 1 N 2 X 2
X
N1 N 2
X 1
Consider
1 N
X Xi
N i 1
Is X a linear combination of the X i ?
If so, what are the linear weights?
A
B
C
D
Mean
Midterm Final
(X)
(Y)
90
82
74
90
84
78
88
86
96
87
Course
(G)
82
86
82
94
86
then
W aX bY
In the course grades, X has a mean of 84
and Y has a mean of 87. So the mean of the
final grades must be (1/3) 84 + (2/3)87 = 86
X Y
X Y 2 XY
2
X 2 Y 2 2 XY
Apply a conversion rule. (1) Constants are left
unchanged. (2) Squared variables become the variance of
the variable. (3) Products of two variables become the
covariance of the two variables
S S 2 S xy
2
x
2
y
X 4Y 4 XY
2
So
S
2
X 2Y
S 4 S 4 S XY
2
X
2
Y
(X + Y)
(XY)
Hence
S LM S S
2
X
2
Y
An SPSS Example
Start up SPSS and create a file with these
data.
X
1
2
3
4
5
Y
4
3
5
2
1
An SPSS Example
Next, we will compute the linear
combinations X + Y and X Y in
the variables labeled L and M.
X
1
2
3
4
5
Y
4
3
5
2
1
L
5
5
8
6
6
An SPSS Example
Using SPSS, we will next compute
descriptive statistics for the variables, and
verify that they in fact obey the laws of
linear combinations.
An SPSS Example
An SPSS Example
An SPSS Example
An SPSS Example
Descriptive Statistics
N
X
Min
Max
Y
L
Mean
Computing Covariances
Computing Covariances
An SPSS Example
SY2 S X2 2.5
S L2 1.5
S LM 0
SYX 1.75
S M2 8.5
Comment
Note how we have learned a simple way to
create two lists of numbers with a precisely
zero covariance (and correlation).
and
SG .75 .866