FAQ - CBU statistics Wiki

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Frequently Asked Questions

  1. [:FAQ/distFAQ:Questions about distributions of random variables]
  2. [:FAQ/anovaFAQ:Questions involving analysis of variance and t-tests]
  3. [:FAQ/graphFAQ:Questions about graphics and file handling]
  4. [:FAQ/corrsFAQ:Questions about correlations]
  5. [:FAQ/regFAQ:Questions about regression]
  6. [:FAQ/cdaFAQ:Questions about categorical data analysis]
  7. [:FAQ/powerFAQ:Questions about p-values, significance, or power of tests]
  8. [:FAQ/nonpFAQ:Questions about nonparametric tests]
  9. [:FAQ/mvFAQ:Questions about multivariate analyses]
  10. [:FAQ/TimeSeries:Questions about time series]

The FAQs below will be divided into categories including those above. Some of the FAQs have a few mathematical formulae which may be seen using mathplayer which may be downloaded for free from [http://www.dessci.com/en/products/mathplayer/upgrade.htm here.] Computer code is featured in some of the FAQs and is highlighted in a (peach coloured) text box. This code can be copied directly to your personal PC file (e.g. into a SPSS syntax file) however you also need to copy any small piece of text immediately outside the text box when you copy the code in order to copy over the linebreaks or else you will find the text is copied over as a single line!

  1. [:FAQ/Sattherthwaite:Why are the degrees of freedom not whole numbers?]

  2. [:FAQ/ttestEXC:How do I compare a mean to a constant in EXCEL (one-sample t)?]
  3. [:FAQ/df:How do I work out degrees of freedom for terms in an ANOVA?]
  4. [:FAQ/stars:Why does SPSS give a row of asterisks instead of a mean in the outputted pivot table?]
  5. [:FAQ/E:What does a number containing an 'E' signify and how do I remove it?]
  6. [:FAQ/pearson:What is the relationship between the Pearson zero-order correlation and a simple regression estimate?]
  7. [:FAQ/LogitNPlusHalf:How do I explain adding 0.5 to the cells for the d' or logit transform?]

  8. [:FAQ/heterogeneity: What is heterogeneity of variance in SPSS Probit and Logit procedures?]
  9. [:FAQ/probitv6: Why don't I see fiducial confidence intervals doing a probit analysis in version 16 of SPSS?]
  10. [:FAQ/meta: How do I use regression to obtain a confidence interval for a log odds and other summary measures using meta-analysis?]
  11. [:FAQ/MatchedPairs: How do I do a matched pairs comparison on dichotomous data using covariates in SPSS?]
  12. [:FAQ/SumsOfSquaresTypes:In ANOVA and Regression, what do the various different types of Sums of Squares mean, and does the choice matter?]

  13. [:FAQ/Rss:Sums of squares used by R in lm, lmer and aov]

  14. [:FAQ/wmeans:A note about unequal group sizes in ANOVA]
  15. [:FAQ/sstypes:A note about different sums of squares in unbalanced factorial ANOVAs]
  16. [:FAQ/cis:A note on comparing confidence intervals and statistical significance]
  17. [:FAQ/poolse:How do I obtain a pooled standard error of the mean?]
  18. [:FAQ/semsd:How do I obtain the standard deviation from the standard error of the mean (s.e.m.)?]
  19. [:FAQ/FVars: What is the variance of the mean of my transformed data and the variance of combinations of means?]
  20. [:FAQ/VarMSE: What is the value of the error variance for raw data using that of its scalar transformed data?]
  21. [:FAQ/eorder: A quick approximation for Normally distributed expected order statistics]
  22. [:FAQ/subscale: How do I derive an expected total for a subset of items based on the expected overall total?]
  23. [:FAQ/rmform: How do I format data for input into a repeated measures analysis in SPSS?]
  24. [:FAQ/transp: What does the TRANSPOSE ALL DATA option in the RESTRUCTURE menu do in SPSS?]
  25. [:FAQ/restwb: Using the VARSTOCASES command in SPSS to convert repeated measures formatted data to a multilevel model format (and the CASESTOVARS command for the reverse operation).]
  26. [:FAQ/glmrm: How do I perform a repeated measures analysis of variance in SPSS?]
  27. [:FAQ/anovaR: How do I perform a repeated measures analysis of variance in R including correcting for sphericity?]
  28. [:FAQ/rpcon: How do I perform a non-standard comparison of means in a repeated measures anova in SPSS?]
  29. [:FAQ/Interaction:How do I work out the meaning of a significant interaction?]

  30. [:FAQ/bwss: What is the effect of dropping a between by within subjects interaction on other terms in a mixed anova?]
  31. [:FAQ/contint:How do I test for an interaction involving a continuous variable?]
  32. [:FAQ/hier:What is the difference between a hierarchical and a stepwise regression?]
  33. [:FAQ/stepints:How do I perform a stepwise regression in SPSS involving interactions?]
  34. [:FAQ/SpssMancova:Aspects of ANCOVA (Analysis of Covariance)]

  35. [:FAQ/ancreg:Can I do an analysis of covariance using a regression?]
  36. [:FAQ/constantcov:Inappropriate use of a constant covariate in repeated measures ANCOVA]
  37. [:FAQ/Manova:How do I adjust for varying covariates in a repeated measures ANOVA in SPSS?]

  38. [:FAQ/Auc: What summary measures can I use to describe repeated measures?]
  39. [:FAQ/polybs: How do I test for a trend between group means representing different subjects?]
  40. [:FAQ/intercept: Interpreting the intercept term in a regression when covarying out predictors of within-subject difference scores]
  41. [:FAQ/constregSPSS: How do I obtain covariance terms involving the intercept term in a linear regression using SPSS?]
  42. [:FAQ/beta: How do I compute linear trend coefficients for single cases?]
  43. [:FAQ/singcase: How do I compare a within subjects group difference to that of a single case?]
  44. [:FAQ/Tukey: How do I interpret subsets in Tukey's HSD output?]
  45. [:FAQ/TukeyKramer: How do I compare all pairwise comparisons in a between subjects anova (and in a repeated measures anova)?]
  46. [:FAQ/SimpleMainEffects:Why won't SPSS let me do post hoc tests involving a within-subjects factor?]

  47. [:FAQ/SimpleEffs:How do I do a simple effects analysis in SPSS?]

  48. [:FAQ/SobelTest:How do I test whether one independent variable has an influence on a dependent variable other than via the mediation of a second independent variable? (Sobel Test)]

  49. [:FAQ/ChiSquaredSpss:How do I get SPSS to do a Chi-squared analysis of a two-way frequency table?]

  50. [:FAQ/onechi:How do I compare a list of observed frequencies with a list of my own expected frequencies?]
  51. [:FAQ/ChiEqual:Using a chi-square to see if two or more proportions are equal]

  52. [:FAQ/AdjRes:How do I know which elements contribute to a relationship in a two-way frequency table?]

  53. [:FAQ/ChiExact: When do I use Fisher's exact test instead of chi-square?]
  54. [:FAQ/chiwww: How do I obtain Fisher's exact test and chi-square for a two-way table in EXCEL or a 2x2 table on the web?]
  55. [:FAQ/yates: When do I use the correction for continuity when performing a chi-square analysis on a 2x2 table?]
  56. [:FAQ/ChiTrend:How do I do a linear trend of proportions in a Chi-squared analysis in SPSS?]

  57. [:FAQ/ChiMono:How do I test for a strictly increasing or decreasing series on a set of individuals (not necessarily linear)?]

  58. [:FAQ/RepeatedMeasuer:Repeated measures, Mixed models and Split-plot designs: A Rant]

  59. [:FAQ/Mauchly:What is the formula for Mauchly's W used for testing sphericity in univariate repeated measures anova?]

  60. [:FAQ/ref:How do I make bibliographic citations of a SPSS/PASW procedure?]
  61. [:FAQ/screen:How do I copy a SPSS window into a document?]
  62. [:FAQ/compute:Why does SPSS give me a file definition error message when I run syntax?]
  63. [:FAQ/SPSSout: How do I get my SPSS output file to open in a new version of SPSS?]
  64. [:FAQ/emailSpo:How do I e-mail a SPSS output file?]
  65. [:FAQ/port:How do I e-mail a SPSS data file created on a PC so that it is readable on a MAC (and vice-versa)?]
  66. [:FAQ/Rin:How do I read R syntax code into a R session?]

  67. [:FAQ/Rpackin:How do I download R libraries?]

  68. [http://www.harding.edu/fmccown/R/ A primer on producing plots (and pdf copies) in R.]

  69. [:FAQ/Ratomic:How to avoid "$ operator is invalid for atomic vectors" in R]

  70. [:FAQ/spsssas:How do I read a SPSS data file into SAS?]
  71. [:FAQ/pdfs:How do I convert a Microsoft file application (e.g. powerpoint) into a pdf file?]
  72. [:FAQ/ExcelErrorBars:How do I put error bars on an EXCEL bar and line graphs?]

  73. [:FAQ/ExcelErrorBarPlot:How do I plot boxplots in EXCEL?]

  74. [:FAQ/points:How do I scatterplot observations which have the same set of co-ordinates?]
  75. [:faq/excelplot:How can I distinguish groups on a scatterplot in Excel?]
  76. [:FAQ/lines:How do I do a multiple line plot of cluster profiles for different factors in SPSS?]
  77. [:FAQ/bar:How do I produce a bar chart with empty categories in SPSS?]
  78. [:FAQ/BinomialConfidence:Improved Confidence Limits for a binomial proportion and differences in binomial proportions]

  79. [:FAQ/Poisson:How do I compare observed numbers correct to those expected by chance in a multi-choice task?]

  80. [:FAQ/barpercent:How do I produce an interactive bar chart of percentages in SPSS?]
  81. [:FAQ/regline:How do I put one or more regression lines on a scatterplot in SPSS Version 12.0 and above?]
  82. [:FAQ/intcptr2:Why does the R-squared change when I fix the intercept in my regression line from its least squares value?]
  83. [:FAQ/box:How do I produce a clustered boxplot and other more advanced graphics in SPSS?]
  84. [:FAQ/pdfword:How do I convert a pdf file into a MSWord file?]
  85. [:FAQ/ppts:How do I convert a powerpoint show file so it can print handouts?]
  86. [:FAQ/pphttp:How do I activate a hypertext link in powerpoint?]
  87. [:FAQ/toolkit:How do I add in the analysis toolkit into EXCEL?]
  88. [:FAQ/skew:How should I deal with outliers when doing correlations?]
  89. [:FAQ/rt1d:How do I correlate change in score with score at baseline?]
  90. [:FAQ/constr:Can I do a correlation between two variables where one variable is less than or equal to the other?]
  91. [:FAQ/partsp:How do I produce nonparametric Spearman partial correlations using SPSS?]
  92. [:FAQ/Collinearity:What is Collinearity in multiple regression, and what do I do about it?]

  93. [:FAQ/condnoR: How do I find the condition number of a matrix using R?]
  94. [:FAQ/facnum: How do I convert a factor variable into a numeric in R?]
  95. [:FAQ/nom: How do I perform a regression with a categorical outcome?]
  96. [:FAQ/iso: How do I look for the best fitting model with an unknown changepoints on ordered data?]
  97. [:FAQ/dummyCor:Regression diagnostics for categorical variables]
  98. [:FAQ/CounterBalancing:How can I design an experiment so that conditions are counterbalanced for order?]

  99. [:FAQ/wald:What is the Wald statistic?]
  100. [:FAQ/x1se:How do I compute the standard error of X1 in a regression also featuring X2?]
  101. [:FAQ/betase:How do I compute the standard error of beta in a linear regression in SPSS?]

  102. [:FAQ/ResidualsNonNormality:Residuals and (Non-)Normality]

  103. [:FAQ/ResidsRepMeas:How do I check Normality assumptions in repeated measures analyses in SPSS?]

  104. [:FAQ/WsubEffects: What is the difference between within subjects effects and within subjects contrasts in SPSS?]
  105. [:FAQ/MANOVA:When should I use a Multivariate Analysis of Variance (MANOVA)?]

  106. [:FAQ/Simon:Testing normality including rules of thumb for skew, kurtosis in SPSS]

  107. [:FAQ/Winsor:Methods of handling outliers.]

  108. [:FAQ/kw:How do I compare a specific pair of groups post-hoc in SPSS using the Kruskal-Wallis test?]
  109. [:FAQ/sgn:How do I compare the distributions and magnitudes of a set of positive and negative values?]
  110. [:FAQ/fried:Post-hoc nonparametric pairwise comparisons of a one-way within subjects factor]
  111. [:FAQ/mwp:How do I know whether to use an exact or asymptotic p-value with a Mann-Whitney or Kruskal-Wallis test?]
  112. [:FAQ/npreg:Is there such a thing as a nonparametric regression?]
  113. [:FAQ/npexact:Performing randomisation tests using nonparametric methods]
  114. [:FAQ/ranksum:What is the expected total discrepancy score in a R choice task?]
  115. [:FAQ/pvs:How do I adjust p-values for number of comparisons using SPSS?]
  116. [:FAQ/SpssBonferroni:What are adjusted p-values in SPSS?]

  117. [:FAQ/CombiningPvalues:Combining p-values by Fisher's and Stouffer's methods]

  118. [:FAQ/CombiningZandT:Summing z values and summing t values]

  119. [:FAQ/Fdfs:Why does the value of one in the F distribution have a p-value which is less than 1?]

  120. [:FAQ/BinomialConfidence:Improved Confidence Limits for a binomial proportion]

  121. [:FAQ/RatCaseVar:Is there an optimal ratio of cases to predictor variables I should have before doing a multivariate analysis?]

  122. [:FAQ/RegCor:What is the relationship between significance tests of regression coefficients and of correlation coefficients?]

  123. [:FAQ/rsqdiff:How do I compare two squared (semi-partial) correlation coefficients (R-squareds) from different samples?]
  124. [:FAQ/cohenrsq:How do I compare two squared (semi-partial) correlation coefficients from the same sample?]
  125. [:FAQ/rsqadj:How do I adjust R-squareds for the number of predictors in a model?]
  126. [:FAQ/multilevel: What are multilevel models and when do I use them?]
  127. [:FAQ/mixedR: Where can I find out about using random effects (multilevel) models in R (including obtaining proportion of variance explained by a variable) & in SPSS?]

  128. [:FAQ/ssq: What does 's' denote in describing a General Linear Model (GLM)?]
  129. [:FAQ/subsets: How do I perform all possible subsets regression in SPSS?]
  130. [:FAQ/AdequateFit:How well does a regression line fit?]

  131. [:FAQ/dummy: How do I construct dummy variables for use in SPSS linear regression?]
  132. [:FAQ/RegressionOutliers:Checking for outliers in regression]

  133. [:FAQ/RegressionPart:What is the role of a Part or Semi-Partial Correlation in a regression?]

  134. [:FAQ/avcor:How do I obtain an average correlation?]
  135. [:FAQ/corrs:How do I test if a correlation is zero?]
  136. [:FAQ/corrdf:How many degrees of freedom are associated with a test of whether a zero-order or multiple correlation equals zero?]
  137. [:FAQ/rdf:How do I estimate a pooled correlation using multiple scores from a set of subjects?]
  138. [:FAQ/pvs:How do I adjust p-values to test if more than one correlation is zero?]
  139. [:FAQ/corrsCi:How do I obtain a 95% confidence interval for a correlation (or slope in a simple regression) in SPSS?]
  140. [:FAQ/WilliamsSPSS:How do I compare a pair of correlations?]

  141. [http://www.childrens-mercy.org/stats/ask/tail.asp When and how do I evaluate a one-sided p-value?]

  142. [:FAQ/powtabs: What sample sizes do I need for doing tests with a given power?]
  143. [:FAQ/polychoric: What are polychoric correlations and how do I compute them and use in SPSS?]
  144. [:FAQ/patternMatrix: Which matrix of loadings do I use doing a principal components extraction or non-PC analysis with a direct oblimin rotation when doing a factor analysis?]
  145. [:FAQ/thresholds: What thresholds should I use for factor loading cut-offs?]
  146. [:FAQ/structure:How do I assess the importance of variables in a Normal Discriminant analysis?]
  147. [:FAQ/compare: What is the difference between principal components analysis, principal axis analysis and other factor extraction methods?]
  148. [:FAQ/PlusFac: How do I interpret variables which load on more than one factor?]
  149. [:FAQ/NoFactors: How many factors/components should I retain in a factor/principal components analysis?]
  150. [:FAQ/Cronbach: A note on Cronbach's Alpha.]
  151. [:FAQ/PlusFac: How do I interpret variables which load on more than one factor?]
  152. [:FAQ/cancorr: What is canonical correlation and where can I use it?]
  153. [:FAQ/mds: What is multidimensional scaling and how do I do it?]
  154. [:FAQ/missing:How do I handle missing data in multivariate analyses in SPSS?]
  155. [:FAQ/cc:How do I find complete cases in SPSS and R?]
  156. [:FAQ/lag:How can I detect identical cases in SPSS without having an ID number?]
  157. [:FAQ/EXponential: How do I produce truncated exponential random variables using MATLAB?]
  158. [:FAQ/mixtures: How do I obtain parameter estimates for finite Normal mixture distributions using SPSS and BMDP?]
  159. [:FAQ/rand: How do I generate a random sample in EXCEL?]
  160. [:FAQ/perc: How do I find out how many people have a score above a certain value?]
  161. [:FAQ/percentile: How do I compute percentile thresholds for exponential data and use these in outlier detection?]
  162. [:FAQ/kappa: Additional kappa statistic evaluation in SPSS, benchmarks on size and a measure of inter-rater agreement based on Euclidean distances]
  163. [:FAQ/icc: What is an intraclass correlation and how do I use it?]
  164. [:FAQ/rest: A note on correcting for restriction of ranges which underestimate Pearson correlations]
  165. [:FAQ/rescore:How do I sum rescored scales in SPSS?]
  166. [:FAQ/summiss:How do I obtain sums and means of partially complete cases in SPSS?]
  167. [:FAQ/MeanSum:How do I obtain the mean of several variables, each minus the same constant?]

  168. [:FAQ/zscore:How do I compute z-scores in SPSS?]
  169. [:FAQ/signt:Why does my t-statistic have a negative sign?]
  170. [:FAQ/pvals:How do I use cumulative distribution functions to compute p-values in SPSS, EXCEL and R?]
  171. [:FAQ/surv:How do I adjust for age in comparing survival times of two different groups?]
  172. [:FAQ/t1t2:What is the relationship between intercept and slope for scores at two time points?]
  173. [:FAQ/atan:Arctan functions in EXCEL.]
  174. [:FAQ/cdfs: How do I obtain statistical distributions in MATLAB?]
  175. [:FAQ/gamma:How do I produce random variables which follow a negative skew distribution?]
  176. [:FAQ/boot: Simulations sampling from data with replacement (bootstrapping)]
  177. [:FAQ/secretS: Bootstrapping without replacement (Secret Santa) in R]
  178. [:FAQ/mvngen: Generating multivariate data with a required correlation matrix]
  179. [:FAQ/formulae: How do I obtain the formulae behind statistics outputted by SPSS algorithms?]
  180. [:FAQ/lrchi: How do I summarise a fit for a logistic regression model?]
  181. [:FAQ/infmles:Why are the standard errors so large in logistic regression?]
  182. [:FAQ/logrrsq:How do I choose between different logistic regression models?]
  183. [:FAQ/OddsRa: Using an Odds Ratio to summarise a 2x2 frequency table]
  184. [:FAQ/oddsr:How do I test an odds ratio?]
  185. [:FAQ/addcounts:How do I combine proportions?]
  186. [:FAQ/threshold:Which discriminant analysis should I use to obtain thresholds to indicate levels of abnormality using a single variable?]
  187. [:FAQ/roc:How do I plot and interpret a ROC curve in assessing strength in two group prediction?]
  188. [:FAQ/criteria:Can you recommend any two group discriminant diagnostics?]
  189. [:FAQ/NDcasestat:Which output criteria should I use when using the casewise results option with the Normal discriminant method in SPSS?]

  190. [:FAQ/sigdet:How do I compute signal detection diagnostics?]
  191. [:FAQ/sem:Structural equation modelling in R]
  192. [:FAQ/euclid:What is Euclidean distance and how do I compute it?]
  193. [:FAQ/mahal:How do I detect multivariate outliers?]
  194. [:FAQ/texts: Can you recommend any statistical textbooks?]
  195. [:FAQ/mvnormc:How do I check for multivariate normality?]
  196. [:FAQ/pvalues:How do I find p-values using critical values as input in SPSS?]
  197. [:FAQ/SpssBonferroni:Adjusted p-values]

  198. [:FAQ/FDR:How do I do False Discovery Rate (FDR) corrections for multiple tests?]

  199. [:FAQ/Bayes:How do I calculate and interpret conditional probabilities?]

  200. [:FAQ/pvalsdef:What is a p-value?]
  201. [:FAQ/word:How do I produce equations using MS Word?]
  202. [:FAQ/effectSize: A guide to magnitudes of effect size]
  203. [:FAQ/prep: Problems using p-rep, the Probability of Replication]
  204. [:FAQ/dunlap: A quick guide to choice of sample sizes for Cohen's effect sizes]
  205. [:FAQ/comparezt:A note on comparing z and t statistics and their p-values?]
  206. [:FAQ/td: How do I convert a t-statistic into an effect size?]
  207. [:FAQ/cd: How do I compute Cohen's d in SPSS?]
  208. [:FAQ/effcis: A guide to obtaining confidence intervals for effect sizes]
  209. [:FAQ/Escomp: How do I compute effect sizes?]
  210. [:FAQ/power:How do I do power calculations in SPSS, EXCEL, R and using web freeware?]
  211. [:FAQ/equival:How do I compute statistical tests of equivalence?]
  212. [:FAQ/SPSSpow:Computing Power for ANOVAs using the SPSS GLM procedure]

  213. [attachment:MANpow.pdf Computing Power for ANOVAs using the SPSS MANOVA procedure]
  214. [:FAQ/JonckheereTrendTest: Jonckheere's Trend Test]
  215. [:FAQ/orthopolys:Fitting linear orthogonal polynomials]
  216. [:FAQ/lincon:How do I compare group means in a non-standard post-hoc contrast?]
  217. [:FAQ/ss:Formulae for interaction sums of squares in balanced designs]
  218. [:FAQ/TimeSeries/GrangerCausality:Information about Granger Causality]


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These pages are maintained by [mailto:ian.nimmo-smith@mrc-cbu.cam.ac.uk Ian Nimmo-Smith] and [mailto:peter.watson@mrc-cbu.cam.ac.uk Peter Watson] (/center)

[Last updated on 1 July 2006]