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APPLIED UNIVARIATE,
BIVARIATE, AND
MULTIVARIATE
STATISTICS
APPLIED UNIVARIATE,
BIVARIATE, AND
MULTIVARIATE
STATISTICS:
UNDERSTANDING
STATISTICS FOR SOCIAL
AND NATURAL SCIENTISTS,
WITH APPLICATIONS
IN SPSS AND R
Second Edition

DANIEL J. DENIS
This second edition first published 2021
© 2021 John Wiley & Sons, Inc.

Edition History
John Wiley and Sons, Inc. (1e. 2016)

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Set in 10/12pt TimesLTStd by SPi Global, Pondicherry, India

10 9 8 7 6 5 4 3 2 1
To Kaiser
CONTENTS

Preface xviii
About the Companion Website xxi

1 Preliminary Considerations 1
1.1 The Philosophical Bases of Knowledge: Rationalistic Versus Empiricist Pursuits, 1
1.2 What is a “Model”?, 3
1.3 Social Sciences Versus Hard Sciences, 5
1.4 Is Complexity a Good Depiction of Reality? Are Multivariate Methods Useful?, 7
1.5 Causality, 8
1.6 The Nature of Mathematics: Mathematics as a Representation of Concepts, 8
1.7 As a Scientist, How Much Mathematics Do You Need to Know?, 10
1.8 Statistics and Relativity, 11
1.9 Experimental Versus Statistical Control, 12
1.10 Statistical Versus Physical Effects, 12
1.11 Understanding What “Applied Statistics” Means, 13
Review Exercises, 14
Further Discussion and Activities, 14

2 Introductory Statistics 16
2.1 Densities and Distributions, 17
2.1.1 Plotting Normal Distributions, 19
2.1.2 Binomial Distributions, 21
2.1.3 Normal Approximation, 23
2.1.4 Joint Probability Densities: Bivariate and Multivariate Distributions, 24
2.2 Chi-Square Distributions and Goodness-of-Fit Test, 27
2.2.1 Power for Chi-Square Test of Independence, 30
2.3 Sensitivity and Specificity, 31
2.4 Scales of Measurement: Nominal, Ordinal, Interval, Ratio, 31

vii
viii CONTENTS

2.4.1 Nominal Scale, 32

2.4.2 Ordinal Scale, 32
2.4.3 Interval Scale, 33
2.4.4 Ratio Scale, 33
2.5 Mathematical Variables Versus Random Variables, 34
2.6 Moments and Expectations, 35
2.6.1 Sample and Population Mean Vectors, 36
2.7 Estimation and Estimators, 38
2.8 Variance, 39
2.9 Degrees of Freedom, 41
2.10 Skewness and Kurtosis, 42
2.11 Sampling Distributions, 44
2.11.1 Sampling Distribution of the Mean, 44
2.12 Central Limit Theorem, 47
2.13 Confidence Intervals, 47
2.14 Maximum Likelihood, 49
2.15 Akaike’s Information Criteria, 50
2.16 Covariance and Correlation, 50
2.17 Psychometric Validity, Reliability: A Common Use of Correlation Coefficients, 54
2.18 Covariance and Correlation Matrices, 57
2.19 Other Correlation Coefficients, 58
2.20 Student’s t Distribution, 61
2.20.1 t-Tests for One Sample, 61
2.20.2 t-Tests for Two Samples, 65
2.20.3 Two-Sample t-Tests in R, 65
2.21 Statistical Power, 67
2.21.1 Visualizing Power, 69
2.22 Power Estimation Using R and G∗Power, 69
2.22.1 Estimating Sample Size and Power for Independent Samples t-Test, 71
2.23 Paired-Samples t-Test: Statistical Test for Matched-Pairs (Elementary Blocking)
Designs, 73
2.24 Blocking With Several Conditions, 76
2.25 Composite Variables: Linear Combinations, 76
2.26 Models in Matrix Form, 77
2.27 Graphical Approaches, 79
2.27.1 Box-and-Whisker Plots, 79
2.28 What Makes a p-Value Small? A Critical Overview and Practical Demonstration
of Null Hypothesis Significance Testing, 82
2.28.1 Null Hypothesis Significance Testing (NHST): A Legacy of Criticism, 82
2.28.2 The Make-Up of a p-Value: A Brief Recap and Summary, 85
2.28.3 The Issue of Standardized Testing: Are Students in Your School Achieving
More than the National Average?, 85
2.28.4 Other Test Statistics, 86
2.28.5 The Solution, 87
2.28.6 Statistical Distance: Cohen’s d, 87
2.28.7 What Does Cohen’s d Actually Tell Us?, 88
2.28.8 Why and Where the Significance Test Still Makes Sense, 89
2.29 Chapter Summary and Highlights, 89
Review Exercises, 92
Further Discussion and Activities, 95
CONTENTS ix

3 Analysis of Variance: Fixed Effects Models 97

3.1 What is Analysis of Variance? Fixed Versus Random Effects, 98
3.1.1 Small Sample Example: Achievement as a Function of Teacher, 99
3.1.2 Is Achievement a Function of Teacher?, 100
3.2 How Analysis of Variance Works: A Big Picture Overview, 101
3.2.1 Is the Observed Difference Likely? ANOVA as a Comparison (Ratio) of
Variances, 102
3.3 Logic and Theory of ANOVA: A Deeper Look, 103
3.3.1 Independent-Samples t-Tests Versus Analysis of Variance, 104
3.3.2 The ANOVA Model: Explaining Variation, 105
3.3.3 Breaking Down a Deviation, 106
3.3.4 Naming the Deviations, 107
3.3.5 The Sums of Squares of ANOVA, 108
3.4 From Sums of Squares to Unbiased Variance Estimators: Dividing by Degrees of
Freedom, 109
3.5 Expected Mean Squares for One-Way Fixed Effects Model: Deriving the F-ratio, 110
3.6 The Null Hypothesis in ANOVA, 112
3.7 Fixed Effects ANOVA: Model Assumptions, 113
3.8 A Word on Experimental Design and Randomization, 115
3.9 A Preview of the Concept of Nesting, 116
3.10 Balanced Versus Unbalanced Data in ANOVA Models, 116
3.11 Measures of Association and Effect Size in ANOVA: Measures of Variance Explained, 117
3.11.1 η2 Eta-Squared, 117
3.11.2 Omega-Squared, 118
3.12 The F-Test and the Independent Samples t-Test, 118
3.13 Contrasts and Post-Hocs, 119
3.13.1 Independence of Contrasts, 122
3.13.2 Independent Samples t-Test as a Linear Contrast, 123
3.14 Post-Hoc Tests, 124
3.14.1 Newman–Keuls and Tukey HSD, 126
3.14.2 Tukey HSD, 127
3.14.3 Scheffé Test, 128
3.14.4 Other Post-Hoc Tests, 129
3.14.5 Contrast Versus Post-Hoc? Which Should I be Doing?, 129
3.15 Sample Size and Power for ANOVA: Estimation With R and G∗Power, 130
3.15.1 Power for ANOVA in R and G∗Power, 130
3.15.2 Computing f, 130
3.16 Fixed effects One-Way Analysis of Variance in R: Mathematics Achievement
as a Function of Teacher, 133
3.16.1 Evaluating Assumptions, 134
3.16.2 Post-Hoc Tests on Teacher, 137
3.17 Analysis of Variance Via R’s lm, 138
3.18 Kruskal-Wallis Test in R and the Motivation Behind Nonparametric Tests, 138
3.19 ANOVA in SPSS: Achievement as a Function of Teacher, 140
3.20 Chapter Summary and Highlights, 142
Review Exercises, 143
Further Discussion and Activities, 145
x CONTENTS

4 Factorial Analysis of Variance: Modeling Interactions 146

4.1 What is Factorial Analysis of Variance?, 146
4.2 Theory of Factorial ANOVA: A Deeper Look, 148
4.2.1 Deriving the Model for Two-Way Factorial ANOVA, 149
4.2.2 Cell Effects, 150
4.2.3 Interaction Effects, 151
4.2.4 Cell Effects Versus Interaction Effects, 152
4.2.5 A Model for the Two-Way Fixed Effects ANOVA, 152
4.3 Comparing One-Way ANOVA to Two-Way ANOVA: Cell Effects in Factorial ANOVA
Versus Sample Effects in One-Way ANOVA, 153
4.4 Partitioning the Sums of Squares for Factorial ANOVA: The Case of Two Factors, 153
4.4.1 SS Total: A Measure of Total Variation, 154
4.4.2 Model Assumptions: Two-Way Factorial Model, 155
4.4.3 Expected Mean Squares for Factorial Design, 156
4.4.4 Recap of Expected Mean Squares, 159
4.5 Interpreting Main Effects in the Presence of Interactions, 159
4.6 Effect Size Measures, 160
4.7 Three-Way, Four-Way, and Higher Models, 161
4.8 Simple Main Effects, 161
4.9 Nested Designs, 162
4.9.1 Varieties of Nesting: Nesting of Levels Versus Subjects, 163
4.10 Achievement as a Function of Teacher and Textbook: Example of Factorial
ANOVA in R, 164
4.10.1 Comparing Models Through AIC, 167
4.10.2 Visualizing Main Effects and Interaction Effects Simultaneously, 169
4.10.3 Simple Main Effects for Achievement Data: Breaking Down
Interaction Effects, 170
4.11 Interaction Contrasts, 171
4.12 Chapter Summary and Highlights, 172
Review Exercises, 173

5 Introduction to Random Effects and Mixed Models 175

5.1 What is Random Effects Analysis of Variance?, 176
5.2 Theory of Random Effects Models, 177
5.3 Estimation in Random Effects Models, 178
5.3.1 Transitioning from Fixed Effects to Random Effects, 178
5.3.2 Expected Mean Squares for MS Between and MS Within, 179
5.4 Defining Null Hypotheses in Random Effects Models, 180
5.4.1 F-Ratio for Testing H0, 181
5.5 Comparing Null Hypotheses in Fixed Versus Random Effects Models:
The Importance of Assumptions, 182
5.6 Estimating Variance Components in Random Effects Models: ANOVA,
ML, REML Estimators, 183
5.6.1 ANOVA Estimators of Variance Components, 183
5.6.2 Maximum Likelihood and Restricted Maximum Likelihood, 184
5.7 Is Achievement a Function of Teacher? One-Way Random Effects Model in R, 185
5.7.1 Proportion of Variance Accounted for by Teacher, 187
5.8 R Analysis Using REML, 188
CONTENTS xi

5.9 Analysis in SPSS: Obtaining Variance Components, 188

5.10 Factorial Random Effects: A Two-Way Model, 190
5.11 Fixed Effects Versus Random Effects: A Way of Conceptualizing Their Differences, 191
5.12 Conceptualizing the Two-Way Random Effects Model: The Make-Up of a
Randomly Chosen Observation, 192
5.13 Sums of Squares and Expected Mean Squares for Random Effects: The
Contaminating Influence of Interaction Effects, 193
5.13.1 Testing Null Hypotheses, 194
5.14 You Get What You Go In With: The Importance of Model Assumptions and
Model Selection, 195
5.15 Mixed Model Analysis of Variance: Incorporating Fixed and Random Effects, 196
5.15.1 Mixed Model in R, 199
5.16 Mixed Models in Matrices, 199
5.17 Multilevel Modeling as a Special Case of the Mixed Model: Incorporating Nesting
and Clustering, 200
5.18 Chapter Summary and Highlights, 201
Review Exercises, 202

6 Randomized Blocks and Repeated Measures 204

6.1 What is a Randomized Block Design?, 205
6.2 Randomized Block Designs: Subjects Nested Within Blocks, 205
6.3 Theory of Randomized Block Designs, 207
6.3.1 Nonadditive Randomized Block Design, 208
6.3.2 Additive Randomized Block Design, 209
6.4 Tukey Test for Nonadditivity, 211
6.5 Assumptions for the Covariance Matrix, 212
6.6 Intraclass Correlation, 213
6.7 Repeated Measures Models: A Special Case of Randomized Block Designs, 215
6.8 Independent Versus Paired-Samples t-Test, 215
6.9 The Subject Factor: Fixed or Random Effect?, 216
6.10 Model for One-Way Repeated Measures Design, 217
6.10.1 Expected Mean Squares for Repeated Measures Models, 217
6.11 Analysis Using R: One-Way Repeated Measures: Learning as a Function of Trial, 218
6.12 Analysis Using SPSS: One-Way Repeated Measures: Learning as a Function of Trial, 222
6.12.1 Which Results Should Be Interpreted?, 224
6.13 SPSS Two-Way Repeated Measures Analysis of Variance Mixed Design:
One Between Factor, One Within Factor, 226
6.13.1 Another Look at the Between-Subjects Factor, 229
6.14 Chapter Summary and Highlights, 230
Review Exercises, 231

7 Linear Regression 232

7.1 Brief History of Regression, 233
7.2 Regression Analysis and Science: Experimental Versus Correlational Distinctions, 235
7.3 A Motivating Example: Can Offspring Height Be Predicted?, 236
7.4 Theory of Regression Analysis: A Deeper Look, 238
7.5 Multilevel Yearnings, 240
7.6 The Least-Squares Line, 240
xii CONTENTS

7.7 Making Predictions Without Regression, 241

7.8 More about εi, 243
7.9 Model Assumptions for Linear Regression, 243
7.9.1 Model Specification, 245
7.9.2 Measurement Error, 245
7.10 Estimation of Model Parameters in Regression, 246
7.10.1 Ordinary Least-Squares (OLS), 247
7.11 Null Hypotheses for Regression, 248
7.12 Significance Tests and Confidence Intervals for Model Parameters, 250
7.13 Other Formulations of the Regression Model, 251
7.14 The Regression Model in Matrices: Allowing for More Complex Multivariable Models, 252
7.15 Ordinary Least-Squares in Matrices, 255
7.16 Analysis of Variance for Regression, 256
7.17 Measures of Model Fit for Regression: How Well Does the Linear Equation Fit?, 259
7.18 Adjusted R2, 260
7.19 What “Explained Variance” Means and More Importantly, What It Does Not Mean, 260
7.20 Values Fit by Regression, 261
7.21 Least-Squares Regression in R: Using Matrix Operations, 262
7.22 Linear Regression Using R, 265
7.23 Regression Diagnostics: A Check on Model Assumptions, 267
7.23.1 Understanding How Outliers Influence a Regression Model, 268
7.23.2 Examining Outliers and Residuals, 269
7.23.3 Detecting Outliers, 272
7.23.4 Normality of Residuals, 274
7.24 Regression in SPSS: Predicting Quantitative from Verbal, 275
7.25 Power Analysis for Linear Regression in R, 279
7.26 Chapter Summary and Highlights, 281
Review Exercises, 283
Further Discussion and Activities, 285

8 Multiple Linear Regression 286

8.1 Theory of Partial Correlation, 287
8.2 Semipartial Correlations, 288
8.3 Multiple Regression, 289
8.4 Some Perspective on Regression Coefficients: “Experimental Coefficients”?, 290
8.5 Multiple Regression Model in Matrices, 291
8.6 Estimation of Parameters, 292
8.7 Conceptualizing Multiple R, 292
8.8 Interpreting Regression Coefficients: Correlated Versus Uncorrelated Predictors, 293
8.9 Anderson’s Iris Data: Predicting Sepal Length From Petal Length and Petal Width, 293
8.10 Fitting Other Functional Forms: A Brief Look at Polynomial Regression, 297
8.11 Measures of Collinearity in Regression: Variance Inflation Factor and Tolerance, 298
8.12 R-squared as a Function of Partial and Semipartial Correlations:
The Stepping Stones to Forward and Stepwise Regression, 300
8.13 Model-Building Strategies: Simultaneous, Hierarchical, Forward, Stepwise, 301
8.13.1 Simultaneous, Hierarchical, Forward, 303
8.13.2 Stepwise Regression, 305
8.13.3 Selection Procedures in R, 306
CONTENTS xiii

8.13.4 Which Regression Procedure Should Be Used? Concluding Comments and

Recommendations Regarding Model-Building, 306
8.14 Power Analysis for Multiple Regression, 307
8.15 Introduction to Statistical Mediation: Concepts and Controversy, 307
8.15.1 Statistical Versus True Mediation: Some Philosophical Pitfalls in the
Interpretation of Mediation Analysis, 309
8.16 Brief Survey of Ridge and Lasso Regression: Penalized Regression Models
and the Concept of Shrinkage, 311
8.17 Chapter Summary and Highlights, 313
Review Exercises, 314
Further Discussion and Activities, 315

9 Interactions in Multiple Linear Regression 316

9.1 The Additive Regression Model With Two Predictors, 317
9.2 Why the Interaction is the Product Term xizi: Drawing an Analogy to Factorial
ANOVA, 318
9.3 A Motivating Example of Interaction in Regression: Crossing a Continuous Predictor
With a Dichotomous Predictor, 319
9.4 Analysis of Covariance, 323
9.4.1 Is ANCOVA “Controlling” for Anything?, 325
9.5 Continuous Moderators, 326
9.6 Summing Up the Idea of Interactions in Regression, 326
9.7 Do Moderators Really “Moderate” Anything?, 326
9.7.1 Some Philosophical Considerations, 326
9.8 Interpreting Model Coefficients in the Context of Moderators, 327
9.9 Mean-Centering Predictors: Improving the Interpretability of Simple Slopes, 328
9.10 Multilevel Regression: Another Special Case of the Mixed Model, 330
9.11 Chapter Summary and Highlights, 331
Review Exercises, 331

10 Logistic Regression and the Generalized Linear Model 333

10.1 Nonlinear Models, 335
10.2 Generalized Linear Models, 336
10.2.1 The Logic of the Generalized Linear Model: How the Link
Function Transforms Nonlinear Response Variables, 337
10.3 Canonical Links, 338
10.3.1 Canonical Link for Gaussian Variable, 339
10.4 Distributions and Generalized Linear Models, 339
10.4.1 Logistic Models, 339
10.4.2 Poisson Models, 340
10.5 Dispersion Parameters and Deviance, 340
10.6 Logistic Regression, 341
10.6.1 A Generalized Linear Model for Binary Responses, 341
10.6.2 Model for Single Predictor, 342
10.7 Exponential and Logarithmic Functions, 343
10.7.1 Logarithms, 345
10.7.2 The Natural Logarithm, 346
10.8 Odds and the Logit, 347
xiv CONTENTS

10.9 Putting It All Together: Logistic Regression, 348

10.9.1 The Logistic Regression Model, 348
10.9.2 Interpreting the Logit: A Survey of Logistic Regression Output, 348
10.10 Logistic Regression in R, 351
10.10.1 Challenger O-ring Data, 351
10.11 Challenger Analysis in SPSS, 354
10.11.1 Predictions of New Cases, 356
10.12 Sample Size, Effect Size, and Power, 358
10.13 Further Directions, 358
10.14 Chapter Summary and Highlights, 359
Review Exercises, 360

11 Multivariate Analysis of Variance 361

11.1 A Motivating Example: Quantitative and Verbal Ability as a Variate, 362
11.2 Constructing the Composite, 363
11.3 Theory of MANOVA, 364
11.4 Is the Linear Combination Meaningful?, 365
11.4.1 Control Over Type I Error Rate, 365
11.4.2 Covariance Among Dependent Variables, 366
11.4.3 Rao’s Paradox, 367
11.5 Multivariate Hypotheses, 368
11.6 Assumptions of MANOVA, 368
11.7 Hotelling’s T2: The Case of Generalizing From Univariate to Multivariate, 369
11.8 The Covariance Matrix S, 373
11.9 From Sums of Squares and Cross-Products to Variances and Covariances, 375
11.10 Hypothesis and Error Matrices of MANOVA, 376
11.11 Multivariate Test Statistics, 376
11.11.1 Pillai’s Trace, 378
11.11.2 Lawley–Hotelling’s Trace, 379
11.12 Equality of Covariance Matrices, 379
11.13 Multivariate Contrasts, 381
11.14 MANOVA in R and SPSS, 382
11.14.1 Univariate Analyses, 386
11.15 MANOVA of Fisher’s Iris Data, 387
11.16 Power Analysis and Sample Size for MANOVA, 388
11.17 Multivariate Analysis of Covariance and Multivariate Models:
A Bird’s Eye View of Linear Models, 389
11.18 Chapter Summary and Highlights, 389
Review Exercises, 391
Further Discussion and Activities, 393

12 Discriminant Analysis 394

12.1 What is Discriminant Analysis? The Big Picture on the Iris Data, 395
12.2 Theory of Discriminant Analysis, 396
12.2.1 Discriminant Analysis for Two Populations, 397
12.2.2 Substituting the Maximizing Vector into Squared Standardized
Difference, 398
12.3 LDA in R and SPSS, 399
12.4 Discriminant Analysis for Several Populations, 405
CONTENTS xv

12.4.1 Theory for Several Populations, 405

12.5 Discriminating Species of Iris: Discriminant Analyses for Three Populations, 408
12.6 A Note on Classification and Error Rates, 410
12.6.1 Statistical Lives, 412
12.7 Discriminant Analysis and Beyond, 412
12.8 Canonical Correlation, 413
12.9 Motivating Example for Canonical Correlation: Hotelling’s 1936 Data, 414
12.10 Canonical Correlation as a General Linear Model, 415
12.11 Theory of Canonical Correlation, 416
12.12 Canonical Correlation of Hotelling’s Data, 418
12.13 Canonical Correlation on the Iris Data: Extracting Canonical Correlation
From Regression, MANOVA, LDA, 419
12.14 Chapter Summary and Highlights, 420
Review Exercises, 421
Further Discussion and Activities, 422

13 Principal Components Analysis 423

13.1 History of Principal Components Analysis, 424
13.2 Hotelling 1933, 426
13.3 Theory of Principal Components Analysis, 428
13.3.1 The Theorem of Principal Components Analysis, 428
13.4 Eigenvalues as Variance, 429
13.5 Principal Components as Linear Combinations, 429
13.6 Extracting the First Component, 430
13.6.1 Sample Variance of a Linear Combination, 430
13.7 Extracting the Second Component, 431
13.8 Extracting Third and Remaining Components, 432
13.9 The Eigenvalue as the Variance of a Linear Combination Relative to its Length, 432
13.10 Demonstrating Principal Components Analysis: Pearson’s 1901 Illustration, 433
13.11 Scree Plots, 436
13.12 Principal Components Versus Least-Squares Regression Lines, 439
13.13 Covariance Versus Correlation Matrices: Principal Components and Scaling, 441
13.14 Principal Components Analysis Using SPSS, 441
13.15 Chapter Summary and Highlights, 445
Review Exercises, 446
Further Discussion and Activities, 448

14 Factor Analysis 449

14.1 History of Factor Analysis, 450
14.2 Factor Analysis at a Glance, 450
14.3 Exploratory Versus Confirmatory Factor Analysis, 451
14.4 Theory of Factor Analysis: The Exploratory Factor-Analytic Model, 451
14.5 The Common Factor-Analytic Model, 452
14.6 Assumptions of the Factor-Analytic Model, 454
14.7 Why Model Assumptions are Important, 455
14.8 The Factor Model as an Implication for the Covariance Matrix Σ, 456
14.9 Again, Why is Σ = ΛΛ + ψ So Important a Result?, 457
xvi CONTENTS

14.10 The Major Critique Against Factor Analysis: Indeterminacy and the
Nonuniqueness of Solutions, 457
14.11 Has Your Factor Analysis Been Successful?, 459
14.12 Estimation of Parameters in Exploratory Factor Analysis, 460
14.13 Principal Factor, 460
14.14 Maximum Likelihood, 461
14.15 The Concepts (and Criticisms) of Factor Rotation, 462
14.16 Varimax and Quartimax Rotation, 464
14.17 Should Factors Be Rotated? Is That Not Cheating?, 465
14.18 Sample Size for Factor Analysis, 466
14.19 Principal Components Analysis Versus Factor Analysis: Two Key Differences, 466
14.19.1 Hypothesized Model and Underlying Theoretical Assumptions, 466
14.19.2 Solutions are Not Invariant in Factor Analysis, 467
14.20 Principal Factor in SPSS: Principal Axis Factoring, 468
14.21 Bartlett Test of Sphericity and Kaiser-Meyer-Olkin Measure of
Sampling Adequacy (MSA), 474
14.22 Factor Analysis in R: Holzinger and Swineford (1939), 476
14.23 Cluster Analysis, 477
14.24 What is Cluster Analysis? The Big Picture, 478
14.25 Measuring Proximity, 480
14.26 Hierarchical Clustering Approaches, 483
14.27 Nonhierarchical Clustering Approaches, 485
14.28 K-Means Cluster Analysis in R, 486
14.29 Guidelines and Warnings About Cluster Analysis, 489
14.30 A Brief Look at Multidimensional Scaling, 489
14.31 Chapter Summary and Highlights, 492
Review Exercises, 493
Further Discussion and Activities, 496

15 Path Analysis and Structural Equation Modeling 497

15.1 Path Analysis: A Motivating Example—Predicting IQ Across Generations, 498
15.2 Path Analysis and “Causal Modeling”, 500
15.3 Early Post-Wright Path Analysis: Predicting Child’s IQ (Burks, 1928), 502
15.4 Decomposing Path Coefficients, 503
15.5 Path Coefficients and Wright’s Contribution, 504
15.6 Path Analysis in R—A Quick Overview: Modeling Galton’s Data, 505
15.6.1 Path Model in AMOS, 508
15.7 Confirmatory Factor Analysis: The Measurement Model, 510
15.7.1 Confirmatory Factor Analysis as a Means of Evaluating Construct
Validity and Assessing Psychometric Qualities, 512
15.8 Structural Equation Models, 514
15.9 Direct, Indirect, and Total Effects, 515
15.10 Theory of Statistical Modeling: A Deeper Look Into Covariance Structures
and General Modeling, 516
15.11 The Discrepancy Function and Chi-Square, 518
15.12 Identification, 519
15.13 Disturbance Variables, 520
15.14 Measures and Indicators of Model Fit, 521
CONTENTS xvii

15.15 Overall Measures of Model Fit, 522

15.15.1 Root Mean Square Residual and Standardized Root Mean Square
Residual, 522
15.15.2 Root Mean Square Error of Approximation, 523
15.16 Model Comparison Measures: Incremental Fit Indices, 523
15.17 Which Indicator of Model Fit is Best?, 525
15.18 Structural Equation Model in R, 526
15.19 How All Variables Are Latent: A Suggestion for Resolving the Manifest-Latent
Distinction, 528
15.20 The Structural Equation Model as a General Model: Some Concluding
Thoughts on Statistics and Science, 529
15.21 Chapter Summary and Highlights, 530
Review Exercises, 531
Further Discussion and Activities, 533

References 534

Index 548
PREFACE

Technology is not progress. Empathy is. The dogs are watching us.

Now in its second edition, this book provides a general introduction and overview of univariate
through to multivariate statistical modeling techniques typically used in the social, behavioral, and
related sciences. Students reading this book will come from a variety of fields, including psychology,
sociology, education, political science, biology, medicine, economics, business, forestry, nursing,
chemistry, law, among others. The book should be of interest to anyone who desires a relatively com-
pact and succinct survey and overview of statistical techniques useful for analyzing data in these
fields, while also wanting to understand and appreciate some of the theory behind these tools. Spanning
several statistical methods, the focus of the book is naturally one of breadth than of depth into any one
particular technique, focusing on the unifying principles as well as what substantively (scientifically)
can or cannot be concluded from a method when applied to real data. These are topics usually encoun-
tered by upper division undergraduate or beginning graduate students in the aforementioned fields.
The first edition has also been used widely as a reference resource for both students and researchers
working on dissertations, manuscripts, and other publications. It is hoped to provide the student with a
“big picture” overview of how applied statistical modeling works, while at the same time providing him
or her the opportunity in many places to implement, to some extent at least, many of these models using
SPSS and/or R software. References and recommendations for further reading are provided throughout
the text for readers who wish to pursue these topics further. Each topic and software demonstration can
literally be “unpacked” into a deeper discussion, and so long as the reader is aware of this, they will appre-
ciate this book for what it is—a bird’s eye view of applied statistics, and not the “one and only” source
they should refer to when conducting analyses. The book does not pretend to be a complete compendium
of each statistical method it discusses, but rather is a survey of each method in hopes of conveying how
these methods generally “work,” what technical elements unites virtually all of them, and the benefits and
limitations of how they may be used in addressing scientific questions.
This second edition has been revised to make the book clearer and more accessible compared to
the first edition. The book also contains a gentle introduction (“foot in the door”) to a variety of
new topics that did not appear in the first edition. All chapters have been edited to varying degrees

xviii
PREFACE xix

to improve clarity of prose and in places provide more information or clarification of the concept under
discussion. The following is a summary of updates and revisions in the second edition:

• Significant revision and corrections of errata appearing in the first edition. The second edition is
a stronger and better book because it has been thoroughly re-read and edited in places where
rewording was required. In this sense, the second edition has undergone very much “vetting”
since the first edition. At the same time, some sections have been entirely deleted from the first
edition due to their explanations being too brief to make them worthwhile. These are sections that
did not seem to “work” in the first edition, so they were omitted in the second. This hopefully will
help improve the “flow” of the book without the reader stumbling across sections that are insuf-
ficiently explained.
• Bolded text is used quite liberally to indicate emphasis and signal areas that are key for a good
understanding of applied statistics. “Accentuate” bold text when reading the book. They are the
key words and themes around which the book was built.
• The images in many chapters have been reproduced to make them clearer and more detailed than
in the first edition. This is thanks to Wiley’s team who has reconstructed many of the figures and
diagrams.
• Chapter 2 now includes a brief survey of psychometric validity and reliability, along with a
simple demonstration of computing Cronbach’s alpha in SPSS.
• Chapter 3 features a bit more detail and better introduction on the nature of nonparametric sta-
tistics in the context of the analysis of variance.
• Chapters 7 and 8 on regression have been revised and edited in places to include expanded or new
discussion, including a demonstration of power analysis using G∗Power in addition to R. Chapter
8 now includes a more thorough and deeper discussion of model selection, and also features a new
section that briefly introduces ridge and lasso regression, both penalized regression methods.
• Chapter 9 on interactions in regression now contains a brief software demonstration of the anal-
ysis of covariance (ANCOVA), conceptualized as a special case of the wider regression model.
Some of the theory of the first edition has been removed as it did not seem to serve its intended
goal. For readers who would like to delve into the subject of interactions in regression more
deeply, additional sources and recommendations are provided.
• Chapter 11 now includes R and SPSS code for obtaining Hotelling’s T2. While readers can sim-
ply use a MANOVA program to evaluate mean vector differences on two groups, the inclusion of
the relevant software code for Hotelling’s T2 is useful to make the MANOVA chapter a bit more
complete.
• Chapter 14 on exploratory factor analysis now concludes with a brief introduction and overview
of the technique of multidimensional scaling should readers wish to pursue this topic further. By
relating the technique somewhat to previously learned techniques, the reader is encouraged to see
the learning of new techniques as extending their current knowledge base. This is due to the book
emphasizing foundations and fundamental principles of applied statistics, rather than a series of
topics seemingly unrelated.
• Chapter 15 has been expanded slightly to include a basic demonstration of data analysis using
AMOS software. Many users who perform SEM models use AMOS instead of R, and so it
seemed appropriate to include a small sample of AMOS output in the context of building a simple
path model. Additional references for learning and using AMOS are also provided for those who
wish to venture further into structural equation models.
• The inclusion in select places brief discussions of, and references to, “Big Data,” as well as data
science and machine learning, and why understanding fundamentals and classical statistics is
even more important today than ever before in light of these advancements. These fields are
xx PREFACE

heavily computational, but for the most part, have technical origins in fundamental statistics and
mathematics. We try our best to key the reader to where these topics “fit” in the wider data analytic
landscape, so if they choose to embark on these topics in future study, or further their study of
computer science, for example, they have a sense of how many of these techniques build on foun-
dational elements.
• Select chapter exercises have been edited as to clarify what they are asking, while a few others
have been deleted since they did not seem to work well in the first edition of the book. The major-
ity of the exercises remain conceptually-based as to encourage a deep and far-reaching under-
standing of the material. Select data-analytic exercises have been either edited or substituted for
better ones.
• Additional references and citations have been added to supplement the book which already fea-
tures many classic references to pioneers in applied statistics.
• An on-line Appendix featuring a review of essential mathematics is available at
www.datapsyc.com.

ACKNOWLEDGMENTS

I am indebted to all at Wiley who helped in the production of the book, both directly and indirectly.
A sincere thank you to Mindy Okura-Marszycki, Editor at Wiley, who supported the writing of this
second edition (the first edition was edited by Steve Quigley and Jon Gurstelle). Thank you as well to
all other associates, both professional and unprofessional, who in one way or another influenced my
own learning as it concerns statistics and research. Comments, criticism, corrections, and questions
about the book are most welcome. Please e-mail your feedback to [email protected] or
[email protected]. Data sets and errata are available at www.datapsyc.com.

DANIEL J. DENIS
ABOUT THE COMPANION WEBSITE

This book is accompanied by a companion website:

www.wiley.com/go/denis/appliedstatistics2e

The website contains appendix and preface of the first edition.

xxi
1
PRELIMINARY CONSIDERATIONS

Still, social science is possible, and needs a strong empirical component. Even statistical technique may
prove useful – from time to time.
(Freedman, 1987, As Others See Us: A Case in Path Analysis, p. 125)

Before we delve into the complexities and details that is the field of applied statistics, we first lightly
survey some germane philosophical issues that lay at the heart of where statistics fit in the bigger pic-
ture of science. Though this book is primarily about applied statistical modeling, the end-goal is to use
statistical modeling in the context of scientific exploration and discovery. To have an appreciation for
how statistics are used in science, one must first have a sense of some essential foundations so that one
can situate where statistics finds itself within the larger frame of scientific investigation.

1.1 THE PHILOSOPHICAL BASES OF KNOWLEDGE:

RATIONALISTIC VERSUS EMPIRICIST PURSUITS

All knowledge can be said to be based on fundamental philosophical assumptions, and hence empirical
knowledge derived from the sciences is no different. There have, historically, been two means by
which knowledge is thought to be attained. The rationalist derives knowledge primarily from mental,
cognitive pursuits. In this sense, “real objects” are those originating from the mind via reasoning and
the like, rather than obtained empirically. The empiricist, on the other hand, derives knowledge from
experience, that is, one might crudely say, “objective” reality. To the empiricist, knowledge is in the
form of tangible objects in the “real world.”
Ideally, science should possess a healthy blend of both perspectives. On the one hand, science
should, of course, be grounded in objective objects. The objects one studies should be independent
Applied Univariate, Bivariate, and Multivariate Statistics: Understanding Statistics for Social and Natural Scientists,
With Applications in SPSS and R, Second Edition. Daniel J. Denis.
© 2021 John Wiley & Sons, Inc. Published 2021 by John Wiley & Sons, Inc.
Companion Website: www.wiley.com/go/denis/appliedstatistics2e

1
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 CHAPTER XII
GROWING DESIRE FOR A DECISION IN VARIOUS DIRECTIONS

Wednesday, November 16th.—The Chief is still unwell. One of the

causes is supposed to be his mortification at the course of the
negotiations with the South German States (which once more seem
as if they would come to a standstill) and at the conduct of the
military authorities, who have on various occasions neglected to
consult him, although the matters dealt with were not merely military
questions.
Count Waldersee dines with us. The Chief complains once more
that the military authorities are proceeding too slowly for him, and do
not inform him of all matters of importance. He had only succeeded,
“after repeated requests,” in getting them to send him at least those
particulars which they telegraph to the German newspapers. It was
different in 1866. He was then present at all councils, and his view
was frequently accepted. For instance, it was due to him that a direct
attack upon Vienna was given up, and that the army marched on to
the Hungarian frontier. “And that is only as it should be. It is
necessary for my business. I must be informed of the course of
military operations, in order that I may know the proper time at which
to conclude peace.”
Thursday, November 17th.—Alten and Prince Radziwill are the
Chief’s guests at dinner. A rumour is mentioned to the effect that
Garibaldi and 13,000 of his volunteers have been made prisoners.
The Minister observed: “That is really disheartening—to make
prisoners of 13,000 franctireurs who are not even Frenchmen! Why
have they not been shot?”
 He then complained that the military authorities so seldom
consulted him. “This capitulation of Verdun, for instance—I should
certainly not have advised that. To undertake to return their arms
after peace had been concluded, and still more to let French officials
continue the administration as they please. The first condition might
pass, as the conditions of peace might provide that the weapons
should not be returned. But that librement! It ties our hands in the
interval, even should they place all kinds of obstacles in our way and
act as if there were absolutely no war. They can openly stir up a
rising in favour of the Republic, and under this agreement we can do
nothing to prevent them.” After dwelling upon this topic for some
time, the Minister concluded by saying: “At all events, such a
capitulation is unprecedented in history.”
Some one referred to the article written by a diplomat in the
Indépendance Belge prophesying the restoration of Napoleon. “No
doubt,” observed the Chancellor, “Napoleon fancies something of the
kind will happen. Moreover, it is not entirely impossible. If he made
peace with us he might return with the troops he has now in
Germany. Something in the style of Klapka’s Hungarian Legion on a
grand scale, to work in co-operation with us. And then his
Government is still the legal one. Order being once restored, he
would at the outside require an army of 200,000 men for its
maintenance. With the exception of Paris, it would not be necessary
to garrison the large towns with troops. Perhaps Lyons and
Marseilles. The National Guards would be sufficient for the
protection of the others. If the republicans were to rise in rebellion
they could be bombarded and shelled out.”
A telegram reporting Granville’s statement with regard to the
Russian declaration concerning the Peace of Paris was sent by the
King to the Chief, who read it over to us. It was to the effect that
Russia, in taking upon herself to denounce a portion of the Treaty of
1856, assumed the right to set aside the whole on her own initiative,
a right which was only possessed by the signatory Powers
collectively. England could not tolerate such an arbitrary course,
which threatened the validity of all treaties. Future complications
were to be apprehended. The Minister smiled, and said: “Future
complications! Parliamentary speech-makers! They are not going to
venture. The whole tone is also in the future. That is the way in
which one speaks when he does not mean to do anything. No, there
is nothing to be feared from them now, as there was nothing to be
hoped from them four months ago. If at the beginning of the war the
English had said to Napoleon, ‘There must be no war,’ there would
have been none.”
After a while the Minister continued: “Gortschakoff is not carrying
on in this matter a real Russian policy (that is, one in the true
interests of Russia), but rather a policy of violent aggression. People
still believe that Russian diplomats are particularly crafty and clever,
full of artifices and stratagems, but that is not the case. If the people
at St. Petersburg were clever they would not make any declaration of
the kind, but would quietly build men-of-war in the Black Sea and
wait until they were questioned on the subject. Then they might reply
that they knew nothing about it, but would make inquiries, and so let
the matter drag on. That might continue for a long time, and finally
people would get accustomed to it.”
Another telegram announced the election of the Duke of Aosta as
King of Spain. The Chief said: “I pity him—and them. He is,
moreover, elected by a small majority—not by the two-thirds
originally intended. There were 190 votes for him and 115 against.”
Alten was pleased that the monarchical sentiments of the Spaniards
had ultimately prevailed. “Ah, those Spaniards!” exclaimed the Chief.
“They have no sense of what is honourable or becoming! They
showed that on the outbreak of this war. If only one of those
Castilians who pretend to have a monopoly of the sense of honour
had but expressed his indignation at the cause of the present war,
which was after all Napoleon’s intervention in their previous election
of a king, interfering with their free choice and treating them as
vassals!... As a matter of fact, these Spaniards are all mere Angelo
de Mirandas,—he was formerly a card sharper, and then confidant of
Prim’s and probably also of the King’s.” After the Chief had made
some further remarks, some one said that it was now all over with
the candidature of the Prince of Hohenzollern. “Yes,” replied the
Chief, “but only because he wishes it to be so. A couple of weeks
ago I told him that it was still time. But he no longer wanted to go
on.”
Saturday, November 19th.—We were joined at dinner by General
von Werder, the Prussian Military Plenipotentiary at St. Petersburg.
The Chief, who looked very pleased, said, shortly after entering the
dining-room: “Well, we shall probably be able to come to an
understanding with Bavaria.” “Yes,” exclaimed Bohlen, “something of
that kind has already been telegraphed to one of the Berlin papers.”
“I am sorry for that,” replied the Minister; “it is premature. But of
course, wherever there is a mob of princes who have nothing to do
and who feel bored, nothing can be kept secret!”
The conversation then turned on Vienna and Count Beust. The
Chief said Beust had apologised for the recent discourteous note. It
was written by Biegeleben, and not by himself. The reference to
Biegeleben led to the discussion of the Gagern family and to the
once celebrated Heinrich von Gagern (President of the Reichstag in
the Paulskirche at Frankfurt). “I remember,” the Chief said, “in 1850
or 1851, Manteuffel was instructed to bring about an understanding
between the Gagern and the Conservative sections of the Prussian
party—at least, as far as the King was disposed to go in the cause of
German unity. Manteuffel selected Gagern and myself for this
purpose, and so we were both invited one day to a souper à trois at
his place. At first there was little or no mention of politics, but
Manteuffel afterwards made some excuse for leaving us alone.
When he left I immediately began to talk politics, explaining my
standpoint to Gagern in a plain, business-like way. You should have
heard Gagern! He assumed his Jove-like aspect, lifted his eyebrows,
ran his fingers through his hair, rolled his eyes and cast them up to
heaven so perpendicularly that you could hear the joints in his neck
crack, and poured out his grand phrases to me as if I were a public
meeting. Of course, that did not help him much with me. I replied
coolly, and we remained divided as before. When Jupiter had retired,
Manteuffel asked, ‘Well, what arrangement have you come to
together?’ ‘Oh,’ I replied, ‘no arrangement at all. The man is a fool.
He takes me for a public meeting! A mere watering-can of fine
phrases! Nothing can be done with him.’”
The subject of the bombardment having been introduced, the
Chief said: “I told the King again yesterday that it was time to begin,
and he had no objection to make. He replied that he had given
orders to begin, but that the generals said they could not. I know
exactly how it is. It is Stosch, Treskow, and Podbielski.”
Some one asked: “And Hindersin?”
“He is also against it,” said the Chief. “Podbielski” (so I
understood him to say) “could be brought round. But the other two
are influenced by considerations affecting their own future.”
It appeared from some further remarks of the Minister that, in his
opinion, first Queen Victoria, and then, at her instance the Crown
Princess, and, finally, the Crown Prince, persuaded by his consort,
will not have Paris bombarded; while the generals “cannot” bombard
the city out of consideration for the views of the Crown Prince, who
will, of course, be the future King, and will have the appointment of
Ministers of War, commandants of army corps, and field marshals.
The late General von Möllendorff having been mentioned, the
Minister related the following anecdote: “I remember after the March
rising, when the King and the troops were at Potsdam, I went there
too. A council was being held as to what was to be done. Möllendorff
was present, and sat not far from me. He seemed to be in pain, and
could scarcely sit down for the beating he had received. All kinds of
suggestions were made, but no one knew exactly what was to be
done. I sat near the piano and said nothing, but played a few bars”
(he hummed the opening of the infantry march for the charge). “Old
Möllendorff suddenly stood up, his face beaming with pleasure, and,
hobbling over, threw his arms round my neck, and said: ‘That’s right.
I know what you mean. March on Berlin!’ There was nothing to be
done with the King, however, and the others had not the pluck.”
After a while the Chancellor asked Werder: “How much does
each visit to the Tsar cost you?” I do not know what Werder’s answer
was, but the Chief went on: “It was always a rather costly business
for me—particularly in Zarskoje. There I had always to pay from 15
to 20 and sometimes 25 roubles, according as I drove out to see the
Emperor with or without an invitation. It was always more expensive
in the former case. I had to fee the coachman and footman who
brought me, the majordomo who received me—he wore a sword
when I came on invitation, and then the running footman who
conducted me through the whole length of the castle—it must be
about a thousand yards—to the Emperor’s apartments. Well, he
really earned his five roubles. And one never got the same
coachman twice. I could never recover these expenses. We
Prussians were altogether badly paid. Twenty-five thousand thalers
salary and 8,000 thalers for rent. For that sum I certainly had a
house as large and fine as any palace in Berlin. But all the furniture
was old, shabby, and faded, and when I had paid for repairs and
other odds and ends it cost me 9,000 a year. I found, however, that I
was not obliged to spend more than my salary, and so I helped
myself out of the difficulty by not entertaining. The French Minister
had 300,000 francs, and was in addition allowed to charge his
Government with the expense of any receptions which he chose to
look upon as official.”
“But you had at least free firing,” said Werder, “and at St.
Petersburg that amounts to something considerable in the course of
the year.”
“Excuse me, but I had not,” replied the Chief, “I was obliged to
pay for that too. Food would not have been so dear if the officials
had not made it so. I remember once seeing some very good timber
in a Finnish boat. I asked the peasants what the price was and they
mentioned a very moderate figure. But when I wanted to buy it they
asked if it was for the Treasury (he used the Russian term). I was
imprudent enough to reply that it was not for the Imperial Treasury
(he again used the Russian words) but for the Royal Prussian
Legation. When I came back to have the wood removed they had
disappeared. Had I given them the address of a tradesman, with
whom I could afterwards have made an arrangement, I might have
got the wood at a third of the price I usually paid. They evidently
regarded the Prussian Minister as one of the Tsar’s officials and
thought to themselves: ‘No, when it comes to payment he will say
that we have stolen the wood, and have us locked up until we give it
to him for nothing.’” The Chief then gave some instances of the way
in which the Tschinowniks harassed and exploited the peasantry,
and afterwards returned to the subject of the poor pay of Prussian
Ministers as compared with those of other countries. “It is just the
same in Berlin,” he said. “The Prussian Minister has 10,000 thalers,
but the English Ambassador has 63,000, and the Russian 44,000,
while the latter’s Government bears the cost of all entertainments,
and if the Tsar stays with him he usually receives a full year’s salary
as compensation. Of course, in such circumstances, we cannot keep
pace with them.”
Tuesday, November 22nd.—Prince Pless, Major von Alten, and a
Count Stolberg dine with us. Mention is made of a great discovery of
first-rate wine in a cellar near Bougival, which has been confiscated
in accordance with the laws of war. Bohlen complains that none of it
has reached us. Altogether the Foreign Office is as badly provided
as possible. Care is always taken to set apart the most
uncomfortable lodgings for the Chief, and they have been invariably
lucky in finding such. “Yes,” said the Chancellor, laughing, “it is pure
churlishness on their part to treat me like that. And so ungrateful, as I
have always looked after their interests in the Diet. But they shall see
me thoroughly transformed. I started for the war devoted to the
military, but I shall go home a convinced Parliamentarian. No more
military budgets.”
Prince Pless praises the Würtemberg troops. They make an
excellent impression and come next to our own in the matter of
military bearing. The Chancellor agrees but thinks the Bavarians also
deserve commendation. He appears to be particularly pleased at the
summary way in which they shoot down the “franc-voleurs.” “Our
North German soldiers follow orders too literally. When one of those
footpads fires at a Holstein dragoon he gets off his horse, runs after
the fellow with his heavy sword and catches him. He then brings him
to his lieutenant, who either lets him go or hands him over to his
superior officer—which comes to the same thing, as he is then set
free. The Bavarian acts differently. He knows that war is war, and
keeps up the good old customs. He does not wait until he is shot at
from behind, but shoots first himself.”
In the evening I prepared Bernstorff’s despatch respecting the
capture of a German ship in English waters by the French frigate
Desaix for our press; also the letter to Lundy on the export of arms
from England to France; and finally arranged that our papers should
no longer defend Bazaine against the charge of treason, “as it does
him harm.”
Wednesday, November 23rd.—This morning I asked Bucher how
the Bavarian Treaties were getting on and whether they would not be
finally settled this evening. “Yes,” was the reply, “if nothing happens
in the meantime—and it need not be anything very important. Could
you imagine what it was that recently nearly wrecked the
negotiations? The question of collars or epaulettes! The King of
Bavaria wanted to retain the Bavarian collar, while his Majesty
wished to have it replaced by ours. The Chief, however, finally
brought him round by saying: ‘But, your Majesty, if the Treaty is not
concluded now, and in ten years’ time perhaps the Bavarians are
arrayed against us in battle, what will history say when it becomes
known that the negotiations miscarried owing to these collars?’
Moreover, the King is not the worst—but rather the Minister of War.”
As I was then called away I could not for the moment unriddle this
mystery. I afterwards learned that the question was whether the
Bavarian officers should in future wear the badge of their rank on
their collars as hitherto, or on their shoulder straps like the North
German troops. Bucher having alluded to the strong Republican
sympathies which Alten had yesterday displayed, Pless also
observed: “Really if we had known what sort of people these Princes
were at the time we were discussing the Criminal Code in the Diet
we should not have helped to make the provisions respecting lèse-
majesté so severe.” The Chief remarked, with a laugh: “Every one of
us has already deserved ten years’ penal servitude if all our jibbing
at princes during the campaign were proved against us.”
We were joined at dinner by Count Frankenberg and Prince
Putbus. Both wore the Iron Cross. The guests mentioned that people
were very anxious in Berlin for the bombardment to begin and
grumbled a great deal at its postponement. The rumour as to the
influence of certain great ladies being one of the causes of the delay
appears to be very widespread. “I have often told the King so,” said
the Chief, “but it cannot be done; they will not have it.” “The Queen?”
suggested some one. “Several queens,” corrected the Chancellor,
“and princesses. I believe also that Masonic influences and scruples
have helped.” He then again declared that he regarded the
investment of Paris as a blunder. “I have never been in favour of it. If
they had left it alone we should have made more progress, or at
least we should have had a better position before Europe. We have
certainly not added to our prestige by spending eight weeks outside
Paris. We ought to have left Paris alone and sought the French in
the open country. But otherwise the bombardment ought to have
begun at once. If a thing has to be done, do it!”
The conversation then turned upon the treatment of the French
rural population, and Putbus related that a Bavarian officer had
ordered a whole village to be burned to the ground and the wine in
the cellars to be poured out into the gutter because the inhabitants of
the place had acted treacherously. Some one else observed that the
soldiers at some other place had given a fearful dressing to a curé
who had been caught in an act of treachery. The Minister again
praised the energy of the Bavarians, but said with regard to the
second case: “One ought either to treat people as considerately as
possible or to put it out of their power to do mischief—one or the
other.” After reflecting for a moment, he added: “Be civil to the very
last step of the gallows, but hang all the same. One should only be
rude to a friend when one feels sure that he will not take it amiss.
How rude one is to his wife, for instance! That reminds me, by the
way, Herr von Keudell, will you please telegraph to Reinfeld, ‘If a
letter comes from Count Bismarck hold it back, and forward it to the
Poste Restante or to Berlin’? I have written various things to my wife
which are not overflowing with loyal reverence. My father-in-law is an
old gentleman of eighty-one, and as the Countess has now left
Reinfeld, where she was on a visit to him, he would open and read
the letter and show it to the pastor, who would tell his gossips about
it, and presently it would get into the newspapers.”
Bleibtreu’s sketch representing General Reille as he came up the
hill at Sedan to deliver Napoleon’s letter to the King was then
mentioned, and some one remarked that from the way in which the
general was taking off his cap, he looked as if he were going to
shout Hurrah! The Chief said: “His demeanour was thoroughly
dignified and correct. I spoke to him alone while the King was writing
his reply. He urged that hard conditions should not be imposed upon
a great army which had fought so bravely. I shrugged my shoulders.
He then said rather than submit they would blow up the fortress. I
said, ‘Well, do so—faites sauter!’ I asked him then if the Emperor
could still depend upon the army and the officers. He said yes. And
whether his instructions and orders still held good in Metz? Reille
answered this question also in the affirmative, and, as we saw, he
was right at the time.... If Napoleon had only made peace then I
believe he would still be a respected ruler. But he is a silly fool! I said
so sixteen years ago when no one would believe me. Stupid and
sentimental. The King also thought for the moment that it would be
peace, and wanted me to say what conditions we should propose.
But I said to him ‘Your Majesty, we can hardly have got as far as that
yet.’ Their Highnesses and Serene Highnesses then pressed so
close to us that I had twice to beg the King to move further off. I
should have preferred to tell them plainly, ‘Gentlemen, leave us
alone; you have nothing to do here.’ The one thing which prevented
me from being rude to them was that the brother of our Most
Gracious was the ringleader and chief offender of the whole prying
mob.”
About 10 o’clock I went down to tea, and found Bismarck-Bohlen
and Hatzfeldt still there. The Chief was in the salon with the three
Bavarian Plenipotentiaries. In about a quarter of an hour he opened
one side of the door, bent his head forward with his friendliest look,
and came in with a glass in his hand and took a seat at the table.
“Well,” he said, his voice and looks betraying his emotion, “the
Bavarian Treaty is made and signed. German unity is secure, and
the German Emperor too.” We were all silent for a moment. I then
begged to be allowed to bring away the pen with which he had
signed it. “In God’s name, bring all three,” he said; “but the gold one
is not amongst them.” I went and took the three pens that lay near
the document. Two of them were still wet. Two empty champagne
bottles stood close by. “Bring us another bottle,” said the Chief to the
servant. “It is an event.” Then, after reflecting for a while, he
observed: “The newspapers will not be satisfied, and he who writes
history in the usual way may criticise our agreement. He may
possibly say, ‘The stupid fellow should have asked for more; he
would have got it, as they would have been compelled to yield.’ And
he may be right so far as the ‘compelled’ is concerned. But what I
attached more importance to was that they should be thoroughly
pleased with the thing. What are treaties when people are compelled
to enter into them! And I know that they went away pleased.... I did
not want to squeeze them or to make capital out of the situation. The
Treaty has its deficiencies, but it is for that reason all the more
durable. The future can supply those deficiencies.... The King also
was not satisfied. He was of opinion that such a Treaty was not
worth much. My opinion is quite different. I consider it one of the
most important results which we have attained during recent years. I
finally succeeded in carrying it through by exciting apprehensions of
English intervention unless the matter were speedily settled.... As to
the question of the Emperor, I made that proposal palatable to them
in the course of the negotiations by representing that it must be
easier and more satisfactory for their sovereign to concede certain
rights to the German Emperor than to the neighbouring King of
Prussia.”
On the Minister then speaking somewhat slightingly of the King of
Bavaria, he was like a boy, did not know his own mind, lived in
“dreams,” and so on—Abeken (who had entered in the meantime,
and was naturally aggrieved at these remarks) said: “But surely the
young King is a very nice man!” “So are all of us here,” said the
Chief, as he looked round at the whole company one after another.
Loud laughter from the Centre and the Left. Over a second bottle of
champagne which he drank with us, the Chief came (I forget how the
subject was introduced) to speak of his own death. He asserted that
he should die in his 71st year, a conclusion which he arrived at from
some combination of figures which I could not understand. I said:
“Excellency must not do that. It would be too early. One must drive
away the Angel of Death!”
“No,” he replied. “In 1886—still fifteen years. I know it. It is a
mystic number.”
Thursday, November 24th.—Busily engaged all the morning with
various articles on the Treaty with Bavaria, written in the sense of the
Chief’s utterances of last night. Wollmann told me that a Colonel
Krohn had arrested a lawyer at a place in the Ardennes for having
treacherously entered into communication with a band of
franctireurs, and the court-martial having sentenced the man to
death, he had presented a petition for pardon. The Chief had,
however, written to the Minister of War to-day that he would advise
the King to let justice take its course.
Colonel Tilly, of the General Staff, and Major Hill are the Chief’s
guests at dinner to-day. The Minister again complained that the
military authorities do not communicate sufficient information to him
and too seldom consult him. “It was just the same with the
appointment of Vogel von Falkenstein, who has now locked up
Jacoby. If I have to speak on that subject in the Reichstag, I shall
wash my hands of the matter. They could not possibly have done
more to spoil the broth for me.” “I came to the war,” he repeated,
“disposed to do everything for the military authorities, but in future I
shall go over to the advocates of Parliamentary government, and if
they worry me much more, I shall have a chair placed for myself on
the extreme Left.”
 The Treaty with Bavaria was then mentioned, and it was said that
the difficulties which had been encountered arose partly on the
National side, on which the Minister observed, “It is really remarkable
how many clever people there are who, nevertheless, understand
nothing about politics. For instance, the man who always sat on my
right here (Delbrück). A very clever man, but no politician.”
Suddenly changing the subject, he said: “The English are beside
themselves, and their newspapers demand war on account of a note
which is nothing more than a statement of opinion on a point of law
—for that is all that Gortschakoff’s Note amounts to.”
Later on the Minister returned once more to the postponement of
the bombardment, which he regarded as dangerous from a political
standpoint. “Here we have now collected this enormous mass of
siege artillery. The whole world is waiting for us to begin, and yet the
guns remain idle up to the present. That has certainly damaged us
with the neutral Powers. The effect of our success at Sedan is very
seriously diminished thereby, and when one thinks on what
grounds.” One of the causes of the delay brought him to speak of the
Crown Princess, of whom he said: “She is in general a very clever
person, and really agreeable in her way, but she should not interfere
in politics.” He then again related the anecdote about the glass of
water which he told me near Crehanges, only this time it was in
French that the Princess spoke.
Friday, November 25th.—In the morning I cut out for the King an
article from the Neue Freie Presse, in which Granville’s note is
described as timid and colourless; and arrange for the republication
by all our papers in France of the telegram of July last, in which
Napoleon stated that the whole French people approved of the
declaration of war which he had just despatched.
Whilst I was walking with Wollmann in the afternoon, he told me
an anecdote of the Chief which is very neat—although I must add
that my informant is not quite trustworthy. Wollmann said: “On the
night of the 14th to the 15th of June, 1866, Manteuffel telegraphed
that he had crossed the Elbe, and asked how he was to treat the
Hanoverians. Thereupon the Minister wrote the answer: ‘Treat them
as countrymen, if necessary to death.’ He asked me: ‘Do you
understand that?’ ‘Yes, Excellency,’ I replied. ‘All right then,’ he
added, ‘but, you see, it is for a general.’”
Saturday, November 26th.—Wrote several articles, including one
on Trochu’s extraordinary production in the Figaro of the 22nd
instant, praising those whom he considered specially deserving of
commendation in the defence of the city. The Chief read over to me
some of the passages he had marked, saying: “These heroic deeds
of the defenders of Paris are mostly of such an ordinary kind that
Prussian generals would not think them worth mentioning; while
others are mere swagger and obvious impossibilities. Trochu’s
braves have made more prisoners when they are all reckoned up
than the whole French army during the entire investment of Paris.
Then here is this Captain Montbrisson, who is commended for
having marched at the head of his column to the attack, and had
himself lifted over a wall in order to reconnoitre,—that was merely his
duty. Then here this theatrical vanity, where Private Gletty made
prisoners of three Prussians, par la fermeté de son attitude. The
firmness of his attitude! And our Pomeranians ate humble pie before
him! That may do for a Boulevard theatre, or a circus,—but in reality!
Then this Hoff, who on several occasions slaughtered in single
combat no less than twenty-seven Prussians! He must be a Jew, this
triple nine-pounder! Probably a cousin of Malz-Hoff of the Old or
New Wilhelmstrasse—at any rate a Miles Gloriosus. And finally this
Terreaux, who captured a fanion, together with the porte-fanion. That
is a company flag for marking the line—which we do not use at all.
And the Commander-in-Chief of an army officially reports such stuff!
Really this list of commendations is just like the battle pictures in the
gallery of toutes les gloires de la France, where each drummer at
Sebastopol and Magenta is preserved for posterity, simply because
he beat his drum.”
At dinner the Chief complained: “I was yesterday visited by a
whole series of misfortunes, one on top of the other. First of all some
one wanted to see me on important business (Odo Russell). I send
word requesting him to wait for a few moments, as I am engaged on
a pressing matter. On my asking for him a quarter of an hour later, I
find he has gone, and possibly the peace of Europe is at stake.
“Then I go to see the King as early as 12 o’clock, and the
consequence is that I fall into the hands of the Grand Duke of
Weimar, who obliges me, as his Chancellor, to listen to a letter which
he has written to an august personage (the Emperor of Russia), and
thus wastes a good deal of my time.... I am to tell him what I think of
the letter, but I decline to do so. Have I then anything to object to it?
he asked in a piqued tone. I cannot say that either, although I would
observe that I should have written the letter differently. What do I
wish altered? I stick to my point, and say I cannot express an
opinion, because if the letter went with my corrections I should be
held responsible for its contents. ‘Well, then, I must speak to the
King.’ ‘Do so,’ I reply coolly, ‘and take over the office of Chancellor of
the Confederation, if you like. But if the letter goes off, I for my part
shall immediately telegraph to the place of destination that I have
had nothing to do with it.’ I thus lost an hour, so that telegrams of
great importance had to wait, and in the meantime, decisions may
have been arrived at and resolutions taken which would have very
serious consequences for all Europe, and might change the political
situation. That all came of its being a Friday. Friday negotiations,
Friday measures!”
Bucher told me the Crown Prince recently said to the Chancellor
that too little had been secured by the Bavarian Treaty. After such
great successes we ought to have asked for more. “Yes; but how
were we to get it?” asked the Chief. “Why, we ought to force them,”
was the Crown Prince’s reply. “Then,” said the Chancellor, “I can only
recommend your Royal Highness to begin by disarming the Bavarian
Army Corps here,” a remark which, of course, was intended
ironically.
Sunday, November 27th.—We were joined at dinner by Count
Lehndorff and Count Holnstein. The latter is Master of the Horse to
King Lewis, and one of his confidential advisers.
The Chief spoke at first of the Russian question. He said:
“Vienna, Florence, and Constantinople have not yet expressed their
views; but St. Petersburg and London have done so, and those are
the most important factors. There, however, the matter is
satisfactory.”
Subsequently affairs at Munich were discussed. Holnstein
observing, amongst other things, that the French Legation had
greatly deceived themselves before the outbreak of the war as to the
attitude of Bavaria. They judged by two or three ardently Catholic
and anti-Prussian salons, and even thought that Prince Luitpold
would become King. The Chief replied: “I never doubted that Bavaria
would join us, but I had not hoped that she would decide so speedily
to do so.”
Holnstein told us that a shoemaker in Munich had made a good
deal of money by letting his windows, from which a good view could
be had of the captured Turcos as they marched by, and presented
seventy-nine florins to the fund for the wounded soldiers. People had
come even from Vienna to see that procession. This led the
conversation to the shooting of these treacherous Africans, on which
the Chief said: “There should have been no question of making
prisoners of these blacks.” Holnstein: “I believe they do not do so
any longer.” The Chief: “If I had my way every soldier who made a
black man prisoner should be placed under arrest. They are beasts
of prey, and ought to be shot down. The fox has the excuse that
Nature has made him so, but these fellows—they are abominably
unnatural. They have tortured our soldiers to death in the most
shameful way.”