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Analysis of Multiple Dependent Variables
POCKET GUIDES TO
SOCIAL WORK RESEARCH METHODS
Series Editor
Tony Tripodi, DSW
Professor Emeritus, Ohio State University
Determining Sample Size: The Dissertation:
Balancing Power, Precision, and Practicality From Beginning to End
Patrick Dattalo Peter Lyons and Howard J. Doueck
Preparing Research Articles Cross-Cultural Research
Bruce A. Thyer Jorge Delva, Paula Allen-Meares, and
Systematic Reviews and Meta-Analysis Sandra L. Momper
Julia H. Littell, Jacqueline Corcoran, and Secondary Data Analysis
Vijayan Pillai Thomas P. Vartanian
Historical Research Narrative Inquiry
Elizabeth Ann Danto Kathleen Wells
Confirmatory Factor Analysis Structural Equation Modeling
Donna Harrington Natasha K. Bowen and Shenyang Guo
Randomized Controlled Trials: Finding and Evaluating Evidence:
Design and Implementation for Systematic Reviews and
Community-Based Psychosocial Evidence-Based Practice
Interventions Denise E. Bronson and Tamara S. Davis
Phyllis Solomon, Mary M. Cavanaugh, Policy Creation and Evaluation:
and Jeffrey Draine Understanding Welfare Reform in the
Needs Assessment United States
David Royse, Michele Staton-Tindall, Richard Hoefer
Karen Badger, and J. Matthew Webster Grounded Theory
Multiple Regression with Discrete Julianne S. Oktay
Dependent Variables Systematic Synthesis of Qualitative
John G. Orme and Terri Combs-Orme Research
Developing Cross-Cultural Measurement Michael Saini and Aron Shlonsky
Thanh V. Tran Quasi-Experimental Research Designs
Intervention Research: Bruce A. Thyer
Developing Social Programs Conducting Research in Juvenile and
Mark W. Fraser, Jack M. Richman, Maeda J. Criminal Justice Settings
Galinsky, and Steven H. Day Michael G. Vaughn, Carrie Pettus-Davis,
Developing and Validating Rapid and Jeffrey J. Shook
Assessment Instruments Qualitative Methods for Practice
Neil Abell, David W. Springer, Research
and Akihito Kamata Jeffrey Longhofer, Jerry Floersch,
Clinical Data-Mining: and Janet Hoy
Integrating Practice and Research Culturally Competent Research:
Irwin Epstein Using Ethnography as a Meta-Framework
Strategies to Approximate Random Mo Yee Lee and Amy Zaharlick
Sampling and Assignment Using Complexity Theory for Research and
Patrick Dattalo Program Evaluation
Analyzing Single System Design Data Michael Wolf-Branigin
William R. Nugent Analysis of Multiple Dependent
Survival Analysis Variables
Shenyang Guo Patrick Dattalo
PATRICK DATTALO
Analysis of Multiple
Dependent Variables
1
3
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For Marie
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Contents
References 157
Index 171
vii
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Analysis of Multiple Dependent Variables
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1
INTRODUCTION
Multivariate procedures allow social workers and other human services
researchers to analyze multidimensional social problems and interven-
tions in ways that minimize oversimplification. The term multivariate
is used here to describe analyses in which several dependent variables
(DVs) are being analyzed simultaneously. The term univariate is used to
describe analyses in which one DV is being analyzed. DVs are also called
criterion, response, y-variables, and endogenous variables. Independent
variables (IVs) are also called predictor, explanatory, x-variables, and
exogenous variables. For consistency, only the terms independent and
dependent variables will be used here. Examples of multivariate analy-
ses include investigations of relationships between personality traits and
aspects of behavior, program characteristics and effectiveness, and client
characteristics and service needs. The purposes of multivariate analyses
include (1) data structure simplification and reduction, (2) description
of relationships, and (3) prediction.
Using multivariate analysis for data structure simplification and reduc-
tion involves identifying and interpreting concepts called latent variables,
or emergent variables. According to Huberty (1994), “what is being sought
is an attribute or trait that may not be directly observable, and is not
1
2 Analysis of Multiple Dependent Variables
Boring (1953) stated, “ . . . as long as a new construct has only the sin-
gle operational definition that it received at birth, it is just a construct;
when it gets two alternative operational definitions, it is beginning to be
validated” (p. 183).
Multiple DVs may be suggested by theory, previously conducted
empirical investigations, or practice experience. Moreover, as Campbell
and Fiske (1959) have suggested, even if the primary interest is in only
one DV, multiple operationalization may provide a more valid assess-
ment of that DV. However, difficulty may arise in the interpretation of
relationships among multiple DVs if there is reason to suspect that these
variables are correlated. Consequently, the examination of correlations
among DVs may provide a greater understanding than can be attained by
considering these variables separately. The four multivariate procedures
discussed in this book facilitate the analysis of correlated DVs.
Control of Type I Error. A second reason to conduct a multivariate
analysis is to control type I error. Type I error is the probability of incor-
rectly identifying a statistically significant effect. Type I error is a false
4 Analysis of Multiple Dependent Variables
the output was produced. Instructions for using PASW and SAS
to conduct MMR also are provided; and
3. An annotated example of SEM is provided using AMOS.
Computer output is presented as well as an explanation of how
the output was produced.
Assumptions
The term statistical model is used here to describe mathematical state-
ments about how variables are associated. Ideally, models are constructed
to capture a pattern of association suggested by a theory. Models are con-
structed and fitted to statistically test theories that purport to explain
relationships between and among variables. Statistical models include IVs
and DVs. Variables also may be described in terms of order. Higher-order
variables (e.g., interactions or moderators) are constructed from
lower-order variables (i.e., main effects).
Model building concerns strategies for selecting an optimal set of IVs
that explain the variance in one or more DVs (Schuster, 1998). A statisti-
cal model is said to be misspecified if it incorrectly includes unimportant
variables or excludes important variables (Babyak, 2004). Including more
variables than are needed is termed overfitting. Overfitting occurs when
a model contains too many IVs in relation to sample size, and when IVs
are intercorrelated. An overfitted model captures not only true regulari-
ties reflected in the data, but also chance patterns that reduce the model’s
predictive accuracy. Overfitting yields overly optimistic model results;
that is, findings that appear in an overfitted model may not exist in the
population from which a sample has been drawn. In contrast, underfit-
ting occurs when a model has too few IVs. Underfitting results in omis-
sion bias, and, consequently, may have poor predictive ability because of
the lack of detail in a regression model.
The simplest statistical model consists of IVs whose relationships
with a DV are separate, and, consequently, there is additivity, or no inter-
action. A more complicated model is when the effect of one IV (X1) on a
DV (Y) depends on another IV (X2). The relationship between X1 and X2
with Y is called a statistical interaction (or moderation). In a statistical
test of interaction, the researcher explores this interaction in the regres-
sion model by multiplying X1 by X2, which produces X1X2, which is called
Basic Concepts and Assumptions 7
The bi’s are the regression coefficients, representing the amount the DV
(y) changes when the IV (e.g., x1) changes one unit. The c is the constant,
or where the regression line intercepts the y-axis, and represents the value
of the DV(y) when all IVs equal zero.
Ordinary least squares (OLS) regression derives its name from the
method used to estimate the best-fit regression line: a line such that
the sum of the squared deviations of the distances of all the points from
the line is minimized. More specifically, the regression surface (i.e., a line
in simple regression, or a plane or higher-dimensional surface in mul-
tiple regression) expresses the best predicted value of the DV (Y), given
the values on the IVs (X’s). However, phenomena of interest to social
workers and other applied researchers are never perfectly predictable,
and usually there is variation between observed values of a DV and those
values predicted by OLS regression. The deviation of observed versus pre-
dicted values is called the residual value. Because the goal of regression
analysis is to fit a linear function of the X variables as closely as possible
to the observed Y variable, the residual values for the observed points can
be used to devise a criterion for the “best fit.” Specifically, in regression
problems, the linear function is computed for which the sum-of-squared
deviations of the observed points from values predicted by that func-
tion are minimized. Consequently, this general procedure is referred to
as least squares estimation. Power terms (e.g., x2, x3) can be added IVs to
explore curvilinear effects. Cross-product terms (e.g., x1x2) can be added
as IVs to explore interaction effects.
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