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Chapter 12

Type I Errors, Type II Errors and Statistical Power

Type I error (): the probability of rejecting the null hypothesis when it is actually true. Type II error (): the probability of failing to reject the null hypothesis given that the alternative hypothesis is actually true. Statistical power (1 - ): the probability of correctly rejecting the null hypothesis.
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Testing Hypotheses on a Single Mean

One sample t-test: statistical technique that is used to test the hypothesis that the mean of the population from which a sample is drawn is equal to a comparison standard.

Testing Hypotheses about Two Related Means

Paired samples t-test: examines differences in same group before and after a treatment. The Wilcoxon signed-rank test: a non-parametric test for examining significant differences between two related samples or repeated measurements on a single sample. Used as an alternative for a paired samples ttest when the population cannot be assumed to be normally distributed.

Testing Hypotheses about Two Related Means - 2

McNemar's test: non-parametric method used on nominal data. It assesses the significance of the difference between two dependent samples when the variable of interest is dichotomous. It is used primarily in before-after studies to test for an experimental effect.

Testing Hypotheses about Two Unrelated Means

Independent samples t-test: is done to see if there are any significant differences in the means for two groups in the variable of interest.

Testing Hypotheses about Several Means

ANalysis Of VAriance (ANOVA) helps to examine the signicant mean differences among more than two groups on an interval or ratio-scaled dependent variable.

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Regression Analysis
Simple regression analysis is used in a situation where one metric independent variable is hypothesized to affect one metric dependent variable.

Scatter plot
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PHYS_ATTR

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Yi 0 1 X i i

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Minimize

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SPSS
Analyze Regression Linear

Model Summary Model 1 R .841 R Square .707 Adjusted R Square .704 Std. Error of the Estimate 5.919

ANOVA Model 1 Sum of Squares 8195.319 3398.640 11593.960 df 1 97 98 Mean Square 8195.319 35.038 F 233.901 Sig. .000

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SPSS contd

Coefficients Unstandardized Coefficients B Std. Error 34.738 2.065 .520 .034 Standardized Coefficients Beta .841

Model 1

(Constant) PHYS_ATTR

t 16.822 15.294

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Model validation
1. 2. Face validity: signs and magnitudes make sense Statistical validity:
Model fit: R2 Model significance: F-test Parameter significance: t-test Strength of effects: beta-coefficients Discussion of multicollinearity: correlation matrix Out-of-sample forecast errors

3.

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SPSS

Model Summary Model 1 R .841 R Square .707 Adjusted R Square .704 Std. Error of the Estimate 5.919

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Measure of Overall Fit: R2

R2 measures the proportion of the variation in y that is explained by the variation in x. R2 = total variation unexplained variation total variation R2 takes on any value between zero and one:
R2 = 1: Perfect match between the line and the data points. R2 = 0: There is no linear relationship between x and y.

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SPSS

Model Summary Model 1 R .841 R Square .707 Adjusted R Square .704 Std. Error of the Estimate 5.919

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Model Significance
H0: 0 = 1 = ... = m = 0 H1: Not H0
(all parameters are zero)

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Model Significance
H0: 0 = 1 = ... = m = 0 H1: Not H0
(all parameters are zero)

Test statistic (k = # of variables excl. intercept)

F =

(SSReg/k) (SSe/(n 1 k)

~ Fk, n-1-k

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SPSS

ANOVA Model 1 Sum of Squares 8195.319 3398.640 11593.960 df 1 97 98 Mean Square 8195.319 35.038 F 233.901 Sig. .000

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Parameter significance
Testing that a specific parameter is significant H0 : j = 0 H1 : j 0 (i.e., j 0)

Test-statistic: t = bj/SEj ~ tn-k-1

with bj = the estimated coefficient for j SEj = the standard error of bj

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SPSS contd

Coefficients Unstandardized Coefficients B Std. Error 34.738 2.065 .520 .034 Standardized Coefficients Beta .841

Model 1

(Constant) PHYS_ATTR

t 16.822 15.294

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Conceptual Model

Physical Attractiveness

Likelihood to Date

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Multiple Regression Analysis

We use more than one (metric or non-metric) independent variable to explain variance in a (metric) dependent variable.

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Conceptual Model
Perceived Intelligence

+ +

Physical Attractiveness

Likelihood to Date

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Model Summary Model 1 R .844 R Square .712 Adjusted R Square .706 Std. Error of the Estimate 5.895

ANOVA Model 1 Sum of Squares 8257.731 3336.228 11593.960 df 2 96 98 Mean Square 4128.866 34.752 F 118.808 Sig. .000

Regression Residual Total

Coefficients Unstandardized Coefficients B Std. Error 31.575 3.130 .050 .037 .523 .034 Standardized Coefficients Beta .074 .846

Model 1

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Conceptual Model
Gender

Perceived Intelligence

+ +

+
Likelihood to Date

Physical Attractiveness

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Moderators
Moderator is qualitative (e.g., gender, race, class) or quantitative (e.g., level of reward) that affects the direction and/or strength of the relation between dependent and independent variable Analytical representation
Y = 0 + 1X1 + 2X2 + 3X1X2
with Y = DV X1 = IV X2 = Moderator

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Moderators
Model Summary Model 1 R .910 R Square .828 Adjusted R Square .821 Std. Error of the Estimate 4.601

ANOVA Model 1 Sum of Squares 9603.938 1990.022 11593.960 df 4 94 98 Mean Square 2400.984 21.170 F 113.412 Sig. .000

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Moderators
Coefficients Unstandardized Coefficients B Std. Error 32.603 3.163 .000 .043 .496 .027 -.420 3.624 .127 .058 Standardized Coefficients Beta .000 .802 -.019 .369

Model 1

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Conceptual Model
Gender

Perceived Intelligence

+ +

+
Likelihood to Date

Physical Attractiveness

+
Communality of Interests
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Perceived Fit
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Mediating/intervening variable
Accounts for the relation between the independent and dependent variable

Analytical representation
1. 2. 3. Y = 0 + 1 X => 1 is significant M = 2 + 3 X => 3 is significant Y = 4 + 5X + 6M => 5 is not significant => 6 is significant With Y = DV X = IV M = mediator

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Step 1
Mode l Summary Model 1 R .963 R Square .927 Adjus ted R Square .923 Std. Error of the Estimate 3.020

ANOVA Model 1 Sum of Squares 10745.603 848.357 11593.960 df 5 93 98 Mean Square 2149.121 9.122 F 235.595 Sig. .000

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Step 1 contd

Coefficients Unstandardized Coefficients B Std. Error 17.094 2.497 .030 .029 .517 .018 -.783 2.379 .122 .038 .212 .019 Standardized Coefficients Beta .044 .836 -.036 .356 .319

Model 1

significant effect on dep. var.

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Step 2
Mode l Summary Model 1 R .977 R Square .955 Adjus ted R Square .955 Std. Error of the Estimate 2.927

ANOVA Model 1 Sum of Squares 17720.881 831.079 18551.960 df 1 97 98 Mean Square 17720.881 8.568 F 2068.307 Sig. .000

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Step 2 contd

Coefficients Unstandardized Coefficients B Std. Error 8.474 1.132 .820 .018 Standardized Coefficients Beta .977

Model 1

t 7.484 45.479

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Step 3
Mode l Summary Model 1 R .966 R Square .934 Adjus ted R Square .930 Std. Error of the Estimate 2.885

ANOVA Model 1 Sum of Squares 10828.336 765.624 11593.960 df 6 92 98 Mean Square 1804.723 8.322 F 216.862 Sig. .000

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Step 3 contd

Coefficients Unstandardized Coefficients B Std. Error 14.969 2.478 .019 .028 .518 .017 -2.040 2.307 .142 .037 -.051 .085 .320 .102 Standardized Coefficients Beta .028 .839 -.094 .412 -.077 .405

Model 1

Sig. .000 .493 .000 .379 .000 .553 .002

insignificant effect of indep. var on dep. Var. significant effect of mediator on dep. var.
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