Note: ...recognize that the selection of a statistical procedure may to some extent be a matter of judgment and that other statisticians may select
alternative procedures. -- ASA Ethical Guidelines for Statistical Practice, published by the American Statistical Association, 1989.

Web-based Expertise

Andrew Hayes, OSU

David Kenny , UConn

David MacKinnon, ASU

Kris Preacher, University of Kansas

Paul Jose's Mediation & Moderation Help Centre

Published Papers

Baron & Kenny (1986) {the seminal explication}

Coan & Allen (2004) {discusses applications of moderator/mediator analyses to neurophysiological data}

Frazier, Tix, & Barron (2004) {good, non-technical introduction}

Holmbeck (1997) {good, non-technical introduction}

Holmbeck (2002) {good, non-technical introduction}

Irwin & McClelland (2001) {moderation analyses}

Judd, Kenny & McClelland (2001) {repeated-measures|within-subjects mediation and moderation analyses; see also Judd et al., 1996}

MacKinnon, Lockwood, Hoffman, West & Sheets (2002) {quantitative comparison of techniques for testing mediation}

MacKinnon, Lockwood & Williams (2004) {fleshes out some of the issues raised in MacKinnon et al., 2002}

McClelland & Judd, 1993

Muller, Judd & Yzerbyt (in press) {mediated moderation and moderated mediation}

Shrout & Bolger (2002) {discuss bootstrapping techniques for testing mediation; cf. MacKinnon et al., 2002, 2004}

Spencer, Zanna & Fong (in press) {criticism of the overapplication of mediation analyses}

Karl Wuensch's Summary

Download mediationmodels.doc

On-line Sobel Test Calculator

http://www.quantpsy.org

(see also Preacher & Hayes, 2004 and the accompanying syntax (Preacher-BRMIC-2004.zip) and data (Figure2data.sav)

(an updated bootstrapping approach: syntax; website & local mirror)

Paul Jose's Excel-Based Moderation and Mediation Plot Generators and Sobel Calculator

Website

Download local mirror of ModGraph.xls

Download local mirror of MedGraph.xls

Jeremy Dawson's Excel-Based Moderation (2-way and 3-way interaction) Plot Generators

Website

Download instructions

Download local mirror of 2-waybinary.xls

Download local mirror of 2-waystandardised.xls

Download local mirror of 2-wayunstandardised.xls

Download local mirror of 3-waystandardised.xls

Download local mirror of 3-wayunstandardised.xls

Jason Newsom's SPSS Macros

Website

Download instructions

Download local mirror of simple1.sps

Download local mirror of simple2.sps

Dirk Enzmann's Tools

Website

Local mirror for archival purposes

Keywords: CI and p's for 2 independent betas; centering variables for interactions in GLM; macro for writing out COV matrix; macro for creating

dummy variables; Excel-template for plotting interactions of a regression equation with interaction term; executable for computing the

reliability of a difference score, macro for computing a biserial correlation; executable for calculating the p, 95%-CI, and Fisher's Z for r;

macro for computing tetrachoric correlations; program for computing tetrachoric correlations

Excel-Based Calculator for the Clogg and Freedman-Schatzkin Tests

Download Calculator

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Conceptual Resources for Individual Differences Analyses

Underwood, B.J. (1975). Individual differences as a crucible in theory construction. American Psychologist, 30, 128-134.

Kosslyn, S.M., Cacioppo, J.T., Davidson, R.J., Hugdahl, K., Lovallo, W.R., Spiegel, D., & Rose, R. (2002). Bridging psychology and biology: The analysis of individuals in groups. American Psychologist, 57, 341-351.

...and an application, via ANCOVA, to improving sensitivity

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Psychometrics for Affective Neuroscientists

General Resources

Nunnally & Bernstein's Psychometric Theory, 3rd ed.

Tomarken, A.J. (1995). A psychometric perspective on psychophysiological measures. Psychological Assessment, 7, 387-395.

Tomarken, A. J., Davidson, R. J., Wheeler, R. E., & Kinney, L. (1992). Psychometric properties of resting anterior EEG asymmetry: Temporal stability and internal consistency. Psychophysiology, 29, 576-592. {application to resting EEG data}

Web-based Expertise

G. David Garson's Reliability Page

John Uebersax's ICC Page

Robert Yaffee's ICC Page

Internet-based Calculator

ICC Calculator

Construct Validity

Some lecture notes

Correcting Measures of Association for Attenuation Caused by Imperfect Reliability

Charles, 2005, Psychological Methods

deShon, 1998, Psychological Methods {application to SEM}

Schmidt & Hunter, 1996

Schmidt & Hunter, 1999, Intelligence (and Borsoom & Mellenbergh's 2002 Comment)

G Theory

Di Nocera et al., 2001, Psychophysiology

Internal Consistency

Schmidt, F.L., Le, H. & Llies, R. (2003) {discuss metrics "beyond" Cronbach's alpha for more fully characterizing different sources of variance}

Chong Ho Yu's Notes

Intra-class Correlations

Muller & Buttner (1994) (cf. Vargha's comment) {contains a decision-making tree for picking the appropriate ICC}

McGraw & Wong, 1996, Psychological Methods [erratum] {drawing inferences about ICCs}

Shrout & Fleiss, 1979, Psychological Bulletin {the seminal introduction}

Item Response Theory

Reise et al., 2005 {general introduction}

Measurement Error

Schmidt & Hunter, 1996 {a wonderful general introduction for non-experts}

Reliability

Deanna Barch's notes

Hopkins, 2005

Shrout, 1998, SiM {general introduction}

Michael Smithson's notes

Thompson & Vacha-Haase, 2000, EPM

Reliability of Difference (Change, Growth, Gain) Scores

Dirk Enzmann's code for computing the reliability of a difference score (cf. Zimmerman & Williams, 1982): reldiff.exe

Test-Retest Stability

NB: Simple Pearson correlations are appropriate when the main question is the stability of individual differences irrespective of mean differences across assessments, as when habituation effects are likely

Allen, J.J.B., Urry, H.L., Hitt, S.K., & Coan, J.A. (2004) {application to resting EEG data}

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Within-Subjects (Repeated Measures) Error Bars & Confidence Intervals

Belia et al., 2005

Blouin & Riopelle, 2005

Cummings, G. & Finch, S. (2005) {Drawing correct inferences from error bars}

Fidler et al., 2001

Masson, M.E.J. & Loftus, G.R. (2003). Canadian Journal of Experimental Psychology {The definitive source}

Christian Schunn's perspective {Drawing correct inferences from error bars} and an Excel-based calculator

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Data Diagnosis / Examining Parametric GLM Assumptions

General

A Short Summary of Tips

Kruskall on "Wild Observations" {underscores both the importance of keeping careful notes at the time the data was collected and the potential utility of non-parametric methods}...see also Anscombe and Guttman, 1960 (and Kruskal et al's commentary) and Beckman and Cook, 1983

Remember, Influence = Leverage x Discrepancy

Leverage = distance of a case from the centroid of the swarm; related to Mahalanobis D: D = (N-1)(L - 1/N)) or L = (D/(N-1)) + (1/N)

Discrepancy = degree to which a case lies off the GLM or HLM fit-line

Rules of Thumb for Cases with Undue Influence

Cook's D > 1

absolute values of DFBETA > 2/(sqrt(N))

Mahalanobis D with p < .001, evaluated on the Chi-Square Distribution with df equal to the number of variables

Absolute value of the standardized residual >3.3 (Tabachnick & Fidell, 2001)

Visually inspect the scatter plot formed by the residuals and the leverage for outliers.

Examining the Assumptions of Normality, Linearity, Zero-Mean-Centered, and Homoscedasticity of Residuals

Create a scatter plot of the residuals (y-axis) against the predicted values of the DV (x-axis) (see also this page)

Examine residuals for each assumption, as well as possible outliers (see above)

Homoscedasticity Rule of Thumb: the spread of SDs of residuals around predicted values is 3x greater for the widest vs. the narrowest spread (Fox, 1991 [also provides some formal tests, pp. 64-66]) �

NB: There is no distributional assumptions about the IVs, other than their relationship with the DV. However, a prediction equation often is enhanced if IVs are normally distributed, primarily because linearity between the IV and DV is enhanced (Tabachnick & Fidell, 2001, p. 119). It is, however, assumed that continuous IVs are not afflicted with outliers.

Note: Combined with knowledge of sample size, these resources can help determine whether the use of nonparametric tests (see below) is warranted (cf. Riniolo & Porges, 2000)

Books

The Cohen's textbook and the revision

Fox's Regression Diagnostics

Steven's textbook [good description of transformations, residual plots, rules of thumb for leverage/Cook's D, rules of thumb for detection of non-normality, rules of thumb for variance-cell frequency interactions, rules of thumb for diagnosing and dealing with multicolinearity]

Tabachnick & Fidell's textbook (see esp. Chs. 4, 5 and 9.3) [describes different diagnostics and treatments of outliers/leverage/influence; describes how you might describe this for publication]

Weisberg's textbook (Chapters 1, 7-9)

Presentations

Download a MS Powerpoint presentation describing different kinds of residuals, leverage, etc.

Web-based Resources

Alex Yu's page

Published Reports

Bryk & Raudenbush, Psychological Bulletin, 1985 {heterogeneity of variances}

Chatfield, JRSSA, 1985 {exploratory data analysis; cf. Tukey's books}

Conover et al., Technometrics, 1981 {comparison of homogeneity of variance tests}

Grubbs, Technometrics, 1969 {outliers test}

Lix et al., RER, 1996 {quantitative review of alternatives to conventional F test}

Mallows, TAS, 1979 {exploratory data analysis}

Zhang, Luo & Nichols, HBM, 2006 {application of EDA/NP to neuroimaging data}

Levene's Test for Dependent Student's t Test

See here

Multivariate and Bivariate Normality (see also Assessing the Presence of Groups in Bivariate Relations)

Papers

D'Agostino et al., 1990

DeCarlo, 1997

Koziol, 1986

Landry & Lepage, 1992

Mecklin & Mundfrom, 2003

Mecklin & Mundfrom, 2004

Books

Gnanadesikan's book

SPSS Macros

Lawrence DeCarlo's macro for univariate and multivariate skew and kurtosis

Lawrence DeCarlo's macro for Mardia's multivariate skew and kurtosis

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Data Transformations, Difference Scores, Proportion of Control Scores & Control-Residualized Scores

Data Transformations

Discussed extensively in Cohen et al. (suggest the possibility of using ARC to estimate an optimal λ)

See Steven's Graphical Rules of Thumb

Logrithmic transformations {underscores that natural logs are useful because the SD of the logged data is approximately equal to the coefficient of variation (SD/mean) of the raw data ... for constructing CIs on logged data, see Zhou & Gao's report; for computing meta-analytic estimates of the SD of a logged measure, see Quan and Zhang's report}

Z-Scores, Difference Scores, and Proportion of Control Scores

Blumenthal et al., 2004

Sutton et al., 1997

Control-Residualized Scores

Gross, Sutton & Ketelaar, 1998

Controlling for "Initial" Values (i.e., Uncorrelating Treatment-Post from Control-Pre Values)

Benjamin, 1967

Jamieson, 1999

Misc. Transforms and Comparisons of Transforms with an Emphasis on RT Distributions (and Dealing with Speed-Accuracy Tradeoffs)

Bush et al., 1993

Gasser et al., 1982 {transformations applied to EEG data}

Ratcliff, 1993 {cf. speed-accuracy tradeoffs}

Salthouse & Hedden, 2002 {describes several more sophisticated means of dealing with speed-accuracy tradeoffs}

Ulrich & Miller, 1994 {cf. speed-accuracy tradeoffs}

Rank Transformations

Rank transformations (RTs) represent a potentially powerful, extremely practical means of satisfying the prerequisites for GLM analyses. However, a number of issues and concerns have cropped up since the landmark publication of Conover and Iman's 1981 review paper advocating the utility of RTs. Rank-transformations should not be blindly applied. In particular, concerns have arisen in the context of repeated-measures designs (e.g., rank-transformation can reduce/alter the correlation between repeated-measures, leading to a loss of power) and factorial designs (i.e, as a non-linear transformation, RT can fundamentally alter tests of factorial interactions). Consequently, several important modified RT approaches (e.g., aligned-rank-transform) have more recently been proposed. Regardless of the transform chosen, descriptive statistics for the raw and transformed data should be carefully compared to one another and to the assumptions of the applicable inferential test(s). Transformation does not guarantee improvement (e.g., RT will not invariably suppress outliers).

Reviews

Conover and Iman's 1981 review {rank transformations as a bridge between parametric and nonparametric tests}

Sawilowsky, RER, 1990 {review of NP techniques, including rank-transforms, for testing interactions}

Reports

Akritas, JASA, 1990 {asymptotic rank-transform applied to two-way ANOVA}

Akritas, JASA, 1991 {critical investigation of the rank-transform applied to repeated-measures}

Akritas et al., JASA, 1997 {rank-transform applied to unbalanced factorial ANOVA}

Beasley, JEBS, 2000 {NP tests for interactions in mixed-model/split-plot factorial designs}

Beasley & Zumbo, CSDA, 2003 {application of modified ranks to mixed-model/split-plot designs}

Brunner & Dette, JASA, 1992 {modified rank-transform for mixed-model/split-plot factorial designs}

Conover & Iman, Biometrics, 1982 {rank-transform applied to ANCOVA}

Gao & Song, BMCI, 2005 {nice overview of rank-transforms and aligned-rank transforms for factorial designs}

Harwell & Serlin, Psychological Bulletin, 1988 {power of various NP (including rank-transform, "MPF model") approaches to ANCOVA}

Headrick & Rotou, CSDA, 2001 {application of rank-transform to multiple regression}

Hora & Conover, JASA, 1984 {rank-transform applied to two-way ANOVA}

Iman & Conover, Technometrics, 1979 {rank-transform applied to regression} and corrigendum

Kepner & Wackerly, JASA, 1996 {rank-transform applied to repeated-measures ANOVA}

Lei, Holt & Beasley, JMASM, 2004 {aligned-rank transform applied to interaction tests in mixed-model designs tested using modified ANOVA/MANOVA}

Payton et al, JEE, 2006 {comparison of aligned-ranks, rank-transform, and power-family transforms for testing interactions}

Sawilowsky, Blair & Higgins, JES, 1989 {critical study of the power of the rank-transformed ANOVA}

Thompson & Ammann, JASA, 1990 {rank-transform and aligned-ranks applied to repeated-measures}

Thompson, JASA, 1991 {ranks applied to repeated-measures designs}

Toothaker & De Newman, JEBS, 1994 {power of various NP (including rank-transform and aligned-ranks) approaches to ANOVA}

Application

Higgins' text (2004) on aligned rank-transforms

Web-Based Resources

Will Hopkins site I and II

Miscellaneous

Q: I have ordinal variables and thus used Spearman's rho. How do I use these ordinal correlations in SPSS for

partial correlation, regression, and other procedures?

A: You got the output by selecting Statistics, Correlate, then checking Spearman's rho as the correlation type. This

invoked the NONPAR CORR procedure, but the dialog boxes (as of ver. 7.5) did not provide for matrix output. Re-run

the Spearman's correlations from the syntax window, which is invoked with File, New, Syntax. Enter syntax such as the

            following, then run it:
            NONPAR CORR VARIABLES= horse engine cylinder
            /MATRIX=OUT(*).
            The correlation matrix will now be in the SPSS Data Editor, where you change the ROWTYPE_ variable values to CORR

instead of RHO. Optionally, you may want to select File, Save As at this point to save your matrix. Then select Statistics,

Correlate, Partial Correlation (or another procedure) and SPSS will use the Spearman's matrix as input. Alternatively, in

the syntax window use MATRIX=IN(*) in PARTIAL CORR or another procedure which accepts a correlation matrix as

input. (http://www2.chass.ncsu.edu/garson/pa765/correl.htm#ordinal2)

Reliability and Criterion Validity of Difference Scores

Zimmerman et al., 1982

Zimmerman et al., 1993

Zimmerman et al., 1998

Software

Cook and Weisberg's Arc software and book {permits computation of Box-Cox lambda and Yeo-Johnson transforms} {for more info on a quick graphical method for estimating B-C lambda, see this report; these should only be used when values less than or equal to 0 are encountered}

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Building Objective Psychometric Instruments

Clark, L.A. & Watson, D. (1995) {Extremely thorough, readable introduction}

Floyd, F.J. & Widaman, K.F. (1995)

Gorsuch, R.L. (1983). Factor analysis (2nd ed.). Hillsdale, NJ: Lawrence Erlbaum Associates.

Guadagnoli & Velicer, 1988

Smith, G.T. & McCarthy, D.M. (1995)

Smith, G.T., Fischer, S. & Fister, S.M. (2003) {Describe modified key criterion approach}

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Using SPSS

Web-Based Expertise

Raynald's Page and Links and Book

Dirk Enzmann's page of tools (local mirror for archival purposes)

Keywords: CI and p's for 2 independent betas; centering variables for interactions in GLM; macro for writing out COV matrix; macro for creating

dummy variables; Excel-template for plotting interactions of a regression equation with interaction term; executable for computing the

reliability of a difference score, macro for computing a biserial correlation; executable for calculating the p, 95%-CI, and Fisher's Z for r;

macro for computing tetrachoric correlations; program for computing tetrachoric correlations

Lists

SPSSX-L

comp.soft-sys.stat.spss

Books

xxx

Macros

USC Macros

Scripts (see also Raynald's Page)

Create as many .sav files as there are .txt files in a directory and then (optionally) merge them: CreateAll.sbs

{an alternate technique is to use the DOS command: copy *.txt merged.txt}{or the UNIX command: cat FILES > OUTPUT where FILES is a list with(out) wildcards and OUTPUT is the target file name}

Example of line continuation:

strCmd = "GET DATA /TYPE = TXT /FILE = '" & strPath & strFname & "' /DELCASE = LINE /DELIMITERS = '\t' /ARRANGEMENT = DELIMITED " _

& "/FIRSTCASE = 1 /IMPORTCASE = All /VARIABLES = rsf1 A25 rsf2 A25 rsf3 A25 rsf4 A25 rsf5 A25 rsf6 A25 rsf7 A25 rsf8 A25 rsf9 A25 rsf10 A25 rsf11 A25 rsf12 " _

& "A25 rsf13 A25 rsf14 A25 rsf15 A25 rsf16 A25 rsf17 A25 rsf18 A25 rsf19 A25 rsf20 A25 rsf21 A25 rsf22 A25 rsf23 A25 rsf24 A25 rsf25 A25 rsf26 A25 rsf27 A25 rsf28 " _

& "A25 rsf29 A25 rsf30 A25 rsf31 A25 rsf32 A25 rsf33 A25 rsf34 A25 rsf35 A25 rsf36 A25 rsf37 A25 rsf38 A25 rsf39 A25 rsf40 A25 rsf41 A25 rsf42 A25 rsf43 A25 rsf44 " _

& "A25 rsf45 A25 rsf46 A25 rsf47 A25 rsf48 A25 rsf49 A25 rsf50 A25 rsf51 A25 rsf52 A25 rsf53 A25 rsf54 A25 rsf55 A25 rsf56 A25 rsf57 A25 rsf58 A25 rsf59 A25 rsf60 " _

& "A25 rsf61 A25 rsf62 A25 rsf63 A25 rsf64 A25 rsf65 A25 rsf66 A25 rsf67 A25 rsf68 A25 rsf69 A25 rsf70 A25 rsf71 A25 rsf72 A25 rsf73 A25 rsf74 A25 rsf75 A25 rsf76 " _

& "A25 rsf77 A25 rsf78 A25 rsf79 A25 rsf80 A25 rsf81 A25 rsf82 A25 rsf83 A25 rsf84 A25 rsf85 A25 rsf86 A25 rsf87 A25 rsf88 A25 rsf89 A25 rsf90 A25 rsf91 A25 rsf92 " _

& "A25 rsf93 A25 rsf94 A25 rsf95 A25 rsf96 A25 rsf97 A25 rsf98 A25 rsf99 A25 rsf100 A25 rsf101 A25 rsf102 A25 rsf103 A25 rsf104 A25 rsf105 A25 rsf106 A25 rsf107 " _

& "A25 rsf108 A25 rsf109 A25 rsf110 A25 rsf111 A25 rsf112 A25 rsf113 A25 rsf114 A25 rsf115 A25 rsf116 A25 rsf117 A25 rsf118 A25 rsf119 A25 rsf120 A25 rsf121 A25 " _

& "rsf122 A25 rsf123 A25 rsf124 A25 rsf125 A25 rsf126 A25 rsf127 A25 rsf128 A25 rsf129 A25 ."� & vbCr

strCmd = strCmd & "SAVE OUTFILE='" & strPath & Mid(strFname,1,InStr(strFname,".")-1) & ".sav'." & vbCr

strCmd = strCmd & "Execute."

Using MATLAB to Painlessly Create Dummy Variables

Go there

Summary of Correspondence Concerning "Large" Files in SPSS

Download it

SPSSRUN.EXE

Written by Alexis-Michel Mugabushaka of the University of Kassel. Takes as input a list of syntax files or a file containing a list of syntax files. The program runs each syntax one by one and create a separate output file for each of the syntax files. Note that you must include a Get File command in each .sps file, e.g.,

GET
FILE='C:\Documents and Settings\SHACKMAN\Desktop\test.sav'.

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Hints for Testing Pairwise (Planned or Post Hoc) Differences in Within-Subjects/Mixed Models

<<under construction>>

Download a description of modifying SPSS Syntax

Read David Howell's textbook or visit his web site

Tips from SPSS Inc.

Download readme.txt

Download Syntax: rmpostl.sps, rmpostb.sps, and rmpostd.sps

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Testing for Significant Differences Between Correlations

Web-Based Expertise