Backward, forward and stepwise automated subset selection algorithms: Frequency of obtaining authentic and noise variablesShelley Derksen, H. J. Keselman|British Journal of Mathematical and Statistical Psychology|1992 The use of automated subset search algorithms is reviewed and issues concerning model selection and selection criteria are discussed. In addition, a Monte Carlo study is reported which presents data regarding the frequency with which authentic and noise variables are selected by automated subset algorithms. In particular, the effects of the correlation between predictor variables, the number of candidate predictor variables, the size of the sample, and the level of significance for entry and deletion of variables were studied for three automated subset algorithms: BACKWARD ELIMINATION, FORWARD SELECTION, and STEPWISE. Results indicated that: (1) the degree of correlation between the predictor variables affected the frequency with which authentic predictor variables found their way into the final model; (2) the number of candidate predictor variables affected the number of noise variables that gained entry to the model; (3) the size of the sample was of little practical importance in determining the number of authentic variables contained in the final model; and (4) the population multiple coefficient of determination could be faithfully estimated by adopting a statistic that is adjusted by the total number of candidate predictor variables rather than the number of variables in the final model.
Statistical Practices of Educational Researchers: An Analysis of their ANOVA, MANOVA, and ANCOVA AnalysesH. J. Keselman, Carl J. Huberty, Lisa M. Lix et al.|Review of Educational Research|1998 Articles published in several prominent educational journals were examined to investigate the use of data analysis tools by researchers in four research paradigms: between-subjects univariate designs, between-subjects multivariate designs, repeated measures designs, and covariance designs. In addition to examining specific details pertaining to the research design (e.g., sample size, group size equality/inequality) and methods employed for data analysis, the authors also catalogued whether (a) validity assumptions were examined, (b) effect size indices were reported, (c) sample sizes were selected on the basis of power considerations, and (d) appropriate textbooks and/or articles were cited to communicate the nature of the analyses that were performed. The present analyses imply that researchers rarely verify that validity assumptions are satisfied and that, accordingly, they typically use analyses that are nonrobust to assumption violations. In addition, researchers rarely report effect size statistics, nor do they routinely perform power analyses to determine sample size requirements. Recommendations are offered to rectify these shortcomings.
Modern Robust Data Analysis Methods: Measures of Central Tendency.Rand R. Wilcox, H. J. Keselman|Psychological Methods|2003 Various statistical methods, developed after 1970, offer the opportunity to substantially improve upon the power and accuracy of the conventional t test and analysis of variance methods for a wide range of commonly occurring situations. The authors briefly review some of the more fundamental problems with conventional methods based on means; provide some indication of why recent advances, based on robust measures of location (or central tendency), have practical value; and describe why modern investigations dealing with nonnormality find practical problems when comparing means, in contrast to earlier studies. Some suggestions are made about how to proceed when using modern methods.
Consequences of Assumption Violations Revisited: A Quantitative Review of Alternatives to the One-Way Analysis of Variance <i>F</i> TestThe presence of variance heterogeneity and nonnormality in educational and psychological data may frequently invalidate the use of the analysis of variance (ANOVA) F test in one-way independent groups designs. This article offers recommendations to applied researchers on the use of various parametric and nonparametric alternatives to the F test under assumption violation conditions. Meta-analytic techniques were used to summarize the statistical robustness literature on the Type I error properties of the Brown-Forsythe (Brown & Forsythe, 1974 ), James (1951) second-order, Kruskal-Wallis ( Kruskal & Wallis, 1952 ), and Welch (1951) tests. Two variables, based on the theoretical work of Box (1954) , are shown to be highly effective in deciding when a particular alternative procedure should be adopted. Based on the meta-analysis findings, it is recommended that researchers gain a clear understanding of the nature of their data before conducting statistical analyses. Of all of the procedures, the James and Welch tests performed best under violations of the variance homogeneity assumption, although their sensitivity to certain types of nonnormality may preclude their use in all data-analytic situations. Opportunities for further methodological studies of ANOVA alternative procedures are also discussed.
The analysis of repeated measures designs: A reviewH. J. Keselman, James Algina, Rhonda K. Kowalchuk|British Journal of Mathematical and Statistical Psychology|2001 Repeated measures ANOVA can refer to many different types of analysis. Specifically, this vague term can refer to conventional tests of significance, one of three univariate solutions with adjusted degrees of freedom, two different types of multivariate statistic, or approaches that combine univariate and multivariate tests. Accordingly, it is argued that, by only reporting probability values and referring to statistical analyses as repeated measures ANOVA, authors convey neither the type of analysis that was used nor the validity of the reported probability value, since each of these approaches has its own strengths and weaknesses. The various approaches are presented with a discussion of their strengths and weaknesses, and recommendations are made regarding the 'best' choice of analysis. Additional topics discussed include analyses for missing data and tests of linear contrasts.