SigmaPlot Statistics

Published by Systat Software

© 2010 –2010 by Systat Software. All rights reserved.

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Systat Software
SigmaPlot Statistics
Contents
1 Statistics..................................................................................................................... 1
2 The Advisor Wizard .................................................................................................... 3
2.1 Using the Advisor Wizard ................................................................................. 3
2.1.1 Select what you need to do ...................................................................... 3
2.1.2 How are the data measured? .................................................................... 4
2.1.3 Does your data include potential risk factors that may affect survival
time? .................................................................................................. 6
2.1.4 Did you apply more than one treatment per subject?.................................. 6
2.1.5 How many groups or treatments are there? ............................................... 6
2.1.6 What kind of data do you have? ............................................................... 9
2.1.7 What kind of prediction do you want to make? ......................................... 9
2.1.8 What kind of curve do you want to use? ................................................. 10
2.1.9 How do you want to specify the independent variables? .......................... 10
2.1.10 How do you want SigmaPlot to select the independent variable? ............ 11
2.1.11 Is your study retrospective or prospective?............................................ 12
3 Using Statistical Procedures....................................................................................... 13
3.1 Running Procedures ........................................................................................ 13
3.1.1 Arranging Worksheet Data .................................................................... 13
3.1.2 Selecting a Test..................................................................................... 14
3.1.3 Setting Test Options .............................................................................. 14
3.1.4 Selecting the Data to Test ...................................................................... 15
3.1.5 Reports and Result Graphs .................................................................... 16
3.1.6 Repeating Tests..................................................................................... 17
3.2 Choosing the Procedure to Use ........................................................................ 17
3.3 Describing Your Data with Basic Statistics ....................................................... 19
3.3.1 Arranging Descriptive Statistics Data ..................................................... 19
3.3.2 Setting Descriptive Statistics Options ..................................................... 20
3.3.3 Running the Descriptive Statistics Test................................................... 22
3.3.4 Descriptive Statistics Results ................................................................. 23
3.3.5 Descriptive Statistics Result Graphs ....................................................... 24
3.4 Choosing the Group Comparison Test to Use .................................................... 26
3.4.1 When to Compare Two Groups.............................................................. 26
3.4.2 When to Compare Many Groups............................................................ 27
3.4.3 When to Use One, Two, and Three Way ANOVAs .................................. 28
3.4.4 How to Determine Which Groups are Different ...................................... 28
3.5 Choosing the Repeated Measures Test to Use.................................................... 29
3.5.1 When to Compare Effects on Individuals Before and After a Single
Treatment ......................................................................................... 29
3.5.2 When to Compare Effects on Individuals After Multiple
Treatments........................................................................................ 30
3.5.3 When to Use One and Two Way RM ANOVA ........................................ 31
3.5.4 How to Determine Which Treatments Have an Effect.............................. 31
3.6 Choosing the Rate and Proportion Comparison to Use....................................... 32
3.7 Choosing the Prediction or Correlation Method................................................. 33
3.7.1 When to Use Regression to Predict a Variable......................................... 33
3.7.2 When to Use Correlation ....................................................................... 34
3.8 Choosing the Survival Analysis to Use ............................................................. 34
3.9 Testing Normality ........................................................................................... 35
3.9.1 When to Test for Normality ................................................................... 35
3.9.2 Performing a Normality Test.................................................................. 35

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3.9.3 Setting the P Value for the Normality Test .............................................. 35

3.9.4 Arranging Normality Test Data .............................................................. 36
3.9.5 Running a Normality Test...................................................................... 37
3.9.6 Interpreting Normality Test Results........................................................ 38
3.9.7 Normality Report Graphs ...................................................................... 38
3.10 Determining Experimental Power and Sample Size ......................................... 39
3.10.1 When to Compute Power and Sample Size ........................................... 39
4 Single Group Analysis............................................................................................... 41
4.1 One-Sample t-Test .......................................................................................... 41
4.1.1 About the One-Sample t-Test................................................................. 41
4.1.2 Performing a One-Sample t-Test ............................................................ 41
4.1.3 Arranging One-Sample t-Test Data ........................................................ 42
4.1.4 Setting One-Sample t-Test Data Options................................................. 42
4.1.5 Running a One-Sample t-Test ................................................................ 45
4.1.6 Interpreting One-Sample t-Test Results .................................................. 46
4.1.7 One-Sample t-Test Report Graphs .......................................................... 48
4.2 One-Sample Signed Rank Test......................................................................... 49
4.2.1 About the One-Sample Signed Rank Test ............................................... 49
4.2.2 Performing a One-Sample Signed Rank Test........................................... 49
4.2.3 Arranging One-Sample Signed Rank Test Data ....................................... 49
4.2.4 Setting One-Sample Signed Rank Test Options ....................................... 49
4.2.5 Running a One-Sample Signed Rank Test............................................... 51
4.2.6 Interpreting One-Sample Signed Rank Test Results................................. 52
5 Comparing Two or More Groups................................................................................ 53
5.1 About Group Comparison Tests ....................................................................... 53
5.1.1 Parametric and Nonparametric Tests ...................................................... 53
5.1.2 Comparing Two Groups ........................................................................ 53
5.1.3 Comparing Many Groups ...................................................................... 54
5.2 Data Format for Group Comparison Tests......................................................... 54
5.2.1 Descriptive Statistics............................................................................. 55
5.2.2 Arranging Data for t-Tests and ANOVAs................................................ 55
5.3 Unpaired t-Test ............................................................................................... 57
5.3.1 About the Unpaired t-test ...................................................................... 58
5.3.2 Performing an Unpaired t-Test ............................................................... 58
5.3.3 Arranging t-Test Data............................................................................ 58
5.3.4 Setting t-Test Options............................................................................ 59
5.3.5 Running a t-Test ................................................................................... 62
5.3.6 Interpreting t-Test Results...................................................................... 63
5.3.7 t-Test Report Graphs ............................................................................. 66
5.4 Mann-Whitney Rank Sum Test ........................................................................ 68
5.4.1 About the Mann-Whitney Rank Sum Test............................................... 69
5.4.2 Performing a Mann-Whitney Rank Sum Test .......................................... 69
5.4.3 Arranging Rank Sum Data..................................................................... 69
5.4.4 Setting Mann-Whitney Rank Sum Test Options ...................................... 70
5.4.5 Running a Rank Sum Test ..................................................................... 72
5.4.6 Interpreting Rank Sum Test Results........................................................ 74
5.4.7 Rank Sum Test Report Graphs ............................................................... 75
5.5 One Way Analysis of Variance (ANOVA)......................................................... 77
5.5.1 About One Way ANOVA ...................................................................... 78
5.5.2 Performing a One Way ANOVA ............................................................ 78
5.5.3 Arranging One Way ANOVA Data......................................................... 78
5.5.4 Setting One Way ANOVA Options......................................................... 79
5.5.5 Running a One Way ANOVA ................................................................ 83

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5.5.6 Multiple Comparison Options for a One Way ANOVA............................ 85
5.5.7 Interpreting One Way ANOVA Results................................................... 86
5.5.8 One Way ANOVA Report Graphs .......................................................... 89
5.6 Two Way Analysis of Variance (ANOVA) ........................................................ 91
5.6.1 About the Two Way ANOVA................................................................. 92
5.6.2 Performing a Two Way ANOVA ............................................................ 92
5.6.3 Arranging Two Way ANOVA Data ........................................................ 92
5.6.4 Setting Two Way ANOVA Options ........................................................ 96
5.6.5 Running a Two Way ANOVA ...............................................................101
5.6.6 Multiple Comparison Options for a Two Way ANOVA ..........................103
5.6.7 Performing a One Way ANOVA on Two Way ANOVA Data ..................106
5.6.8 Interpreting Two Way ANOVA Results .................................................106
5.6.9 Two Way ANOVA Report Graphs.........................................................112
5.7 Three Way Analysis of Variance (ANOVA) .....................................................113
5.7.1 About the Three Way ANOVA..............................................................114
5.7.2 Performing a Three Way ANOVA .........................................................114
5.7.3 Arranging Three Way ANOVA Data .....................................................114
5.7.4 Setting Three Way ANOVA Options .....................................................118
5.7.5 Running a Three Way ANOVA .............................................................122
5.7.6 Multiple Comparison Options for a Three Way ANOVA ........................123
5.7.7 Interpreting Three Way ANOVA Results ...............................................125
5.7.8 Three Way ANOVA Report Graphs.......................................................130
5.8 Kruskal-Wallis Analysis of Variance on Ranks.................................................131
5.8.1 About the Kruskal-Wallis ANOVA on Ranks .........................................131
5.8.2 Performing an ANOVA on Ranks .........................................................132
5.8.3 Arranging ANOVA on Ranks Data........................................................132
5.8.4 Setting the ANOVA on Ranks Options ..................................................133
5.8.5 Running an ANOVA on Ranks .............................................................136
5.8.6 Multiple Comparison Options for ANOVA on Ranks .............................139
5.8.7 Interpreting ANOVA on Ranks Results .................................................139
5.8.8 ANOVA on Ranks Report Graphs .........................................................142
5.9 Performing a Multiple Comparison .................................................................143
5.9.1 Holm-Sidak Test ..................................................................................144
5.9.2 Tukey Test...........................................................................................144
5.9.3 Student-Newman-Keuls (SNK) Test......................................................144
5.9.4 Bonferroni t-Test..................................................................................145
5.9.5 Fisher’s Least Significance Difference Test............................................145
5.9.6 Dunnett’s Test......................................................................................145
5.9.7 Dunn’s test ..........................................................................................145
5.9.8 Duncan’s Multiple Range .....................................................................145
6 Comparing Repeated Measurements of the Same Individuals......................................147
6.1 About Repeated Measures Tests......................................................................147
6.1.1 Parametric and Nonparametric Tests .....................................................147
6.1.2 Comparing Individuals Before and After a Single Treatment ..................147
6.1.3 Comparing Individuals Before and After Multiple Treatments ................148
6.2 Data Format for Repeated Measures Tests .......................................................148
6.2.1 Raw Data ............................................................................................149
6.2.2 Indexed Data .......................................................................................149
6.3 Paired t-Test ..................................................................................................150
6.3.1 Performing a Paired t-test .....................................................................150
6.3.2 Arranging Paired t-Test Data ................................................................150
6.3.3 Setting Paired t-Test Options ................................................................151
6.3.4 Running a Paired t-Test ........................................................................154

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6.3.5 Interpreting Paired t-Test Results ..........................................................156

6.3.6 Paired t-Test Report Graphs..................................................................158
6.4 Wilcoxon Signed Rank Test............................................................................160
6.4.1 About the Signed Rank Test..................................................................161
6.4.2 Performing a Signed Rank Test.............................................................161
6.4.3 Arranging Signed Rank Data ................................................................161
6.4.4 Setting Signed Rank Test Options .........................................................162
6.4.5 Running a Signed Rank Test .................................................................164
6.4.6 Interpreting Signed Rank Test Results ...................................................165
6.4.7 Signed Rank Test Report Graphs...........................................................167
6.5 One Way Repeated Measures Analysis of Variance (ANOVA) ..........................169
6.5.1 About the One Way Repeated Measures ANOVA ..................................170
6.5.2 Performing a One Way Repeated Measures ANOVA..............................170
6.5.3 Arranging One Way Repeated Measures ANOVA Data ..........................170
6.5.4 Setting One Way Repeated Measures ANOVA Options ..........................171
6.5.5 Running a One Way Repeated Measures ANOVA ..................................176
6.5.6 Multiple Comparison Options (One Way RM ANOVA)..........................178
6.5.7 Interpreting One Way Repeated Measures ANOVA Results ....................178
6.5.8 One Way Repeated Measures ANOVA Report Graphs............................183
6.6 Two Way Repeated Measures Analysis of Variance (ANOVA)..........................185
6.6.1 About the Two Way Repeated Measures ANOVA ..................................186
6.6.2 Performing a Two Way Repeated Measures ANOVA .............................186
6.6.3 Arranging Two Way Repeated Measures ANOVA Data..........................187
6.6.4 Setting Two Way Repeated Measures ANOVA Options..........................190
6.6.5 Running a Two Way Repeated Measures ANOVA..................................193
6.6.6 Multiple Comparison Options (Two Way RM ANOVA) .........................194
6.6.7 Interpreting Two Way Repeated Measures ANOVA Results....................195
6.6.8 Two way repeated measures ANOVA Report Graphs .............................200
6.7 Friedman Repeated Measures Analysis of Variance on Ranks ...........................201
6.7.1 About the Repeated Measures ANOVA on Ranks ..................................201
6.7.2 Performing a Repeated Measures ANOVA on Ranks..............................201
6.7.3 Arranging Repeated Measures ANOVA on Ranks Data ..........................202
6.7.4 Setting the Repeated Measures ANOVA on Ranks Options.....................202
6.7.5 Running a Repeated Measures ANOVA on Ranks..................................204
6.7.6 Multiple Comparison Options (RM ANOVA on ranks)...........................205
6.7.7 Interpreting Repeated Measures ANOVA on Ranks Results ....................205
6.7.8 Repeated Measures ANOVA on Ranks Report Graphs ...........................208
7 Comparing Frequencies, Rates, and Proportions.........................................................209
7.1 About Rate and Proportion Tests .....................................................................209
7.1.1 Contingency Tables..............................................................................209
7.1.2 Comparing the Proportions of Two Groups in One Category...................209
7.1.3 Comparing Proportions of Multiple Groups in Multiple
Categories .......................................................................................210
7.1.4 Comparing Proportions of the Same Group to Two Treatments ...............210
7.1.5 Yates Correction ..................................................................................210
7.2 Data Format for Rate and Proportion Tests ......................................................210
7.2.1 z-test ...................................................................................................211
7.2.2 Chi—Squared Analysis of Contingency Tables ......................................211
7.2.3 Fisher Exact Test .................................................................................212
7.2.4 McNemar’s Test ..................................................................................213
7.3 Comparing Proportions Using the z-Test .........................................................214
7.3.1 About the z-test ...................................................................................214
7.3.2 Performing a z-test...............................................................................215

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7.3.3 Arranging z-test Data ...........................................................................215
7.3.4 Setting z-test Options ...........................................................................215
7.3.5 Running a z-Test..................................................................................217
7.3.6 Interpreting Proportion Comparison Results ..........................................218
7.4 Chi-square Analysis of Contingency Tables .....................................................220
7.4.1 About the Chi-Square Test....................................................................220
7.4.2 Performing a Chi-Square Test ...............................................................220
7.4.3 Arranging Chi-Square Data ..................................................................221
7.4.4 Setting Chi-Square Options ..................................................................222
7.4.5 Running a Chi-Square Test ...................................................................223
7.4.6 Interpreting Results of a Chi-Squared Analysis of Contingency
tables...............................................................................................225
7.5 The Fisher Exact Test .....................................................................................227
7.5.1 About the Fisher Exact Test ..................................................................228
7.5.2 Performing a Fisher Exact Test .............................................................228
7.5.3 Arranging Fisher Exact Test Data..........................................................228
7.5.4 Running a Fisher Exact Test .................................................................229
7.5.5 Interpreting Results of a Fisher Exact Test .............................................231
7.6 McNemar’s Test ............................................................................................233
7.6.1 About McNemar’s Test ........................................................................233
7.6.2 Performing McNemar’s Test.................................................................233
7.6.3 Arranging McNemar Test Data .............................................................233
7.6.4 Setting McNemar’s Options..................................................................234
7.6.5 Running McNemar’s Test.....................................................................236
7.6.6 Interpreting Results of McNemar’s Test ................................................237
7.7 Relative Risk Test ..........................................................................................239
7.7.1 About the Relative Risk Test.................................................................239
7.7.2 Performing the Relative Risk Test .........................................................239
7.7.3 Arranging Relative Risk Test Data ........................................................240
7.7.4 Setting Relative Risk Test Options ........................................................240
7.7.5 Running the Relative Risk Test .............................................................241
7.7.6 Interpreting Results of the Relative Risk Test.........................................243
7.8 Odds Ratio Test .............................................................................................244
7.8.1 About the Odds Ratio Test....................................................................244
7.8.2 Performing the Odds Ratio Test ............................................................244
7.8.3 Arranging Odds Ratio Test Data ...........................................................244
7.8.4 Setting Odds Ratio Test Options ...........................................................245
7.8.5 Running the Odds Ratio Test ................................................................246
7.8.6 Interpreting Results of the Odds Ratio Test ............................................247
8 Prediction and Correlation ........................................................................................249
8.1 About Regression...........................................................................................249
8.1.1 Correlation ..........................................................................................250
8.1.2 Data Format for Regression and Correlation ..........................................250
8.2 Simple Linear Regression...............................................................................250
8.2.1 About the Simple Linear Regression .....................................................251
8.2.2 Performing a Linear Regression ............................................................251
8.2.3 Arranging Linear Regression data .........................................................252
8.2.4 Setting Linear Regression Options ........................................................252
8.2.5 Running a Linear Regression ................................................................257
8.2.6 Interpreting Simple Linear Regression Results.......................................257
8.2.7 Simple Linear Regression Report Graphs ..............................................264
8.3 Multiple Linear Regression.............................................................................264
8.3.1 About the Multiple Linear Regression ...................................................265

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8.3.2 Performing a Multiple Linear Regression ..............................................265

8.3.3 Arranging Multiple Linear Regression Data...........................................265
8.3.4 Setting Multiple Linear Regression Options...........................................265
8.3.5 Running a Multiple Linear Regression ..................................................272
8.3.6 Interpreting Multiple Linear Regression Results.....................................273
8.3.7 Multiple Linear Regression Report Graphs ............................................280
8.4 Multiple Logistic Regression ..........................................................................281
8.4.1 About the Multiple Logistic Regression.................................................281
8.4.2 Performing a Multiple Logistic Regression ............................................281
8.4.3 Arranging Multiple Logistic Regression Data ........................................282
8.4.4 Setting Multiple Logistic Regression Options ........................................282
8.4.5 Running a Multiple Logistic Regression ................................................288
8.4.6 Interpreting Multiple Logistic Regression Results ..................................289
8.5 Polynomial Regression...................................................................................295
8.5.1 About the Polynomial Regression .........................................................295
8.5.2 Performing a Polynomial Regression.....................................................296
8.5.3 Arranging Polynomial Regression Data .................................................296
8.5.4 Setting Polynomial Regression Options .................................................296
8.5.5 Running a Polynomial Regression.........................................................300
8.5.6 Interpreting Incremental Polynomial Regression Results ........................301
8.5.7 Interpreting Order Only Polynomial Regression Results .........................304
8.5.8 Polynomial Regression Report Graphs ..................................................307
8.6 Stepwise Linear Regression ............................................................................307
8.6.1 About Stepwise Linear Regression........................................................308
8.6.2 Performing a Stepwise Linear Regression..............................................308
8.6.3 Arranging Stepwise Regression Data.....................................................309
8.6.4 Setting Forward Stepwise Regression Options .......................................309
8.6.5 Setting Backward Stepwise Regression Options.....................................317
8.6.6 Running a Stepwise Regression ............................................................324
8.6.7 Interpreting Stepwise Regression Results ..............................................325
8.6.8 Stepwise Regression Report Graphs ......................................................332
8.7 Best Subsets Regression .................................................................................333
8.7.1 About Best Subset Regression ..............................................................333
8.7.2 "Best" Subsets Criteria .........................................................................333
8.7.3 Performing a Best Subset Regression ....................................................334
8.7.4 Arranging Best Subset Regression Data.................................................334
8.7.5 Setting Best Subset Regression Options.................................................334
8.7.6 Running a Best Subset Regression ........................................................336
8.7.7 Interpreting Best Subset Regression Results ..........................................337
8.8 Pearson Product Moment Correlation ..............................................................339
8.8.1 About the Pearson Product Moment Correlation Coefficient ...................339
8.8.2 Computing the Pearson Product Moment Correlation Coefficient ...........340
8.8.3 Arranging Pearson Product Moment Correlation Data ............................340
8.8.4 Running a Pearson Product Moment Correlation....................................340
8.8.5 Interpreting Pearson Product Moment Correlation Results ......................341
8.8.6 Pearson Product Moment Correlation Report Graph ...............................342
8.9 Spearman Rank Order Correlation...................................................................342
8.9.1 About the Spearman Rank Order Correlation Coefficient........................343
8.9.2 Computing the Spearman Rank Order Correlation Coefficient ................343
8.9.3 Arranging Spearman Rank Order Correlation Coefficient Data ...............343
8.9.4 Running a Spearman Rank Order Correlation ........................................343
8.9.5 Interpreting Spearman Rank Correlation Results ....................................344
8.9.6 Spearman Rank Order Correlation Report Graph ...................................345

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8.10Deming Regression ......................................................................................346
8.10.1 About Deming Regression ..................................................................346
8.10.2 Performing a Deming Regression........................................................346
8.10.3 Arranging Deming Regression Data ....................................................347
8.10.4 Setting Deming Regression Options ....................................................347
8.10.5 Running a Deming Regression ............................................................348
8.10.6 Interpreting Deming Regression Results ..............................................348
8.10.7 Deming Regression Result Graph........................................................349
9 Survival Analysis.....................................................................................................351
9.1 Five Survival Tests.........................................................................................351
9.2 Data Format for Survival Analysis ..................................................................352
9.2.1 Raw Data ............................................................................................352
9.2.2 Indexed Data .......................................................................................353
9.3 Single Group Survival Analysis ......................................................................354
9.3.1 Performing a Single Group Survival Analysis ........................................354
9.3.2 Arranging Single Group Survival Analysis Data ....................................354
9.3.3 Setting Single Group Test Options ........................................................354
9.3.4 Running a Single Group Survival Analysis ............................................356
9.3.5 Interpreting Single Group Survival Results ............................................358
9.3.6 Single Group Survival Graph................................................................360
9.4 LogRank Survival Analysis ............................................................................361
9.4.1 Performing a LogRank Analysis ...........................................................361
9.4.2 Arranging LogRank Survival Analysis Data ..........................................361
9.4.3 Setting LogRank Survival Options ........................................................361
9.4.4 Running a LogRank Survival Analysis ..................................................364
9.4.5 Interpreting LogRank Survival Results ..................................................368
9.4.6 LogRank Survival Graph......................................................................370
9.5 Gehan-Breslow Survival Analysis...................................................................371
9.5.1 Performing a Gehan-Breslow Analysis ..................................................371
9.5.2 Arrange Gehan-Breslow Survival Analysis Data ....................................371
9.5.3 Setting Gehan-Breslow Survival Options...............................................371
9.5.4 Running a Gehan-Breslow Survival Analysis.........................................374
9.5.5 Interpreting Gehan-Breslow Survival Results.........................................379
9.5.6 Gehan-Breslow Survival Graph ............................................................380
9.6 Cox Regression..............................................................................................381
9.6.1 About Cox Regression .........................................................................382
9.6.2 Performing a Cox Regression Proportional Hazards Model.....................383
9.6.3 Performing a Cox Regression Stratified Model ......................................384
9.6.4 Arranging Cox Regression Data............................................................384
9.6.5 Setting Cox Regression Proportional Hazards Options ...........................384
9.6.6 Setting Cox Regression Stratified Model Options...................................387
9.6.7 Running a Cox Regression Proportional Hazards Model.........................389
9.6.8 Running a Cox Regression Stratified Model...........................................391
9.6.9 Interpreting Cox Regression Results......................................................393
9.6.10 Cox Regression Graphs ......................................................................395
9.6.11 How to Create a Cox Regression Graph ...............................................395
9.7 Survival Curve Graph Examples .....................................................................396
9.7.1 Using Test Options to Modify Graphs ...................................................396
9.7.2 Editing Survival Graphs Using the Property Browser .............................398
9.8 Failures, Censored Values, and Ties ................................................................399
10 Computing Power and Sample Size .........................................................................401
10.1 About Power................................................................................................401
10.2 About Sample Size.......................................................................................402

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10.3 Determining the Power of a t-Test .................................................................402

10.4 Determining the Power of a Paired t-Test.......................................................404
10.5 Determining the Power of a z-Test Proportions Comparison............................406
10.6 Determining the Power of a One Way ANOVA ..............................................408
10.7 Determining the Power of a Chi-Square Test..................................................410
10.8 Determining the Power to Detect a Specified Correlation ................................413
10.9 Determining the Minimum Sample Size for a t-Test .......................................415
10.10 Determining the Minimum Sample Size for a Paired t-Test ...........................417
10.11 Determining the Minimum Sample Size for a Proportions Comparison ...........418
10.12 Determining the Minimum Sample Size for a One Way ANOVA...................420
10.13 Determining the Minimum Sample Size for a Chi-Square Test ......................423
10.14 Determining the Minimum Sample Size to Detect a Specified
Correlation..............................................................................................425
11 Report Graphs........................................................................................................429
11.1 Generating Report Graphs.............................................................................429
11.1.1 Bar Charts of the Column Means.........................................................430
11.1.2 Scatter Plot ........................................................................................431
11.1.3 Point Plot...........................................................................................431
11.1.4 Point Plot and Column Means .............................................................432
11.1.5 Box Plot ............................................................................................433
11.1.6 Scatter Plot of the Residuals................................................................434
11.1.7 Bar Chart of the Standardized Residuals ..............................................435
11.1.8 Histogram of Residuals.......................................................................436
11.1.9 Normal Probability Plot ......................................................................437
11.1.10 2D Line/Scatter Plots of the Regressions with Prediction and
Confidence Intervals.........................................................................438
11.1.11 3D Residual Scatter Plot ...................................................................439
11.1.12 Grouped Bar Chart with Error Bars ...................................................440
11.1.13 3D Category Scatter Graph ...............................................................441
11.1.14 Before and After Line Plots...............................................................442
11.1.15 Multiple Comparison Graphs ............................................................443
11.1.16 Scatter Matrix .................................................................................444
11.1.17 Profile Plots .....................................................................................445
Index ............................................................................................................................447

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1 Statistics
SigmaPlot Statistics provide a wide range of powerful yet easy to use statistical analyses
specifically designed to meet the needs of researchers, without requiring in-depth knowledge
of the math behind the procedures performed. The tests and features described in this user’s
manual include:
• Using the Advisor Wizard. For more information, see 2.1 Using the Advisor Wizard.
• Using SigmaPlot procedures. For more information, see 3 Using Statistical Procedures.
• Comparing two or more groups. For more information, see 5 Comparing Two or More
Groups.
• Comparing repeated measurements of the same individuals. For more information, see 6
Comparing Repeated Measurements of the Same Individuals.
• Comparing frequencies, rates, and proportions. For more information, see 7 Comparing
Frequencies, Rates, and Proportions.
• Prediction and correlation. For more information, see 8 Prediction and Correlation.
• Survival analysis. For more information, see 9 Survival Analysis.
• Computing power and sample size. For more information, see 10 Computing Power and
Sample Size.
• Generating report graphs. For more information, see 11.1 Generating Report Graphs.

1
2 The Advisor Wizard
Topics Covered in this Chapter
♦ Using the Advisor Wizard

Use the Advisor Wizard to help you to determine the appropriate test to use to analyze your
data.

2.1 Using the Advisor Wizard

To use the Advisor Wizard:

1. On the Analysis tab, in the Statistics group, click Advisor.

2. When the Advisor Wizard appears, answer the questions about what you want to do and
the format of your data. Click Next to go to the next panel, Back to go to the preceding
panel, Finish to view the suggested test, or Cancel to close the Advisor Wizard.
3. After the Advisor Wizard suggests a test, click Run to perform the test. The Pick
Columns dialog box for the suggested test appears prompting you to select the worksheet
columns with the data you want to test. For more information, see 3.1.4 Selecting the
Data to Test.

The remainder of this section describes the answers for each dialog box.

2.1.1 Select what you need to do

The first step in assigning a test appropriate to your data is defining what you want to
accomplish. The Advisor Wizard begins by asking you if you need to:
Describe your data with basic statistics. Select this option if you want to view a list
of descriptive statistics for one or more columns of data. For more information, see 3.3
Describing Your Data with Basic Statistics.
Compare groups or treatments for significant differences. Select this option if you want to
compare data for significant differences, for example, if you want to compare the mean blood
pressure of people who are receiving different drug treatments. The data to be compared can be
the data collected from different groups, the data for different treatments on the same subjects,

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SigmaPlot Statistics

or the distributions or proportions of different groups. Click Next. You are asked to describe
how your data is measured. For more information, see 2.1.2 How are the data measured?.
Predict a trend, find a correlation, or fit a curve. Select this option if you want to use
regression to predict a dependent variable from one or more independent variables, or describe
the strength of association between two variables with a correlation coefficient. For example,
select this option if you want to see if you can predict the average caloric intake of an animal
from its weight. Click Next. You are asked to describe how your data is measured. For more
information, see 2.1.2 How are the data measured?.
Determine the sample size for an experimental design. Select this option if you want to
determine the desired sample size for an experiment you intend to perform. Click Next. You
are asked to describe how your data is measured. For more information, see 2.1.2 How are
the data measured?.
Determine the sensitivity of an experimental design. Select this option to determine the
power or ability of a test to detect an effect for an experiment you want to perform. Click
Next. You are asked to describe how your data is measured. For more information, see 2.1.2
How are the data measured?.

Figure 2.1 The Advisor Wizard

Measure the strength of association between a treatment and an event. Select this option
if you want to measure the strength of association between a treatment or risk factor and
a specified event that occurs in members of a population. Click Next. You are asked if
your study is retrospective or prospective. For more information, see 2.1.11 Is your study
retrospective or prospective?.

2.1.2 How are the data measured?

You need to define how your data are measured to determine which test to perform for most
procedures.
There are four ways data can be measured:

4
2.1.2 How are the data measured?

By numeric values. Select By numeric values if your data are measured on a continuous
scale using numbers. Examples of numeric values include height, weight, concentrations,
ages, or any measurement where there is an arithmetic relationship between values.
• If you are comparing groups or treatments for differences, you are asked if you have
repeated observations on the same individuals. For more information, see 2.1.4 Did you
apply more than one treatment per subject?.
• If you are predicting a trend, you are prompted to select the type of prediction you want to
perform. For more information, see 2.1.7 What kind of prediction do you want to make?.
• If you are determining the sample size of or the sensitivity of an experimental design,
you are asked how many groups or treatments you have. For more information, see 2.1.5
How many groups or treatments are there?.
By order or rank. Select By order or rank if your data are measured on a rank scale that has
an ordering relationship, but no arithmetic relationship, between values.
For example, clinical status is often measured on an ordinal scale, such as: Healthy = 1;
Feeling ill = 2; Sick = 3; Hospitalized = 4; and Dead = 5. These ratings show that being
dead is worse than being healthy, but they do not indicate that being dead is five times worse
than being healthy.
• If you are comparing groups or treatments for differences, you are asked if you have
repeated observations on the same individuals. For more information, see 2.1.4 Did you
apply more than one treatment per subject?.
• If you are predicting a trend, click Finish. The Advisor suggests computing the Spearman
Rank Correlation. For more information, see 8.9 Spearman Rank Order Correlation.
By proportion or number of observations (for example, male vs. female). Select By
proportion or number of observations in categories if your data is measured on a nominal
scale, which counts the number or proportions that fall into categories, and where there is no
relationship between the categories (such as Democrat versus Republican).
• If you are comparing groups or treatments for differences, you are asked if you have
repeated observations on the same individuals. For more information, see 2.1.4 Did you
apply more than one treatment per subject?.
• If you are predicting a trend, click Finish. SigmaPlot suggests running a Multiple Logistic
Regression. Click Run to perform the test, Cancel to exit the Advisor Wizard and
return to the worksheet, or Help for information on the test. For more information, see
8.4 Multiple Logistic Regression.
• If you are determining a sample size or the sensitivity of a experimental group, you are asked
how your data is formatted. For more information, see 2.1.6 What kind of data do you have?.
By survival time. Select By survival time if you have measurements that correspond to the
time to an event. This event is typically a death but other events like the time to motor failure
or the time to vascular graph closure are equally valid.
• If you wish to describe your survival data’s statistics or are comparing survival groups for
significant differences, then you are asked if your data includes potential risk factors that
may affect survival times.
• If you are comparing survival groups for significant differences then you are asked whether
later survival times are less accurate.

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SigmaPlot Statistics

2.1.3 Does your data include potential risk factors that

may affect survival time?
No. Select No if all data is considered equally accurate and the Advisor Wizard will suggest
use of the LogRank test. For more information, see 9.4 LogRank Survival Analysis.
Yes. Select Yes if you think the later survival times are less accurate than the early times. This
might occur, for example, when there are many more late censored values. In this case the
Advisor Wizard will suggest use of the Gehan-Breslow test. For more information, see 9.5
Gehan-Breslow Survival Analysis.

2.1.4 Did you apply more than one treatment per

subject?
If you are comparing groups or treatments, or determining sample size or power and your data
is measured on a continuous numeric scale, you must specify whether the observations were,
or are to be made, on the same or different subjects. Select Yes or No, then click Next.
Yes. Answer Yes if the observations are different treatments made on the same subjects. Select
Yes when you are comparing the same individuals before and after one or more different
treatments or changes in condition.
For example, you would select Yes if you were testing the effect of changing diet on the
cholesterol level of experimental subjects, or if you were taking an opinion poll of the same
voters before and after a political debate.
• If you are comparing groups on an arithmetic or rank scale, you are asked to specify
the number of groups or treatments. For more information, see 2.1.5 How many groups
or treatments are there?.
• If you are comparing group proportions or distribution in categories, click Finish.
SigmaPlot suggests performing McNemar’s Test. For more information, see 7.6
McNemar’s Test. There are also descriptions available of the results for this procedure. For
more information, see 7.6.6 Interpreting Results of McNemar’s Test.
No. Answer No if each observation was obtained from a different subject. If you are seeing if
there is a difference between different groups, such as comparing the weights of three different
populations of elephants, you are not repeating observations. You should only select Yes if
you are comparing the same individuals before and after one or more treatments.
• If you are comparing groups on an arithmetic or rank scale, you are asked to specify
the number of groups or treatments. For more information, see 2.1.5 How many groups
or treatments are there?.
• If you are comparing group proportions or distribution in categories, you are asked what
kind of data you have. For more information, see 2.1.6 What kind of data do you have?.

2.1.5 How many groups or treatments are there?

When comparing groups or treatments or determining sample size or power and your data is
measured on a continuous numeric or rank scale, SigmaPlot asks you how many treatments
or conditions are involved. After specifying the number of groups, you are asked more
questions, or a test is suggested.

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2.1.5 How many groups or treatments are there?

Tip
Click Finish to view the suggested test, then Run to perform it. You can also click
Back to return to the previous dialog box, Cancel to return to the worksheet, or click
Help for information on using the Advisor Wizard.
Select one of the following:
One. Select this option if you have only one different experimental group. For more
information, see 4.1 One-Sample t-Test.
Two. Select this option if you have two different experimental groups or if your subjects
underwent two different treatments.
For example, if you are comparing differences in hormone levels between men and women,
or if you are measuring the change in individuals before and after a drug treatment, there
are two groups.
• If you are comparing two different groups on an arithmetic scale, SigmaPlot suggests the
independent t-test. For more information, see 5.3 Unpaired t-Test. You can read descriptions
of the results for this procedure. For more information, see 5.3.6 Interpreting t-Test Results.
• If you are determining sample size or power for a comparison of two groups on an arithmetic
scale, SigmaPlot suggests that you perform t-test sample size or power computations. For
more information, see 10.9 Determining the Minimum Sample Size for a t-Test. You can
also determine the power. For more information, see 10.3 Determining the Power of a t-Test.
• If you are comparing the same subjects undergoing two different treatments on an arithmetic
scale, SigmaPlot suggests performing the Paired t-test. For more information, see 6.3
Paired t-Test. You can also read descriptions of the results for this procedure. For more
information, see 6.3.5 Interpreting Paired t-Test Results.
• If you are determining sample size or power for a comparison of the same subjects
undergoing two treatments on an arithmetic scale, SigmaPlot suggests performing Paired
t-test sample size or power computations. For more information, see 10.10 Determining
the Minimum Sample Size for a Paired t-Test. You can also read directions on determining
power. For more information, see 10.4 Determining the Power of a Paired t-Test.
• If you are comparing two different groups on a rank scale, SigmaPlot suggests performing
the Mann-Whitney Rank Sum Test. For more information, see 5.4 Mann-Whitney Rank
Sum Test. You can also read descriptions of the results for this procedure. For more
information, see 5.4.6 Interpreting Rank Sum Test Results.
• If you are comparing the same subjects undergoing two different treatments on a rank scale,
SigmaPlot suggests performing the Wilcoxon Signed Rank Test. For more information,
see 6.4 Wilcoxon Signed Rank Test. You can also read descriptions of the results for this
procedure. For more information, see 6.4.6 Interpreting Signed Rank Test Results.
Three or more. Select this option if your group has three or more different groups to compare,
or are comparing the response of the same subjects to three or more different treatments.
For example, if you collected ethnic diversity data from five different cities, or subjected
individuals to a series of four dietary changes and measured change in serum cholesterol, you
are analyzing three or more groups.
• If you are comparing three or more different groups on an arithmetic scale, SigmaPlot
suggests performing One Way ANOVA. For more information, see 5.5 One Way Analysis
of Variance (ANOVA).
• If you are determining sample size or power for a comparison of three or more different
groups on an arithmetic scale, SigmaPlot suggests performing One Way ANOVA sample
size computations. For more information, see 10.12 Determining the Minimum Sample Size

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SigmaPlot Statistics

for a One Way ANOVA. You can also perform power computations. For more information,
see 10.6 Determining the Power of a One Way ANOVA.
• If you are comparing the same subjects undergoing three or more different treatments on an
arithmetic scale, SigmaPlot suggests performing One Way Repeated Measures ANOVA. For
more information, see 6.5 One Way Repeated Measures Analysis of Variance (ANOVA).
You can also read descriptions of the results for this procedure. For more information, see
6.5.7 Interpreting One Way Repeated Measures ANOVA Results.
• If you are comparing three or more different groups on a rank scale, SigmaPlot suggests the
Kruskal-Wallis ANOVA on Ranks. For more information, see 5.8 Kruskal-Wallis Analysis
of Variance on Ranks. You can also read descriptions of the results for this procedure. For
more information, see 5.8.7 Interpreting ANOVA on Ranks Results.
• If you are comparing the same subjects undergoing three or more different treatments on a
rank scale, SigmaPlot suggests the Friedman Repeated Measures ANOVA on Ranks. For
more information, see 6.7 Friedman Repeated Measures Analysis of Variance on Ranks.
You can also read descriptions of the results for this procedure. For more information, see
6.7.7 Interpreting Repeated Measures ANOVA on Ranks Results.
There are two combinations of groups or treatments to consider (for example, males and
females from different cities). Select this option if each experimental subject is affected by
two different experimental factors or underwent two different treatments simultaneously. Note
that different levels of a factor, such as male and female for gender, are not considered to
be different factors.
For example, if you were comparing only males and females, you would have only one factor;
however, if you compared males and females from different countries, there would be two
factors, gender and nationality.
• If you are comparing three or more different groups on an arithmetic scale, SigmaPlot
suggests performing Two Way ANOVA.
• For more information, see 5.6 Two Way Analysis of Variance (ANOVA). You can also read
descriptions of the results for this procedure. For more information, see 5.6.8 Interpreting
Two Way ANOVA Results.
• If you are comparing the same subjects undergoing three or more repeated treatments on
an arithmetic scale, SigmaPlot suggests Two Way Repeated Measures ANOVA. Note that
either one or both factors can be repeated treatments. For more information, see 6.6 Two
Way Repeated Measures Analysis of Variance (ANOVA). You can also read descriptions
of the results for this procedure. For more information, see 6.6.7 Interpreting Two Way
Repeated Measures ANOVA Results.
There are three combinations of groups to consider. Select this option if each experimental
subject is affected by three different experimental factors or underwent three different
treatments simultaneously. Note that different levels of a factor, such as male and female for
gender, and Italian and German for nationalities are not considered to be different factors.
For example, if you are comparing only males and females, from Italy and Germany, you have
only two factors. However, if you are comparing males and females from different countries,
with different diets, there are three factors, gender, nationality, and diet.
If you select this option, SigmaPlot suggests you run a Three Way ANOVA. For more
information, see 5.7 Three Way Analysis of Variance (ANOVA).
This is a measure of the association between two variables. If you are determining power
or sample size, this option also appears. SigmaPlot suggests performing power or sample size
computations for a correlation coefficient.

8
2.1.6 What kind of data do you have?

2.1.6 What kind of data do you have?

You can have two kinds of data that are arranged by proportions in categories.
Tip
After specifying the kind of data you have, click Finish to view the suggested test,
Back to return to the previous panel, or Cancel to quit the Advisor Wizard and return
to the worksheet. Click Run to perform the test, Cancel to return to the worksheet, or
Help for information on the test.
Select one of the following:
A contingency table. Select this option if you have data in the form of a contingency table. A
contingency table is a method of displaying the observed numbers of different groups that
fall into different categories; for example, the number of men and women that voted for
a Republican or Democratic candidate. These tables are used to see if there is a difference
between the expected and observed distributions of the groups in the categories.
A contingency table uses the groups and categories as the rows and columns, and places the
number of observations for each combination in the cells. For more information, see 7.1.1
Contingency Tables.
If you select a contingency table, SigmaPlot suggests performing a Chi-Square Analysis of
Contingency Tables. For more information, see 7.4 Chi-square Analysis of Contingency
Tables. You can also read descriptions of the results for this procedure. For more information,
see 7.4.6 Interpreting Results of a Chi-Squared Analysis of Contingency tables.
Observed proportions. Select this option when you have data for the sample sizes of two
groups and the proportion of each group that falls into a single category. This data is used to
see if there is a difference between the proportion of two different groups that fall into the
category. For more information, see 7.3.3 Arranging z-test Data.
If you select this option, SigmaPlot suggests that you Compare Proportions. For more
information, see 7.3 Comparing Proportions Using the z-Test. You can also read descriptions
of the results for this procedure. For more information, see 7.3.6 Interpreting Proportion
Comparison Results.

2.1.7 What kind of prediction do you want to make?

If you are predicting a trend, finding a correlation, or fitting a curve and your data is measured
on a continuous numeric scale, you are asked what kind of prediction you want to make. There
are three different goals available when you are trying to predict one dependent variable from
one or more independent variables. After specifying the kind of prediction you want to make,
SigmaPlot asks more questions or suggests the kind of test to use.
Select one of the following:
Fit a straight line through the data. Select this answer to find the slope and the intercept
of the line y=p0+p1x that most closely describes the relationship of your data, where y is the
dependent variable and x is the independent variable.
If you select this option, click Finish to view the suggested test. SigmaPlot suggests
performing a Linear Regression. For more information, see 8.2 . You can also read
descriptions of the results for this procedure. For more information, see 8.2.6 Interpreting
Simple Linear Regression Results.

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SigmaPlot Statistics

Fit a curved line through the data. Select this answer to find an equation that predicts the
dependent variable from an independent variable without assuming a straight line relationship.
If you select to fit a curved line through your data, SigmaPlot asks you what kind of curve you
want to use. For more information, see 2.1.8 What kind of curve do you want to use?.
Predict a dependent variable from several independent variables. Select this option if you
want to predict a dependent variable from more than one independent variable using the linear
relationship k y=b0+b1x1+b2x2+b3x3+ ... bkxk where y is the dependent variable, x1, x2, x3...,
xk are the k independent variables, and b1, b2, b3..., bk are the regression coefficients. As the
values for xI vary, the corresponding value for y either increases or decreases proportionately.
If you select this option, SigmaPlot asks how you want to specify the independent variables.
For more information, see 2.1.9 How do you want to specify the independent variables?.
Measure the strength of association between pairs of variables. Select this option to find
how closely the value of one variable predicts the value of another (for example, the likelihood
that a variable increases or decreases when the other variable increases or decreases), without
specifying which is the dependent and independent variable.
If you select this option, click Finish. SigmaPlot suggests computing the Pearson Product
Moment Correlation.

2.1.8 What kind of curve do you want to use?

If you are trying to predict one variable from one or more other variables using a curved line,
you are asked what kind of curve you want to use.
Select one of the following:
A polynomial curve with one independent variable. Select this option if you want to use
a kth order polynomial curve of the form k y=b0+b1x1+b2x2+b3x3+ ... bkxk to predict the
dependent variable y from the independent variable x, where y=b0+b1x1+b2x2+b3x3+...bkxk >,
..., bk are the regression coefficients.
If you select this option, click Finish. SigmaPlot suggests performing Polynomial Regression.
For more information, see 8.5 Polynomial Regression. You can also read descriptions of the
results for this procedure. For more information, see 8.5.6 Interpreting Incremental Polynomial
Regression Results. You can also read about interpreting Order Only Polynomial Results. For
more information, see 8.5.7 Interpreting Order Only Polynomial Regression Results.
A general nonlinear equation. Select this option if you want to describe your data with a
nonlinear function. Common nonlinear functions include rising and falling exponential and log
curves, logistic sigmoid curves, and hyperbolic curves that approach a maximum or minimum.
If you select this option, click Finish. SigmaPlot suggests using Nonlinear Regression.
Nonlinear Regression uses a dialog box to specify any general nonlinear equation with up
to ten independent variables, then uses an iterative least squares algorithm to estimate the
parameters in the regression model.

2.1.9 How do you want to specify the independent

variables?
If you chose to predict a dependent variable from several independent variables, you can
select the independent variables using two methods. The dependent variable and independent

10
2.1.10 How do you want SigmaPlot to select the independent variable?

variables are selected as columns from the worksheet when the regression procedure is
performed.
Select one of the following:
Include all selected independent variables in the equation. Select this option if you want
to compute a single equation using all independent variables you select for the equation,
regardless of whether they contribute significantly to predicting the dependent variable.
If you select this option, click Finish. SigmaPlot suggests performing a Multiple Linear
Regression. For more information, see 8.3 Multiple Linear Regression. You can also read
descriptions of the results for this procedure. For more information, see 8.3.6 Interpreting
Multiple Linear Regression Results.
Let SigmaPlot select the "best" variables to include in the equation. Select this option if
you want SigmaPlot to screen the potential independent variables you select and only include
ones that significantly contribute to predicting the dependent variable. You are then asked how
you want to select the independent variables. For more information, see 2.1.10 How do you
want SigmaPlot to select the independent variable?.

2.1.10 How do you want SigmaPlot to select the

independent variable?
If you are predicting the value of one variable from other variables, and you want SigmaPlot
to screen potential variables for their contribution to the predictive value of the regression
equation, you can select three different methods.
Sequentially add new independent variables to the equation. Select this option to select
the independent variables for the equation by starting with no independent variables, then
adding variables until the ability to predict the dependent variable is no longer improved. The
variables are added in order of the amount of predictive ability they add to the model.
The predictive ability of models produced with forward stepwise regression is measured by
their ability to reduce the residual sum of squares in the regression equation.
If you select this option, click Finish. SigmaPlot suggests Forward Stepwise Regression.
For more information, see 8.6 Stepwise Linear Regression. You can also read descriptions
of the results for this procedure. For more information, see 8.6.7 Interpreting Stepwise
Regression Results.
Sequentially remove independent variables from the equation. Select this option to select
the independent variables for the equation by starting with all independent variables in the
equation, then deleting variables one at a time. The variable that contributes the least to
the prediction of the dependent variable is deleted from the equation first. This elimination
process continues until the ability of the model to predict the dependent variable is reduced
below a specified level.
The predictive ability of models produced with backwards stepwise regression is measured by
their ability to reduce the residual sum of squares in the regression equation.
If you select this option, click Finish. SigmaPlot suggests the Backward Stepwise Regression.
For more information, see 8.6 Stepwise Linear Regression. You can also read descriptions
of the results for this procedure. For more information, see 8.6.7 Interpreting Stepwise
Regression Results.
Consider all possible combinations of the independent variable and select the best subset.
Select this option if you want SigmaPlot to evaluate all possible regression models, and isolate
the models that "best" predict the dependent variable.

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SigmaPlot Statistics

If you select this option, click Finish. SigmaPlot suggests the Best Subset Regression. For
more information, see 8.7 Best Subsets Regression. You can also read descriptions of the
results for this procedure. For more information, see 8.7.7 Interpreting Best Subset Regression
Results.
SigmaPlot selects the sets of independent variables that "best" predict the dependent variable
using criteria specified in the Best Subsets Regression Options dialog box.

2.1.11 Is your study retrospective or prospective?

When measuring the strength of association between a treatment and an event, the treatment
effect can be determined after the event has been observed or a treatment and control group
can be sampled before the event is observed.
Select one of the following:
• A treatment effect is to be determined after an event has been observed. Select this
option for a retrospective study, when the treatment effect is determined after the event has
been observed. For more information, see 7.8 Odds Ratio Test.
• A treatment and a control group have been sampled before an event is observed. Select
this option for a prospective study, when a treatment and a control group are sampled before
the event is observed. For more information, see 7.7 Relative Risk Test.

12
3 Using Statistical Procedures
Topics Covered in this Chapter
♦ Running Procedures
♦ Choosing the Procedure to Use
♦ Describing Your Data with Basic Statistics
♦ Choosing the Group Comparison Test to Use
♦ Choosing the Repeated Measures Test to Use
♦ Choosing the Rate and Proportion Comparison to Use
♦ Choosing the Prediction or Correlation Method
♦ Choosing the Survival Analysis to Use
♦ Testing Normality
♦ Determining Experimental Power and Sample Size

The statistical procedure you use to analyze a given data set depends on the goals of your
analysis and the nature of your data. The Advisor Wizard asks you questions about your
goals and your data, then selects the appropriate test. For more information, see 2.1 Using
the Advisor Wizard.

3.1 Running Procedures

In general, the steps to run a test or procedure are:

1. Entering or importing and arranging your data appropriately in the worksheet. For more
information, see 3.1.1 Arranging Worksheet Data.
2. Determining and choosing the test you want to perform. For more information, see 3.1.2
Selecting a Test.
3. If desired, setting the test options using the selected test’s Options dialog box. For more
information, see 3.1.3 Setting Test Options.
4. Running the test by picking the worksheet columns with the data you want to test using
the Pick Columns dialog box. For more information, see 3.1.4 Selecting the Data to Test.
5. Viewing, generating, and interpreting, the test reports and graphs. For more information,
see 3.1.5 Reports and Result Graphs.

3.1.1 Arranging Worksheet Data

The method you use to enter or arrange data in the worksheet depends on the type of test
you are running. Some data formats include:
• Data format for group comparison tests. For more information, see 5.2 Data Format for
Group Comparison Tests.
• Data format for repeated measures tests. For more information, see 6.2 Data Format for
Repeated Measures Tests.

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SigmaPlot Statistics

• Data format for rate and proportion tests. For more information, see 7.2 Data Format for
Rate and Proportion Tests.

3.1.2 Selecting a Test

To select a statistical test in SigmaPlot:

1. Click the Analysis tab, and then click the Tests drop-down arrow.

3.1.3 Setting Test Options

You can configure almost all statistics procedures with a set of options. Use these settings to
perform additional tests and procedures. You may wish to enable or disable some of these
options or change assumption checking parameters; all changes are saved between sessions.
To change option settings before you run a test:

1. Select the test. For more information, see 3.1.2 Selecting a Test.
2. Click Options.

The Options dialog box for the test appears.

3. To accept the current settings without continuing the test, click Apply. To close the dialog
box without changing any settings or running the test, click Cancel.

4. Click the tab of the options you want to view. Select a check box to include an option in
the test. Clear a check box if you do not want to use that test option.

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3.1.4 Selecting the Data to Test

Figure 3.1 An Example of an Test Options Dialog Box. Each test has its own
settings.

5. To accept the current settings without continuing the test, click Apply. To close the dialog
box without changing any settings or running the test, click Cancel.

6. Click Run Test to continue the test.

The Data Format dialog box for the test appears.

7. To accept the current settings without continuing the test, click Apply. To close the dialog
box without changing any settings or running the test, click Cancel.

8. To accept the current settings without continuing the test, click Apply. To close the dialog
box without changing any settings or running the test, click Cancel.

3.1.4 Selecting the Data to Test

When you run a test and if you can arrange your data in more than one format, use the Select
Data panel to select the worksheet columns with the data you want to test and to specify
how your data is arranged in the worksheet.

1. Select the appropriate format from the Data Format drop-down list, then click Next.

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SigmaPlot Statistics

If the test you are running uses only one type of data format, the Select Data panel appears
prompting you to select the columns with the data you want to test (see the following step).

2. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data drop-down list.

The dialog box indicates the type of data you are selecting.
The first selected column is assigned to the first entry in the Selected Columns list, and all
successively selected columns are assigned to successive entries in the list. The number
or title of selected columns appear in each entry. The number of columns you can select
depends on the test you are running and the format of your data.
3. To change your selections, select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
4. If you are running a Forward or Backward Stepwise Regression, click Next.

The Select Data dialog box appears. For more information, see 8.6 Stepwise Linear
Regression.

5. Click Finish to perform the test on the data in the selected columns.

After the computations are completed, the report appears. For more information, see
3.1.6 Repeating Tests.

3.1.5 Reports and Result Graphs

Test reports automatically appear after a test has been performed.

To generate a result graph:

1. Make sure the report is the active window. If it isn’t, click the Report tab.
2. Click Create Result Graph.

The Create Result Graph dialog box appears, from which you can select an available
Graph Type and create a graph.
SigmaPlot does not create graphs for rates and proportion tests, best subset and
incremental polynomial regression reports and normality reports.
Note
If you close a report without generating or saving a graph, the graph is not
recoverable.

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3.1.5.1 Editing, Saving, and Opening Reports and Graphs

3.1.5.1 Editing, Saving, and Opening Reports and Graphs

You can edit reports and graphs using the Format buttons on the Graph Page tab, and the
Property Browser. You can also export reports as non-notebook files and edit them in other
applications.

3.1.6 Repeating Tests

Repeating a test involves running the last test you performed, using the same worksheet
columns.
To repeat a test using new data columns:

1. Click the Analysis tab, and then click Run. For more information, see 3.1 Running
Procedures.

To repeat a test using the same worksheet columns:

2. Click Finish to repeat the procedure using these columns. After the computations are
complete, a new report appears.

3. Make sure the last test you performed is displayed in the drop-down list in the Statistics
group.
4. If desired, edit the data in the columns used by the test. You can add data and change
values and column titles.
5. To change the option settings before you rerun the test, click Options, change the
desired options, then click OK to accept the changes and close the dialog box.
6. Click Run.

The Select Data panel box appears with the columns used in the last procedure selected.
7. Click Finish to repeat the procedure using these columns. After the computations are
complete, a new report appears.

3.2 Choosing the Procedure to Use

You can use SigmaPlot to perform a wide range of statistical procedures. The Advisor can
suggest which test to use. For more information, see 2.1 Using the Advisor Wizard. You can
also determine the appropriate test yourself. The type of procedure to choose depends on
the kind of analysis you want to perform.
• Use descriptive statistics to compute a number of commonly used statistical values for the
selected data. For more information, see 3.3 Describing Your Data with Basic Statistics.
• Use group comparison tests to analyze two or more different sample groups for statistically
significant differences. For more information, see 5.1 About Group Comparison Tests.

17
SigmaPlot Statistics

• Use repeated measures comparisons to test the differences in the same individuals before
and after one or more treatments or changes in condition. For more information, see 6.1
About Repeated Measures Tests.
• Use rate and proportion analysis to compare the distribution of groups that are divided or
fall into different categories or classes (for example, male versus female, or reaction versus
no reaction). For more information, see 7.1 About Rate and Proportion Tests.
• Use survival to determine statistics about the time to an event and to compare two or more
time-to-event data sets. For more information, see 9 Survival Analysis.
• Use power and sample size determination to calculate the sensitivity, or power, of an
experimental test, or to compute the experimental sample size required to achieve a desired
sensitivity. For more information, see 10 Computing Power and Sample Size.
• Use Odds Ratio or Relative Risk to measure the strength of association between some
event and a treatment or risk factor. For more information, see 10 Computing Power and
Sample Size.

Table 3.1 Procedures to Use for Statistical Tests

Type of Experiment
Scale of Two groups Three or Same Same Predict a
Measurement of different more groups individuals individuals variable
individuals of different before and after multiple or find an
individuals after a single treatments association
treatment between
variables
Numeric, Unpaired One Way or Paired t-test One Way or Regression
normally t-test Two Way Two Way or Pearson
distributed ANOVA Repeated Product
with equal Measures Moment
variances ANOVA Correlation
By rank or Mann-Whitney Kruskall-Wallis Wilcoxon Friedman Spearman
order, or Rank Sum ANOVA on Signed Rank Repeated Rank Order
numeric, but Test Ranks Test Measures
non-normally ANOVA on
distributed Ranks
or with
unequal
variances
By Chi-Square Chi-Square McNemar’s Not Not
distribution Analysis of Analysis of Test Available Available
in different Contingency Contingency
categories Tables Tables

All statistical procedure commands are found on the Statistics group on the Analysis tab.

18
3.3 Describing Your Data with Basic Statistics

3.3 Describing Your Data with Basic

Statistics
You can use SigmaPlot to describe your data by computing basic statistics, such as the mean,
median, standard deviation, percentiles, etcetera, that summarize the observed data.
Describing your data involves:
• Arranging your data in the appropriate format. For more information, see 3.3.1 Arranging
Descriptive Statistics Data.
• Setting descriptive statistic options. For more information, see 3.3.2 Setting Descriptive
Statistics Options.
• Selecting the columns you want to compute the statistics for. For more information, see
3.3.3 Running the Descriptive Statistics Test.
• Viewing the descriptive statistics results. For more information, see 3.3.4 Descriptive
Statistics Results.

3.3.1 Arranging Descriptive Statistics Data

Descriptive Statistics are performed on columns of data, so you should arrange the data for
each group or variable you want to analyze in separate columns.

19
SigmaPlot Statistics

Figure 3.2 Data Arrangement with Treatments or Groups in Columns

Selecting Data Columns

You can calculate statistics for entire columns or only a portion of columns. When running
the descriptive statistics procedure, you can:
• Select the columns or block of data before you run the test, or
• Select the columns while running the test.
• For more information, see 3.1.4 Selecting the Data to Test.
Tip
To calculate statistics for only a range of data, select the data before you run the
test. You can select a minimum of one column and a maximum of 32 columns when
describing data.

3.3.2 Setting Descriptive Statistics Options

You select the statistics that you would like to calculate in the Descriptive Statistics Options
dialog box.
To change descriptive statistics test options:

20
3.3.2 Setting Descriptive Statistics Options

1. If you are going to run the test after changing test options, and want to select your data
before you run the test, drag the pointer over your data.
2. To open the Options for Descriptive Statistics dialog box, on the Analysis tab, click
Descriptive Statistics from the drop-down list in the Statistics group.
3. Click Options.

The Options for Descriptive Statistics dialog box appears.

Figure 3.3 The Options for Descriptive Statistics dialog box

4. Clear any of the selected statistics settings you do not want to include in the report. For
more information, see 3.3.4 Descriptive Statistics Results.

The specific summary statistics that are appropriate for a given data set depend on the
nature of the data. If the observations are normally distributed, then the mean and
standard deviation provide a good description of the data. If not, then the median and
percentiles often provide a better description of the data.
5. To change the confidence interval, enter any number from 1 to 99 (95 and 99 are the
most commonly used intervals) into the Confidence Interval Mean box.

6. To change the percentile or confidence intervals computed, edit the values in the
Percentile box.

7. To select all statistics options, click Select All. To clear all selections, click Clear.
8. Click Run Test to perform the test with the selected options settings.

21
SigmaPlot Statistics

Tip
To set the number of decimal places displayed, click the Sigma Button, and
then click Options. In the Options dialog box, click the Report tab, and select
Number of significant digits.

3.3.3 Running the Descriptive Statistics Test

If you want to select your data before you run the procedure, drag the pointer over your data.
To describe your data:

1. On the Analysis tab, in the Statistics group, click the Tests drop-down list, and then
select Describe Data.

The Descriptive Statistics - Select Data dialog box appears prompting you to specify
a data format.

Figure 3.4 TheDescriptive Statistics - Select Data Dialog Box

Tip
If you selected columns before you chose the test, the selected columns
automatically appear in the Select Columns list.
2. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for Data drop-down list.

The first selected column is assigned to the first row in the Selected Columns list, and all
successively selected columns are assigned to successive rows in the list. The number
or title of selected columns appear in each row. You can select up to 64 columns of
data for the Descriptive Statistics Test.

22
3.3.4 Descriptive Statistics Results

3. To change your selections, select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
4. Click Finish to describe the data in the selected columns. After the computations are
completed, the report appears.

3.3.4 Descriptive Statistics Results

The following statistics can be calculated and displayed in the results report. These values are
calculated for each column selected. Select the specific statistics to compute in the Options
for Descriptive Statistics dialog box. For more information, see 3.3.2 Setting Descriptive
Statistics Options.

Figure 3.5 Descriptive Statistics Results Report

• Size. This is the number of non-missing observations in a worksheet column.

• Missing. This is the number of missing observations in a worksheet column.
• Mean. The mean is the average value for a column. If the observations are normally
distributed, the mean is the center of the distribution.
• Standard Deviation. Standard deviation is a measure of data variability about the mean.
• Standard Error of the Mean. The standard error of the mean is a measure of how closely
the sample mean approximates the true population mean.
• Range. The range is the minimum values subtracted from the maximum values.
• Maximum. Maximum is the largest observation.

23
SigmaPlot Statistics

• Minimum. Minimum is the smallest observation.

• Median. The median is the "middle" observation, computed by ordering all observations
from smallest to largest, then selecting the largest value of the smaller half of the
observations.
• Percentiles. The two percentile points which define the upper and lower ends (tails) of the
data, as specified by the Descriptive Statistics options.
• Sum. The sum is the sum of all observations. The mean equals the sum divided by the
sample size.
• Sum of Squares. The sum of squares is the sum of the squared observations.
• Confidence Interval for the Mean. The confidence interval for the mean is the range in
which the true population mean will fall for a percentage of all possible samples drawn
from the population.
• Skewness. Skewness is a measure of how symmetrically the observed values are distributed
about the mean. A normal distribution has skewness equal to zero.
• Kurtosis. Kurtosis is a measure of how peaked or flat the distribution of observed values is,
compared to a normal distribution. A normal distribution has Kurtosis equal to zero.
• K-S Distance. The Kolmogorov-Smirnov distance is the maximum cumulative distance
between the histogram of your data and the theoretical Gaussian distribution curve based
upon parameter estimates from your data.
• K-S Probability. The Kolmogorov-Smirnov probability is the probability that the distance
between a histogram of randomly selected data from the population and the theoretical
Gaussian distribution curve is greater than the K-S Distance based on your sample.
Shapiro-Wilk W. The Shapiro-Wilk W-statistic tests the null hypothesis that your data
was sampled from a normal distribution. Small values of W indicate a departure from
normality. Shapiro-Wilk Probability. The Shapiro-Wilk probability is the significance
probability associated with the W-statistic.
• Normality. Normality tests the observations for normality using either the Shapiro-Wilk
or the Kolmogorov-Smirnov test.

3.3.5 Descriptive Statistics Result Graphs

You can generate up to five graphs using the results from a descriptive statistics graph. They
include a:
• Bar chart of the column means. The Descriptive Statistics bar chart plots the group means
as vertical bars with error bars indicating the standard deviation. For more information, see
11.1.1 Bar Charts of the Column Means.
• Scatter plot with error bars of the column means. The Descriptive Statistics scatter plot
graphs the column means as single points with error bars indicating the standard deviation.
For more information, see 11.1.2 Scatter Plot.
• Point plot of the column data. The Descriptive Statistics point plot graphs all values in
each column as a point on the graph. For more information, see 11.1.3 Point Plot.
• Point plot of the column data with error bars plotting the column means. The
Descriptive Statistics point and column means plot graphs all values in each column as a
point on the graph with error bars indicating the column means and standard deviations of
each column. For more information, see 11.1.4 Point Plot and Column Means.

24
3.3.5.1 Creating a Descriptive Statistics Result Graph

• Box plot of the percentiles and median of column data. The Descriptive Statistics test
box plot graphs the percentiles and the median of column data. For more information,
see 11.1.5 Box Plot.

3.3.5.1 Creating a Descriptive Statistics Result Graph

To generate a graph of Descriptive Statistics report data:

1. Make sure that the Descriptive Statistics report is in view.

2. On the Report tab, in the Result Graphs group, click Create Result Graph.

The Create Result Graph dialog box appears displaying the types of graphs available for
the Descriptive Statistics report.

Figure 3.6 The Create Result Graph Dialog Box

3. Select the type of graph you want to create from the Graph Type list and click OK. The
specified graph appears in a graph window or in the report.

Tip
You can also double-click the desired graph in the list.

25
SigmaPlot Statistics

3.4 Choosing the Group Comparison Test

to Use
Use the various group comparison procedures to test sample means or medians for differences.
The Advisor Wizard prompts you to answer questions about your data and goals, then selects
the appropriate test; however, if you are already familiar with the comparison requirements,
you can go directly to the appropriate test. The criteria used to select the appropriate
procedure include:
• The number of groups to compare. Are you comparing two different groups or many
different groups?
• The distribution of the sample data. Is the source population for your sample distributed
along a normal "bell" (Gaussian) curve, or not? Comparisons of samples from normal
populations use parametric tests, which are based on the mean and standard variation
parameters of a normally distributed population. If the populations are not normal, a
nonparametric, or distribution-free test must be used, which ranks the values along a new
ordinal scale before performing the test.
Tip
SigmaPlot can automatically test for assumptions of normality and equal variance.
For more information, see 5 Comparing Two or More Groups.

3.4.1 When to Compare Two Groups

If you collected data from two different groups of subjects (for example, two different species
of fish or voters from two different parts of the country), use a two group comparison to test
for a significant difference beyond what can be attributed to random sampling variation.
When to Use a t-test versus a Mann-Whitney Rank Sum Test
You can perform two kinds of two group comparison tests: an unpaired t-test and the
Mann-Whitney Rank Sum Test.
• Choose the unpaired t-test if your samples were taken from normally distributed populations
and the variances of the two populations are equal. The unpaired t-test is a parametric test
which directly compares the sample data. For more information, see 5.3 Unpaired t-Test.
• If your samples were taken from populations with non-normal distribution and/or unequal
variances, choose the Mann-Whitney Rank Sum Test. The Mann-Whitney Rank Sum
Test arranges the data into sets of rankings, then performs an unpaired t-test on the sum of
these ranks, rather than directly on the data. For more information, see 5.4 Mann-Whitney
Rank Sum Test.
• If your samples are already ordered according to qualitative ranks, such as poor, fair, good,
and very good, use the Mann-Whitney Rank Sum Test.
The advantage of the t-test is that, assuming normality and equal variance, it is slightly more
sensitive (for example, it, has greater power) than the Mann-Whitney Rank Sum Test. When
these assumptions are not met, the Mann-Whitney Rank Sum Test is more reliable.

26
3.4.2 When to Compare Many Groups

Tip
You can tell SigmaPlot to analyze your data and test for normal distribution and equal
variance. If assumptions of normality and equal variance are violated, the alternative
parametric or nonparametric test is suggested. Activate and configure assumption tests
in the t-test and Mann-Whitney Rank Sum Test Options dialog boxes.
SigmaPlot tests for normality using either the Shapiro-Wilk or the Kolmogorov-Smirnov test,
and for equal variance using the Levene Median test.

3.4.2 When to Compare Many Groups

If you collected data from three or more different groups of subjects, use one of the ANOVA
(analysis of variance) procedures to test if there is difference among the groups beyond what
can be attributed to random sampling variation.
There are four procedures available:
• The single factor or One Way ANOVA. For more information, see 5.5 One Way Analysis
of Variance (ANOVA).
• The Two Way ANOVA. For more information, see 5.6 Two Way Analysis of Variance
(ANOVA).
• The Three Way ANOVA. For more information, see 5.7 Three Way Analysis of Variance
(ANOVA).
• The Kruskal-Wallis Analysis of Variance on Ranks. For more information, see 5.8
Kruskal-Wallis Analysis of Variance on Ranks.
• Choose One, Two, or Three Way ANOVA if the samples were taken from normally
distributed populations and the variances of the populations are equal. The One, Two, and
Three Way ANOVAs are parametric tests which directly compare the samples arithmetically.
• If your samples were taken from populations with non-normal distribution and/or unequal
variance, choose the Kruskall-Wallis ANOVA on ranks, which is the nonparametric analog
of the one way ANOVA. The Kruskall-Wallis ANOVA on ranks arranges the data into sets
of rankings, then performs an analysis of variance based on these ranks, rather than directly
on the data, so it does not require assuming normality and equal variance.
The advantage of parametric ANOVAs are that, when the normality and equal variance
assumptions are met, they are slightly more sensitive (for example, have greater power) than
the analysis based on ranks. When the assumptions are not met, the Kruskall-Wallis ANOVA
on ranks is more reliable.
Restriction
SigmaPlot does not have a two factor analysis of variance based on ranks.
Note that also you can tell SigmaPlot to analyze your data and tests for normal distribution and
equal variance. If assumptions of normality and equal variance are violated, the alternative
parametric or nonparametric test is suggested. These tests are specified in the Options dialog
boxes.
To open the dialog box for the current test, click the Current Test Options button:
SigmaPlot tests for normality using either the Shapiro-Wilk or the Kolmogorov-Smirnov test,
and for equal variance using the Levene Median test.

27
SigmaPlot Statistics

3.4.3 When to Use One, Two, and Three Way ANOVAs

The difference between a One, Two, and Three Way ANOVA lies in the design of the
experiment that produced the data.
• Use a One Way ANOVA if there are several different experimental groups that received
a set of related but different treatments (for example, one factor). For more information,
see 5.5 One Way Analysis of Variance (ANOVA). This design is essentially the same as an
unpaired t-test (a one way ANOVA of two groups obtains exactly the same P value as an
unpaired t-test). For more information, see 5.3 Unpaired t-Test.
• Use a Two Way ANOVA if there were two experimental factors that are varied for each
experimental group. For more information, see 5.6 Two Way Analysis of Variance
(ANOVA).
• Use a Three Way ANOVA if there are three experimental factors which are varied for
each experimental group. For more information, see 5.7 Three Way Analysis of Variance
(ANOVA).
An example of when to use a One Way ANOVA would be when comparing biology teachers
from three different states for their knowledge of evolution. The factor varied is state.
An example of when to use Two Way ANOVA would be when comparing teachers from
the three states and with different education levels for their knowledge of evolution – the
two different factors are state and years of education. The two factor design can test three
hypotheses about the state and education levels:
• There is no difference in opinion of the teachers among states.
• There is no difference in knowledge among education levels.
• There is no interaction between state and education in terms of knowledge; any differences
between differing levels of education are the same in all states.
An example of when to use a Three Way ANOVA would be when comparing teachers male
and female teachers from three different states, with different levels of education for their
knowledge of evolution—the three different factors are gender, state, and years of education.
The three factor design can test that:
• There is no difference in opinion of the teachers among gender.
• There is no difference in opinion of the teachers among states.
• There is no difference in knowledge among education levels.
• There is no interaction between gender, state, and education in terms of knowledge; any
differences between differing levels of education are the same for all genders in all states.

3.4.4 How to Determine Which Groups are Different

Analysis of variance techniques (both parametric and nonparametric) test the hypothesis of
no differences between the groups, but do not indicate what the differences are. You can use
the multiple comparison procedures (post-hoc tests) provided by SigmaPlot to isolate these
differences.
To always test for differences among the groups select Always Perform on the Post Hoc Tests
tab in the ANOVA options dialog boxes. For more information, see 5.5.4 Setting One Way
ANOVA Options. You can also specify to use multiple comparisons to test for a difference

28
3.5 Choosing the Repeated Measures Test to Use

only when the ANOVA P value is significant by selecting the Only When ANOVA P Value is
Significant option, then select the desired P value.
The specific multiple comparisons procedures to use for each ANOVA are selected in the
Multiple Comparison Options dialog box. To open:

1. On the Analysis tab, in the Statistic group, click Options.

3.5 Choosing the Repeated Measures Test

to Use
Use repeated measures tests to determine the effect a treatment or condition has on the same
individuals by observing the individuals before and after the treatments or conditions.
By concentrating on the changes produced by the treatment instead of the values observed
before and after the treatment, repeated measures tests eliminate the differences due to
individual reactions, which gives a more sensitive (or more powerful) test for finding an effect.
The Advisor Wizard prompts you to answer questions about your data and goals, then selects
the appropriate test. For more information, see 2.1 Using the Advisor Wizard. However, if you
are already familiar with the comparison requirements, you can go directly to the appropriate
test. The criteria used to select the appropriate procedure include:
• The number of treatments to compare. Are you comparing the effect before and after a
single treatment, or after two or more different treatments?
• The distribution of the treatment effects. Are the individual effects distributed along a
normal "bell" (Gaussian) curve, or not? Comparisons of treatments effects with normal
distributions use parametric tests, which are based on the mean and standard deviation
parameters of a normally distributed population. If the effect distributions are not normal,
a nonparametric, or distribution-free test must be used, which ranks the values along a
new ordinal scale before performing the test.
Tip
SigmaPlot can automatically test for assumptions of normality and variance.

3.5.1 When to Compare Effects on Individuals Before

and After a Single Treatment
If data was collected from the same group of individuals (for example, patients before and
after a surgical treatment, or rats before and after training), use Before and After comparison to
test for a significant difference beyond what can be attributed to random individual variation.
When to use a Paired t-test versus a Wilcoxon Signed Rank Test
You can use two different tests to compare observations before and after an intervention in the
same individuals: the Paired t-test and the Wilcoxon Signed Rank Test.
• Choose the Paired t-test if your samples were taken from a population in which the changes
to each subject are normally distributed. For more information, see 6.3 Paired t-Test.
Choose the Paired t-test if your samples were taken from a population in which the changes
to each subject are normally distributed. For more information, see 6.3 Paired t-Test.The
Paired t-test is a parametric test which directly compares the sample data.

29
SigmaPlot Statistics

• If your sample effects are not normally distributed, choose the Wilcoxon Signed Rank Test.
For more information, see 6.4 Wilcoxon Signed Rank Test. If your sample effects are not
normally distributed, choose the Wilcoxon Signed Rank Test.For more information, see
6.4 . The Wilcoxon Signed Rank Test arranges the data into sets of rankings, then performs
a Paired t-test on the sum of these ranks, rather than directly on the data.
• If your samples are already ordered according to qualitative ranks, such as poor, fair, good,
and very good, use the Wilcoxon Signed Rank Test.
The advantage of the paired t-test is that, assuming normality and equal variance, it is slightly
more sensitive (for example, has greater power) than the Wilcoxon Signed Rank Test. When
these assumptions are not met, the Wilcoxon Signed Rank Test is more reliable.
Tip
You can tell SigmaPlot to analyze your data and test for normality. If the assumption
of normality is violated, the alternative parametric or nonparametric test is suggested.
Assumption tests are activated and configured in the Paired t-Test and Wilcoxon
Options dialog boxes.
SigmaPlot tests for normality using either the Shapiro-Wilk or Kolmogorov-Smirnov test.

3.5.2 When to Compare Effects on Individuals After

Multiple Treatments
If you collected data on the same individuals undergoing three or more different treatments or
conditions, use one of the Repeated Measures ANOVA (analysis of variance) procedures to
test if there is difference among the effects of the treatments beyond what can be attributed to
random individual variation.
There are three procedures available: the single factor or One Way Repeated Measures
ANOVA (analysis of variance), the Two Way Repeated Measures ANOVA, and the Friedman
Repeated Measures ANOVA on Ranks.
• Choose One or Two Way ANOVA if the treatment effects are normally distributed with
equal variances. For more information, see 6.5 One Way Repeated Measures Analysis of
Variance (ANOVA). The one and two way ANOVAs are parametric tests which directly
compare the two samples arithmetically. For more information, see 6.6 Two Way Repeated
Measures Analysis of Variance (ANOVA).
• If the treatment effects are not normally distributed and/or have unequal variances, choose
the Friedman Repeated Measures ANOVA on Ranks, which is the nonparametric analog
of the One Way ANOVA. The Friedman Repeated Measures ANOVA on Ranks arranges the
data into sets of rankings, then performs an analysis of variance based on these ranks, rather
than directly on the data, so it does not require assuming normality and equal variances. For
more information, see 6.7 Friedman Repeated Measures Analysis of Variance on Ranks.
The advantage of parametric Repeated Measures ANOVAs are that, when the normality and
equal variance assumptions are met, they are slightly more sensitive (for example, have greater
power) than the analysis based on ranks. When the assumptions are not met, the Repeated
Measures Friedman ANOVA on ranks is more reliable.
Restriction
SigmaPlot does not have a two factor analysis of variance based on ranks.
Note that you can tell SigmaPlot to analyze your data and test for normal distribution and
equal variance. If assumptions of normality and equal variance are violated, the alternative

30
3.5.3 When to Use One and Two Way RM ANOVA

parametric or nonparametric test is suggested. These tests are specified in the repeated
measures one and two way and Friedman options dialog boxes.
SigmaPlot tests for normality using either the Shapiro-Wilk or Kolmogorov-Smirnov test, and
for equal variance using the Levene Median test.

3.5.3 When to Use One and Two Way RM ANOVA

The difference between a one factor and two factor repeated measures ANOVA lies in the
design of the experiment that produced the data.
• Use a One Way RM ANOVA if the individuals received a set of related but different
treatments (for example, one factor). This design is essentially the same as a paired t-test
(a one way repeated measures ANOVA of two groups obtains exactly the same P value as
a paired t-test). For more information, see 6.5 One Way Repeated Measures Analysis of
Variance (ANOVA).
• Use a Two Way RM ANOVA if there were two experimental factors that are varied for
the individuals. One or both of the factors can be repeated on the individuals. For more
information, see 6.6 Two Way Repeated Measures Analysis of Variance (ANOVA).
An example of when to use One Way Repeated Measures ANOVA would be when comparing
the reading skills of the same students after grade school, high school, and college. The
repeated factor is education.
An example of when to use Two Way Repeated Measures ANOVA would be when comparing
reading skills at different education levels, but the students attended different schools. This
example has repeated measures on education level only, with school as the unrepeated second
factor. If you changed the schools so that all students attended all schools as well, then the
school factor is also repeated.
The two factor design can test three hypotheses about the education levels and schools: (1)
there is no difference in reading skill at different education levels; (2) there is no difference
in reading skill at different schools or after changing schools; and (3) there is no interaction
between education level and school in terms of reading skill; any effect of levels of education
are the same in all schools.
Tip
SigmaPlot automatically determines if one or both factors have repeated observations
in a two way repeated measures ANOVA.

3.5.4 How to Determine Which Treatments Have an

Effect

Repeated measures analysis of variance techniques (both parametric and nonparametric) test
the hypothesis of no effect among treatments, but do not indicate which treatments have an
effect. You can use the multiple comparison procedures provided by SigmaPlot to isolate
the differences in effect.
To always test for differences among the groups, select Always Perform on the Post
Hoc Tests tab in the ANOVA options dialog boxes. You can also specify to use multiple
comparisons to test for a difference only when the ANOVA P value is significant by selecting
Only When ANOVA P Value is Significant, then select the desired P value.

31
SigmaPlot Statistics

Select the specific multiple comparisons procedures to use for each ANOVA under Multiple
Comparisons on the Post Hoc Tests tab on the Options for ANOVA Options dialog box.
To open:

1. Select the appropriate test from the test drop-down list in the Statistics group on the
Analysis tab.
2. Click Options.

3.6 Choosing the Rate and Proportion

Comparison to Use
Frequency, rate, and proportion tests compare percentages and occurrences of observations,
such as the proportion of males and females found in different countries. Use rate and
proportion comparisons to determine if there is a significant difference in the distribution of a
group among different categories or classes beyond what can be attributed to random sampling
variation. The data can be random observations of a population, or a group before and after a
treatment or change in condition.
You can compare distribution in categories using a z-Test to Compare Proportions, Chi-Square
analysis of contingency tables, Fisher Exact Test, McNemar’s Test, Relative Risk Test, and
Odds Ratio Test.
• Use z-Test to determine if proportions of a single group divided into two categories
are significantly different. Compare Proportions compares two groups according to the
percentage of each group in the two categories. For more information, see 7.3 Comparing
Proportions Using the z-Test.
• Use Chi-Square (c²) (c2) analysis of contingency tables to compare the numbers of
individuals of two or more groups that fall into two or more different categories. For more
information, see 7.4 Chi-square Analysis of Contingency Tables.
• Use the Fisher Exact Test if you have two groups falling into two categories (a 2 x 2
contingency table) with a small number of expected observations in any category. For more
information, see 7.5 The Fisher Exact Test.
• Use McNemar’s Test to compare the number of individuals that fall into different
categories before and after a single treatment or change in condition. For more information,
see 7.6 McNemar’s Test.
• Use the Relative Risk Test to measure the strength of association between a treatment or
risk factor and a specified event that occurs in members of a population in a prospective
study. For more information, see 7.7 Relative Risk Test.
• Use the Odds Ratio Test to measure the strength of association between a treatment or risk
factor and a specified event that occurs in members of a population in a retrospective study.
For more information, see 7.8 Odds Ratio Test.
Tip
SigmaPlot automatically analyzes your data for its suitability for Chi-Square or Fisher
Exact Test, and suggests the appropriate test.

32
3.7 Choosing the Prediction or Correlation Method

3.7 Choosing the Prediction or Correlation

Method
When you want to predict the value of one variable from one or more other variables, you
can use regression methods to estimate the predictive equation, and compute a correlation
coefficient to describe how strongly the value of one variable is associated with another.

3.7.1 When to Use Regression to Predict a Variable

Regression methods are used to predict the value of one variable (the dependent variable) from
one or more independent variables by estimating the coefficients in a mathematical model.
Regression assumes that the value of the dependent variable is always determined by the value
of independent variables. Regression is also known as fitting a line or curve to the data.
Regression is a parametric statistical method that assumes that the residuals (differences
between the predicted and observed values of the dependent variables) are normally distributed
with constant variance.
The type of regression procedure to use depends on the number of independent variables and
the shape of the relationship between the dependent and independent variables. You can
perform regression using Simple Linear Regression, Multiple Linear Regression, Multiple
Logistic Regression, Polynomial Regression, and Nonlinear Regression.
• Use a Simple Linear Regression procedure if there is a single independent variable, and
the dependent variable changes in proportion to changes in the independent variable (for
example, linearly). For more information, see 8.2 Simple Linear Regression.
• Use Multiple Linear Regression when there are several independent variables, and the
dependent variable changes in proportion to changes in each independent variable (for
example, linearly). For more information, see 8.3 Multiple Linear Regression.
• Use Multiple Logistic Regression when you want to predict a qualitative dependent
variable, such as the presence or absence of a disease, from observations of one or more
independent variables, by fitting a logistic function to the data. For more information, see
8.4 Multiple Logistic Regression.
• Use Polynomial Regression for curved relationships that include powers of the independent
variable in the regression equation. For more information, see 8.5 Polynomial Regression.
• Use Nonlinear Regression to fit any general equation to the observations.
You can determine whether or not a possible independent variable contributes to a multiple
linear regression model using Forward and Backward Stepwise Regression or Best Subset
Regression. Use these procedures if you are unsure of the contribution of a variable to the
value of the independent variable in a Multiple Linear Regression.
• Use Backwards Stepwise Regression to begin with all selected independent variables,
and delete the variables that least contribute to predicting the dependent variable, until
only variables with real predictive value remain in the model. For more information, see
8.6 Stepwise Linear Regression.
• Use Forward Stepwise Regression to start with zero independent variables, then add
variables that contribute to the prediction of the dependent variable, until (ideally) all
variables that contribute have been added to the model. For more information, see 8.6
Stepwise Linear Regression.

33
SigmaPlot Statistics

• Use Best Subset Regression to evaluate all possible models of the regression equation, and
identify those with the best predictive ability (according a to specified criterion). For more
information, see 8.7 Best Subsets Regression.
Tip
You can use these procedures to find Multiple Linear Regression models. Choose
Polynomial or Nonlinear Regression for curved data sets.

3.7.2 When to Use Correlation

Compute the correlation coefficient if you want to quantify the relationship between two
variables without specifying which variable is the dependent variable and which is the
independent variable. Correlation does not predict the value of one variable from another; it
only quantifies the strength of association between the value of one variable with another.
You can compute two kinds of correlation coefficients: the Pearson Product Moment
Correlation coefficient, and the Spearman Rank Order Correlation coefficient.
• Choose Pearson Product Moment Correlation if the residuals are normally distributed and
the variances are constant. The Pearson Product Moment Correlation is a parametric test
which assumes that data were drawn from a normal population. For more information, see
8.8 Pearson Product Moment Correlation.
• If the residuals are not normally distributed and/or have non-constant variances, choose
Spearman Rank Order Correlation. The Spearman Rank Order Correlation is a
nonparametric test that constructs a measure of association based on ranks rather than on
arithmetic values. For more information, see 8.9 Spearman Rank Order Correlation.
• If your samples are already ordered according to qualitative ranks, such as poor, fair, good,
and very good, choose Spearman rank order correlation.
The advantage of the Pearson Product Moment Correlation is that, assuming normality and
constant variance, it is slightly more sensitive (for example, has greater power) than the
Spearman Rank Order Correlation.

3.8 Choosing the Survival Analysis to Use

Use survival analysis to generate the probability of the time to an event and the associated
statistics such as the median survival time.
• Use Single Group to determine the survival time statistics and graph for a single data set
(group). This may also be used to generate a single survival curve graph and statistics for all
data sets combined in a multi-group data set provided that the data is in Indexed format.
To do this, select the survival time a status columns and ignoring the group column. For
more information, see 9 Survival Analysis.
• Use LogRank to determine the survival time statistics and graph for multi-group data sets.
The LogRank statistic and one of two multiple comparison procedures will be used to
determine which groups are significantly different. The LogRank statistic assumes that
all survival times are equally accurate. For more information, see 9.4 LogRank Survival
Analysis.
• Use Gehan-Breslow for exactly the same situation as the LogRank case except that the
later survival times are assumed to be less accurate and are given less weight. Many

34
3.9 Testing Normality

censored values with large survival times provide an example of this situation. For more
information, see 9.5 Gehan-Breslow Survival Analysis.
• Use Cox Regression to study the impact of potential risk factors on survival time. For a
single group, use the Proportional Hazards model. For multiple groups, use the Stratified
model. For more information, see 9.6 Cox Regression.

3.9 Testing Normality

A normal population follows a standard, "bell" shaped Gaussian distribution. Parametric tests
assume normality of the underlying population or residuals of the dependent variable, and
can become unreliable if this assumption is violated. SigmaPlot uses either the Shapiro-Wilk
or Kolmogorov-Smirnov test (with Lilliefors’ correction) to test data for normality of the
estimated underlying population.

3.9.1 When to Test for Normality

Normality is assumed for all parametric tests and regression procedures. SigmaPlot can
automatically perform a normality test when running a statistical procedure that makes
assumptions about the population parameters. This assumption testing is enabled in the
Options dialog for each test. If the data fails the assumptions required for a particular test,
SigmaPlot will suggest the appropriate test that can be used instead.
If you want to perform a parametric test and your data fails the normality test, you can
transform your data using Transforms commands so that it meets the normality requirements.
To make sure transformed data now follows a normal distribution pattern, you can run a
normality test on the data before performing the parametric procedure again.

3.9.2 Performing a Normality Test

To run a normality test:

1. Enter, transform, or import the data to be tested for normality into data worksheet columns.
2. If desired, set the P value used to pass or fail the data on the Report tab of the Options
dialog box. For more information, see 3.9.3 Setting the P Value for the Normality Test.
3. Click the Analysis tab.
4. In the Statistics group, select Normality from the Tests drop-down list.

The Normality - Select Data dialog box appears.

5. Select the worksheet columns with the data you want to test.
6. View and interpret the Normality test report, and generate the report graphs. For more
information, see the SigmaPlot 12 User’s Guide.

3.9.3 Setting the P Value for the Normality Test

35
SigmaPlot Statistics

The Shapiro-Wilk and Kolmogorov-Smirnov tests use a P value to determine whether the data
passes or fails. Set this P value on the Report tab of the Options dialog box.
To set the P value for the Normality test:

1. Click the Sigma Button, and then click Options.

Figure 3.7 The Reports tab of the Options dialog box

2. On the Options dialog box, click the Report tab.

3. Click OK when finished. For more information, see the SigmaPlot 12 User’s Guide.

3.9.4 Arranging Normality Test Data

Normality test data must be in raw data format, with the individual observations for each group,
treatment or level in separate columns. You can test up to 64 columns of data for normality.

36
3.9.5 Running a Normality Test

Figure 3.8 Valid Data Format for Normality Testing

3.9.5 Running a Normality Test

To run a Normality test, you need to select the data to test. Use the Pick Columns dialog is
used to select the worksheet columns with the data you want to test.
To run a Normality test:

1. If you want to select your data before you run the test, drag the pointer over your data.
2. Click the Analysis tab, and then in the Statistics group, select Normality from the Tests
drop-down list.

The Normality - Select Data dialog box appears. If you selected columns before you
chose the test, the selected columns automatically appear in the Selected Columns list.
3. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for Data drop-down list.

The first selected column is assigned to the first row in the Selected Columns list, and all
successively selected columns are assigned to successive rows in the list. The number or
title of selected columns appear in each row. You can select up to 64 columns of data
for the Normality test.
4. To change your selections, select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
5. Click Finish to describe the data in the selected columns. After the computations are
completed, the report appears. For more information, see the SigmaPlot 12 User’s Guide.

37
SigmaPlot Statistics

3.9.6 Interpreting Normality Test Results

Depending on the normality testing method you have selected in Options, the results of a
Normality test display either the Shapiro-Wilk W statistics or the Kolmogorov-Smirnov K-S
distances and P values computed for each column, and whether or not each column selected
passed or failed the test.
Result Explanations
In addition to the numerical results, expanded explanations of the results may also appear.
You can turn off this explanatory text in Reports tab of the Options dialog box. For more
information, see the SigmaPlot 12 User’s Guide.
Tip
The number of decimal places displayed is also controlled in Reports tab of the
Options dialog box.

3.9.6.1 K-S Distance

The Kolmogorov-Smirnov distance is the maximum cumulative distance between the
histogram of your data and the Gaussian distribution curve of your data.

3.9.6.2 P Values
The P values represent the observations for normality using either the Shapiro-Wilk or
Kolmogorov-Smirnov test. If the P computed by the test is greater than the P set in the
appropriate Report Options dialog, your data can be considered normal.

3.9.7 Normality Report Graphs

You can generate two graphs using the results from a Normality report. They include a:
• Histogram of the residuals. The Normality histogram plots the raw residuals in a specified
range, using a defined interval set. For more information, see 11.1.8 Histogram of Residuals.
• Normal probability plot of the residuals. The Normality probability plot graphs the
frequency of the raw residuals. For more information, see 11.1.9 Normal Probability Plot.

3.9.7.1 Creating a Normality Report Graph

To generate a graph of Normality report data:

1. Click the Report tab, and then in the Result Graphs group, click Create Result Graph.

The Create Graph dialog box appears displaying the types of graphs available for the
Normality report.
2. Select the type of graph you want to create from the Graph Type list, then click OK. For
more information, see 11.1 Generating Report Graphs. The specified graph appears in a
graph window or in the report. For more information, see Creating and Modifying Graphs.

38
3.10 Determining Experimental Power and Sample Size

3. Select the type of graph you want to create from the Graph Type list, then click OK. The
specified graph appears in a graph window or in the report. For more information, see
11.1 Generating Report Graphs.

3.10 Determining Experimental Power and

Sample Size
The power, or sensitivity of a statistical hypothesis test depends on the alpha (a) level, or
risk of a false positive conclusion, the size of the effect or difference you wish to detect, the
underlying population variability, and the sample size.
The sample size for an intended experiment is determined by the power, alpha (a), the size
of the difference, and the population variability. For more information, see 10 Computing
Power and Sample Size.

3.10.1 When to Compute Power and Sample Size

Use power and sample size computations to determine the parameters for an intended
experiment, before the experiment is carried out. Use these procedures to help improve the
ability of your experiments to test the desired hypotheses.
You can determine power or sample size for:
• Paired and Unpaired t-Tests.
• One Way ANOVA.
• z-Test comparison of proportions.
• Chi-Square analysis of contingency tables.
• Correlation Coefficients.

3.10.1.1 How to Determine the Power of an Intended Test

1. Click the Analysis tab, and then in the Statistics group, select Power from the Tests
drop-down list.
2. When the Power dialog box appears, specify the remaining parameters of the data. For
more information, see 10 Computing Power and Sample Size.

3.10.1.2 How To Estimate the Sample Size Necessary to Achieve a

Desired Power

1. Click the Analysis tab, and then in the Statistics group, select Sample Size from the
Tests drop-down list.
2. When the Sample Size dialog box appears, specify the power and the remaining
parameters of the data. For more information, see 10 Computing Power and Sample Size.

39
4 Single Group Analysis
Topics Covered in this Chapter
♦ One-Sample t-Test
♦ One-Sample Signed Rank Test

4.1 One-Sample t-Test

Use the One-Sample t-Test when you want to test the hypothesis that the mean of a sampled
normally-distributed population equals a specified value.

4.1.1 About the One-Sample t-Test

Use the One-Sample t-Test when you want to determine if the group that you have measured
came from a different population than the one specified. Your null hypothesis is that the group
has been sampled from a population with the specified mean.
If you calculate a sample mean from that group and it is different from a specified value
then this can occur for two reasons:
• Your sample mean came from a different population than the one specified.
• Your sample mean came from the same population but by chance the measured and
specified values are different.
In the first case you reject the null hypothesis. In the second you fail to reject it.
You use the One-Sample t-test to perform this analysis. It will determine the mean of your
group and generate the probability that this value occurred by chance (the P value).

4.1.2 Performing a One-Sample t-Test

To perform an a One-Sample t-test:

1. Enter or arrange your data appropriately in the worksheet. For more information, see
4.1.3 Arranging One-Sample t-Test Data.
2. If desired, set the t-test options. For more information, see 4.1.4 Setting One-Sample
t-Test Data Options.
3. Click the Analysis tab, and then in the Statistics group, from the Tests drop-down list,
select:
Single Group→One-Sample t-test
4. Run the test. For more information, see 4.1.5 Running a One-Sample t-Test.
5. Generate report graphs. For more information, see 4.1.7 One-Sample t-Test Report
Graphs.

41
SigmaPlot Statistics

4.1.3 Arranging One-Sample t-Test Data

The format of the data to be tested can be:
• Raw. The raw data format uses separate worksheet columns for the data in each group.
• Mean, size, standard deviation. This data format places the mean, sample size, and
standard deviation in separate worksheet columns.
• Mean, size, standard error. This data format places the mean, sample size, and standard
error in separate worksheet columns.

4.1.4 Setting One-Sample t-Test Data Options

Use the One-Sample t-Test Options to:

• Specify the population mean.
• Adjust the P value to relax or restrict the testing of your data for normality.
• Select the method for testing normality.
• Display the statistics summary and the confidence interval for the data in the report and save
residuals to a worksheet column.
• Specify the alpha value for computing the power or sensitivity of the test.
To set One-Sample t-test options:

1. Click the Analysis tab.

2. In the Statistics group, click Options. The One-Sample t-test Options dialog box appears
with four tabs:
• Criterion. Specify the population mean that you are comparing to the measured value.
For more information, see 4.1.4.1 Options for One-Sample t-Test: Criterion.
• Assumption Checking. Adjust the P value to relax or restrict the testing of your data
for normality. Select which normality test to use – Shapiro-Wilk (recommended) or
Kolmogorov-Smirnov. For more information, see 4.1.4.2 Options for One-Sample
t-Test: Assumption Checking.
• Results. Display the statistics summary and the confidence interval for the data in the
report and save residuals to a worksheet column. For more information, see 4.1.4.3
Options for One-Sample t-Test: Results.
• Post Hoc Tests. Select the alpha value to compute the power or sensitivity of the test.
For more information, see 4.1.4.4 Options for One-Sample t-Test: Post Hoc Tests.

Tip
If you are going to run the test after changing test options, and want to select
your data before you run the test, drag the pointer over the column title to select
the data column.
Options settings are saved between SigmaPlot sessions.
3. To continue the test, click Run Test. The Pick Columns dialog box appears.

42
4.1.4.1 Options for One-Sample t-Test: Criterion

4.1.4.1 Options for One-Sample t-Test: Criterion

Test Mean. Enter the test, or hypothesized, population mean. This is the value that will be
compared to the computed mean. The default setting is 0.

4.1.4.2 Options for One-Sample t-Test: Assumption Checking

The normality assumption test checks for a normally distributed population.

• Normality Testing. SigmaPlot uses either the Shapiro-Wilk or Kolmogorov-Smirnov test
to test for a normally distributed population.
• P Values for Normality. The P value determines the probability of being incorrect in
concluding that the data is not normally distributed (P value is the risk of falsely rejecting
the null hypothesis that the data is normally distributed). If the P computed by the test is
greater than the P set here, the test passes.
To require a stricter adherence to normality, increase the P value. Because the parametric
statistical methods are relatively robust in terms of detecting violations of the assumptions, the
suggested value in SigmaPlot is 0.050. Larger values of P (for example, 0.100) require less
evidence to conclude that data is not normal.
To relax the requirement of normality, decrease P. Requiring smaller values of P to reject
the normality assumption means that you are willing to accept greater deviations from the
theoretical normal distribution before you flag the data as non-normal. For example, a P
value of 0.010 requires greater deviations from normality to flag the data as non-normal
than a value of 0.050.
Note
There are extreme conditions of data distribution that these tests cannot take into
account; however, these conditions should be easily detected by simply examining the
data without resorting to the automatic assumption tests.

4.1.4.3 Options for One-Sample t-Test: Results

Summary Table. Displays the number of observations for a column or group, the number of
missing values for a column or group, the average value for the column or group, the standard
deviation of the column or group, and the standard error of the mean for the column or group.
Confidence Intervals. Displays the confidence interval for the difference of the means.
To change the interval, enter any number from 1 to 99 (95 and 99 are the most commonly
used intervals).
Residuals in Column. Displays residuals in the report and to save the residuals of the test to
the specified worksheet column. Edit the number or select a number from the drop-down list.

43
SigmaPlot Statistics

Figure 4.1 The Options for One-Sample t-Test Dialog Box Displaying the
Summary Table, Confidence Intervals, and Residuals Options

4.1.4.4 Options for One-Sample t-Test: Post Hoc Tests

Power. The power or sensitivity of a test is the probability that the test will detect a difference
between the groups if there is really a difference.
Use Alpha Value. Alpha (α) is the acceptable probability of incorrectly concluding that there
is a difference. The suggested value is α = 0.05. This indicates that a one in twenty chance
of error is acceptable, or that you are willing to conclude there is a significant difference
when P < 0.05.
Smaller values of α result in stricter requirements before concluding there is a significant
difference, but a greater possibility of concluding there is no difference when one exists.
Larger values of α make it easier to conclude that there is a difference, but also increase the
risk of reporting a false positive.

44
4.1.5 Running a One-Sample t-Test

Figure 4.2 The Options for One-Sample t-Test Dialog Box Displaying the Power
Option

4.1.5 Running a One-Sample t-Test

If you want to select your data before you run the test, drag the pointer over your data.

1. Click the Analysis tab, and then in the Statistics group, from the Tests drop-down list,
select:
Single Group→One-Sample t-test
The Pick Columns for t-test dialog box appears prompting you to specify a data format.

Figure 4.3 The Pick Columns for One-Sample t-test Dialog Box Prompting You
to Specify a Data Format

2. Select the appropriate data format from the Data Format drop-down list. For more
information, see 4.1.3 Arranging One-Sample t-Test Data.

45
SigmaPlot Statistics

3. Click Next to pick the data columns for the test. If you selected columns before you chose
the test, the selected columns appear in the Selected Columns list.
4. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for Data drop-down list.

The first selected column is assigned to the first row in the Selected Columns list, and
all successively selected columns are assigned to successive rows in the list. The title of
selected columns appears in each row. For raw and indexed data, you are prompted to
select two worksheet columns. For statistical summary data you are prompted to select
three columns.

Figure 4.4 The Pick Columns for One-Sample t-test Dialog Box Prompting You
to Select Data Columns

5. To change your selections, select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
6. Click Finish to run the t-test on the selected columns. After the computations are
completed, the report appears. For more information, see the SigmaPlot 12 User’s Guide.

4.1.6 Interpreting One-Sample t-Test Results

The One-Sample t-test calculates the t statistic, degrees of freedom, and P value of the
specified data. These results are displayed in the One-Sample t-Test report which automatically
appears after the One-Sample t-Test is performed. The other results displayed in the report are
enabled and disabled in the Options for t-Test dialog box.
The null hypothesis is that the mean of the sampled population equals the user supplied value.
The sample mean of the selected data is compared with the hypothesized population mean
supplied by the user by computing:

46
4.1.6.1 Result Explanations

x µ
t= n
where
x = sample mean

µ = hypothesized population mean

= sample standard deviation
n = sample size

By random sampling of the population, assuming the null hypothesis is true, this quantity
defines a random variable T, whose distribution is Student’s central T-distribution with n -1
degrees of freedom. The (two-sided) P-value for this test is computed as P(|T| > |t|), where P
denotes the probability distribution for T. This P-value is then compared to the significance
level α that is set by the user. If the value is less than σ, there is a significant difference
between the mean of the sampled population and μ.
The (1- σ)100% confidence interval for the true population mean is:
x± t ,n-1

where x and σ are defined above tα,n-1, and is the value that satisfies P(|T|> tα,n-1 ) = α.

4.1.6.1 Result Explanations

In addition to the numerical results, expanded explanations of the results may also appear. You
can enable or disable this explanatory text in the Options dialog box. For more information,
see Setting Report Options.
Normality Test. Normality test results show whether the data passed or failed the test of the
assumption that the samples were drawn from a normal population and the P value calculated
by the test. All parametric tests require normally distributed source populations.
Summary Table. SigmaPlot can generate a summary table listing the size N for the sample,
number of missing values, means, standard deviations, and the standard error of the mean
(SEM). This result is displayed unless you disable Summary Table in the Options for t-test
dialog box.
• N (Size). The number of non-missing observations for that column or group.
• Missing. The number of missing values for that column or group.
• Mean. The average value for the column. If the observations are normally distributed
the mean is the center of the distribution.
• Standard Deviation. A measure of variability. If the observations are normally distributed,
about two-thirds will fall within one standard deviation above or below the mean, and about
95% of the observations will fall within two standard deviations above or below the mean.
• Standard Error of the Mean. A measure of the approximation with which the mean
computed from the sample approximates the true population mean.

47
SigmaPlot Statistics

4.1.7 One-Sample t-Test Report Graphs

You can generate up to three graphs using the results from a One-Sample t-Test. They include
a:
• Scatter plot with error bars of the column means. The One-Sample t-test scatter plot
graphs the group means as single points with error bars indicating the standard deviation.
For more information, see 11.1.2 Scatter Plot.
• Histogram of the residuals. The One-Sample t-test histogram plots the raw residuals in a
specified range, using a defined interval set. For more information, see 11.1.8 Histogram of
Residuals.
• Normal probability plot of the residuals. The One-Sample t-test probability plot graphs
the frequency of the raw residuals. For more information, see 11.1.9 Normal Probability
Plot.

4.1.7.1 How to Create a Graph of the One-Sample t-Test Data

1. Select the One-Sample t-Test report.

2. On the Report tab, click Create Result Graph in the Result Graphs group.

The Create Result Graph dialog box appears displaying the types of graphs available
for the One-Sample t-Test results.

Figure 4.5 The Create Graph Dialog Box for the One-Sample t-test Report

3. Select the type of graph you want to create from the Graph Type list, then click OK, or
double-click the desired graph in the list.

The selected graph appears in a graph window. For more information, see 11.1 Generating
Report Graphs.

48
4.2 One-Sample Signed Rank Test

4.2 One-Sample Signed Rank Test

The One-Sample Signed Rank Test tests the null hypothesis that the median of a population,
rather than the mean (as seen in the One-Sample t-Test), is equal to a specified value,

4.2.1 About the One-Sample Signed Rank Test

Use the One-Sample Signed Rank Test when you want to determine if the group that you have
observed came from a different population than the one specified. This test is generally more
robust and powerful than the One-Sample t-Test for measuring the central tendency of the
population when the group is sampled from a population that is not normally distributed.
The basic assumption in using this test is that the underlying distribution of the population
be symmetric about the median. Your null hypothesis is that the group has been sampled
from a population with the specified median.
If you calculate a sample median from that group and it is different from a specified value
then this can occur for two reasons:
• Your sample median came from a different population than the one specified.
• Your sample median came from the same population but the difference is due to random
sample variability.
In the first case you reject the null hypothesis. In the second you fail to reject it.
Use the One-Sample Signed Rank Test to perform this analysis. It determines the median
of your group and generates the probability that this value is significantly different from
the specified value (the P value).

4.2.2 Performing a One-Sample Signed Rank Test

To perform a One-Sample Signed Rank Test:

1. Enter or arrange your data appropriately in the worksheet. For more information, see 4.2.3
Arranging One-Sample Signed Rank Test Data.
2. If desired, set the t-test options. For more information, see 4.2.4 Setting One-Sample
Signed Rank Test Options.
3. Click the Analysis tab, and then in the Statistics group, from the Tests drop-down list,
select:
Single Group→One-Sample Signed Rank
4. Run the test. For more information, see 4.2.5 Running a One-Sample Signed Rank Test.

4.2.3 Arranging One-Sample Signed Rank Test Data

The data for the One-Sample Signed Rank Test consists of a single worksheet column.

4.2.4 Setting One-Sample Signed Rank Test Options

49
SigmaPlot Statistics

Use the One-Sample Signed Rank Test Options to:

• Specify the Test Median. This is the hypothesized median of the population.
• Adjust the P value to relax or restrict the testing of your data for normality.
• Select the method for testing normality.
• Display the statistics summary for the data in the report.
• Display the confidence interval for the Test Median in the report.
To set One-Sample Signed Rank Test options:

1. Click the Analysis tab.

2. In the Statistics group, click Options. The One-Sample Signed Rank Test Options dialog
box appears with three tabs:
• Criterion. Specify the population median that you are testing. For more information,
see 4.2.4.1 Options for One-Sample Signed Rank Test: Criterion.
• Assumption Checking. Adjust the P value to relax or restrict the testing of your data
for normality. Select which normality test to use – Shapiro-Wilk (recommended) or
Kolmogorov-Smirnov. For more information, see 4.2.4.2 Options for One-Sample
Signed Rank Test: Assumption Checking.
• Results. Display the statistics summary for the data and the confidence interval for the
median in the report. Also, determine if the Yates-correction factor should be applied.
For more information, see 4.2.4.3 Options for One-Sample Signed Rank: Results.

Tip
If you are going to run the test after changing test options, and want to select
your data before you run the test, drag the pointer over the column title to select
the data column.
Options settings are saved between SigmaPlot sessions.
3. To continue the test, click Run Test. The Pick Columns dialog box appears.

4.2.4.1 Options for One-Sample Signed Rank Test: Criterion

Test Median. Enter the test, or hypothesized, population median. This is the value that will be
compared to the computed median. The default setting is 0.

4.2.4.2 Options for One-Sample Signed Rank Test: Assumption Checking

The normality assumption test checks for a normally distributed population.
• Normality Testing. SigmaPlot uses either the Shapiro-Wilk or Kolmogorov-Smirnov test
to test for a normally distributed population.
• P Values for Normality. The P value determines the probability of being incorrect in
concluding that the data is not normally distributed (P value is the risk of falsely rejecting
the null hypothesis that the data is normally distributed). If the P computed by the test is
greater than the P set here, the test passes.
To require a stricter adherence to normality, increase the P value. Because the parametric
statistical methods are relatively robust in terms of detecting violations of the assumptions, the
suggested value in SigmaPlot is 0.050. Larger values of P (for example, 0.100) require less
evidence to conclude that data is not normal.

50
4.2.4.3 Options for One-Sample Signed Rank: Results

To relax the requirement of normality, decrease P. Requiring smaller values of P to reject

the normality assumption means that you are willing to accept greater deviations from the
theoretical normal distribution before you flag the data as non-normal. For example, a P
value of 0.010 requires greater deviations from normality to flag the data as non-normal
than a value of 0.050.
Tip
There are extreme conditions of data distribution that these tests cannot take into
account; however, these conditions should be easily detected by simply examining the
data without resorting to the automatic assumption tests.

4.2.4.3 Options for One-Sample Signed Rank: Results

Summary Table. Select to place a summary table in the report. This table displays the number
of observations for the group, the number of missing values, the computed median value, and
percentiles. Text boxes are available to enter two percentile values for the data. By default, the
summary table check box is selected and the percentile values are given as 25% and 75%.
Confidence Intervals. Select to display the confidence interval for the population median.
The confidence level can be any number from 1 to 99 (95 and 99 are the most commonly
used). By default, the check box is selected and the confidence level is set to 95%.
Yates Correction Factor. When the sample size exceeds 20, the normal distribution is used to
approximate the P-value for the test. The P-value is smaller than it should be since the actual
distribution for the test statistic is discrete whereas the normal distribution is continuous. The
Yates continuity correction adjusts the statistic to compensate for this discrepancy.
Click the selected check box to turn the Yates Correction Factor on or off.
For descriptions of the derivation of the Yates correction, you can reference any appropriate
statistics reference.

4.2.5 Running a One-Sample Signed Rank Test

If you want to select your data before you run the test, drag the pointer over your data.

1. Click the Analysis tab, and then in the Statistics group, from the Tests drop-down list,
select:
Single Group→One-Sample Signed Rank
The One-Sample Signed Rank Test - Select Data dialog box appears prompting you to
select one column of data to test.
2. To assign the desired worksheet columns to the Selected Columns list, select the
column in the worksheet, or select the column from the Data for Data drop-down list.
3. To change your selection, select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
4. Click Finish to run the test. After the computations are completed, the report appears.
For more information, see the SigmaPlot 12 User’s Guide.

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4.2.5.1 Running an Alternate One Sample Signed Rank Test

After clicking Finish in the Test Wizard, the normality test specified in Test Options tests
the normality of the data. If the normality test passes (the data is consistent with a normal
distribution), a message box appears with the option to select the one-sample t-test as an
alternate test. If you select this option, a report for the one-sample t-test appears instead of
the report for the one-sample signed rank test. Likewise, if the normality test fails when
running the one-sample t-test, a message box appears giving you the option to switch to
the one-sample signed rank test.

4.2.6 Interpreting One-Sample Signed Rank Test

Results
The computational results are displayed in the One-Sample Signed Rank Test report which
automatically appears after the One-Sample Signed Rank Test is performed.

4.2.6.1 Result Explanations

In addition to the numerical results, expanded explanations of the results may also appear. You
can enable or disable this explanatory text in the Options dialog box. For more information,
see the SigmaPlot 12 User’s Guide.
Normality Test. Normality test results show whether the data passed or failed the test of the
assumption that the samples were drawn from a normal population and the P value calculated
by the test.
Summary Table. A single-line summary table of the basic statistics for the input data. The
name of the group column, the number of cases and missing values, the sample median, and
the lower and upper percentiles.
Hypothesized Population Median. The value of the Test Median that was entered on the
Criterion tab of the Options for One Sample Signed Rank Test dialog box.
Test Statistics and P-Values. Values of the rank sums, their difference W, the Z-statistic
(normal approximation), and the estimated and exact significance probabilities (the P-value).
The exact P-value is based on the Wilcoxon distribution. The estimated P-value is based on
the normal approximation to the Wilcoxon distribution. The Yates correction is used to adjust
the estimated P-value. The sample size necessary for the normal approximation to hold varies
among sources, with most agreeing that the sample size should be at least 20. Both P-values
are reported if the number of values sample size that are different from the hypothesized
median is 20 or less. Otherwise, only estimated P-value is reported.
Yates Correction. A statement indicating whether the Yates correction was used.
Confidence Interval. The lower and upper limits of the confidence interval of the population
median.
Interpretation of P-Value. An interpretation of the significance probability that differs
depending on whether the result is positive (significant) or not. The significance level is set on
the Assumption Checking tab of the Options for One Sample Signed Rank Test dialog
box. The default significance level is .05.

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5 Comparing Two or More Groups
Topics Covered in this Chapter
♦ About Group Comparison Tests
♦ Data Format for Group Comparison Tests
♦ Unpaired t-Test
♦ Mann-Whitney Rank Sum Test
♦ One Way Analysis of Variance (ANOVA)
♦ Two Way Analysis of Variance (ANOVA)
♦ Three Way Analysis of Variance (ANOVA)
♦ Kruskal-Wallis Analysis of Variance on Ranks
♦ Performing a Multiple Comparison

Use group comparison tests to compare random samples from two or more different groups
for differences in the mean or median values that cannot be attributed to random sampling
variation.
If you are comparing the effects of different treatments on the same individuals, use repeated
measures procedures. For more information, see 3.2 Choosing the Procedure to Use.

5.1 About Group Comparison Tests

Group comparisons test two or more different groups for a significant difference in the mean
or median values beyond what can be attributed to random sampling variation. For more
information, see 3.4 Choosing the Group Comparison Test to Use.

5.1.1 Parametric and Nonparametric Tests

Parametric tests assume samples were drawn from normally distributed populations with
the same variances (or standard deviations). Parametric tests are based on estimates of the
population means and standard deviations, the parameters of a normal distribution.
Nonparametric tests do not assume that the samples were drawn from a normal population.
Instead, they perform a comparison on ranks of the observations. Rank Sum Tests
automatically rank numeric data, then compare the ranks rather than the original values.

5.1.2 Comparing Two Groups

You can compare two groups using:

1. An Unpaired t-test (a parametric test). For more information, see 5.3 Unpaired t-Test.
2. A Mann-Whitney Rank Sum Test (a nonparametric test). For more information, see 5.4
Mann-Whitney Rank Sum Test.

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5.1.3 Comparing Many Groups

You can compare three or more groups using the:
• One Way ANOVA (analysis of variance). A parametric test that compares the effect of a
single factor on the mean of two or more groups. For more information, see 5.5 One Way
Analysis of Variance (ANOVA).
• Two Way ANOVA. A parametric test that compares the effect of two different factors on
the means of two or more groups. For more information, see 5.6 Two Way Analysis of
Variance (ANOVA).
• Three Way ANOVA. A parametric test that compares the effect of three different factors on
the means of two or more groups. For more information, see 5.7 Three Way Analysis of
Variance (ANOVA).
• Kruskal-Wallis Analysis of Variance on Ranks. This is the nonparametric analog of One
Way ANOVA. For more information, see 5.8 Kruskal-Wallis Analysis of Variance on Ranks.
If you are using one of these procedures to compare multiple groups, and you find a
statistically significant difference, you can use several multiple comparison procedures (also
known as post-hoc tests) to determine exactly which groups are different and the size of the
difference. These procedures are described for each test.

5.2 Data Format for Group Comparison

Tests
You can arrange data in the worksheet as:
• Columns for each group (raw data).
• Data indexed to other column(s).
For t-Tests and One Way ANOVAs, you can also use:
• The sample size, mean, and standard deviation for each group.
• The sample size, mean, and standard error of the mean (SEM) for each group.

Figure 5.1 Valid Data Formats for an Unpaired t-test

Columns 1 and 2 are arranged as raw data. Columns 3, 4, and 5 are arranged as descriptive
statistics using the sample size, mean, and standard deviation. Columns 6 and 7 are arranged
as group indexed data, with column 6 as the factor column and column 7 as the data column.

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5.2.1 Descriptive Statistics

5.2.1 Descriptive Statistics

If your data is in the form of statistical values (sample size, mean, standard deviation, or
standard error of the mean), the sample sizes (N) must be in one worksheet column, the
means in another column, and the standard deviations (or standard errors of the mean) in a
third column, with the data for each group in the same row. When comparing two groups,
there should be exactly two rows of data.

5.2.2 Arranging Data for t-Tests and ANOVAs

There are several formats of data that can be analyzed by t-tests, analysis of variances
(ANOVAs), repeated measures ANOVAs, and their nonparametric analogs, including:
• Raw data, which places the data for each group in separate columns; this is the format used
by SigmaPlot. For more information, see 5.2.2.1 .
• Indexed data, which places the group names in one column, and the corresponding data for
each group in another column. For more information, see 5.2.2.2 Indexed Data.
• Statistical summary data, which can be used by unpaired t-tests and One Way ANOVAs.
For more information, see 5.2.2.3 .
Set data format in the Pick Columns dialog box that appears when you run the current test.
For more information, see 5.2.2.3 Statistical Summary Data.
Messy and unbalanced data. SigmaPlot automatically handles missing data points (indicated
with an "–") for all situations. If a two factor ANOVA is missing entire cells, the appropriate
steps are suggested, and the desired procedure is performed.

5.2.2.1 Raw Data

The raw data format is the most common format, where your data have not yet been analyzed or
transformed. It places the data for each group to be compared or analyzed in separate columns.
Use column titles to identify the groups, as the titles will also be used in the analysis report.
You can use raw data for all tests except Two and Three Way ANOVAs.

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Note
SigmaPlot tests accept messy and unbalanced data and do not require equal sample
sizes in the groups being compared. There are no problems associated with missing
data or uneven columns. Missing values are represented by empty cells or double
dashes (“–“). Text items may be considered missing also provided the test expects
only numeric values.
t-Tests and Rank Tests. The groups to be compared are always placed in two columns.
Paired t-tests and signed rank tests (both repeated measures tests) assume that the data for each
subject is in the same row.
One Way ANOVA and One Way ANOVA on Ranks. Data for each group is placed in
separate columns, with as many columns as there are groups. One way repeated measures
ANOVA and one way repeated measures ANOVA on ranks assume that the data for each
subject is in the same row. For more information, see 5.6.3 Arranging Two Way ANOVA Data.

5.2.2.2 Indexed Data

Indexed data consists of a factor column, which contains the names of the groups or levels,
and a data column containing the data points in corresponding rows. The data does not have to
be organized in any particular order.
Note
Data for a Two Way ANOVA is always assumed to be indexed.

Figure 5.2 Data Format for a Two Way ANOVA with Two Factor Indexed Data
Column 1 is the first factor column, column 2 is the second factor column, and column
3 contains the data.

Two way ANOVAs require two factor columns and one data column. Three Way ANOVAs
require three factor columns and one data column, and Repeated measures ANOVAs require
an additional subject column to identify the subject of the measurement.
The order of the rows containing the index and data does not matter, for example, they do
not have to be grouped or sorted by factor level or subject.

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5.2.2.3 Statistical Summary Data

Note
If you are analyzing entire columns of data, the location in the worksheet of the
factor, subject, and data columns does not matter. For more information, see 5.2.2.2
Indexed Data.
Independent t-test and Mann-Whitney rank sum test. The group index is in a factor
column, and the corresponding data points to be compared are in a second column.
Paired t-test and Wilcoxon signed rank test. Repeated measures comparisons require an
additional subject index column, which indicates the subject for each level and data point.
One way ANOVA and Kruskall-Wallis ANOVA on ranks. The factor column contains the
group index, and the data column contains the corresponding data points. Indexed data for one
way ANOVA contains only two columns.
Two way ANOVA. Two factor columns are required for Two Way ANOVAs, one for each
level of the observation. Each data point should be represented by different combinations of
the factors. For example, the factors in a drug treatment test are Gender and Drug, and the
levels are Male/Female and Drug A/Drug B.
Three way ANOVA. Three factors are required for Three Way ANOVAs, one for each level
of observation. Each data point should be represented by different combinations of the factors.
For more information, see 5.7.3 .
Repeated measures ANOVA. These tests require an additional subject column, which
identifies the data points for each subject.
A Two Way Repeated Measures ANOVA requires both a subject column and two factor
columns, as well as a data column.

5.2.2.3 Statistical Summary Data

Unpaired t-tests and one way ANOVAs can be performed on summary statistics of the data.
These statistics can be in the form of:
• The sample size, mean, and standard deviation for each group, or
• The sample size, mean, and standard error of the mean (SEM) for each group
The sample sizes (N) must be in one worksheet column, the means in another column, and
the standard deviations (or standard errors of the mean) in a third column, with the data for
each group in the same row.
If you plan to compare only a portion of the data by selecting a block, put the sample sizes
in the left column, the means in the middle column, and the standard deviations or SEMs
in the right column.

5.3 Unpaired t-Test

Use an Unpaired t-test when:
• You want to see if the means of two different samples are significantly different.
• Your samples are drawn from normally distributed populations with the same variances.
If you know that your data was drawn from a non-normal population, use the Mann-Whitney
Rank Sum Test. When there are more than two groups to compare, do a One Way Analysis of
Variance. For more information, see 5.5 One Way Analysis of Variance (ANOVA).

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SigmaPlot Statistics

Tip
Depending on your t-test options settings, if you attempt to perform a t-test on
non-normal populations or populations with unequal variances, SigmaPlot will inform
you that the data is unsuitable for a t-test, and suggest the Mann-Whitney Rank Sum
Test instead. For more information, see 5.3.4 Setting t-Test Options.

5.3.1 About the Unpaired t-test

The Unpaired t-test is a parametric test based on estimates of the mean and standard deviation
parameters of the normally distributed populations from which the samples were drawn.
It tests for a difference between two groups that is greater than what can be attributed to
random sampling variation. The null hypothesis of an unpaired t-test is that the means of the
populations that you drew the samples from are the same. If you can confidently reject this
hypothesis, you can conclude that the means are different.

5.3.2 Performing an Unpaired t-Test

To perform an Unpaired t-test:

1. Enter or arrange your data appropriately in the worksheet. For more information, see
5.3.3 Arranging t-Test Data.
2. If desired, set the t-test options. For more information, see 5.3.4 Setting t-Test Options.
3. Click the Analysis tab.
4. In the Statistics group, from the Tests drop-down list, select:
Compare Two Groups→t-test
5. Run the test. For more information, see 5.3.5 Running a t-Test.
6. Generate report graphs. For more information, see 5.3.7 t-Test Report Graphs.

5.3.3 Arranging t-Test Data

The format of the data to be tested can be raw, indexed, or summary statistics. For raw and
indexed data, the data is placed in two worksheet columns. Statistical summary data is placed
in three worksheet columns.

Figure 5.3 Valid Data Formats for an Unpaired t-test

Columns 1 and 2 are arranged as raw data. Columns 3, 4, and 5 are arranged as descriptive
statistics using the sample size, mean, and standard deviation. Columns 6 and 7 are arranged
as group indexed data, with column 6 as the factor column and column 7 as the data column.

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5.3.4 Setting t-Test Options

5.3.4 Setting t-Test Options

Use the t-test options to:

• Adjust the parameters of a test to relax or restrict the testing of your data for normality
and equal variance.
• Display the statistics summary and the confidence interval for the data in the report and save
residuals to a worksheet column.
• Compute the power or sensitivity of the test

To set t-test options:

1. Select t-test from the Select Test drop-down list in the Statistics group on the Analysis
tab.
2. Click Current Test Options.

The Options for t-test dialog box appears with three tabs:
• Assumption Checking. Adjust the parameters of a test to relax or restrict the testing of
your data for normality and equal variance. For more information, see 5.3.4.1 Options
for t-Test: Assumption Checking.
• Results. Display the statistics summary and the confidence interval for the data in the
report and save residuals to a worksheet column. For more information, see 5.3.4.2
Options for t-Test: Results.
• Post Hoc Tests. Compute the power or sensitivity of the test. For more information, see
5.3.4.3 Options for t-Test: Post Hoc Tests.
Tip
If you are going to run the test after changing test options, and want to select your
data before you run the test, drag the pointer over your data.

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SigmaPlot Statistics

Options settings are saved between SigmaPlot sessions.

3. To continue the test, click Run Test. The Pick Columns dialog box appears. For more
information, see 5.3.5 Running a t-Test.
4. To accept the current settings and close the options dialog box, click OK.

5.3.4.1 Options for t-Test: Assumption Checking

The normality assumption test checks for a normally distributed population. The equal
variance assumption test checks the variability about the group means.

Figure 5.4 The Options for t-test Dialog Box Displaying the Assumption
Checking Options

• Normality Testing. SigmaPlot uses either the Shapiro-Wilk or Kolmogorov-Smirnov test

to test for a normally distributed population.
• Equal Variance Testing. SigmaPlot tests for equal variance by checking the variability
about the group means.
• P Values for Normality and Equal Variance. The P value determines the probability of
being incorrect in concluding that the data is not normally distributed (P value is the risk of
falsely rejecting the null hypothesis that the data is normally distributed). If the P computed
by the test is greater than the P set here, the test passes.
To require a stricter adherence to normality and equal variance, increase the P value.
Because the parametric statistical methods are relatively robust in terms of detecting violations
of the assumptions, the suggested value in SigmaPlot is 0.050. Larger values of P (for
example, 0.100) require less evidence to conclude that data is not normal.
To relax the requirement of normality and equal variance, decrease P. Requiring smaller
values of P to reject the normality assumption means that you are willing to accept greater
deviations from the theoretical normal distribution before you flag the data as non-normal.
For example, a P value of 0.010 requires greater deviations from normality to flag the data as
non-normal than a value of 0.050.

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5.3.4.2 Options for t-Test: Results

Restriction
There are extreme conditions of data distribution that these tests cannot take into
account. For example, the Levene Median test fails to detect differences in variance of
several orders of magnitude; however, these conditions should be easily detected by
simply examining the data without resorting to the automatic assumption tests.

5.3.4.2 Options for t-Test: Results

Summary Table. Displays the number of observations for a column or group, the number of
missing values for a column or group, the average value for the column or group, the standard
deviation of the column or group, and the standard error of the mean for the column or group.
Confidence Intervals. Displays the confidence interval for the difference of the means.
To change the interval, enter any number from 1 to 99 (95 and 99 are the most commonly
used intervals).
Residuals in Column. Displays residuals in the report and to save the residuals of the test to
the specified worksheet column. Edit the number or select a number from the drop-down list.

Figure 5.5 The Options for t-test Dialog Box Displaying the Summary Table,
Confidence Intervals, and Residuals Options

5.3.4.3 Options for t-Test: Post Hoc Tests

Power. The power or sensitivity of a test is the probability that the test will detect a difference
between the groups if there is really a difference.
Use Alpha Value. Alpha (α) is the acceptable probability of incorrectly concluding that there
is a difference. The suggested value is α = 0.05. This indicates that a one in twenty chance
of error is acceptable, or that you are willing to conclude there is a significant difference
when P < 0.05.
Smaller values of a result in stricter requirements before concluding there is a significant
difference, but a greater possibility of concluding there is no difference when one exists.
Larger values of a make it easier to conclude that there is a difference, but also increase the
risk of reporting a false positive.

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SigmaPlot Statistics

Figure 5.6 The Options for t-test Dialog Box Displaying the Power Option

5.3.5 Running a t-Test

If you want to select your data before you run the test, drag the pointer over your data.

1. Click the Analysis tab.

2. In the Statistics group, from the Tests drop-down list, select:
Compare Two Groups→t-test
The Pick Columns for t-test dialog box appears prompting you to specify a data format.

Figure 5.7 The Pick Columns for t-test Dialog Box Prompting You to Specify a
Data Format

3. Select the appropriate data format (Raw or Indexed) from the Data Format drop-down
list. For more information, see 5.2 Data Format for Group Comparison Tests.

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5.3.6 Interpreting t-Test Results

4. Click Next to pick the data columns for the test. If you selected columns before you chose
the test, the selected columns appear in the Selected Columns list.
5. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for Data drop-down list.

The first selected column is assigned to the first row in the Selected Columns list, and
all successively selected columns are assigned to successive rows in the list. The title of
selected columns appears in each row. For raw and indexed data, you are prompted to
select two worksheet columns. For statistical summary data you are prompted to select
three columns.

Figure 5.8 The Pick Columns for t-test Dialog Box Prompting You to Select
Data Columns

6. To change your selections, select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
7. Click Finish to run the t-test on the selected columns. After the computations are
completed, the report appears.

5.3.6 Interpreting t-Test Results

The t-test calculates the t statistic, degrees of freedom, and P value of the specified data.
These results are displayed in the t-test report which automatically appears after the t-test is
performed. The other results displayed in the report are enabled and disabled in the Options
for t-test dialog box.

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SigmaPlot Statistics

Figure 5.9 The t-test Report

5.3.6.1 Result Explanations

In addition to the numerical results, expanded explanations of the results may also appear. You
can enable or disable this explanatory text in the Options dialog box. For more information,
see Setting Report Options.
Normality Test. Normality test results show whether the data passed or failed the test of the
assumption that the samples were drawn from normal populations and the P value calculated
by the test. All parametric tests require normally distributed source populations.
This result is set in the Options for t-test dialog box.
Equal Variance Test. Equal Variance test results display whether or not the data passed or
failed the test of the assumption that the samples were drawn from populations with the same
variance and the P value calculated by the test. Equal variance of the source population is
assumed for all parametric tests.
Summary Table. SigmaPlot can generate a summary table listing the sizes N for the two
samples, number of missing values, means, standard deviations, and the standard error of the
means (SEM). This result is displayed unless you disable Summary Table in the Options
for t-test dialog box.
• N (Size). The number of non-missing observations for that column or group.
• Missing. The number of missing values for that column or group.
• Mean. The average value for the column. If the observations are normally distributed
the mean is the center of the distribution.

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5.3.6.1 Result Explanations

• Standard Deviation. A measure of variability. If the observations are normally distributed,

about two-thirds will fall within one standard deviation above or below the mean, and about
95% of the observations will fall within two standard deviations above or below the mean.
• Standard Error of the Mean. A measure of the approximation with which the mean
computed from the sample approximates the true population mean.
t Statistic. The t-test statistic is the ratio:
difference between the means of the two groups
t=
standard error of the difference between the means

The standard error of the difference is a measure of the precision with which this difference
can be estimated.
You can conclude from "large" absolute values of t that the samples were drawn from different
populations. A large t indicates that the difference between the treatment group means is
larger than what would be expected from sampling variability alone (for example, that the
differences between the two groups are statistically significant). A small t (near 0) indicates
that there is no significant difference between the samples.
• Degrees of Freedom. Degrees of freedom represents the sample sizes, which affect the
ability of the t-test to detect differences in the means. As degrees of freedom (sample sizes)
increase, the ability to detect a difference with a smaller t increases.
• P Value. The P value is the probability of being wrong in concluding that there is a true
difference in the two groups (for example, the probability of falsely rejecting the null
hypothesis, or committing a Type I error, based on t). The smaller the P value, the greater
the probability that the samples are drawn from different populations. Traditionally, you can
conclude there is a significant difference when P < 0.05.
Confidence Interval for the Difference of the Means. If the confidence interval does not
include zero, you can conclude that there is a significant difference between the proportions
with the level of confidence specified. This can also be described as P < α (alpha), where α is
the acceptable probability of incorrectly concluding that there is a difference.
The level of confidence is adjusted in the Options for t-test dialog box; this is typically
100(1-α), or 95%. Larger values of confidence result in wider intervals and smaller values in
smaller intervals. For a further explanation of α, see Power below. This result is set Options
for t-test dialog box.
Power. The power, or sensitivity, of a t-test is the probability that the test will detect a
difference between the groups if there really is a difference. The closer the power is to 1,
the more sensitive the test.
t-test power is affected by the sample size of both groups, the chance of erroneously reporting
a difference, α (alpha), the difference of the means, and the standard deviation.
This result is set in the Options for t-test dialog box.
Alpha. Alpha (α) is the acceptable probability of incorrectly concluding that there is a
difference. An a error is also called a Type I error (a Type I error is when you reject the
hypothesis of no effect when this hypothesis is true).
The α value is set in the Options for t-test dialog box; a value of α = 0.05 indicates that a
one in twenty chance of error is acceptable, or that you are willing to conclude there is a
significant difference when P < 0.05.
Smaller values of a result in stricter requirements before concluding there is a significant
difference, but a greater possibility of concluding there is no difference when one exists (a

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Type II error). Larger values of a make it easier to conclude that there is a difference but also
increase the risk of reporting a false positive (a Type I error).

5.3.7 t-Test Report Graphs

You can generate up to five graphs using the results from a t-test. They include a:
• Bar chart of the column means. The t-test bar chart plots the group means as vertical bars
with error bars indicating the standard deviation. For more information, see 11.1.1 Bar
Charts of the Column Means.
• Scatter plot with error bars of the column means. The t-test scatter plot graphs the group
means as single points with error bars indicating the standard deviation. For more
information, see 11.1.2 Scatter Plot.
• Point plot of the column means. The t-test point plot graphs all values in each column as a
point on the graph. For more information, see 11.1.3 Point Plot.
• Histogram of the residuals. The t-test histogram plots the raw residuals in a specified range,
using a defined interval set. For more information, see 11.1.8 Histogram of Residuals.
• Normal probability plot of the residuals. The t-test probability plot graphs the frequency of
the raw residuals. For more information, see 11.1.9 Normal Probability Plot.

5.3.7.1 How to Create a Graph of the t-test Data

1. Select the t-test report.

2. Click the Report tab.
3. In the Results Graphs group, click Create Result Graph.

The Create Graph dialog box appears displaying the types of graphs available for the
t-test results.

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5.3.7.1 How to Create a Graph of the t-test Data

Figure 5.10 The Create Graph Dialog Box for the t-test Report

4. Select the type of graph you want to create from the Graph Type list, then click OK, or
double-click the desired graph in the list.

The selected graph appears in a graph window. For more information, see the SigmaPlot
12 User’s Guide.

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Figure 5.11 A Point Plot of the Result Data for a t-test

5.4 Mann-Whitney Rank Sum Test

Use the Rank Sum Test when:
• You want to see if the medians of two different samples are significantly different.
• The samples are not drawn from normally distributed populations with the same variances,
or you do not want to assume that they were drawn from normal populations.
If you know your data was drawn from a normally distributed population, use the Unpaired
t-test. For more information, see 5.3 Unpaired t-Test. When there are more than two groups
to compare, run a Kruskal-Wallis ANOVA on Ranks test. For more information, see 5.8
Kruskal-Wallis Analysis of Variance on Ranks.
Note
Depending on your Rank Sum Test options settings, if you attempt to perform a rank
sum test on normal populations with equal variances, SigmaPlot informs you that
the data can be analyzed with the more powerful Unpaired t-test instead. For more
information, see 5.4.4 Setting Mann-Whitney Rank Sum Test Options.

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5.4.1 About the Mann-Whitney Rank Sum Test

5.4.1 About the Mann-Whitney Rank Sum Test

Use the Mann-Whitney Rank Sum Test to test for a difference between two groups that is
greater than what can be attributed to random sampling variation. The null hypothesis is that
the two samples were not drawn from populations with different medians.
The Rank Sum Test is a nonparametric procedure, which does not require assuming normality
or equal variance. It ranks all the observations from smallest to largest without regard to
which group each observation comes from. The ranks for each group are summed and the
rank sums compared.
If there is no difference between the two groups, the mean ranks should be approximately the
same. If they differ by a large amount, you can assume that the low ranks tend to be in one
group and the high ranks are in the other, and conclude that the samples were drawn from
different populations (for example, that there is a statistically significant difference).

5.4.2 Performing a Mann-Whitney Rank Sum Test

To perform a Mann-Whitney Rank Sum Test:

1. Enter or arrange your data appropriately in the worksheet. For more information, see
5.4.3 Arranging Rank Sum Data.
2. If desired, set the Rank Sum options. For more information, see 5.4.4 Setting
Mann-Whitney Rank Sum Test Options.
3. Click the Analysis tab.
4. In the Statistics group, from the Tests drop-down list, select:
Compare Two Groups→Rank Sum Test
5. Run the test. For more information, see 5.4.5 Running a Rank Sum Test.
6. Generate report graphs. For more information, see 5.4.7 Rank Sum Test Report Graphs.

5.4.3 Arranging Rank Sum Data

The format of the data to be tested can be raw data or indexed data; in either case, the data is
found in two worksheet columns.

Figure 5.12 Valid Data Formats for a Mann-Whitney Rank Sum Test

Columns 1 and 2 are arranged as raw data. Columns 3 and 4 are arranged as group indexed
data, with column 3 as the factor column.

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5.4.4 Setting Mann-Whitney Rank Sum Test Options

1. Select Rank Sum Test from the Select Test drop-down list in the Statistics group on the
Analysis tab.
2. Click Current Test Options. The Options for Rank Sum Test dialog box appears
with two tabs:
• Assumption Checking. Adjust the parameters of a test to relax or restrict the testing of
your data for normality and equal variance. For more information, see 5.4.4.1 Options
for Rank Sum Test: Assumption Checking.
• Results. Display the statistics summary and the confidence interval for the data in
the report and save residuals to a worksheet column. Also use this tab to enable the
Yates Correction Factor. For more information, see 5.4.4.2 Options for Rank Sum
Test: Results.

Tip
If you are going to run the test after changing test options, and want to select your
data before you run the test, drag the pointer over your data.

5.4.4.1 Options for Rank Sum Test: Assumption Checking

The normality assumption test checks for a normally distributed population. The equal
variance assumption test checks the variability about the group means.

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5.4.4.2 Options for Rank Sum Test: Results

• Normality Testing. SigmaPlot uses either the Shapiro-Wilk or Kolmogorov-Smirnov test

to test for a normally distributed population.
• Equal Variance Testing. SigmaPlot tests for equal variance by checking the variability
about the group means.
• P Values for Normality and Equal Variance. The P value determines the probability of
being incorrect in concluding that the data is not normally distributed (P value is the risk of
falsely rejecting the null hypothesis that the data is normally distributed). If the P computed
by the test is greater than the P set here, the test passes.
To require a stricter adherence to normality and/or equal variance, increase the P value.
Because the parametric statistical methods are relatively robust in terms of detecting violations
of the assumptions, the suggested value in SigmaPlot is 0.050. Larger values of P (for
example, 0.100) require less evidence to conclude that data is not normal.
To relax the requirement of normality and/or equal variance, decrease P. Requiring
smaller values of P to reject the normality assumption means that you are willing to accept
greater deviations from the theoretical normal distribution before you flag the data as
non-normal. For example, a P value of 0.010 requires greater deviations from normality to
flag the data as non-normal than a value of 0.050.
Restriction
There are extreme conditions of data distribution that these tests cannot take into
account. For example, the Levene Median test fails to detect differences in variance of
several orders of magnitude; however, these conditions should be easily detected by
simply examining the data without resorting to the automatic assumption tests.

5.4.4.2 Options for Rank Sum Test: Results

Summary Table. Displays the number of observations for a column or group, the number of
missing values for a column or group, the average value for the column or group, the standard
deviation of the column or group, and the standard error of the mean for the column or group.

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Confidence Intervals. Displays the confidence interval for the difference of the means.
To change the interval, enter any number from 1 to 99 (95 and 99 are the most commonly
used intervals).

Figure 5.13 The Options for Rank Sum Test Dialog Box Displaying the Summary
Table Options

Yates Correction Factor. When a statistical test uses a α distribution with one degree of
freedom, such as analysis of a 2 x 2 contingency table or McNemar’s test, the α calculated
tends to produce P values which are too small, when compared with the actual distribution
of the α test statistic. The theoretical α distribution is continuous, whereas the distribution
of the α test statistic is discrete. Use the Yates Correction Factor to adjust the computed π2
value down to compensate for this discrepancy. Using the Yates correction makes a test more
conservative; for example, it increases the P value and reduces the chance of a false positive
conclusion. The Yates correction is applied to 2 x 2 tables and other statistics where the P
value is computed from a π2 distribution with one degree of freedom. For descriptions of the
derivation of the Yates correction, you can reference any appropriate statistics reference.

5.4.5 Running a Rank Sum Test

If you want to select your data before you run the test, drag the pointer over your data.

1. Click the Analysis tab.

2. In the Statistics group, from the Tests drop-down list, select:
Compare Two Groups→Rank Sum Test
The Pick Columns for Rank Sum Test dialog box appears prompting you to specify
a data format.

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5.4.5 Running a Rank Sum Test

Figure 5.14 The Pick Columns for Rank Sum Test Dialog Box Prompting You to
Specify a Data Format

3. Select the appropriate data format from the Data Format drop-down list. For more
information, see 5.2 Data Format for Group Comparison Tests.
4. Click Next to pick the data columns for the test. If you selected columns before you chose
the test, the selected columns appear in the Selected Columns list.

Figure 5.15 The Pick Columns for Rank Sum Test Dialog Box Prompting You to
Select Data Columns

5. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for Data drop-down list.

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The first selected column is assigned to the first row in the Selected Columns list, and
all successively selected columns are assigned to successive rows in the list. The title of
selected columns appears in each row. For raw and indexed data, you are prompted to
select two worksheet columns.
6. To change your selections, select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
7. Click Finish to run the Rank Sum Test on the selected columns.

If you elected to test for normality and equal variance, SigmaPlot performs the test for
normality (Shapiro-Wilk or Kolmogorov-Smirnov) and the test for equal variance (Levene
Median). If your data pass both tests, SigmaPlot informs you and suggests continuing
your analysis using an unpaired t-test. For more information, see 6.3 Paired t-Test.
After the computations are completed, the report appears.

5.4.6 Interpreting Rank Sum Test Results

The Rank Sum Test computes the Mann-Whitney T statistic and the P value for T. These results
are displayed in the rank sum report which appears after the rank sum test is performed. The
other results displayed in the report are enabled and disabled in the Options for Rank Sum Test
dialog box. For more information, see 5.4.4 Setting Mann-Whitney Rank Sum Test Options.

5.4.6.1 Result Explanations

In addition to the numerical results, expanded explanations of the results may also appear. You
can enable or disable this explanatory text in the Options dialog box. For more information,
see Setting Report Options.
Normality Test. Normality test results display whether the data passed or failed the test of
the assumption that they were drawn from a normal population and the P value calculated

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5.4.7 Rank Sum Test Report Graphs

by the test. For nonparametric procedures, this test can have failed, as nonparametric tests
do not assume normally distributed source populations. This result is set in the Options for
Rank Sum Test dialog box.
Equal Variance Test. Equal Variance test results display whether or not the data passed or
failed the test of the assumption that the samples were drawn from populations with the
same variance and the P value calculated by the test. Nonparametric tests do not assume
equal variance of the source populations. This result is set in the Options for Rank Sum
Test dialog box.
Summary Table. SigmaPlot generates a summary table listing the sample sizes N, number
of missing values, medians, and percentiles unless you disable the Display Summary Table
option in the Options for Rank Sum Test dialog box.
• N (Size). The number of non-missing observations for that column or group.
• Missing. The number of missing values for that column or group.
• Medians. The "middle" observation as computed by listing all the observations from
smallest to largest and selecting the largest value of the smallest half of the observations.
The median observation has an equal number of observations greater than and less than
that observation.
• Percentiles. The two percentile points that define the upper and lower tails of the observed
values.
• T Statistic. The T statistic is the sum of the ranks in the smaller sample group or from
the first selected group, if both groups are the same size. This value is compared to the
population of all possible rankings to determine the possibility of this T occurring.
• P Value. The P value is the probability of being wrong in concluding that there is a true
difference in the two groups (for example, the probability of falsely rejecting the null
hypothesis, or committing a Type I error, based on T). The smaller the P value, the greater
the probability that the samples are drawn from different populations.
Traditionally, you can conclude there is a significant difference when P < 0.05.

5.4.7 Rank Sum Test Report Graphs

You can generate up to two graphs using the results from a Rank Sum Test. They include a:
• Box plot of the percentiles and median of column data. The Rank Sum Test box plot graphs
the percentiles and the median of column data. The ends of the boxes define the 25th
and 75th percentiles, with a line at the median and error bars defining the 10th and 90th
percentiles. For more information, see 11.1.5 Box Plot.
• Point plot of the column data. The Rank Sum Test point plot graphs all values in each
column as a point on the graph. For more information, see 11.1.3 Point Plot.

5.4.7.1 How to Create a Rank Sum Test Report Graph

1. Select the Rank Sum Test report.
2. Select the report.
3. Click the Report tab.
4. In the Results Graphs group, click Create Result Graph.

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SigmaPlot Statistics

The Create Graph dialog box appears displaying the types of graphs available for the
Rank Sum Test results.

Figure 5.16 The Create Graph Dialog Box for the Rank Sum Test Report

5. Select the type of graph you want to create from the Graph Type list, then click OK, or
double-click the desired graph in the list.

The selected graph appears in a graph window. For more information, see 11.1 Generating
Report Graphs.

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5.5 One Way Analysis of Variance (ANOVA)

Figure 5.17 A Box Plot of the Result Data for a Rank Sum Test

5.5 One Way Analysis of Variance (ANOVA)

One Way Analysis of Variance is a parametric test that assumes that all the samples are drawn
from normally distributed populations with the same standard deviations (variances).
Use a One Way or One Factor ANOVA when:
• You want to see if the means of two of more different experimental groups are affected
by a single factor.
• Your samples are drawn from normally distributed populations with equal variance.
If you know that your data was drawn from non-normal populations, use the Kruskal-Wallis
ANOVA on Ranks test. For more information, see 5.8 Kruskal-Wallis Analysis of Variance on
Ranks. If you want to consider the effects of two factors on your experimental groups, use
Two Way ANOVA. For more information, see 5.6 Two Way Analysis of Variance (ANOVA).
When there are only two groups to compare, you can do a t-test (depending on the type of
results you want). Performing an ANOVA for two groups yields exactly the same P value as
an unpaired t-test. For more information, see 5.3 Unpaired t-Test.

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SigmaPlot Statistics

Note
Depending on your ANOVA options settings, if you attempt to perform an ANOVA
on non-normal populations or populations with unequal variances, SigmaStat informs
you that the data is unsuitable for a parametric test, and suggests the Kruskal-Wallis
ANOVA on Ranks. For more information, see 5.5.4 Setting One Way ANOVA
Options.

5.5.1 About One Way ANOVA

The design for a One Way ANOVA is the same as an unpaired t-test except that there can be
more than two experimental groups. The null hypothesis is that there is no difference among
the populations from which the samples were drawn.

5.5.2 Performing a One Way ANOVA

To perform a One Way ANOVA:

1. Enter or arrange your data appropriately in the worksheet. For more information, see
5.5.3 Arranging One Way ANOVA Data.
2. If desired, set One Way ANOVA options. For more information, see 5.5.4 Setting One
Way ANOVA Options.
3. Click the Analysis tab.
4. In the Statistics group, from the Tests drop-down list, select:
Compare Many Groups→One Way ANOVA
5. Run the test. For more information, see 5.5.5 Running a One Way ANOVA.
6. Generate report graphs. For more information, see 5.5.8 One Way ANOVA Report
Graphs.

5.5.3 Arranging One Way ANOVA Data

Arrange data as raw data, indexed data, or summary statistics. Place raw data in as many
columns as there are groups, up to 32; each column contains the data for one group. Place
indexed data in two worksheet columns. Place statistical summary data in three columns.

Figure 5.18 Valid Data Formats for a One Way ANOVA

Columns 1 through 3 are arranged as groups in columns. Columns 4, 5, and 6 are arranged
as descriptive statistics using the mean, standard deviation, and size. Columns 7 and 8 are
arranged as group indexed data, with column 7 as the factor column.

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5.5.4 Setting One Way ANOVA Options

5.5.4 Setting One Way ANOVA Options

1. Select One Way ANOVA from the Select Test drop-down list in the Statistics group
on the Analysis tab.
2. Click Current Test Options. The Options for One Way ANOVA dialog box appears
with three tabs:
• Assumption Checking. Adjust the parameters of a test to relax or restrict the testing of
your data for normality and equal variance. For more information, see 5.5.4.1 Options
for One Way ANOVA: Assumption Checking.
• Results. Display the statistics summary and the confidence interval for the data in the
report and save residuals to a worksheet column. For more information, see 5.5.4.2
Options for One Way ANOVA: Results.
• Post Hoc Test. Compute the power or sensitivity of the test and enable multiple
comparisons. For more information, see 5.5.4.3 Options for One Way ANOVA: Post
Hoc Tests.

Tip
If you are going to run the test after changing test options, and want to select your
data before you run the test, drag the pointer over your data.

3. To continue the test, click Run Test.

4. To accept the current settings and close the options dialog box, click OK.

5.5.4.1 Options for One Way ANOVA: Assumption Checking

The normality assumption test checks for a normally distributed population. The equal
variance assumption test checks the variability about the group means.

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SigmaPlot Statistics

Figure 5.19 The Options for One Way ANOVA Dialog Box Displaying the
Assumption Checking Options

• Normality Testing. SigmaPlot uses the Shapiro-Wilk or Kolmogorov-Smirnov test to

test for a normally distributed population.
• Equal Variance Testing. SigmaPlot tests for equal variance by checking the variability
about the group means.
• P Values for Normality and Equal Variance. The P value determines the probability of
being incorrect in concluding that the data is not normally distributed (P value is the risk of
falsely rejecting the null hypothesis that the data is normally distributed). If the P computed
by the test is greater than the P set here, the test passes.
To require a stricter adherence to normality and/or equal variance, decrease the P value.
Because the parametric statistical methods are relatively robust in terms of detecting violations
of the assumptions, the suggested value in SigmaPlot is 0.050. Larger values of P (for
example, 0.100) require less evidence to conclude that data is not normal.
To relax the requirement of normality and/or equal variance, increase P. Requiring larger
values of P to reject the normality assumption means that you are willing to accept greater
deviations from the theoretical normal distribution before you flag the data as non-normal.
For example, a P value of 0.100 requires greater deviations from normality to flag the data as
non-normal than a value of 0.050.
Restriction
There are extreme conditions of data distribution that these tests cannot take into
account. For example, the Levene Median test fails to detect differences in variance of
several orders of magnitude; however, these conditions should be easily detected by
simply examining the data without resorting to the automatic assumption tests.

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5.5.4.2 Options for One Way ANOVA: Results

5.5.4.2 Options for One Way ANOVA: Results

Summary Table. Select to display the number of observations for a column or group, the
number of missing values for a column or group, the average value for the column or group,
the standard deviation of the column or group, and the standard error of the mean for the
column or group.
Confidence Intervals. Select to display the confidence interval for the difference of the
means. To change the interval, enter any number from 1 to 99 (95 and 99 are the most
commonly used intervals).
Residuals in Column. Select to display residuals in the report and to save the residuals of
the test to the specified worksheet column. Edit the number or select a number from the
drop-down list.

Figure 5.20 The Options for One Way ANOVA Dialog Box Displaying the
Summary Table, Confidence Intervals, and Residuals Options

5.5.4.3 Options for One Way ANOVA: Post Hoc Tests

Power. The power or sensitivity of a test is the probability that the test will detect a difference
between the groups if there is really a difference.
Use Alpha Value. Alpha (α) is the acceptable probability of incorrectly concluding that there
is a difference. The suggested value is α = 0.05. This indicates that a one in twenty chance
of error is acceptable, or that you are willing to conclude there is a significant difference
when P < 0.05.
Smaller values of α result in stricter requirements before concluding there is a significant
difference, but a greater possibility of concluding there is no difference when one exists.
Larger values of α make it easier to conclude that there is a difference, but also increase the
risk of reporting a false positive.

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SigmaPlot Statistics

Figure 5.21 The Options for One Way ANOVA Dialog Box Displaying the Power
and Multiple Comparison Options

Multiple Comparisons
One-Way ANOVAs test the hypothesis of no differences between the several treatment groups,
but do not determine which groups are different, or the sizes of these differences. Multiple
comparison procedures isolate these differences. You can choose to always perform multiple
comparisons or to only perform multiple comparisons if a One Way ANOVA detects a
difference.
The P value used to determine if the ANOVA detects a difference is set on the Report tab of
the Options dialog box. If the P value produced by the One Way ANOVA is less than the P
value specified in the box, a difference in the groups is detected and the multiple comparisons
are performed. For more information, see the SigmaPlot 12 User’s Guide.
• Always Perform. Select to perform multiple comparisons whether or not the ANOVA
detects a difference.
• Only When ANOVA P Value is Significant. Select to perform multiple comparisons
only if the ANOVA detects a difference.
• Significance Value for Multiple Comparisons. Select either .05 or .01 from the
Significance Value for Multiple Comparisons drop-down list. This value determines the
that the likelihood of the multiple comparison being incorrect in concluding that there is
a significant difference in the treatments.
A value of .05 indicates that the multiple comparisons will detect a difference if there is less
than 5% chance that the multiple comparison is incorrect in detecting a difference.
Note
If multiple comparisons are triggered, the Multiple Comparison Options dialog box
appears after you pick your data from the worksheet and run the test, prompting you
to choose a multiple comparison method.

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5.5.5 Running a One Way ANOVA

5.5.5 Running a One Way ANOVA

If you want to select your data before you run the test, drag the pointer over your data.

1. Click the Analysis tab.

2. In the Statistics group, from the Tests drop-down list, select:
Compare Many Groups→One Way ANOVA
The Pick Columns for One Way ANOVA dialog box appears prompting you to specify
a data format.

Figure 5.22 The Pick Columns for One Way ANOVA Dialog Box Prompting You
to Specify a Data Format

3. Select the appropriate data format from the Data Format drop-down list. For more
information, see 5.2 Data Format for Group Comparison Tests.
4. Click Next to pick the data columns for the test. If you selected columns before you chose
the test, the selected columns appear in the Selected Columns list.

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Figure 5.23 The Pick Columns for One Way ANOVA Dialog Box Prompting You
to Select Data Columns

5. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for Data drop-down list.

The first selected column is assigned to the first row in the Selected Columns list, and
all successively selected columns are assigned to successive rows in the list. The title of
selected columns appears in each row. For raw and indexed data, you are prompted to
select two worksheet columns.
6. To change your selections, select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
7. Click Finish to run the One Way ANOVA on the selected columns.

If you elected to test for normality and equal variance, SigmaPlot performs the test
for normality (Shapiro-Wilk or Kolmogorov-Smirnov) and the test for equal variance
(Levene Median).
If your data pass both tests, SigmaPlot informs you and suggests continuing your analysis
using a parametric t-test.
After the computations are completed, the report appears. For more information, see
the SigmaPlot 12 User’s Guide.
8. Click Finish to perform the One Way ANOVA.

If you elected to test for normality and equal variance, and your data fails either test,
SigmaPlot warns you and suggests continuing your analysis using the nonparametric
Kruskal-Wallis ANOVA on Ranks. For more information, see 5.8 Kruskal-Wallis
Analysis of Variance on Ranks.
If you selected to run multiple comparisons only when the P value is significant,
and the P value is not significant, the One Way ANOVA report appears after the test is
complete.

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5.5.6 Multiple Comparison Options for a One Way ANOVA

If the P value for multiple comparisons is significant, or you selected to always perform
multiple comparisons, the Multiple Comparisons Options dialog box appears prompting
you to select a multiple comparison method.

5.5.6 Multiple Comparison Options for a One Way

ANOVA
The One Way ANOVA tests the hypothesis of no differences between the several treatment
groups, but do not determine which groups are different, or the sizes of these differences.
Multiple comparison tests isolate these differences by running comparisons between the
experimental groups.
If you selected to run multiple comparisons only when the P value is significant, and the
ANOVA produces a P value equal to or less than the trigger P value, or you selected to always
run multiple comparisons in the Options for One Way ANOVA dialog box, the Multiple
Comparison Options dialog box appears prompting you to specify a multiple comparison
test. The P value produced by the ANOVA is displayed in the upper left corner of the dialog
box. For more information, see 5.9 Performing a Multiple Comparison.
There are seven multiple comparison tests to choose from for the One Way ANOVA:
• Holm Sidak test. For more information, see 5.9.1 Holm-Sidak Test.
• Tukey Test. For more information, see 5.9.2 Tukey Test.
• Student-Newman-Keuls Test. For more information, see 5.9.3 Student-Newman-Keuls
(SNK) Test.
• Bonferroni t-test. For more information, see 5.9.4 Bonferroni t-Test.
• Fisher’s LSD. For more information, see 5.9.5 Fisher’s Least Significance Difference Test.
• Dunnet’s Test. For more information, see 5.9.6 Dunnett’s Test.
• Duncan’s Multiple Range Test. For more information, see 5.9.8 Duncan’s Multiple Range.
There are two types of multiple comparisons available for the One Way ANOVA. The types of
comparison you can make depends on the selected multiple comparison test.
• All pairwise comparisons compare all possible pairs of treatments.
• Multiple comparisons versus a control compare all experimental treatments to a single
control group.
The Tukey and Student-Newman-Keuls tests are recommended for determining the
difference among all treatments. If you have only a few treatments, you may want to select the
simpler Bonferroni t-test.
The Dunnett’s test is recommended for determining the differences between the experimental
treatments and a control group. If you have only a few treatments or observations, you can
select the simpler Bonferroni t-test.
Note
In both cases the Bonferroni t-test is most sensitive with a small number of groups.
Dunnett’s test is not available if you have fewer than six observations.

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5.5.7 Interpreting One Way ANOVA Results

The One Way ANOVA report displays an ANOVA table describing the source of the variation
in the groups. This table displays the sum of squares, degrees of freedom, and mean squares of
the groups, as well as the F statistic and the corresponding P value. The statistical summary
table of the data and other results displayed in the report are enabled and disabled in the
Options for One Way ANOVA dialog box. For more information, see 5.5.4 Setting One
Way ANOVA Options.
You can also generate tables of multiple comparisons. Multiple Comparison results are also
specified in the Options for One Way ANOVA dialog box. The test used to perform the
multiple comparison is selected in the Multiple Comparison Options dialog box.

5.5.7.1 Result Explanations

In addition to the numerical results, expanded explanations of the results may also appear. You
can turn off this text on the Options dialog box. For more information, see the SigmaPlot 12
User’s Guide.
Normality Test. Normality test results display whether the data passed or failed the test of
the assumption that they were drawn from a normal population and the P value calculated
by the test. Normally distributed source populations are required for all parametric tests. Set
this result in the Options for One Way ANOVA dialog box.
Equal Variance Test. Equal Variance test results display whether or not the data passed or
failed the test of the assumption that the samples were drawn from populations with the same
variance, and the P value calculated by the test. Equal variance of the source populations
is assumed for all parametric tests. This result appears is set in the Options for One Way
ANOVA dialog box.

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5.5.7.1 Result Explanations

Summary Table. If you enabled this option in the Options for One Way ANOVA dialog box,
SigmaPlot generates a summary table listing the sample sizes N, number of missing values,
mean, standard deviation, differences of the means and standard deviations, and standard
error of the means.
• N (Size). The number of non-missing observations for that column or group.
• Missing. The number of missing values for that column or group.
• Mean. The average value for the column. If the observations are normally distributed
the mean is the center of the distribution.
• Standard Deviation. A measure of variability. If the observations are normally distributed,
about two-thirds will fall within one standard deviation above or below the mean, and about
95% of the observations will fall within two standard deviations above or below the mean.
• Standard Error of the Mean. A measure of the approximation with which the mean
computed from the sample approximates the true population mean.
Confidence Interval for the Difference of the Means. If the confidence interval does not
include zero, you can conclude that there is a significant difference between the proportions
with the level of confidence specified. This can also be described as P < α (alpha), where a is
the acceptable probability of incorrectly concluding that there is a difference.
The level of confidence is adjusted in the options dialog box; this is typically 100(1-a), or 95%.
Larger values of confidence result in wider intervals and smaller values in smaller intervals.
Power. The power of the performed test is displayed unless you disable this option in the
Options for One Way ANOVA dialog box.
The power, or sensitivity, of a One Way ANOVA is the probability that the test will detect a
difference among the groups if there really is a difference. The closer the power is to 1,
the more sensitive the test.
ANOVA power is affected by the sample sizes, the number of groups being compared, the
chance of erroneously reporting a difference a (alpha), the observed differences of the group
means, and the observed standard deviations of the samples.
Alpha. Alpha (α) is the acceptable probability of incorrectly concluding that there is a
difference. An a error is also called a Type I error. A Type I error is when you reject the
hypothesis of no effect when this hypothesis is true.
Set this valuein the Options for One Way ANOVA dialog box; the suggested value is α =
0.05 which indicates that a one in twenty chance of error is acceptable. Smaller values of a
result in stricter requirements before concluding there is a significant difference, but a greater
possibility of concluding there is no difference when one exists (a Type II error). Larger
values of a make it easier to conclude that there is a difference but also increase the risk
of seeing a false difference (a Type I error).
ANOVA Table. The ANOVA table lists the results of the one way ANOVA.
DF (Degrees of Freedom). Degrees of freedom represent the number of groups and sample
size which affects the sensitivity of the ANOVA.
• The degrees of freedom between groups is a measure of the number of groups
• The degrees of freedom within groups (sometimes called the error or residual degrees of
freedom) is a measure of the total sample size, adjusted for the number of groups
• The total degrees of freedom is a measure of the total sample size
SS (Sum of Squares). The sum of squares is a measure of variability associated with each
element in the ANOVA data table.

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• The sum of squares between the groups measures the variability of the average differences
of the sample groups
• The sum of squares within the groups (also called error or residual sum of squares) measures
the underlying variability of all individual samples
• The total sum of squares measures the total variability of the observations about the grand
mean (mean of all observations)
MS (Mean Squares). The mean squares provide two estimates of the population variances.
Comparing these variance estimates is the basis of analysis of variance.
The mean square between groups is:

sum of squares between groups SS between

= = MS between
degrees of freedom between groups DF between

The mean square within groups (also called the residual or error mean square) is:

sum of squares within groups SS within

= = MS within
degrees of freedom within groups DF within

F Statistic. The F test statistic is the ratio:

estimated population variance between groups SS between
= =F
estimated population variance within groups DF within

If the F ratio is around 1, you can conclude that there are no significant differences between
groups (for example, the data groups are consistent with the null hypothesis that all the
samples were drawn from the same population).
If F is a large number, you can conclude that at least one of the samples was drawn from a
different population (for example, the variability is larger than what is expected from random
variability in the population). To determine exactly which groups are different, examine
the multiple comparison results.
P Value. The P value is the probability of being wrong in concluding that there is a true
difference between the groups (for example, the probability of falsely rejecting the null
hypothesis, or committing a Type I error, based on F). The smaller the P value, the greater
the probability that the samples are drawn from different populations. Traditionally, you can
conclude that there are significant differences when P < 0.05.
Multiple Comparisons. If you selected to perform multiple comparisons, a table of the
comparisons between group pairs is displayed. The multiple comparison procedure is
activated in the Options for One Way ANOVA dialog box. The tests used in the multiple
comparison procedure is selected in the Multiple Comparison Options dialog box.
Multiple comparison results are used to determine exactly which treatments are different,
since the ANOVA results only inform you that two or more of the groups are different. The
specific type of multiple comparison results depends on the comparison test used and whether
the comparison was made pairwise or versus a control.
• All pairwise comparison results list comparisons of all possible combinations of group
pairs; the all pairwise tests are the Tukey, Student-Newman-Keuls, Fisher LSD, Duncan’s
test and the Bonferroni t-test.

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5.5.8 One Way ANOVA Report Graphs

• Comparisons versus a single control group list only comparisons with the selected control
group. The control group is selected during the actual multiple comparison procedure.
The comparison versus a control tests are the Bonferroni t-test and the Dunnett’s, Fishers
LSD, and Duncan’s tests.
For descriptions of the derivations of parametric multiple comparison procedure results, you
can reference any appropriate statistics reference.
Bonferroni t-test Results. The Bonferroni t-test lists the differences of the means for each
pair of groups, computes the t values for each pair, and displays whether or not P < 0.05 for
that comparison. The Bonferroni t-test can be used to compare all groups or to compare
versus a control.
You can conclude from "large" values of t that the difference of the two groups being
compared is statistically significant.
If the P value for the comparison is less than 0.05, the likelihood of erroneously concluding
that there is a significant difference is less than 5%. If it is greater than 0.05, you cannot
confidently conclude that there is a difference.
The difference of the means is a gauge of the size of the difference between the two groups.
Tukey, Student-Newman-Keuls, Fisher LSD, Duncan’s, and Dunnett’s Test Results.
The Tukey, Student-Newman-Keuls (SNK), Fisher LSD, and Duncan’s tests are all pairwise
comparisons of every combination of group pairs. While the Tukey Fisher LSD, and Duncan’s
can be used to compare a control group to other groups, they are not recommended for this
type of comparison.
Dunnett’s test only compares a control group to all other groups. All tests compute the q test
statistic, and display whether or not P < 0.05 or < 0.01 for that pair comparison.
You can conclude from "large" values of q that the difference of the two groups being
compared is statistically significant.
If the P value for the comparison is less than 0.05, the likelihood of being incorrect in
concluding that there is a significant difference is less than 5%. If it is greater than 0.05, you
cannot confidently conclude that there is a difference.
The Difference of the Means is a gauge of the size of the difference between the two groups.
p is a parameter used when computing q. The larger the p, the larger q needs to be to indicate a
significant difference. p is an indication of the differences in the ranks of the group means
being compared. Groups means are ranked in order from largest to smallest, and p is the
number of means spanned in the comparison. For example, if you are comparing four means,
when comparing the largest to the smallest p = 4, and when comparing the second smallest to
the smallest p = 2. For the Tukey test, the p is always equal to the total number of groups.
If a group is found to be not significantly different than another group, all groups with p ranks
in between the p ranks of the two groups that are not different are also assumed not to be
significantly different, and a result of DNT (Do Not Test) appears for those comparisons.

5.5.8 One Way ANOVA Report Graphs

You can generate up to five graphs using the results from a One Way ANOVA. They include a:
• Bar chart of the column means. The One Way ANOVA bar chart plots the group means as
vertical bars with error bars indicating the standard deviation. For more information, see
11.1.1 Bar Charts of the Column Means.

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• Scatter plot with error bars of the column means. The One Way ANOVA scatter plot
graphs the group means as single points with error bars indicating the standard deviation.
For more information, see 11.1.2 Scatter Plot.
• Histogram of the residuals. The One Way ANOVA histogram plots the raw residuals in a
specified range, using a defined interval set. For more information, see 11.1.8 Histogram of
Residuals.
• Normal probability plot of the residuals. The One Way ANOVA probability plot graphs
the frequency of the raw residuals. For more information, see 11.1.9 Normal Probability
Plot.
• Multiple comparison graphs. The One Way ANOVA multiple comparison graphs a plot
significant differences between levels of a significant factor. For more information, see
11.1.15 Multiple Comparison Graphs.

5.5.8.1 How to Create a One Way ANOVA Report Graph

1. Select the One Way ANOVA test report.
2. Click the Report tab.
3. In the Results Graphs group, click Create Result Graph.

The Create Result Graph dialog box appears displaying the types of graphs available
for the One Way ANOVA results.

4. Select the type of graph you want to create from the Graph Type list, then click OK, or
double-click the desired graph in the list.

The selected graph appears in a graph window. For more information, see 11.1 Generating
Report Graphs.

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5.6 Two Way Analysis of Variance (ANOVA)

5.6 Two Way Analysis of Variance (ANOVA)

Use a Two Way or Two Factor ANOVA (analysis of variance) when:
• You want to see if two of more different experimental groups are affected by two different
factors which may or may not interact.
• Samples are drawn from normally distributed populations with equal variances.
If you want to consider the effects of only one factor on your experimental groups, use the
One Way ANOVA. For more information, see 5.5 One Way Analysis of Variance (ANOVA).
If you are considering the effects of three factors on your experimental graphs, use the Three
Way ANOVA. For more information, see 5.7 Three Way Analysis of Variance (ANOVA).
SigmaPlot has no equivalent nonparametric two or three factor comparison for samples drawn
from a non-normal population. If your data is non-normal, you can transform the data to
make them comply better with the assumptions of analysis of variance using Transforms. If
the sample size is large, and you want to do a nonparametric test, use the Rank Transform to
convert the observations to ranks, then run a Two or Three Way ANOVA on the ranks.

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5.6.1 About the Two Way ANOVA

In a two way or two factor analysis of variance, there are two experimental factors which are
varied for each experimental group. A two factor design is used to test for differences between
samples grouped according to the levels of each factor and for interactions between the factors.
A two factor analysis of variance tests three hypotheses:
• There is no difference among the levels of the first factor.
• There is no difference among the levels of the second factor.
• There is no interaction between the factors; for example, if there is any difference among
groups within one factor, the differences are the same regardless of the second factor level.
Two Way ANOVA is a parametric test that assumes that all the samples were drawn from
normally distributed populations with the same variances.

5.6.2 Performing a Two Way ANOVA

To perform a Two Way ANOVA:

1. Enter or arrange your data appropriately in the worksheet. For more information, see
5.6.3 Arranging Two Way ANOVA Data.
2. If desired, set Two Way ANOVA options. For more information, see 5.6.4 Setting Two
Way ANOVA Options.
3. Click the Analysis tab.
4. In the Statistics group, from the Tests drop-down list, select:
Compare Many Groups→Two Way ANOVA
5. Run the test. For more information, see 5.6.5 Running a Two Way ANOVA.
6. Generate report graphs. For more information, see 5.6.9 Two Way ANOVA Report
Graphs.

5.6.3 Arranging Two Way ANOVA Data

The Two Way ANOVA tests for differences between samples grouped according to the levels
of each factor and the interactions between the factors.
For example, in an analysis of the effect of gender on the action of two different drugs, gender
and drug are the factors, male and female are the levels of the gender factor, drug types are the
levels for the drug factor, and the different combinations of the levels (gender and drug) are
the groups, or cells.

Figure 5.24 How to Arrange Two Way ANOVA Data

The factors are gender and drug, and the levels are Male/Female and Drug A/Drug B.

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5.6.3.1 Indexing Raw Data for a Two-Way ANOVA

If your data is missing data points or even whole cells, SigmaPlot detects this and provides the
correct solutions. For more information, see 5.6.3.2 Missing Data and Empty Cells Data.

5.6.3.1 Indexing Raw Data for a Two-Way ANOVA

The Two-Way ANOVA test requires that the data be entered as indexed data. If your data is in
a raw format, you can use a transform to convert it into an indexed format and then run the
ANOVA.
In any Two-Way ANOVA, there are two factors, each divided into a number of levels. For
example, Gender could be one factor with two levels: male and female. Drug Treatment could
be another factor with three levels: Drug A, Drug B, Drug C.
Each combination of two levels, one from each factor, is called a cell. For example, all of the
data measured for males receiving Drug A would be a cell. When the data for each cell is
written into a column of the worksheet, this is known as a "raw data format" for Two-Way
ANOVA. The number of columns equals the number of cells. Since each column gives the data
for combining two factor levels, then the title of each column uses the names of the two levels.
The example above is a worksheet containing raw data for a Two-Way ANOVA. Note that the
title of each column is composed of two names separated by a hyphen. The names refer to
levels from different factors. There are six columns, and so there are six cells in the ANOVA.
To convert this data to Indexed format:

1. Click the Analysis tab.

2. In the Transforms group, from the Statistical drop-down list, select:
Indexed→Two-Way
The Pick Columns for Two Way Index Columns dialog box appears.
3. Select column 7 (or First Empty from the Data for Output drop-down list) as the
Output: column.
4. Select the first six columns for the input groups (this appears as Group: in the Selected
Columns list).

Tip
You can either select the columns from the worksheet, or you can select each
column individually from the Data for Group drop-down list.
5. Click Finish.

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The data appears as indexed data in columns 7 through 9.

5.6.3.2 Missing Data and Empty Cells Data

Ideally, the data for a Two Way ANOVA should be completely balanced. For example, each
group or cell in the experiment has the same number of observations and there are no missing
data; however, SigmaPlot properly handles all occurrences of missing and unbalanced data
automatically.

5.6.3.2.1 Missing Data Points

If there are missing values, SigmaPlot automatically handles the missing data by using a
general linear model approach. This approach constructs hypothesis tests using the marginal
sums of squares (also commonly called the Type III or adjusted sums of squares).

Figure 5.25 Data for a Two Way ANOVA with a Missing Value in the Male/Drug A
Cell
A general linear model approach is used in these situations.

5.6.3.2.2 Empty Cells

When there is an empty cell, for example, there are no observations for a combination of two
factor levels, SigmaPlot stops and suggests either analysis of the data using a two way design
with the added assumption of no interaction between the factors, or a One Way ANOVA.

Figure 5.26 Data for a Two Way ANOVA with a Missing Data Cell (Male/Drug A)
You can use either one factor analysis or assume no interaction between factors.

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5.6.3.2.3 Connected versus Disconnected Data

Assumption of no interaction analyzes the main effects of each treatment separately.

DANGER
It can be dangerous to assume there is no interaction between the two factors
in a Two Way ANOVA. Under some circumstances, this assumption can lead
to a meaningless analysis, particularly if you are interested in studying the
interaction effect.
If you treat the problem as a One Way ANOVA, each cell in the table is treated as a different
level of a single experimental factor. This approach is the most conservative analysis because
it requires no additional assumptions about the nature of the data or experimental design.

5.6.3.2.3 Connected versus Disconnected Data

The no interaction assumption does not always permit a two factor analysis when there is more
than one empty cell. The non-empty cells must be geometrically connected in order to do the
computation. You cannot perform Two Way ANOVAs on disconnected data.
Arrange data in a two-dimensional grid, where you can draw a series of straight vertical
and horizontal lines connecting all occupied cells, without changing direction in an empty
cell, is guaranteed to be connected.

Figure 5.27 Example of Drawing Straight Horizontal and Vertical Lines Through
Connected Data

It is important to note that failure to meet the above requirement does not imply that the data is
disconnected. The data in the table below, for example, is connected.

Figure 5.28 Example of Connected Data that You Can’t Draw a Series of Straight
Vertical and Horizontal Lines Through

SigmaPlot automatically checks for this condition. If disconnected data is encountered during
a Two Way ANOVA, SigmaPlot suggests treatment of the problem as a One Way ANOVA.

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Figure 5.29 Disconnected Data

Because this data is not geometrically connected (the data shares no factor levels in common)
a two way ANOVA cannot be performed, even assuming no interaction.

5.6.3.3 Entering Worksheet Data

A Two Way ANOVA can only be performed on two factor indexed data. Two factor indexed
data is placed in three columns; a data point indexed two ways consists of the first factor in
one column, the second factor in a second column, and the data point in a third column.

Figure 5.30 Valid Data Formats for a Two Way ANOVA

Column 1 is the first factor index, column 2 is the second factor index, and column 3 is the data.

5.6.4 Setting Two Way ANOVA Options

Use the Two Way ANOVA options to:

• Adjust the parameters of the test to relax or restrict the testing of your data for normality
and equal variance.
• Display the statistics summary table and confidence interval for the data.

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5.6.4.1 Options Two Way ANOVA: Assumption Checking

• Compute the power, or sensitivity, of the test.

• Enable multiple comparison testing.
To change Two Way ANOVA options:

1. If you are going to run the test after changing test options and want to select your data
before you run the test, drag the pointer over the data.
2. Select Two Way ANOVA from the Select Test drop-down list in the Statistics group
on the Analysis tab.
3. Click Current Test Options. The Options for Two Way ANOVA dialog box appears
with three tabs:
• Assumption Checking. Adjust the parameters of a test to relax or restrict the testing of
your data for normality and equal variance. For more information, see 5.6.4.1 Options
Two Way ANOVA: Assumption Checking.
• Results. Display the statistics summary and the confidence interval for the data in the
report and save residuals to a worksheet column. For more information, see 5.6.4.2
Options Two Way ANOVA: Results.
• Post Hoc Tests. Compute the power or sensitivity of the test. For more information,
see 5.6.4.3 Options Two Way ANOVA: Post Hoc Tests.

Tip
If you are going to run the test after changing test options, and want to select your
data before you run the test, drag the pointer over your data.
Options settings are saved between SigmaPlot sessions.
4. To continue the test, click Run Test. The Pick Columns dialog box appears. For more
information, see 5.6.5 Running a Two Way ANOVA.
5. To accept the current settings and close the options dialog box, click OK.

5.6.4.1 Options Two Way ANOVA: Assumption Checking

Select the Assumption Checking tab from the options dialog box to view the options for
Normality and Equal Variance. The normality assumption test checks for a normally
distributed population. The equal variance assumption test checks the variability about the
group means.

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Figure 5.31 The Options for Two Way ANOVA Dialog Box Displaying the
Assumption Checking Options

Normality Testing. SigmaPlot uses the Shapiro-Wilk or Kolmogorov-Smirnov test to test for
a normally distributed population.
Equal Variance Testing. SigmaPlot tests for equal variance by checking the variability
about the group means.
P Values for Normality and Equal Variance. Enter the corresponding P value in the P
Value to Reject box. The P value determines the probability of being incorrect in concluding
that the data is not normally distributed (the P value is the risk of falsely rejecting the null
hypothesis that the data is normally distributed). If the P value computed by the test is greater
than the P set here, the test passes.
To require a stricter adherence to normality and equal variance, increase the P value.
Because the parametric statistical methods are relatively robust in terms of detecting violations
of the assumptions, the suggested value in SigmaPlot is 0.050. Larger values of P (for
example, 0.100) require less evidence to conclude that data is not normal.
To relax the requirement of normality and/or equal variance, decrease P. Requiring smaller
values of P to reject the normality assumption means that you are willing to accept greater
deviations from the theoretical normal distribution before you flag the data as non-normal.
For example, a P value of 0.050 requires greater deviations from normality to flag the data as
non-normal than a value of 0.100.
Restriction
There are extreme conditions of data distribution that these tests cannot take into
account. For example, the Levene Median test fails to detect differences in variance of
several orders of magnitude; however, these conditions should be easily detected by
simply examining the data without resorting to the automatic assumption tests.

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5.6.4.2 Options Two Way ANOVA: Results

5.6.4.2 Options Two Way ANOVA: Results

Figure 5.32 The Options for Two Way ANOVA Dialog Box Displaying the
Summary Table, Confidence Intervals, and Residuals Options

Summary Table. Select Summary Table under Report to display the number of observations
for a column or group, the number of missing values for a column or group, the average value
for the column or group, the standard deviation of the column or group, and the standard
error of the mean for the column or group.
Confidence Intervals. Select Confidence Intervals under Report to display the confidence
interval for the difference of the means. To change the interval, enter any number from 1 to 99
(95 and 99 are the most commonly used intervals).
Residuals in Column. The Residuals in Column drop-down list displays residuals in the
report and to save the residuals of the test to the specified worksheet column. Edit the number
or select a number from the drop-down list.

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5.6.4.3 Options Two Way ANOVA: Post Hoc Tests

Power. The power or sensitivity of a test is the probability that the test will detect a difference
between the groups if there is really a difference.
Use Alpha Value. Change the alpha value by editing the number in the Alpha Value box.
Alpha (α) is the acceptable probability of incorrectly concluding that there is a difference. The
suggested value is α = 0.05. This indicates that a one in twenty chance of error is acceptable,
or that you are willing to conclude there is a significant difference when P < 0.05.
Smaller values of a result in stricter requirements before concluding there is a significant
difference, but a greater possibility of concluding there is no difference when one exists.
Larger values of a make it easier to conclude that there is a difference, but also increase the
risk of reporting a false positive.
Multiple Comparisons
Two Way ANOVAs test the hypothesis of no differences between the several treatment groups,
but do not determine which groups are different, or the sizes of these differences. Use multiple
comparisons to isolate these differences whenever a Two Way ANOVA detects a difference.
The P value used to determine if the ANOVA detects a difference is set in the Report tab of
the Options dialog box. If the P value produced by the Two Way ANOVA is less than the P
value specified in the box, a difference in the groups is detected and the multiple comparisons
are performed. For more information, see Setting Report Options.
• Always Perform. Select to perform multiple comparisons whether or not the Two Way
ANOVA detects a difference.
Only When ANOVA P Value is Significant. Perform multiple comparisons only if the
ANOVA detects a difference.
Significance Value for Multiple Comparisons. Select either .05 or .01. This value
determines the that the likelihood of the multiple comparison being incorrect in concluding
that there is a significant difference in the treatments. A value of .05 indicates that the

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5.6.5 Running a Two Way ANOVA

multiple comparisons will detect a difference if there is less than 5% chance that the multiple
comparison is incorrect in detecting a difference. A value of .01 indicates that the multiple
comparisons will detect a difference if there is less than 1% chance that the multiple
comparison is incorrect in detecting a difference.
Note
If multiple comparisons are triggered, the Multiple Comparison Options dialog box
appears after you pick your data from the worksheet and run the test, prompting you
to choose a multiple comparison method. For more information, see 5.9 Performing
a Multiple Comparison.

5.6.5 Running a Two Way ANOVA

If you want to select your data before you run the test, drag the pointer over your data.

1. Click the Analysis tab.

2. In the Statistics group, from the Tests drop-down list, select:
Compare Many Groups→Two Way ANOVA
The Pick Columns dialog box appears.

Figure 5.33 The Pick Columns for Two ANOVA Dialog Box Prompting You to
Select Data Columns

3. If the P value for multiple comparisons is significant, or you selected to always perform
multiple comparisons, the Multiple Comparisons Options dialog box appears prompting
you to select a multiple comparison method. For more information, see 5.6.6 Multiple
Comparison Options for a Two Way ANOVA.
4. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for Data drop-down list.

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The first selected column is assigned to the first row in the Selected Columns list, and all
successively selected columns are assigned to successive rows in the list. The number
or title of selected columns appear in each row. You are prompted to pick a minimum
three worksheet columns.
5. If the P value for multiple comparisons is significant, or you selected to always perform
multiple comparisons, the Multiple Comparisons Options dialog box appears prompting
you to select a multiple comparison method. For more information, see 5.6.6 Multiple
Comparison Options for a Two Way ANOVA.
6. To change your selections, select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in
the Selected Columns list.
7. Click Finish to perform the Two Way ANOVA.

The Two Way ANOVA report appears if you:

• Elected to test for normality and equal variance, and your data passes both tests.
• Your data has no missing data points, cells, or is not otherwise unbalanced.
• Selected not perform multiple comparisons, or if you selected to run multiple
comparisons only when the P value is significant, and the P value is not significant.
8. If the P value for multiple comparisons is significant, or you selected to always perform
multiple comparisons, the Multiple Comparisons Options dialog box appears prompting
you to select a multiple comparison method. For more information, see 5.6.6 Multiple
Comparison Options for a Two Way ANOVA.
9. If you elected to test for normality and equal variance, and your data fails either test,
either continue or transform your data, then perform the Two Way ANOVA on the
transformed data.

• If your data is missing data points, missing cells, or is otherwise unbalanced, you are
prompted to perform the appropriate procedure.
• If you are missing data points, but still have at least one observation in each cell,
SigmaPlot automatically proceeds with the Two Way ANOVA using a general linear
model.
• If you are missing a cell, but the data is connected, you can proceed by either
performing a two way analysis assuming no interaction between the factor, or
converting the problem into a one way design with each non-empty cell a different
level of a single factor.
• If your data is not geometrically connected, you cannot perform a Two Way ANOVA.
Either treat the problem as a One Way ANOVA , or cancel the test.

10. If the P value for multiple comparisons is significant, or you selected to always perform
multiple comparisons, the Multiple Comparisons Options dialog box appears prompting
you to select a multiple comparison method. For more information, see 5.6.6 Multiple
Comparison Options for a Two Way ANOVA.

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5.6.6 Multiple Comparison Options for a Two Way ANOVA

5.6.6 Multiple Comparison Options for a Two Way

ANOVA
If you selected to run multiple comparisons only when the P value is significant, and the
ANOVA produces a P value, for either of the two factors or the interaction between the two
factors, equal to or less than the trigger P value, or you selected to always run multiple
comparisons in the Options for Two Way ANOVA dialog box, the Multiple Comparison
Options dialog box appears prompting you to specify a multiple comparison test.

Figure 5.34 The Multiple Comparison Options Dialog Box for a Two Way ANOVA

This dialog box displays the P values for each of the two experimental factors and of the
interaction between the two factors. Only the options with P values less than or equal to the
value set in the Options dialog box are selected. You can disable multiple comparison testing
for a factor by clicking the selected option. If no factor is selected, multiple comparison
results are not reported.
There are seven multiple comparison tests to choose from for the Two Way ANOVA. You
can choose to perform the
• Holm-Sidak test. For more information, see 5.9.1 Holm-Sidak Test.
• Tukey Test. For more information, see 5.9.2 Tukey Test.
• Student-Newman-Keuls Test.
• Bonferroni t-test. For more information, see 5.9.4 Bonferroni t-Test.
• Fisher’s LSD. For more information, see 5.9.5 Fisher’s Least Significance Difference Test.
• Dunnet’s Test. For more information, see 5.9.6 Dunnett’s Test.
• Duncan’s Multiple Range Test. For more information, see 5.9.8 Duncan’s Multiple Range.

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The Tukey and Student-Newman-Keuls tests are recommended for determining the
difference among all treatments. If you have only a few treatments, you may want to select the
simpler Bonferroni t-test.
The Dunnett’s test is recommended for determining the differences between the experimental
treatments and a control group. If you have only a few treatments or observations, you can
select the simpler Bonferroni t-test.

Figure 5.35 The Multiple Comparison Options Dialog Box Prompting You to
Select Control Groups

Note
In both cases the Bonferroni t-test is most sensitive with a small number of groups.
Dunnett’s test is not available if you have fewer than six observations.
There are two types of multiple comparison available for the Two Way ANOVA. The types
of comparison you can make depends on the selected multiple comparison test. For more
information, see 5.6 Two Way Analysis of Variance (ANOVA).
• All pairwise comparisons test the difference between each treatment or level within the two
factors separately (for example, among the different rows and columns of the data table)
• Multiple comparisons versus a control test the difference between all the different
combinations of each factors (for example, all the cells in the data table)
When comparing the two factors separately, the levels within one factor are compared among
themselves without regard to the second factor, and vice versa. These results should be used
when the interaction is not statistically significant.
When the interaction is statistically significant, interpreting multiple comparisons among
different levels of each experimental factor may not be meaningful. SigmaPlot also suggests
performing a multiple comparison between all the cells.

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5.6.6.1 Holm-Sidak Test

The result of all comparisons is a listing of the similar and different group pairs, for example,
those groups that are and are not detectably different from each other. Because no statistical
test eliminates uncertainty, multiple comparison procedures sometimes produce ambiguous
groupings.

5.6.6.1 Holm-Sidak Test

Use the Holm-Sidak Test for both pairwise comparisons and comparisons versus a control
group. It is more powerful than the Bonferroni test and, consequently, it is able to detect
differences that Bonferroni test does not. It is recommended as the first-line procedure for
pairwise comparison testing.
When performing the test, the P values of all comparisons are computed and ordered from
smallest to largest. Each P value is then compared to a critical level that depends upon the
significance level of the test (set in the test options), the rank of the P value, and the total
number of comparisons made. A P value less than the critical level indicates there is a
significant difference between the corresponding two groups.

5.6.6.2 Tukey test

The Tukey Test and the Student-Newman-Keuls test are conducted similarly to the Bonferroni
t-test, except that it uses a table of critical values that is computed based on a better
mathematical model of the probability structure of the multiple comparisons. The Tukey Test
is more conservative than the Student-Newman-Keuls test, because it controls the errors of all
comparisons simultaneously, while the Student-Newman-Keuls test controls errors among tests
of k means. Because it is more conservative, it is less likely to determine that a give differences
is statistically significant and it is the recommended test for all pairwise comparisons.
While Multiple Comparisons versus a Control is an available comparison type for the Tukey
Test, it is not recommended. Use the Dunnet’s Test for multiple comparisons versus a control.

5.6.6.3 Student-Newman-Keuls (SNK) test

The Student-Newman-Keuls Test and the Tukey Test are conducted similarly to the
Bonferroni t-test, except that it uses a table of critical values that is computed based on a
better mathematical model of the probability structure of the multiple comparisons. The
Student-Newman-Keuls Test is less conservative than the Tukey Test because it controls
errors among tests of k means, while the Tukey Test controls the errors of all comparisons
simultaneously. Because it is less conservative, it is more likely to determine that a give
differences is statistically significant. The Student-Newman-Keuls Test is usually more
sensitive than the Bonferroni t-test, and is only available for all pairwise comparisons.

5.6.6.4 Bonferroni t-test

The Bonferroni t-test performs pairwise comparisons with paired t-tests. The P values are then
multiplied by the number of comparisons that were made. It can perform both all pairwise
comparisons and multiple comparisons versus a control, and is the most conservative test for
both each comparison type. For less conservative all pairwise comparison tests, see the Tukey
and the Student-Newman-Keuls tests, and for the less conservative multiple comparison
versus a control tests, see the Dunnett’s Test.

5.6.6.5 Fisher’s Least Significance Difference Test

The Fisher’s LSD Test is the least conservative all pairwise comparison test. Unlike the Tukey
and the Student-Newman-Keuls, it makes not effort to control the error rate. Because it makes

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not attempt in controlling the error rate when detecting differences between groups, it is
not recommended.

5.6.6.6 Dunnett’s Test

Dunnett’s test is the analog of the Student-Newman-Keuls Test for the case of multiple
comparisons against a single control group. It is conducted similarly to the Bonferroni t-test,
but with a more sophisticated mathematical model of the way the error accumulates in order to
derive the associated table of critical values for hypothesis testing. This test is less conservative
than the Bonferroni Test, and is only available for multiple comparisons vs. a control.

5.6.6.7 Duncan’s Multiple Range

The Duncan’s Test is the same way as the Tukey and the Student-Newman-Keuls tests, except
that it is less conservative in determining whether the difference between groups is significant
by allowing a wider range for error rates. Although it has a greater power to detect differences
than the Tukey and the Student-Newman-Keuls tests, it has less control over the Type 1
error rate, and is, therefore, not recommended.

5.6.7 Performing a One Way ANOVA on Two Way

ANOVA Data

When your data is missing too many observations to perform a valid Two Way ANOVA, you
can still analyze your data using a One Way ANOVA.
To perform a One Way ANOVA:

1. Click the Analysis tab.

2. In the Transforms group, from the Statistical drop-down list, select:
Unindex→Two Way
3. Select the output columns, then run a One Way ANOVA. For more information, see
5.5.5 Running a One Way ANOVA.
4. Select your two way indexed data columns as the input columns.
5. Select the output columns, then run a One Way ANOVA. For more information, see
5.5.5 Running a One Way ANOVA.

5.6.8 Interpreting Two Way ANOVA Results

A full Two Way ANOVA report displays an ANOVA table describing the variation associated
with each factor and their interactions. This table displays the degrees of freedom, sum of
squares, and mean squares for each of the elements in the data table, as well as the F statistics
and the corresponding P values.

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5.6.8.1 Result Explanations

Figure 5.36 Two Way ANOVA Report

Summary tables of least square means for each factor and for both factors together can also
be generated. This result and additional results are enabled in the Options for Two Way
ANOVA dialog box. For more information, see 5.6.4 Setting Two Way ANOVA Options.
Click a selected check box to enable or disable a test option. All options are saved between
SigmaPlot sessions.
You can also generate tables of multiple comparisons. Multiple Comparison results are also
specified in the Options for Two Way ANOVA dialog box. The tests used in the multiple
comparisons are selected in the Multiple Comparisons Options dialog box. For more
information, see 5.6.6 Multiple Comparison Options for a Two Way ANOVA.

5.6.8.1 Result Explanations

In addition to the numerical results, expanded explanations of the results may also appear.
You can turn off this text on the Options dialog box. For more information, see Setting
Report Options.
You can also set the number of decimal places to display the Options dialog box.
If There Were Missing Data Cells. If your data contained missing values but no empty cells,
the report indicates the results were computed using a general linear model.
If your data contained empty cells, you either analyzed the problem assuming either no
interaction or treated the problem as a One Way ANOVA.
• If you choose no interactions, no statistics for factor interaction are calculated.
• If you performed a One Way ANOVA, the results shown are identical to One Way ANOVA
results. For more information, see 5.5.7 Interpreting One Way ANOVA Results.

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Dependent Variable. This is the data column title of the indexed worksheet data you are
analyzing with the Two Way ANOVA. Determining if the values in this column are affected
by the different factor levels is the objective of the Two Way ANOVA.
Normality Test. Normality test results display whether the data passed or failed the test of the
assumption that they were drawn from a normal population and the P value calculated by the
test. Normally distributed source populations are required for all parametric tests.
This result appears if you enabled normality testing in the Two Way ANOVA Options dialog
box.
Equal Variance Test. Equal Variance test results display whether or not the data passed or
failed the test of the assumption that the samples were drawn from populations with the same
variance and the P value calculated by the test. Equal variance of the source population is
assumed for all parametric tests.
This result appears if you enabled equal variance testing in the Two Way ANOVA Options
dialog box.
ANOVA Table. The ANOVA table lists the results of the Two Way ANOVA.
Tip
When there are missing data, the best estimate of these values is automatically
calculated using a general linear model.
DF (Degrees of Freedom). Degrees of freedom represent the number of groups in each factor
and the sample size, which affects the sensitivity of the ANOVA.
• The degrees of freedom for each factor is a measure of the number of levels in each factor.
• The interaction degrees of freedom is a measure of the total number of cells.
• The error degrees of freedom (sometimes called the residual or within groups degrees of
freedom) is a measure of the sample size after accounting for the factors and interaction.
• The total degrees of freedom is a measure of the total sample size.
SS (Sum of Squares). The sum of squares is a measure of variability associated with each
element in the ANOVA data table.
• The factor sums of squares measure the variability within between the rows or columns of
the table considered separately.
• The interaction sum of squares measures the variability of the average differences
between the cell in addition to the variation between the rows and columns, considered
separately—this is a gauge of the interaction between the factors.
• The error sum of squares (also called residual or within group sum of squares) is a measure
of the underlying random variation in the data, for example, the variability not associated
with the factors or their interaction.
• The total sum of squares is a measure of the total variability in the data; if there are no
missing data, the total sum of squares equals the sum of the other table sums of squares.
MS (Mean Squares). The mean squares provide different estimates of the population
variances. Comparing these variance estimates is the basis of analysis of variance.
The mean square for each factor

sum of squares for the factor SS factor

= = MS factor
degrees of freedom for the factor DF factor

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5.6.8.1 Result Explanations

is an estimate of the variance of the underlying population computed from the variability
between levels of the factor.
The interaction mean square

sum of squares for the interaction SS inter

= = MS inter
degrees of freedom for the interaction DF inter

is an estimate of the variance of the underlying population computed from the variability
associated with the interactions of the factors.
The error mean square (residual, or within groups)

error sum of squares SS error

= = MS error
error degrees of freedom DF error

is an estimate of the variability in the underlying population, computed from the random
component of the observations.
F Statistic. The F test statistic is provided for comparisons within each factor and between
the factors.
The F ratio to test each factor is
mean square for the factor MS factor
= = F error
mean square of the error MS factor

The F ratio to test the interaction is

mean square for the interaction MS inter
= = F inter
mean square of the error MS factor

If the F ratio is around 1, you can conclude that there are no significant differences between
factor levels or that there is no interaction between factors (for example, the data groups are
consistent with the null hypothesis that all the samples were drawn from the same population).
If F is a large number, you can conclude that at least one of the samples for that factor or
combination of factors was drawn from a different population (for example, the variability is
larger than what is expected from random variability in the population). To determine exactly
which groups are different, examine the multiple comparison results.
P Value. The P value is the probability of being wrong in concluding that there is a true
difference between the groups (for example, the probability of falsely rejecting the null
hypothesis, or committing a Type I error, based on F). The smaller the P value, the greater the
probability that the samples are drawn from different populations.
Traditionally, you can conclude there are significant differences if P < 0.05.
Power. The power, or sensitivity, of a Two Way ANOVA is the probability that the test will
detect the observed difference among the groups if there really is a difference. The closer the
power is to 1, the more sensitive the test. The power for the comparison of the groups within
the two factors and the power for the comparison of the interactions are all displayed. These
results are set in the Options for Two Way ANOVA dialog box.

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ANOVA power is affected by the sample sizes, the number of groups being compared, the
chance of erroneously reporting a difference a (alpha), the observed differences of the group
means, and the observed standard deviations of the samples.
Alpha. Alpha (α) is the acceptable probability of incorrectly concluding that there is a
difference. An a error also is called a Type I error (a Type I error is when you reject the
hypothesis of no effect when this hypothesis is true).
The a value is set in the Options for Two Way ANOVA dialog box; the suggested value is
α = 0.05 which indicates that a one in twenty chance of error is acceptable. Smaller values
of a result in stricter requirements before concluding there is a significant difference, but a
greater possibility of concluding there is no difference when one exists (a Type II error).
Larger values of a make it easier to conclude that there is a difference, but also increase the
risk of seeing a false difference (a Type I error).
Summary Table. The least square means and standard error of the means are displayed for
each factor separately (summary table row and column), and for each combination of factors
(summary table cells). If there are missing values, the least square means are estimated using a
general linear model.
• Mean The average value for the column. If the observations are normally distributed the
mean is the center of the distribution.
• Standard Error of the Mean A measure of the approximation with which the mean
computed from the sample approximates the true population mean.
When there are no missing data, the least square means equal the cell and marginal (row
and column) means. When there are missing data, the least squared means provide the best
estimate of these values, using a general linear model. These means and standard errors are
used when performing multiple comparisons (see following section).
Multiple Comparisons. If a difference is found among the groups, multiple comparison
tables can be computed. Multiple comparison procedures are activated in the Options for Two
Way ANOVA dialog box. The tests used in the multiple comparisons are set in the Multiple
Comparisons Options dialog box.
Multiple comparison results are used to determine exactly which groups are different, since
the ANOVA results only inform you that two or more of the groups are different. Two factor
multiple comparison for a full Two Way ANOVA also compares:
• Groups within each factor without regard to the other factor (this is a marginal comparison,
for example, only the columns or rows in the table are compared).
• All combinations of factors (all cells in the table are compared with each other).
The specific type of multiple comparison results depends on the comparison test used and
whether the comparison was made pairwise or versus a control.
• All pairwise comparison results list comparisons of all possible combinations of group
pairs; the all pairwise tests are the Holm-Sidak, Tukey, Student-Newman-Keuls, Fisher
LSD, Duncan’s, and Dunnett’s, and Bonferroni t-test.
• Comparisons versus a single control group list only comparisons with the selected control
group. The control group is selected during the actual multiple comparison procedure. The
comparison versus a control tests are Holm-Sidak, Tukey, Student-Newman-Keuls, Fisher
LSD, Duncan’s, Dunnett’s and Bonferroni t-test.
Holm-Sidak Test Results. The Holm-Sidak Test can be used for both pairwise comparisons
and comparisons versus a control group. It is more powerful than the Tukey and Bonferroni
tests and, consequently, it is able to detect differences that these other tests do not. It is
recommended as the first-line procedure for pairwise comparison testing.

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5.6.8.1 Result Explanations

When performing the test, the P values of all comparisons are computed and ordered from
smallest to largest. Each P value is then compared to a critical level that depends upon the
significance level of the test (set in the test options), the rank of the P value, and the total
number of comparisons made. A P value less than the critical level indicates there is a
significant difference between the corresponding two groups.
Bonferroni t-test Results. The Bonferroni t-test lists the differences of the means for each
pair of groups, computes the t values for each pair, and displays whether or not P < 0.05 for
that comparison. The Bonferroni t-test can be used to compare all groups or to compare
versus a control.
You can conclude from "large" values of t that the difference of the two groups being
compared is statistically significant.
If the P value for the comparison is less than 0.05, the likelihood of erroneously concluding
that there is a significant difference is less than 5%. If it is greater than 0.05, you cannot
confidently conclude that there is a difference.
The Difference of Means is a gauge of the size of the difference between the levels or cells
being compared.
The degrees of freedom DF for the marginal comparisons are a measure of the number of
groups (levels) within the factor being compared. The degrees of freedom when comparing all
cells is a measure of the sample size after accounting for the factors and interaction. This is
the same as the error or residual degrees of freedom.
Tukey, Student-Newman-Keuls, Fisher LSD, Duncan’s, and Dunnett’s Test Results.
The Tukey, Student-Newman-Keuls (SNK), Fisher LSD, and Duncan’s tests are all pairwise
comparisons of every combination of group pairs. While the Tukey Fisher LSD, and Duncan’s
can be used to compare a control group to other groups, they are not recommended for this
type of comparison.
Dunnett’s test only compares a control group to all other groups. All tests compute the q test
statistic, the number of means spanned in the comparison p, and display whether or not P
< 0.05 for that pair comparison.
You can conclude from "large" values of q that the difference of the two groups being
compared is statistically significant.
If the P value for the comparison is less than 0.05, the likelihood of being incorrect in
concluding that there is a significant difference is less than 5%. If it is greater than 0.05, you
cannot confidently conclude that there is a difference.
p is the parameter used when computing q. The larger the p, the larger q needs to be to
indicate a significant difference. p is an indication of the differences in the ranks of the group
means being compared. Groups means are ranked in order from largest to smallest, and p is
the number of means spanned in the comparison. For example, when comparing four means,
comparing the largest to the smallest p = 4, and when comparing the second smallest to the
smallest p = 2.
If a group is found to be not significantly different than another group, all groups with p ranks
in between the p ranks of the two groups that are not different are also assumed not to be
significantly different, and a result of DNT (Do Not Test) appears for those comparisons.
The Difference of Means is a gauge of the size of the difference between the groups or cells
being compared.
The degrees of freedom DF for the marginal comparisons are a measure of the number of
groups (levels) within the factor being compared. The degrees of freedom when comparing all

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cells is a measure of the sample size after accounting for the factors and interaction (this is the
same as the error or residual degrees of freedom).

5.6.9 Two Way ANOVA Report Graphs

You can generate up to seven graphs using the results from a Two Way ANOVA. They
include a:
• Histogram of the residuals. For more information, see 11.1.8 .
• Normal probability plot of the residuals. For more information, see 11.1.9 .
• 3D plot of the residuals. For more information, see 11.1.11 .
• Grouped bar chart of the column means. For more information, see 11.1.12 .
• 3D category scatter plot. For more information, see 11.1.13 .
• Multiple comparison graphs. For more information, see 11.1.15 .
• Profile plots. For more information, see .

5.6.9.1 How to Create a Two Way ANOVA Report Graph

1. Select the Two Way ANOVA test report.
2. Click the Report tab.
3. In the Results Graphs group, click Create Result Graph.

The Create Result Graph dialog box appears displaying the types of graphs available for
the Two Way ANOVA results.

4. Select the type of graph you want to create from the Graph Type list.
5. Click OK, or double-click the desired graph in the list.

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5.7 Three Way Analysis of Variance (ANOVA)

The selected graph appears in a graph window. For more information, see 11.1 Generating
Report Graphs.

Figure 5.37 A Multiple Comparison for the Two Way ANOVA

5.7 Three Way Analysis of Variance (ANOVA)

Use a Three Way or three factor ANOVA (analysis of variance) when:
• You want to see if two of more different experimental groups are affected by three different
factors which may or may not interact.
• Samples are drawn from normally distributed populations with equal variances.
To consider the effects of only one or two factors on your experimental groups, use a One
Way ANOVA. You can also use a or a Two Way ANOVA. For more information, see 5.6 Two
Way Analysis of Variance (ANOVA). SigmaPlot has no equivalent nonparametric three factor
comparison for samples drawn from a non-normal population. If your data is non-normal,
you can transform the data to make them comply better with the assumptions of analysis of
variance using Transforms. If the sample size is large, and you want to do a nonparametric

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SigmaPlot Statistics

test, use the Rank Transform to convert the observations to ranks, then run a Three Way
ANOVA on the ranks.

5.7.1 About the Three Way ANOVA

In a three way or three factor analysis of variance, there are three experimental factors which
are varied for each experimental group. A three factor design is used to test for differences
between samples grouped according to the levels of each factor and for interactions between
the factors.
A three factor analysis of variance tests four hypotheses:
• There is no difference among the levels of the first factor.
• There is no difference among the levels of the second factor.
• There is no difference among the levels of the third factor.
• There is no interaction between the factors; for example, if there is any difference among
groups within one factor, the differences are the same regardless of the second and third
factor levels.
Three Way ANOVA is a parametric test that assumes that all the samples were drawn from
normally distributed populations with the same variances.

5.7.2 Performing a Three Way ANOVA

To perform a Three Way ANOVA:

1. Enter or arrange your data appropriately in the worksheet. For more information, see
5.7.3 Arranging Three Way ANOVA Data.
2. If desired, set the Three Way ANOVA options. For more information, see 5.7.4 Setting
Three Way ANOVA Options.
3. Click the Analysis tab.
4. In the Statistics group, from the Tests drop-down list, select:
Compare Many Groups→Three Way ANOVA
5. Run the test. For more information, see 5.7.5 .
6. Generate report graphs. For more information, see 5.7.8 Three Way ANOVA Report
Graphs.

5.7.3 Arranging Three Way ANOVA Data

The Three Way ANOVA tests for differences between samples grouped according to the levels
of each factor and the interactions between the factors.
For example, in an analysis of the effect of gender on the action of two different drugs over
a different periods of time, gender, drugs, and time period are the factors, male and female
are the levels of the gender factor, drug types are the levels for the drug factor, days are the
levels of the time period factor, and the different combinations of the levels (gender, drug, and
time period) are the groups, or cells.

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5.7.3.1 Missing Data and Empty Cells Data

Figure 5.38 Data for a Three Way ANOVA

The factors are gender, drug, and time period. The levels are Male/Female, Drug A/Drug B,
and Day 1, 2, and 3.
If your data is missing data points or even whole cells, SigmaPlot detects this and provides the
correct solutions. For more information, see 5.7.3.1 Missing Data and Empty Cells Data.

Figure 5.39 Valid Data Formats for a Three Way ANOVA

Column 1 is the first factor index, column 2 is the second factor index, column 3 is the third
factor index, and column 4 is the data.

5.7.3.1 Missing Data and Empty Cells Data

Ideally, the data for a Three Way ANOVA should be completely balance. For example, each
group or cell in the experiment has the same number of observations and there are no missing

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data; however, SigmaPlot properly handles all occurrences of missing and unbalanced data
automatically.
Missing Data Points. If there are missing values, SigmaPlot automatically handles the missing
data by using a general linear model approach. This approach constructs hypothesis tests using
the marginal sums of squares (also commonly called the Type III or adjusted sums of squares).

Figure 5.40 Data for a Three Way ANOVA with a Missing Value in the Male,
Drug A, Day 1 Cell

Use a general linear model approach in these situations.

Empty Cells. When there is an empty cell, for example, there are no observations for a
combination of three factor levels, a dialog box appears asking you if you want to analyze
the data using a two way or a one way design. If you select a two way design, SigmaPlot
attempts to analyze your data using two interactions. If there are no observations with two
interactions, SigmaPlot runs a One Way ANOVA.
If you treat the problem as a Two Way ANOVA, a dialog box appears prompting you to
remove one of the factors. For more information, see 5.6 . Select the factor you want to
remove, then click OK. The Two Way ANOVA is performed.
If you treat the problem as a One Way ANOVA, each cell in the table is treated as a single
experimental factor. This approach is the most conservative analysis because it requires no
additional assumptions about the nature of the data or experimental design.

Figure 5.41 Data for a Three Way ANOVA with a Missing Cell (Male/Drug A, Day 1)

You can use either a two factor analysis or assume no interaction between factors.
Assumption of no interaction analyzes the main effects of each treatment separately.

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5.7.3.2 Connected versus Disconnected Data

DANGER
It can be dangerous to assume there is no interaction between the three factors
in a Three Way ANOVA. Under some circumstances, this assumption can lead
to a meaningless analysis, particularly if you are interested in studying the
interaction effect.

5.7.3.2 Connected versus Disconnected Data

The no interaction assumption does not always permit a two factor analysis when there is more
than one empty cell. The non-empty cells must be geometrically connected in order to do the
computation. You cannot perform Three Way ANOVAs on disconnected data.
Data arranged in a two-dimensional grid, where you can draw a series of straight vertical
and horizontal lines connecting all occupied cells, without changing direction in an empty
cell, is guaranteed to be connected.

Figure 5.42 Example of Drawing Straight Horizontal and Vertical Lines through
Connected Data

It is important to note that failure to meet the above requirement does not imply that the data is
disconnected. The data in the table below, for example, is connected.

Figure 5.43 Example of Connected Data that You Can’t Draw a Series of Straight
Vertical and Horizontal Lines Through

SigmaPlot automatically checks for this condition. If disconnected data is encountered

during a Three Way ANOVA, SigmaPlot suggests treatment of the problem as a Two Way
ANOVA. If the disconnected data is still encountered during a Two Way ANOVA, a One
Way ANOVA is performed.

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Figure 5.44 Disconnected Data

Because this data is not geometrically connected (they share no factor levels in common), a
Three Way ANOVA cannot be performed, even assuming no interaction.

5.7.3.3 Entering Worksheet Data

A Three Way ANOVA can only be performed on three factor indexed data. Three factor
indexed data is placed in four columns; a data point indexed three ways consists of the first
factor in one column, the second factor in a second column, the third factor in a third column,
and the data in a forth column.

5.7.4 Setting Three Way ANOVA Options

Use the Three Way ANOVA options to:

• Adjust the parameters of the test to relax or restrict the testing of your data for normality
and equal variance.
• Include the statistics summary table and confidence interval for the data in the report, and
save residuals to the worksheet.
• Compute the power, or sensitivity, of the test.
• Enable multiple comparison testing.
To set Three Way ANOVA options:

1. If you are going to run the test after changing test options and want to select your data
before you run the test, drag the pointer over the data.
2. On the Analysis tab, in the Statistics group, click Options. The Options for Three Way
ANOVA dialog box appears with three tabs:
• Assumption Checking. Adjust the parameters of a test to relax or restrict the testing of
your data for normality and equal variance. For more information, see 5.7.4.1 Options
for Two Way ANOVA: Assumption Checking.
• Results. Display the statistics summary and the confidence interval for the data in the
report and save residuals to a worksheet column. For more information, see 5.6.4.2
Options Two Way ANOVA: Results.
• Post Hoc Tests. Compute the power or sensitivity of the test. For more information,
see 5.6.4.3 Options Two Way ANOVA: Post Hoc Tests.

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5.7.4.1 Options for Two Way ANOVA: Assumption Checking

Tip
If you are going to run the test after changing test options, and want to select your
data before you run the test, drag the pointer over your data.
Options settings are saved between SigmaPlot sessions.
3. To continue the test, click Run Test. The Pick Columns dialog box appears. For more
information, see 5.6.5 Running a Two Way ANOVA.
4. To accept the current settings and close the options dialog box, click OK.

5.7.4.1 Options for Two Way ANOVA: Assumption Checking

Select the Assumption Checking tab from the options dialog box to view the Normality and
Equal Variance options. The normality assumption test checks for a normally distributed
population. The equal variance assumption test checks the variability about the group means.

Figure 5.45 The Options for Three Way ANOVA Dialog Box Displaying the
Assumption Checking Options

Normality Testing. SigmaPlot uses the Shapiro-Wilk or Kolmogorov-Smirnov test to test for
a normally distributed population.
Equal Variance Testing. SigmaPlot tests for equal variance by checking the variability
about the group means.
P Values for Normality and Equal Variance. Type the corresponding P value in the P
Value to Reject box. The P value determines the probability of being incorrect in concluding
that the data is not normally distributed (the P value is the risk of falsely rejecting the null
hypothesis that the data is normally distributed). If the P value computed by the test is greater
than the P set here, the test passes.
To require a stricter adherence to normality and/or equal variance, increase the P value.
Because the parametric statistical methods are relatively robust in terms of detecting violations

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of the assumptions, the suggested value in SigmaPlot is 0.050. Larger values of P (for
example, 0.100) require less evidence to conclude that data is not normal.
To relax the requirement of normality and/or equal variance, decrease P. Requiring
smaller values of P to reject the normality assumption means that you are willing to accept
greater deviations from the theoretical normal distribution before you flag the data as
non-normal. For example, a P value of 0.050 requires greater deviations from normality to
flag the data as non-normal than a value of 0.100.
Note
There are extreme conditions of data distribution that these tests cannot take into
account. For example, the Levene Median test fails to detect differences in variance of
several orders of magnitude; however, these conditions should be easily detected by
simply examining the data without resorting to the automatic assumption tests.

5.7.4.2 Options for Two Way ANOVA: Results

Figure 5.46 The Options for Three Way ANOVA Dialog Box Displaying the
Summary Table, Confidence Intervals, and Residual Options

Summary Table. Select Summary Table under Report to display the number of observations
for a column or group, the number of missing values for a column or group, the average value
for the column or group, the standard deviation of the column or group, and the standard
error of the mean for the column or group.
Confidence Intervals. Select Confidence Intervals under Report to display the confidence
interval for the difference of the means. To change the interval, enter any number from 1 to 99
(95 and 99 are the most commonly used intervals).
Residuals in Column. The Residuals in Column drop-down list displays residuals in the
report and to save the residuals of the test to the specified worksheet column. Edit the number
or select a number from the drop-down list.

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5.7.4.3 Options for Two Way ANOVA: Post Hoc Tests

5.7.4.3 Options for Two Way ANOVA: Post Hoc Tests

Figure 5.47 The Options for Three Way ANOVA Dialog Box Displaying the Power
and Multiple Comparisons Options

Power. The power or sensitivity of a test is the probability that the test will detect a difference
between the groups if there is really a difference.
Use Alpha Value. Change the alpha value by editing the number in the Alpha Value box.
Alpha (α) is the acceptable probability of incorrectly concluding that there is a difference. The
suggested value is α = 0.05. This indicates that a one in twenty chance of error is acceptable,
or that you are willing to conclude there is a significant difference when P < 0.05.
Smaller values of a result in stricter requirements before concluding there is a significant
difference, but a greater possibility of concluding there is no difference when one exists.
Larger values of a make it easier to conclude that there is a difference, but also increase the
risk of reporting a false positive.
Multiple Comparisons
Three Way ANOVAs test the hypothesis of no differences between the several treatment
groups, but do not determine which groups are different, or the sizes of these differences.
Multiple comparisons isolate these differences whenever a Three Way ANOVA detects a
difference.
The P value used to determine if the ANOVA detects a difference is set in the Report tab of
the Options dialog box. If the P value produced by the Three Way ANOVA is less than the P
value specified in the box, a difference in the groups is detected and the multiple comparisons
are performed. For more information, see Setting Report Options.
• Always Perform. Select to perform multiple comparisons whether or not the Two Way
ANOVA detects a difference.
Only When ANOVA P Value is Significant. Perform multiple comparisons only if the
ANOVA detects a difference.

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Significant Multiple Comparison Value. Select either .05 or .10 from the Significance Value
for Multiple Comparisons drop-down list. This value determines that the likelihood of the
multiple comparison being incorrect in concluding that there is a significant difference in
the treatments.
A value of .05 indicates that the multiple comparisons will detect a difference if there is less
than 5% chance that the multiple comparison is incorrect in detecting a difference. A value of
.10 indicates that the multiple comparisons will detect a difference if there is less than 10%
chance that the multiple comparison is incorrect in detecting a difference.
Note
If multiple comparisons are triggered, the Multiple Comparison Options dialog box
appears after you pick your data from the worksheet and run the test, prompting
you to choose a multiple comparison test.

5.7.5 Running a Three Way ANOVA

If you want to select your data before you run the test, drag the pointer over your data.

1. Click the Analysis tab.

2. In the Statistics group, from the Tests drop-down list, select:
Compare Many Groups→Three Way ANOVA
The Pick Columns dialog box appears.

Figure 5.48 The Pick Columns for Three Way ANOVA Dialog Box

3. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for Data drop-down list.

The first selected column is assigned to the first row in the Selected Columns list, and all
successively selected columns are assigned to successive rows in the list. The number

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5.7.6 Multiple Comparison Options for a Three Way ANOVA

or title of selected columns appear in each row. You are prompted to pick a minimum
three worksheet columns.
4. To change your selections, select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
5. Click Finish to perform the Three Way ANOVA. The Three Way ANOVA report appears
if you:
• Elected to test for normality and equal variance, and your data passes both tests.
• Your data has no missing data points, cells, or is not otherwise unbalanced.
• Selected not to perform multiple comparisons, or if you selected to run multiple
comparisons only when the P value is significant, and the P value is not significant
If you elected to test for normality and equal variance, and your data fails either test, either
continue or transform your data, then perform the Three Way ANOVA on the transformed
data. If your data is missing data points, missing cells, or is otherwise unbalanced, you are
prompted to perform the appropriate procedure.

5.7.6 Multiple Comparison Options for a Three Way

ANOVA
If you enabled multiple comparisons in the Three Way ANOVA Options dialog box, and the
ANOVA produces a P value, for either of the three factors or the interaction between the
three factors, equal to or less than the trigger P value, the Multiple Comparison Options
dialog box appears.

Figure 5.49 The Multiple Comparison Options Dialog Box for a Three Way
ANOVA

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This dialog box displays the P values for each of the experimental factors and of the interaction
between the factors. Only the options with P values less than or equal to the value set in the
Options dialog box are selected. You can disable multiple comparison testing for a factor by
clicking the selected option. If no factor is selected, multiple comparison results are not
reported.
There are seven multiple comparison tests to choose from for the Three Way ANOVA. You
can choose to perform the:
• Holm-Sidak test. For more information, see 5.9.1 Holm-Sidak Test.
• Tukey Test. For more information, see 5.9.2 Tukey Test.
• Student-Newman-Keuls Test. For more information, see 5.9.3 Student-Newman-Keuls
(SNK) Test.
• Bonferroni t-test. For more information, see 5.9.4 Bonferroni t-Test.
• Fisher’s LSD. For more information, see 5.9.5 .
• Dunnet’s Test. For more information, see 5.9.6 Dunnett’s Test.
• Duncan’s Multiple Range Test. For more information, see 5.9.8 Duncan’s Multiple Range.

Figure 5.50 The Multiple Comparison Options Dialog Box Prompting You to
Select a Control Group

There are two types of multiple comparison available for the Three Way ANOVA. The types
of comparison you can make depends on the selected multiple comparison test.
• All pairwise comparisons test the difference between each treatment or level within the two
factors separately (for example, among the different rows and columns of the data table) .
• Multiple comparisons versus a control test the difference between all the different
combinations of each factors (for example, all the cells in the data table).
All pairwise comparisons test the difference between each treatment or level within the
two factors separately (for example, among the different rows and columns of the data

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5.7.7 Interpreting Three Way ANOVA Results

table). Multiple comparisons versus a control test the difference between all the different
combinations of each factors (for example, all the cells in the data table).
When comparing the two factors separately, the levels within one factor are compared among
themselves without regard to the second factor, and vice versa. These results should be used
when the interaction is not statistically significant.
When the interaction is statistically significant, interpreting multiple comparisons among
different levels of each experimental factor may not be meaningful. SigmaPlot also suggests
performing a multiple comparison between all the cells.
The result of both comparisons is a listing of the similar and different group pairs, for example,
those groups that are and are not detectably different from each other. Because no statistical
test eliminates uncertainty, multiple comparison procedures sometimes produce ambiguous
groupings.

5.7.7 Interpreting Three Way ANOVA Results

A full Three Way ANOVA report displays an ANOVA table describing the variation associated
with each factor and their interactions. This table displays the degrees of freedom, sum of
squares, and mean squares for each of the elements in the data table, as well as the F statistics
and the corresponding P values.
Summary tables of least square means for each factor and for all three factors together can
also be generated. This result and additional results are enabled in the Options for Three Way
ANOVA dialog box. For more information, see 5.7.4 Setting Three Way ANOVA Options.
Click a check box to enable or disable a test option. All options are saved between SigmaPlot
sessions.
You can also generate tables of multiple comparisons. Multiple Comparison results are also
specified in the Options for Three Way ANOVA dialog box. The tests used in the multiple
comparisons are selected in the Multiple Comparisons Options dialog box.

5.7.7.1 Result Explanations

In addition to the numerical results, expanded explanations of the results may also appear.
You can turn off this text on the Options dialog box. For more information, see Setting
Report Options.
You can also set the number of decimal places to display the Options dialog box.

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Figure 5.51 Three Way ANOVA Report

5.7.7.1.1 If There Were Missing Data Cells

If your data contained missing values but no empty cells, the report indicates the results
were computed using a general linear model.
If your data contained empty cells, you either analyzed the problem assuming either no
interaction or treated the problem as a Two or One Way ANOVA.
• If you choose no interactions, no statistics for factor interaction are calculated.
• If you performed a Two or One Way ANOVA, the results shown are identical to Two and
One Way ANOVA results. For more information, see 5.5.7 Interpreting One Way ANOVA
Results.

5.7.7.1.2 Dependent Variable

This is the data column title of the indexed worksheet data you are analyzing with the Three
Way ANOVA. Determining if the values in this column are affected by the different factor
levels is the objective of the Three Way ANOVA.

5.7.7.1.3 Normality Test

Normality test results display whether the data passed or failed the test of the assumption that
they were drawn from a normal population and the P value calculated by the test. Normally
distributed source populations are required for all parametric tests.

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5.7.7.1.4 Equal Variance Test

This result appears if you enabled normality testing in the Options for Three Way ANOVA
dialog box.

5.7.7.1.4 Equal Variance Test

Equal Variance test results display whether or not the data passed or failed the test of the
assumption that the samples were drawn from populations with the same variance and the
P value calculated by the test. Equal variance of the source population is assumed for all
parametric tests.
This result appears if you enabled equal variance testing in the Options for Three Way
ANOVA dialog box.

5.7.7.1.5 ANOVA Table

The ANOVA table lists the results of the Three Way ANOVA.
Note
When there are missing data, the best estimate of these values is automatically
calculated using a general linear model.
DF (Degrees of Freedom). Degrees of freedom represent the number of groups in each factor
and the sample size, which affects the sensitivity of the ANOVA.
• The degrees of freedom for each factor is a measure of the number of levels in each factor.
• The interaction degrees of freedom is a measure of the total number of cells.
• The error degrees of freedom (sometimes called the residual or within groups degrees of
freedom) is a measure of the sample size after accounting for the factors and interaction.
• The total degrees of freedom is a measure of the total sample size .
SS (Sum of Squares). The sum of squares is a measure of variability associated with each
element in the ANOVA data table.
• The factor sums of squares measure the variability within between the rows or columns of
the table considered separately.
• The interaction sum of squares measures the variability of the average differences
between the cell in addition to the variation between the rows and columns, considered
separately—this is a gauge of the interaction between the factors.
• The error sum of squares (also called residual or within group sum of squares) is a measure
of the underlying random variation in the data, for example, the variability not associated
with the factors or their interaction.
• The total sum of squares is a measure of the total variability in the data; if there are no
missing data, the total sum of squares equals the sum of the other table sums of squares.
MS (Mean Squares). The mean squares provide different estimates of the population
variances. Comparing these variance estimates is the basis of analysis of variance.
The mean square for each factor:

sum of squares for the factor SS factor

= = MS factor
degrees of freedom for the factor DF factor

is an estimate of the variance of the underlying population computed from the variability
between levels of the factor.

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The interaction mean square:

sum of squares for the interaction SS inter
= = MS inter
degrees of freedom for the interaction DF inter

is an estimate of the variance of the underlying population computed from the variability
associated with the interactions of the factors.
The error mean square (residual, or within groups):
error sum of squares SS error
= = MS error
error degrees of freedom DF error

is an estimate of the variability in the underlying population, computed from the random
component of the observations.
F Statistic. The F test statistic is provided for comparisons within each factor and between
the factors.
The F ratio to test each factor is:
mean square for the factor MS error
= =F factor
error mean square for the factor MS factor

The F ratio to test the interaction is:

mean square for the interaction MS inter
= = F inter
error mean square for the interaction MS inter

If the F ratio is around 1, you can conclude that there are no significant differences between
factor levels or that there is no interaction between factors (for example, the data groups are
consistent with the null hypothesis that all the samples were drawn from the same population).
If F is a large number, you can conclude that at least one of the samples for that factor or
combination of factors was drawn from a different population (for example, the variability is
larger than what is expected from random variability in the population). To determine exactly
which groups are different, examine the multiple comparison results.
P Value. The P value is the probability of being wrong in concluding that there is a true
difference between the groups (for example, the probability of falsely rejecting the null
hypothesis, or committing a Type I error, based on F). The smaller the P value, the greater the
probability that the samples are drawn from different populations.
Traditionally, you can conclude there are significant differences if P < 0.05.

5.7.7.1.6 Power
The power, or sensitivity, of a Three Way ANOVA is the probability that the test will detect
the observed difference among the groups if there really is a difference. The closer the power
is to 1, the more sensitive the test. The power for the comparison of the groups within the two
factors and the power for the comparison of the interactions are all displayed. These results
are set in the Options for Three Way ANOVA dialog box.

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5.7.7.1.7 Summary Table

ANOVA power is affected by the sample sizes, the number of groups being compared, the
chance of erroneously reporting a difference a (alpha), the observed differences of the group
means, and the observed standard deviations of the samples.
Alpha. Alpha (α) is the acceptable probability of incorrectly concluding that there is a
difference. An a error also is called a Type I error (a Type I error is when you reject the
hypothesis of no effect when this hypothesis is true).
Set the value in the Options for Three Way ANOVA dialog box; the suggested value is α =
0.05 which indicates that a one in twenty chance of error is acceptable. Smaller values of a
result in stricter requirements before concluding there is a significant difference, but a greater
possibility of concluding there is no difference when one exists (a Type II error). Larger
values of a make it easier to conclude that there is a difference, but also increase the risk
of seeing a false difference (a Type I error).

5.7.7.1.7 Summary Table

The least square means and standard error of the means are displayed for each factor separately
(summary table row and column), and for each combination of factors (summary table cells).
If there are missing values, the least square means are estimated using a general linear model.
Mean. The average value for the column. If the observations are normally distributed the
mean is the center of the distribution.
Standard Error of the Mean. A measure of the approximation with which the mean
computed from the sample approximates the true population mean.
When there are no missing data, the least square means equal the cell and marginal (row and
column) means. When there are missing data, the least squared means provide the best estimate
of these values, using a general linear model. These means and standard errors are used when
performing multiple comparisons. For more information, see 5.7.7.1.8 Multiple Comparisons.

5.7.7.1.8 Multiple Comparisons

If a difference is found among the groups, multiple comparison tables can be computed.
Multiple comparison procedures are activated in the Options for Three Way ANOVA dialog
box. The tests used in the multiple comparisons are set in the Multiple Comparisons Options
dialog box.
Use multiple comparison results to determine exactly which groups are different, since the
ANOVA results only inform you that three or more of the groups are different. Three factor
multiple comparison for a full Three Way ANOVA also compares:
• Groups within each factor without regard to the other factor (this is a marginal comparison;
for example, only the columns or rows in the table are compared).
• All combinations of factors (all cells in the table are compared with each other).
The specific type of multiple comparison results depends on the comparison test used and
whether the comparison was made pairwise or versus a control.
• All pairwise comparison results list comparisons of all possible combinations of group
pairs; the all pairwise tests are the Tukey, Student-Newman-Keuls, Fisher LSD, Duncan’s,
and Dunnett’s, and Bonferroni t-test.
• Comparisons versus a single control group list only comparisons with the selected control
group. The control group is selected during the actual multiple comparison procedure. The
comparison versus a control tests are a Bonferroni t-test and Dunnett’s test.

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Bonferroni t-test Results The Bonferroni t-test lists the differences of the means for each
pair of groups, computes the t values for each pair, and displays whether or not P < 0.05 for
that comparison. The Bonferroni t-test can be used to compare all groups or to compare
versus a control.
You can conclude from "large" values of t that the difference of the two groups being
compared is statistically significant.
If the P value for the comparison is less than 0.05, the likelihood of erroneously concluding
that there is a significant difference is less than 5%. If it is greater than 0.05, you cannot
confidently conclude that there is a difference.
The Difference of Means is a gauge of the size of the difference between the levels or cells
being compared.
The degrees of freedom DF for the marginal comparisons are a measure of the number of
groups (levels) within the factor being compared. The degrees of freedom when comparing all
cells is a measure of the sample size after accounting for the factors and interaction. This is
the same as the error or residual degrees of freedom.
Tukey, Student-Newman-Keuls, Fisher LSD, Duncan’s, and Dunnett’s Test Results The
Tukey, Student-Newman-Keuls (SNK), Fisher LSD, and Duncan’s tests are all pairwise
comparisons of every combination of group pairs. While the Tukey Fisher LSD, and Duncan’s
can be used to compare a control group to other groups, they are not recommended for this
type of comparison.
Dunnett’s test only compares a control group to all other groups. All tests compute the q test
statistic and display whether or not P < 0.05 for that pair comparison.
You can conclude from "large" values of q that the difference of the two groups being
compared is statistically significant.
If the P value for the comparison is less than 0.05, the likelihood of being incorrect in
concluding that there is a significant difference is less than 5%. If it is greater than 0.05, you
cannot confidently conclude that there is a difference.
p is a parameter used when computing q. The larger the p, the larger q needs to be to indicate a
significant difference. p is an indication of the differences in the ranks of the group means
being compared. Groups means are ranked in order from largest to smallest, and p is the
number of means spanned in the comparison. For example, when comparing four means,
comparing the largest to the smallest p = 4, and when comparing the second smallest to the
smallest p = 2.
If a group is found to be not significantly different than another group, all groups with p ranks
in between the p ranks of the two groups that are not different are also assumed not to be
significantly different, and a result of DNT (Do Not Test) appears for those comparisons.
The Difference of Means is a gauge of the size of the difference between the groups or cells
being compared.
The degrees of freedom DF for the marginal comparisons are a measure of the number of
groups (levels) within the factor being compared. The degrees of freedom when comparing all
cells is a measure of the sample size after accounting for the factors and interaction (this is the
same as the error or residual degrees of freedom).

5.7.8 Three Way ANOVA Report Graphs

You can generate up to four graphs using the results from a Three Way ANOVA. They
include a:

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5.7.8.1 How to Create a Three Way ANOVA Report Graph

• Histogram of the residuals. For more information, see 11.1.8 Histogram of Residuals.
• Normal probability plot of the residuals. For more information, see 11.1.9 Normal
Probability Plot.
• Multiple comparison graphs. For more information, see 11.1.15 Multiple Comparison
Graphs.
• Profile plots.

5.7.8.1 How to Create a Three Way ANOVA Report Graph

1. Select the Three Way ANOVA test report.
2. On the Report tab in the Result Graphs group, click Create Result Graph.

The Create Result Graph dialog box appears displaying the types of graphs available for
the Three Way ANOVA results.

3. Select the type of graph you want to create from the Graph Type list, then click OK.

The selected graph appears in a graph window.

5.8 Kruskal-Wallis Analysis of Variance on

Ranks
Use a Kruskal-Wallis ANOVA (analysis of variance) on Ranks when:
• You want to see if three or more different experimental groups are affected by a single factor.
• Your samples are drawn from non-normal populations or do not have equal variances.
If you know that your data were drawn from normal populations with equal variances, use
One Way ANOVA. For more information, see 5.5 One Way Analysis of Variance (ANOVA).
When there are only two groups to compare, do a Mann-Whitney Rank Sum Test. For more
information, see 5.4 Mann-Whitney Rank Sum Test. There is no two or three factor test for
non-normal populations; however, you can transform your data so that it fits the assumptions
of a parametric test.
Tip
If you selected normality testing in the Options for ANOVA on Ranks dialog box to
perform an ANOVA on Ranks on a normal population, SigmaPlot informs you that
the data is suitable for a parametric test, and suggests a One Way ANOVA instead.

5.8.1 About the Kruskal-Wallis ANOVA on Ranks

The Kruskal-Wallis Analysis of Variance on Ranks compares several different experimental
groups that receive different treatments. This design is essentially the same as a Mann-Whitney
Rank Sum Test, except that there are more than two experimental groups. For more
information, see 5.4 Mann-Whitney Rank Sum Test. If you try to perform an ANOVA on

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Ranks on two groups, SigmaPlot tells you to perform a Rank Sum Test instead. For more
information, see 5.4 Mann-Whitney Rank Sum Test.
The null hypothesis you test is that there is no difference in the distribution of values between
the different groups.
The Kruskal-Wallis ANOVA on Ranks is a nonparametric test that does not require assuming
all the samples were drawn from normally distributed populations with equal variances.

5.8.2 Performing an ANOVA on Ranks

To perform an ANOVA on Ranks:

1. Enter or arrange your data appropriately in the worksheet. For more information, see
5.8.3 Arranging ANOVA on Ranks Data.
2. If desired, set the ANOVA on Ranks options. For more information, see 5.8.4 Setting
the ANOVA on Ranks Options.
3. Click the Analysis tab.
4. In the Statistics group, from the Tests drop-down list, select:
Compare Many Groups→ANOVA on Ranks
5. Run the test. For more information, see 5.8.5 Running an ANOVA on Ranks.
6. Generate report graphs. For more information, see 5.8.8 ANOVA on Ranks Report
Graphs.

5.8.3 Arranging ANOVA on Ranks Data

The format of the data to be tested can be raw data or indexed data. Raw data is placed in as
many columns as there are groups, up to 64; each column contains the data for one group.
Indexed data is placed in two worksheet columns with at least three treatments. If you have
less than three treatments you should use the Rank Sum Test. For more information, see
5.4 Mann-Whitney Rank Sum Test.

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5.8.4 Setting the ANOVA on Ranks Options

Figure 5.52 Valid Data Formats for an ANOVA on Ranks

Columns 1 through 3 are arranged as raw data. Columns 4 and 5 are arranged as indexed data,
with column 4 as the factor column and column 5 as the data column.

5.8.4 Setting the ANOVA on Ranks Options

Use the ANOVA on Ranks options to:

• Adjust the parameters of the test to relax or restrict the testing of your data for normality
and equal variance.
• Enable multiple comparison testing.
• Display the summary table.
To change the ANOVA on Ranks options:

1. Select ANOVA on Ranks from the Select Test drop-down list in the Statistics group
on the Analysis tab.
2. Click Current Test Options. The Options for ANOVA on Ranks dialog box appears
with three tabs:
• Assumption Checking. Adjust the parameters of a test to relax or restrict the testing of
your data for normality and equal variance. For more information, see 5.8.4.1 Options
for ANOVA on Ranks: Assumption Checking.

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• Results. Display the statistics summary and the confidence interval for the data in the
report and save residuals to a worksheet column. For more information, see 5.8.4.2
Options for ANOVA on Ranks: Results.
• Post Hoc Test. Compute the power or sensitivity of the test and enable multiple
comparisons. For more information, see 5.8.4.3 Options for ANOVA on Ranks: Post
Hoc Tests.
3. To continue the test, click Run Test.
4. To accept the current settings, click OK.

5.8.4.1 Options for ANOVA on Ranks: Assumption Checking

Click the Assumption Checking tab from the options dialog box to view the Normality and
Equal Variance options. The normality assumption test checks for a normally distributed
population. The equal variance assumption test checks the variability about the group means.

• Normality. SigmaPlot uses either the Shapiro-Wilk or Kolmogorov-Smirnov test to test for
a normally distributed population.
• Equal Variance. SigmaPlot tests for equal variance by checking the variability about the
group means.
• P Values for Normality and Equal Variance. Enter the corresponding P value in the
P Value to Reject box. The P value determines the probability of being incorrect in
concluding that the data is not normally distributed (the P value is the risk of falsely
rejecting the null hypothesis that the data is normally distributed). If the P value computed
by the test is greater than the P set here, the test passes.
To require a stricter adherence to normality and/or equal variance, increase the P value.
Because the parametric statistical methods are relatively robust in terms of detecting violations
of the assumptions, the suggested value in SigmaPlot is 0.050. Larger values of P (for
example, 0.100) require less evidence to conclude that data is not normal.

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5.8.4.2 Options for ANOVA on Ranks: Results

To relax the requirement of normality and equal variance, decrease P. Requiring smaller
values of P to reject the normality assumption means that you are willing to accept greater
deviations from the theoretical normal distribution before you flag the data as non-normal.
For example, a P value of 0.050 requires greater deviations from normality to flag the data as
non-normal than a value of 0.100.
Note
There are extreme conditions of data distribution that these tests cannot take into
account. For example, the Levene Median test fails to detect differences in variance of
several orders of magnitude; however, these conditions should be easily detected by
simply examining the data without resorting to the automatic assumption tests.

5.8.4.2 Options for ANOVA on Ranks: Results

The Summary Table for a Rank Sum Test lists the medians, percentiles, and sample sizes N
in the Rank Sum test report. If desired, change the percentile values by editing the boxes. The
25th and the 75th percentiles are the suggested percentiles.

Figure 5.53 The Options for ANOVA on Ranks Dialog Box Displaying the
Summary Table Option

5.8.4.3 Options for ANOVA on Ranks: Post Hoc Tests

Select the Post Hoc Test tab in the Options dialog box to view the multiple comparisons
options. An ANOVA on Ranks tests the hypothesis of no differences between the several
treatment groups, but does not determine which groups are different, or the size of these
differences. Multiple comparisons isolate these differences.
The P value used to determine if the ANOVA detects a difference is set in the Report Options
dialog box. If the P value produced by the ANOVA on Ranks is less than the P value specified

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in the box, a difference in the groups is detected and the multiple comparisons are performed.
For more information, see Setting Report Options.

Multiple Comparisons. You can choose to always perform multiple comparisons or to only
perform multiple comparisons if the ANOVA on Ranks detects a difference.
• Always Perform. Select to perform multiple comparisons whether or not the ANOVA
detects a difference.
• Only When ANOVA P Value is Significant. Select to perform multiple comparisons
only if the ANOVA detects a difference.
• Significance Value for Multiple Comparisons. Select a value from the Significance Value
for Multiple Comparisons drop-down list. This value determines the that the likelihood of
the multiple comparison being incorrect in concluding that there is a significant difference
in the treatments.
A value of .05 indicates that the multiple comparisons will detect a difference if there is less
than 5% chance that the multiple comparison is incorrect in detecting a difference.
Note
If multiple comparisons are triggered, the Multiple Comparison Options dialog box
appears after you pick your data from the worksheet and run the test, prompting you
to choose a multiple comparison method. For more information, see 5.8.6 Multiple
Comparison Options for ANOVA on Ranks.
Attention
Because no statistical test eliminates uncertainty, multiple comparison tests sometimes
produce ambiguous groupings.

5.8.5 Running an ANOVA on Ranks

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5.8.5 Running an ANOVA on Ranks

If you want to select your data before you run the test, drag the pointer over your data.
To run an ANOVA on Ranks:

1. Click the Analysis tab.

2. In the Statistics group, from the Tests drop-down list, select:
Compare Many Groups→ANOVA on Ranks
The Pick Columns for ANOVA on Ranks dialog box appears prompting you to specify
a data format.

Figure 5.54 The Pick Columns for ANOVA on Ranks Dialog Box Prompting
You to Specify A Data Format

3. If the P value for multiple comparisons is significant, or you selected to always perform
multiple comparisons, the Multiple Comparisons Options dialog box appears prompting
you to select a multiple comparison method. For more information, see 5.8.6 Multiple
Comparison Options for ANOVA on Ranks.
4. Select the appropriate data format from the Data Format drop-down list. For more
information, see 5.2 Data Format for Group Comparison Tests.
5. Click Next to pick the data columns for the test. If you selected columns before you chose
the test, the selected columns appear in the Selected Columns list.
6. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for Data drop-down list.

The first selected column is assigned to the first row in the Selected Columns list, and all
successively selected columns are assigned to successive rows in the list.

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Figure 5.55 The Pick Columns for ANOVA on Ranks Dialog Box Prompting
You to Select Data Columns

The number or title of selected columns appear in each row. You are prompted to pick a
minimum of two and a maximum of 64 columns for raw data and two columns with at
least three treatments are selected for indexed data. If you have less than three treatments,
a message appears telling you to use the Rank Sum Test. For more information, see 5.4
Mann-Whitney Rank Sum Test.
7. If the P value for multiple comparisons is significant, or you selected to always perform
multiple comparisons, the Multiple Comparisons Options dialog box appears prompting
you to select a multiple comparison method. For more information, see 5.8.6 Multiple
Comparison Options for ANOVA on Ranks.
8. To change your selections, select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in
the Selected Columns list.
9. If you elected to test for normality and equal variance, and your data fails either test,
either continue or transform your data, then perform the Two Way ANOVA on the
transformed data.
10. Click Finish to perform the ANOVA on Ranks. The ANOVA on Ranks report appears if
you:
• Elected to test for normality and equal variance, and your data passes both tests
• Selected not perform multiple comparisons, or if you selected to run multiple
comparisons only when the P value is significant, and the P value is not significant. For
more information, see 5.8.7 Interpreting ANOVA on Ranks Results.
11. If the P value for multiple comparisons is significant, or you selected to always perform
multiple comparisons, the Multiple Comparisons Options dialog box appears prompting
you to select a multiple comparison method. For more information, see 5.8.6 Multiple
Comparison Options for ANOVA on Ranks.

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5.8.6 Multiple Comparison Options for ANOVA on Ranks

5.8.6 Multiple Comparison Options for ANOVA on

Ranks
If you selected to run multiple comparisons only when the P value is significant, and the
ANOVA produces a P value, for either of the two factors or the interaction between the two
factors, equal to or less than the trigger P value, or you selected to always run multiple
comparisons in the Options for ANOVA on Ranks dialog box, the Multiple Comparison
Options dialog box appears prompting you to specify a multiple comparison test.
This dialog box displays the P values for each of the two experimental factors and of the
interaction between the two factors. Only the options with P values less than or equal to the
value set in the Options dialog box are selected. You can disable multiple comparison testing
for a factor by clicking the selected option. If no factor is selected, multiple comparison
results are not reported.
There are four multiple comparison tests to choose from for the ANOVA on Ranks. You
can choose to perform the:
• Dunn’s Test. For more information, see 5.9.7 Dunn’s test.
• Dunnett’s Test. For more information, see 5.9.6 Dunnett’s Test.
• Tukey Test. For more information, see 5.9.2 Tukey Test.
• Student-Newman-Keuls Test. For more information, see 5.9.3 Student-Newman-Keuls
(SNK) Test.
There are two types of multiple comparison available for the ANOVA on Ranks. The types of
comparison you can make depends on the selected multiple comparison test.
• Multiple comparisons versus a control test the difference between all the different
combinations of each factors (for example, all the cells in the data table).
• All pairwise comparisons test the difference between each treatment or level within the two
factors separately (for example, among the different rows and columns of the data table)

5.8.7 Interpreting ANOVA on Ranks Results

The ANOVA on Ranks report displays the H statistic (corrected for ties) and the corresponding
P value for H. The other results displayed in the report are enabled and disabled in the Options
for ANOVA on Ranks dialog box.

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Figure 5.56 The ANOVA on Ranks Results Report

5.8.7.1 Result Explanations

In addition to the numerical results, expanded explanations of the results may also appear.
You can turn off this text on the Options dialog box. For more information, see Setting
Report Options.
You can also set the number of decimal places to display the Options dialog box.

5.8.7.1.1 Normality Test

Normality test results display whether the data passed or failed the test of the assumption
that it was drawn from a normal population and the P value calculated by the test. For
nonparametric procedures, this test can fail, since nonparametric tests do not assume normally
distributed source populations.
These results appear unless you disabled normality testing in the Options for ANOVA on
Ranks dialog box.

5.8.7.1.2 Equal Variance Test

Equal Variance test results display whether or not the data passed or failed the test of the
assumption that the samples were drawn from populations with the same variance and the
P value calculated by the test. Nonparametric tests do not assume equal variances of the
source populations.
These results appear unless you disabled equal variance testing in the Options for ANOVA
on Ranks dialog box.

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5.8.7.1.3 Summary Table

5.8.7.1.3 Summary Table

If you selected this option in the Options for ANOVA on Ranks dialog box, SigmaPlot
generates a summary table listing the medians, the percentiles defined in the Options dialog
box, and sample sizes N.
N (Size). The number of non-missing observations for that column or group.
Missing. The number of missing values for that column or group.
Median. The "middle" observation as computed by listing all the observations from smallest
to largest and selecting the largest value of the smallest half of the observations. The median
observation has an equal number of observations greater than and less than that observation.
Percentiles. The two percentile points that define the upper and lower tails of the observed
values.

5.8.7.1.4 H Statistic

The ANOVA on Ranks test statistic H is computed by ranking all observations from smallest
to largest without regard for treatment group. The average value of the ranks for each
treatment group are computed and compared.
For large sample sizes, this value is compared to the chi-square distribution (the estimate of all
possible distributions of H) to determine the possibility of this H occurring. For small sample
sizes, the actual distribution of H is used.
If H is small, the average ranks observed in each treatment group are approximately the same.
You can conclude that the data is consistent with the null hypothesis that all the samples were
drawn from the same population (for example, no treatment effect).
If H is a large number, the variability among the average ranks is larger than expected from
random variability in the population, and you can conclude that the samples were drawn
from different populations (for example, the differences between the groups are statistically
significant).
P Value. The P value is the probability of being wrong in concluding that there is a true
difference in the groups (for example, the probability of falsely rejecting the null hypothesis,
or committing a Type I error, based on H). The smaller the P value, the greater the probability
that the samples are significantly different. Traditionally, you can conclude there are
significant differences when P < 0.05.

5.8.7.1.5 Multiple Comparisons

If a difference is found among the groups, and you requested and elected to perform multiple
comparisons, a table of the comparisons between group pairs is displayed. The multiple
comparison procedure is activated in the Options for ANOVA on Ranks dialog box. The test
used in the multiple comparison procedure is selected in the Multiple Comparison Options
dialog box.
Multiple comparison results are used to determine exactly which groups are different, since
the ANOVA results only inform you that two or more of the groups are different. The specific
type of multiple comparison results depends on the comparison test used and whether the
comparison was made pairwise or versus a control.
• All pairwise comparison results list comparisons of all possible combinations of group
pairs: the all pairwise tests are the Tukey, Student-Newman-Keuls test and Dunn’s test.

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• Comparisons versus a single control list only comparisons with the selected control group.
The control group is selected during the actual multiple comparison procedure. The
comparison versus a control tests are Dunnett’s test and Dunn’s test.
Tukey, Student-Newman-Keuls, and Dunnett’s Test Results The Tukey and
Student-Newman-Keuls (SNK) tests are all pairwise comparisons of every combination of
group pairs. Dunnett’s test only compares a control group to all other groups. All tests
compute the q test statistic. They also display the number of rank sums spanned in the
comparison p, and display whether or not P < 0.05 or < 0.01 for that pair comparison.
You can conclude from "large" values of q that the difference of the two groups being
compared is statistically significant.
If the P value for the comparison is less than 0.05, the probability of being incorrect in
concluding that there is a significant difference is less than 5%. If it is greater than 0.05, you
cannot confidently conclude that there is a difference.
The Difference of Ranks is a gauge of the size of the real difference between the two groups.
p is a parameter used when computing q or. The larger the p, the larger q needs to be to
indicate a significant difference. p is an indication of the differences in the ranks of the group
means being compared. Group rank sums are ranked in order from largest to smallest in an
SNK or Dunnett’s test, so p is the number of rank sums spanned in the comparison. For
example, when comparing four rank sums, comparing the largest to the smallest p = 4, and
when comparing the second smallest to the smallest p = 2.
If a group is found to be not significantly different than another group, all groups with ranks
in between the rank sums of the two groups that are not different are also assumed not to be
significantly different, and a result of DNT (Do Not Test) appears for those comparisons.
Dunn’s Test Results Dunn’s test is used to compare all groups or to compare versus a control.
Dunn’s test lists the difference of rank means, computes the Q test statistic, and displays
whether or not P < 0.05, for each group pair.
You can conclude from "large" values of Q that the difference of the two groups being
compared is statistically significant.
If the P value for the comparison is less than 0.05, the likelihood of being incorrect in
concluding that there is a significant difference is less than 5%. If it is greater than 0.05, you
cannot confidently conclude that there is a difference.
The Difference of Rank Means is a gauge of the size of the difference between the two groups.

5.8.8 ANOVA on Ranks Report Graphs

You can generate up to three graphs using the results from an ANOVA on Ranks. They
include a:
• Point plot of the column data. For more information, see 11.1.3 Point Plot.
• Box plot. For more information, see 11.1.5 Box Plot.
• Multiple comparison graphs. For more information, see 11.1.15 Multiple Comparison
Graphs.

5.8.8.1 How to Create an ANOVA on Ranks Graph

1. Select the ANOVA on Ranks test report.
2. Click the Report tab.

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5.9 Performing a Multiple Comparison

3. In the Results Graphs group, click Create Result Graph.

4. Select the type of graph you want to create from the Graph Type list, then click OK.

The selected graph appears in a graph window. For more information, see 11.1 Generating
Report Graphs.

5.9 Performing a Multiple Comparison

The multiple comparison test you choose depends on the treatments you are testing. Click
Cancel if you do not want to perform a multiple comparison test.
To perform a multiple comparison test:

1. Select which factors you wish to compare under Select Factors to Compare.

This option is automatically selected if the P value produced by the ANOVA (displayed
in the upper left corner of the dialog box) is less than or equal to the P value set in the
Options dialog box, and multiple comparisons are performed. If the P value displayed

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in the dialog box is greater than the P value set in the Options dialog box, multiple
comparisons are not performed. For more information, see Setting Report Options.
2. Select the desired multiple comparison test from the Suggested Test drop-down list.
3. Select a Comparison Type. The types of comparisons available depend on the selected
test. All Pairwise compares all possible pairs of treatments and is available for the Tukey,
Student-Newman-Keuls, Bonferroni, Fisher LSD, and Duncan’s tests.

Versus Control compares all experimental treatments to a single control group and is
available for the Tukey, Bonferroni, Fisher LSD, Dunnett’s, and Duncan’s tests. It is not
recommended for the Tukey, Fisher LSD, or Duncan’s test.
4. If you select Versus Control, you must also select the control group from the list of
groups.
5. If you selected an all pairwise comparison test, click Finish to continue with the test and
view the report. For more information, see 5.5.7 Interpreting One Way ANOVA Results.
6. If you selected a multiple comparisons versus a control test, click Next. The Multiple
Comparisons Options dialog box prompts you to select a control group. Select the
desired control group from the list, then click Finish to continue the test and view the
report.

5.9.1 Holm-Sidak Test

Use the Holm-Sidak Test for both pairwise comparisons and comparisons versus a control
group. It is more powerful than the Tukey and Bonferroni tests and, consequently, is able to
detect differences that these other tests do not. It is recommended as the first-line procedure
for pairwise comparison testing.
When performing the test, the P values of all comparisons are computed and ordered from
smallest to largest. Each P value is then compared to a critical level that depends upon the
significance level of the test (set in the test options), the rank of the P value, and the total
number of comparisons made. A P value less than the critical level indicates there is a
significant difference between the corresponding two groups.

5.9.2 Tukey Test

The Tukey Test and the Student-Newman-Keuls test are conducted similarly to the Bonferroni
t-test, except that they use a table of critical values that is computed based on a better
mathematical model of the probability structure of the multiple comparisons. The Tukey Test
is more conservative than the Student-Newman-Keuls test, because it controls the errors of all
comparisons simultaneously, while the Student-Newman-Keuls test controls errors among tests
of k means. Because it is more conservative, it is less likely to determine that a give differences
is statistically significant and it is the recommended test for all pairwise comparisons.

5.9.3 Student-Newman-Keuls (SNK) Test

The Student-Newman-Keuls Test and the Tukey Test are conducted similarly to the
Bonferroni t-test, except that they use a table of critical values that is computed based on a
better mathematical model of the probability structure of the multiple comparisons. The
Student-Newman-Keuls Test is less conservative than the Tukey Test because it controls
errors among tests of k means, while the Tukey Test controls the errors of all comparisons

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5.9.4 Bonferroni t-Test

simultaneously. Because it is less conservative, it is more likely to determine that a give

differences is statistically significant. The Student-Newman-Keuls Test is usually more
sensitive than the Bonferroni t-test, and is only available for all pairwise comparisons.

5.9.4 Bonferroni t-Test

The Bonferroni t-test performs pairwise comparisons with paired t-tests. The P values are then
multiplied by the number of comparisons that were made. It can perform both all pairwise
comparisons and multiple comparisons versus a control, and is the most conservative test for
both each comparison type. For less conservative all pairwise comparison tests, see the Tukey
and the Student-Newman-Keuls tests, and for the less conservative multiple comparison
versus a control tests, see the Dunnett’s Test.

5.9.5 Fisher’s Least Significance Difference Test

Fisher’s Least Significant Difference (LSD) Test is the least conservative of the all-pairwise
comparison tests. Unlike the Tukey and Student-Newman-Keuls tests, it controls the error rate
of individual comparisons and does not control the family error rate, where the "family" is the
whole set of comparisons. Because of this it is not recommended.

5.9.6 Dunnett’s Test

Dunnett’s test is the analog of the Student-Newman-Keuls Test for the case of multiple
comparisons against a single control group. It is conducted similarly to the Bonferroni t-test,
but with a more sophisticated mathematical model of the way the error accumulates in order to
derive the associated table of critical values for hypothesis testing. This test is less conservative
than the Bonferroni Test, and is only available for multiple comparisons versus a control.

5.9.7 Dunn’s test

Dunn’s test must be used for ANOVA on Ranks when the sample sizes in the different
treatment groups are different. You can perform both all pairwise comparisons and multiple
comparisons versus a control with the Dunn’s test. The all pairwise Dunn’s test is the default
for data with missing values.

5.9.8 Duncan’s Multiple Range

The Duncan’s Test is the same way as the Tukey and the Student-Newman-Keuls tests, except
that it is less conservative in determining whether the difference between groups is significant
by allowing a wider range for error rates. Although it has a greater power to detect differences
than the Tukey and the Student-Newman-Keuls tests, it has less control over the Type 1
error rate, and is, therefore, not recommended.

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6 Comparing Repeated
Measurements of the Same
Individuals
Topics Covered in this Chapter
♦ About Repeated Measures Tests
♦ Data Format for Repeated Measures Tests
♦ Paired t-Test
♦ Wilcoxon Signed Rank Test
♦ One Way Repeated Measures Analysis of Variance (ANOVA)
♦ Two Way Repeated Measures Analysis of Variance (ANOVA)
♦ Friedman Repeated Measures Analysis of Variance on Ranks

Use repeated measures procedures to test for differences in same individuals before and after
one or more different treatments or changes in condition.
When comparing random samples from two or more groups consisting of different individuals,
use group comparison tests. For more information, see 3.2 Choosing the Procedure to Use.

6.1 About Repeated Measures Tests

Repeated measures tests are used to detect significant differences in the mean or median effect
of treatment(s) within individuals beyond what can be attributed to random variation of the
repeated treatments. Variation among individuals is taken into account, allowing concentration
of the effect of the treatments rather than the differences between individuals. For more
information, see 3.5 Choosing the Repeated Measures Test to Use.

6.1.1 Parametric and Nonparametric Tests

Parametric tests assume treatment effects are normally distributed with the same variances
(or standard deviations). Parametric tests are based on estimates of the population means and
standard deviations, the parameters of a normal distribution.
Nonparametric tests do not assume that the treatment effects are normally distributed. Instead,
they perform a comparison on ranks of the observed effects.

6.1.2 Comparing Individuals Before and After a Single

Treatment
Use before and after comparisons to test the effect of a single experimental treatment on the
same individuals. There are two tests available:
• The Paired t-test. This is a parametric test. For more information, see 6.3 Paired t-Test.

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• Wilcoxon Signed Rank Test. This is a nonparametric test. For more information, see
6.4 Wilcoxon Signed Rank Test.

6.1.3 Comparing Individuals Before and After Multiple

Treatments
Use repeated measures procedures to test the effect of more than one experimental treatment
on the same individuals. There are three tests available:
• One Way Repeated Measures ANOVA. A parametric test comparing the effect of a single
series of treatments or conditions. For more information, see 6.5 One Way Repeated
Measures Analysis of Variance (ANOVA).
• Two Way Repeated Measures ANOVA. A parametric test comparing the effect of two
factors, where one or both factors are a series of treatments or conditions. For more
information, see 6.6 Two Way Repeated Measures Analysis of Variance (ANOVA).
• Friedman One Way Repeated Measures ANOVA on Ranks. The nonparametric analog
of One Way Repeated Measures ANOVA. For more information, see 6.7 Friedman Repeated
Measures Analysis of Variance on Ranks.
When using one of these procedures to compare multiple treatments, and you find a
statistically significant difference, you can use several multiple comparison procedures to
determine exactly which treatments had an effect, and the size of the effect. These procedures
are described for each test.

6.2 Data Format for Repeated Measures

Tests
You can arrange repeated measures test data in the worksheet as:
• Columns for each treatment (raw data).
• Data indexed to other column(s).
You cannot use the summary statistics for repeated measures tests.
Tip
You can perform repeated measures tests on a portion of the data by selecting a block
on the worksheet before choosing the test. If you plan to do this, make sure that all
data columns are adjacent to each other.

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6.2.1 Raw Data

Figure 6.1 Valid Data Formats for a Paired t-test

Columns 1 and 2 in the worksheet above are arranged as raw data. Columns 3, 4, and 5
are arranged as indexed data, with column 3 as the subject column, column 4 as the factor
column, and column 5 as the data column.

6.2.1 Raw Data

To enter data in raw data format, enter the data for each treatment in separate worksheet
columns. You can use raw data for all tests except Two Way ANOVAs.
Important
The worksheet columns for raw data must be the same length. If a missing value is
encountered, that individual is either ignored or, for parametric ANOVAs, a general
linear model is used to take advantage of all available data.

6.2.2 Indexed Data

Indexed data contains the treatments in one column and the corresponding data points in
another column. A One Way Repeated Measures ANOVA requires a subject index in a third
column. Two Way Repeated Measures ANOVA requires an additional factor column, for a
total of four columns.
If you plan to compare only a portion of the data, put the treatment index in the left column,
followed by the second factor index (for Two Way ANOVA only), then the subject index
(for Repeated Measures ANOVA), and finally the data in the right-most column. For more
information, see 5.6.3.1 Indexing Raw Data for a Two-Way ANOVA.
Tip
You can index raw data or convert indexed data to raw data. For more information,
see Indexing Data.

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6.3 Paired t-Test

The Paired t-test is a parametric statistical method that assumes the observed treatment effects
are normally distributed. It examines the changes which occur before and after a single
experimental intervention on the same individuals to determine whether or not the treatment
had a significant effect. Examining the changes rather than the values observed before and
after the intervention removes the differences due to individual responses, producing a more
sensitive, or powerful, test.
Use Paired t-test when:
• You want to see if the effect of a single treatment on the same individual is significant.
• The treatment effects (for example, the changes in the individuals before and after the
treatment) are normally distributed.
If you know that the distribution of the observed effects are non-normal, use the Wilcoxon
Signed Rank Test. For more information, see 6.4 Wilcoxon Signed Rank Test. If you are
comparing the effect of multiple treatments on the same individuals, do a Repeated Measures
Analysis of Variance. For more information, see 6.7 Friedman Repeated Measures Analysis of
Variance on Ranks.

6.3.1 Performing a Paired t-test

To perform a Paired t-test:

1. Enter or arrange your data in the worksheet. For more information, see 6.3.2 Arranging
Paired t-Test Data.
2. If desired, set the Paired t-test options. For more information, see 6.3.3 Setting Paired
t-Test Options.
3. Click the Analysis tab.
4. In the Statistics group, from the Tests drop-down list, select:
Before and After→Paired t-test
5. Run the test. For more information, see 6.3.4 Running a Paired t-Test.
6. Generate report graphs. For more information, see 6.3.6 Paired t-Test Report Graphs.

6.3.2 Arranging Paired t-Test Data

The format of the data to be tested can be raw data or indexed data. The data is placed in
two worksheet columns for raw data and three columns (a subject, factor, and data column)
for indexed data. The columns for raw data must be the same length. If a missing value is
encountered, that individual is ignored. You cannot use statistical summary data for repeated
measures tests.

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6.3.3 Setting Paired t-Test Options

Figure 6.2 Valid Data Formats for a Paired t-test

Columns 1 and 2 in the worksheet above are arranged as raw data. Columns 3, 4, and 5
are arranged as indexed data, with column 3 as the subject column, column 4 as the factor
column, and column 5 as the data column.

6.3.3 Setting Paired t-Test Options

Use the Paired t-test options to:

• Adjust the parameters of a test to relax or restrict the testing of your data for normality.
• Display the statistics summary and the confidence interval for the data.
• Compute the power, or sensitivity, of the test.
Options settings are saved between SigmaPlot sessions.
To change the Paired t-test options:

1. Select Paired t-test from the Select Test drop-down list in the Statistics group on the
Analysis tab.
2. Click Options. The Options for Paired t-test dialog box appears with three tabs:
• Assumption Checking. Adjust the parameters of a test to relax or restrict the testing of
your data for normality and equal variance. For more information, see 6.3.3.1 Options
for Paired t-test: Assumption Checking.
• Results. Display the statistics summary and the confidence interval for the data in the
report and save residuals to a worksheet column. For more information, see 6.3.3.2
Options for Paired t-Test: Results.
• Post Hoc Tests. Compute the power or sensitivity of the test. For more information,
see 5.3.4.3 Options for t-Test: Post Hoc Tests.

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Tip
If you are going to run the test after changing test options, and want to select your
data before you run the test, drag the pointer over your data.
Options settings are saved between SigmaPlot sessions.
3. To continue the test, click Run Test. The Pick Columns dialog box appears. For more
information, see 6.3.4 Running a Paired t-Test.

To accept the current settings and close the options dialog box, click OK.

6.3.3.1 Options for Paired t-test: Assumption Checking

The normality assumption test checks for a normally distributed population.
Tip
Equal Variance is not available for the Paired t-test because Paired t-tests are based
on changes in each individual rather than on different individuals in the selected
population, making equal variance testing unnecessary.

Figure 6.3 The Options for Paired t-test Dialog Box Displaying the Assumption
Checking Options

Normality. SigmaPlot uses either the Shapiro-Wilk or Kolmogorov-Smirnov test to test for a
normally distributed population.
• P Value to Reject. Enter the corresponding P value in the P Value to Reject box. The
P value determines the probability of being incorrect in concluding that the data is not
normally distributed (the P value is the risk of falsely rejecting the null hypothesis that the
data is normally distributed). If the P value computed by the test is greater than the P
set here, the test passes.

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6.3.3.2 Options for Paired t-Test: Results

To require a stricter adherence to normality, increase the P value. Because the parametric
statistical methods are relatively robust in terms of detecting violations of the assumptions, the
suggested value in SigmaPlot is 0.050. Larger values of P (for example, 0.100) require less
evidence to conclude that data is not normal.
To relax the requirement of normality, decrease P. Requiring smaller values of P to reject
the normality assumption means that your are willing to accept greater deviations from the
theoretical normal distribution before you flag the data as non-normal. For example, a P
value of 0.050 requires greater deviations from normality to flag the data as non-normal
than a value of 0.100.
Restriction
Although the normality test is robust in detecting data from populations that are
non-normal, there are extreme conditions of data distribution that this test cannot
take into account; however, these conditions should be easily detected by simply
examining the data without resorting to the automatic assumption test.

6.3.3.2 Options for Paired t-Test: Results

Summary Table. Displays the number of observations for a column or group, the number of
missing values for a column or group, the average value for the column or group, the standard
deviation of the column or group, and the standard error of the mean for the column or group.
Confidence Intervals. Displays the confidence interval for the difference of the means.
To change the interval, enter any number from 1 to 99 (95 and 99 are the most commonly
used intervals).
Residuals in Column. Displays residuals in the report and to save the residuals of the test to
the specified worksheet column. Edit the number or select a number from the drop-down list.

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6.3.3.3 Options for Paired t-Test: Post Hoc Tests

Power. The power or sensitivity of a test is the probability that the test will detect a difference
between the groups if there is really a difference.
Use Alpha Value. Alpha (α) is the acceptable probability of incorrectly concluding that there
is a difference. The suggested value is α = 0.05. This indicates that a one in twenty chance
of error is acceptable, or that you are willing to conclude there is a significant difference
when P < 0.05.
Smaller values of α result in stricter requirements before concluding there is a significant
difference, but a greater possibility of concluding there is no difference when one exists.
Larger values of α make it easier to conclude that there is a difference, but also increase the
risk of reporting a false positive.

Figure 6.4 The Options for Paired t-test Dialog Box Displaying the Power Option

6.3.4 Running a Paired t-Test

If you want to select your data before you run the test, drag the pointer over your data.

1. Click the Analysis tab.

2. In the Statistics group, from the Tests drop-down list, select:
Before and After→Paired t-test
The Pick Columns for t-test dialog box appears prompting you to specify a data format.

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6.3.4 Running a Paired t-Test

Figure 6.5 The Pick Columns for Paired t-test Dialog Box Prompting You to
Specify a Data Format

3. Select the appropriate data format (Raw or Indexed) from the Data Format drop-down
list. For more information, see 6.2 Data Format for Repeated Measures Tests.
4. Click Next to pick the data columns for the test. If you selected columns before you chose
the test, the selected columns appear in the Selected Columns list.

Figure 6.6 The Pick Columns for Paired t-test Dialog Box Prompting You to
Select Data Columns

5. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for Data drop-down list.

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The first selected column is assigned to the first row in the Selected Columns list, and
all successively selected columns are assigned to successive rows in the list. The title of
selected columns appears in each row. For raw and indexed data, you are prompted to
select two worksheet columns. For statistical summary data you are prompted to select
three columns.
6. To change your selections, select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
7. Click Finish to run the t-test on the selected columns. After the computations are
completed, the report appears. For more information, see 6.3.5 Interpreting Paired t-Test
Results.

6.3.5 Interpreting Paired t-Test Results

The Paired t-test report displays the t statistic, degrees of freedom, and P value for the test.
The other results displayed in the report are selected in the Options for Paired t-test dialog
box. For more information, see 6.3.3 Setting Paired t-Test Options.

Result Explanations
In addition to the numerical results, expanded explanations of the results may also appear. You
can turn off this text on the Options dialog box. You can also set the number of decimal places
to display in the Options dialog box. For more information, see Setting Report Options.

6.3.5.1 Normality Test

Normality test results display whether the data passed or failed the test of the assumption that
the changes observed in each subject is consistent with a normally distributed population, and
the P value calculated by the test. A normally distributed source is required for all parametric
tests.

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6.3.5.2 Summary Table

This result appears unless you disabled normality testing in the Paired t-test Options dialog
box. For more information, see 6.3.3 Setting Paired t-Test Options.

6.3.5.2 Summary Table

SigmaPlot can generate a summary table listing the sample size N, number of missing
values (if any), mean, standard deviation, and standard error of the means (SEM). This
result is displayed unless you disabled it in the Paired t-test Options dialog box. For more
information, see 6.3.3 Setting Paired t-Test Options.
N (Size). The number of non-missing observations for that column or group.
Missing. The number of missing values for that column or group.
Mean. The average value for the column. If the observations are normally distributed the
mean is the center of the distribution.
Standard Deviation. A measure of variability. If the observations are normally distributed,
about two-thirds will fall within one standard deviation above or below the mean, and about
95% of the observations will fall within two standard deviations above or below the mean.
Standard Error of the Mean. A measure of the approximation with which the mean
computed from the sample approximates the true population mean.

6.3.5.3 Difference
The difference of the group before and after the treatment is described in terms of the mean
of the differences (changes) in the subjects before and after the treatment, and the standard
deviation and standard error of the mean difference.
The standard error of the mean difference is a measure of the precision with which the mean
difference estimates the true difference in the underlying population.

6.3.5.4 t Statistic
The t-test statistic is computed by subtracting the values before the intervention from the
value observed after the intervention in each experimental subject. The remaining analysis
is conducted on these differences.
The t-test statistic is the ratio:
mean difference of the subjects before after
t=
standard error of the mean difference

You can conclude from large (bigger than ~2) absolute values of t that the treatment affected
the variable of interest (you reject the null hypothesis of no difference). A large t indicates that
the difference in observed value after and before the treatment is larger than one would be
expected from effect variability alone (for example, that the effect is statistically significant).
A small t (near 0) indicates that there is no significant difference between the samples (little
difference in the means before and after the treatment).
Degrees of Freedom. The degrees of freedom is a measure of the sample size, which affects
the ability of t to detect differences in the mean effects. As degrees of freedom increase, the
ability to detect a difference with a smaller t increases.
P Value. The P value is the probability of being wrong in concluding that there is a true effect
(for example, the probability of falsely rejecting the null hypothesis, or committing a Type I

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error, based on t). The smaller the P value, the greater the probability that the treatment effect
is significant. Traditionally, you can conclude there is a significant difference when P < 0.05.

6.3.5.5 Confidence Interval for the Difference of the Means

If the confidence interval does not include a value of zero, you can conclude that there is a
significant difference with that level of confidence. Confidence can also be described as P < α,
where a is the acceptable probability of incorrectly concluding that there is an effect.
The level of confidence is adjusted in the Options for Paired t-test dialog box; this is
typically 100(1- α), or 95%. Larger values of confidence result in wider intervals.
This result is displayed unless you disabled it in the Options for Paired t-test dialog box. For
more information, see 6.3.3 Setting Paired t-Test Options.

6.3.5.6 Power
The power, or sensitivity, of a Paired t-test is the probability that the test will detect a
difference between treatments if there really is a difference. The closer the power is to 1,
the more sensitive the test.
Paired t-test power is affected by the sample sizes, the chance of erroneously reporting a
difference a (alpha), the observed differences of the subject means, and the observed standard
deviations of the samples.
This result is displayed unless you disabled it in the Options for Paired t-test dialog box. For
more information, see 6.3.3 Setting Paired t-Test Options.
Alpha. Alpha (α) is the acceptable probability of incorrectly concluding that there is a
difference. An a error is also called a Type I error. A Type I error is when you reject the
hypothesis of no effect when this hypothesis is true.
Set the value in the Options for Paired t-test dialog box; the suggested value is α = 0.05
which indicates that a one in twenty chance of error is acceptable. Smaller values of a result
in stricter requirements before concluding there is a significant difference, but a greater
possibility of concluding there is no difference when one exists (a Type II error). Larger
values of a make it easier to conclude that there is a difference but also increase the risk
of seeing a false difference (a Type I error).

6.3.6 Paired t-Test Report Graphs

• Before and after line graph. The Paired t-test graph uses lines to plot a subject’s change
after each treatment. For more information, see 11.1.14 Before and After Line Plots.
• Normal probability plot of the residuals. The Paired t-test probability plot graphs the
frequency of the raw residuals. For more information, see 11.1.9 Normal Probability Plot.
1. Histogram of the residuals. The Paired t-test histogram plots the raw residuals in a
specified range, using a defined interval set. For more information, see 11.1.8 Histogram
of Residuals.

6.3.6.1 How to Create a Graph of the Paired t-test Data

1. Select the Paired t-Test report.
2. On the Report tab, in the Result Graphs group, click Create Result Graph.

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6.3.6.1 How to Create a Graph of the Paired t-test Data

The Create Graph dialog box appears displaying the types of graphs available for the
Paired t-test results.

Figure 6.7 The Create Graph Dialog Box for Paired t-test Report Graphs

3. Select the type of graph you want to create from the Graph Type list, then click OK, or
double-click the desired graph in the list.

The selected graph appears in a graph window.

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Figure 6.8 A Normal Probability Plot of the Report Data

6.4 Wilcoxon Signed Rank Test

The Signed Rank Test is a nonparametric procedure which does not require assuming
normality or equal variance. Use a Signed Rank Test when:
• You want to see if the effect of a single treatment on the same individual is significant.
• The treatment effects are not normally distributed with the same variances.
If you know that the effects are normally distributed, use the Paired t-test. For more
information, see 6.3 Paired t-Test. When there are multiple treatments to compare, do a
Friedman Repeated Measures ANOVA on Ranks. For more information, see 6.7 .
Tip
Depending on your Signed Rank Test option settings, if you attempt to perform a
Signed Rank Test on a normal population, SigmaPlot suggests that the data can be
analyzed with the more powerful Paired t-test instead. For more information, see
6.4.4 Setting Signed Rank Test Options.

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6.4.1 About the Signed Rank Test

6.4.1 About the Signed Rank Test

A Signed Rank Test Ranks all the observed treatment differences from smallest to largest
without regard to sign (based on their absolute value), then attaches the sign of each difference
to the ranks. The signed ranks are summed and compared. This procedure uses the size of
the treatment effects and the sign.
If there is no treatment effect, the positive ranks should be similar to the negative ranks. If
the ranks tend to have the same sign, you can conclude that there was a treatment effect (for
example, that there is a statistically significant difference before and after the treatment).
The Wilcoxon Signed Rank Tests the null hypothesis a treatment has no effect on the subject.

6.4.2 Performing a Signed Rank Test

To perform a Signed Rank Test:

1. Enter or arrange your data in the data worksheet. For more information, see 6.4.3
Arranging Signed Rank Data.
2. If desired, set the Signed Rank Test options. For more information, see 6.4.4 Setting
Signed Rank Test Options.
3. On the Analysis tab, in the Statistics group, from the Tests drop-down list select:
Before and After→Signed Rank Test
4. Generate report graphs. For more information, see 6.4.7 Signed Rank Test Report Graphs.
5. Run the test. For more information, see 6.4.5 Running a Signed Rank Test.

6.4.3 Arranging Signed Rank Data

The format of the data to be tested can be raw data or indexed data; in either case, the data is
found in two worksheet columns.

Figure 6.9 Valid Data Formats for a Wilcoxon Signed Rank Test

Columns 1 and 2 are arranged as raw data. Columns 3 and 4 are arranged as indexed data,
with column 3 as the factor column.

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6.4.4 Setting Signed Rank Test Options

Use the Signed Rank Test options to:

• Adjust the parameters of the test to relax or restrict the testing of your data for normality.
• Display the summary table.
• Enable the Yates Correction Factor.
Options settings are saved between SigmaPlot sessions.
To change the Signed Rank Test options:

1. If you are going to run the test after changing test options, and want to select your data
before you run the test, drag the pointer over your data.
2. On the Analysis tab, in the Statistics group, click Options. The Options for Signed
Rank Test dialog box appears with two tabs:
• Assumption Checking. Adjust the parameters of a test to relax or restrict the testing of
your data for normality. For more information, see 6.4.4.1 Options for Signed Rank
Test: Assumption Checking.
• Results. Display the statistics summary and the confidence interval for the data in the
report. For more information, see 6.4.4.2 Options for Signed Rank Test: Results.
3. To continue the test, click Run Test. The Pick Columns dialog box appears. For more
information, see 6.4.5 Running a Signed Rank Test.
4. To accept the current settings and close the options dialog box, click OK.

6.4.4.1 Options for Signed Rank Test: Assumption Checking

Click the Assumption Checking tab on the Options for Signed Rank Test dialog box to set
Normality. The normality assumption test checks for a normally distributed population.

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6.4.4.1 Options for Signed Rank Test: Assumption Checking

Note
Equal Variance is not available for the Signed Rank Test because Signed Rank Tests
are based on changes in each individual rather than on different individuals in the
selected population, making equal variance testing unnecessary.
Normality. SigmaPlot uses either the Shapiro-Wilk or Kolmogorov-Smirnov test to test for a
normally distributed population.
P Value to Reject. Enter the corresponding P value in the P Value to Reject box. The P value
determines the probability of being incorrect in concluding that the data is not normally
distributed (the P value is the risk of falsely rejecting the null hypothesis that the data is
normally distributed). If the P value computed by the test is greater than the P set here, the
test passes.
To require a stricter adherence to normality, increase the P value. Because the parametric
statistical methods are relatively robust in terms of detecting violations of the assumptions, the
suggested value in SigmaPlot is 0.050. Larger values of P (for example, 0.100) require less
evidence to conclude that data is not normal.
To relax the requirement of normality, decrease P. Requiring smaller values of P to reject
the normality assumption means that your are willing to accept greater deviations from the
theoretical normal distribution before you flag the data as non-normal. For example, a P
value of 0.050 requires greater deviations from normality to flag the data as non-normal
than a value of 0.100.
Restriction
Although this assumption test is robust in detecting data from populations that are
non-normal, there are extreme conditions of data distribution that this test cannot
take into account; however, these conditions should be easily detected by simply
examining the data without resorting to the automatic assumption test.

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6.4.4.2 Options for Signed Rank Test: Results

Summary Table. The summary table for a Signed Rank Test lists the medians, percentiles,
and sample sizes N in the Rank Sum test report. If desired, change the percentile values by
editing the boxes. The 25th and the 75th percentiles are the suggested percentiles.
Yates Correction Factor. When a statistical test uses a χ2 distribution with one degree of
freedom, such as analysis of a 2 x 2 contingency table or McNemar’s test, the χ2 calculated
tends to produce P values which are too small, when compared with the actual distribution
of the χ2 test statistic. The theoretical χ2 distribution is continuous, whereas the distribution
of the χ2 test statistic is discrete.
Use the Yates Correction Factor to adjust the computed χ2 value down to compensate for this
discrepancy. Using the Yates correction makes a test more conservative; for example, it
increases the P value and reduces the chance of a false positive conclusion.
The Yates correction is applied to 2 x 2 tables and other statistics where the P value is
computed from a χ2 distribution with one degree of freedom.

6.4.5 Running a Signed Rank Test

To run a test, you need to select the data to test by dragging the pointer over your data. Then
use the Pick Columns dialog box select the worksheet columns with the data you want to test
and to specify how your data is arranged in the worksheet.
To run a Signed Rank Test:

1. On the Analysis tab, in the Statistics group, from the tests drop-down list select;
Before and After→Signed Rank Test
The Pick Columns dialog box appears prompting you to specify a data format.

Figure 6.10 The Pick Columns for Signed Rank Test Dialog Box Prompting
You to Specify a Data Format

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6.4.6 Interpreting Signed Rank Test Results

2. Select the appropriate data format from the Data Format drop-down list.

If your data is grouped in columns, select Raw. If your data is in the form of a group
index column(s) paired with a data column(s), select Indexed.
3. Click Next to pick the data columns for the test. If you selected columns before you chose
the test, the selected columns appear in the Selected Columns list.
4. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for Data drop-down list.

The first selected column is assigned to the first row in the Selected Columns list, and all
successively selected columns are assigned to successive rows in the list.
The number or title of selected columns appear in each row. You are prompted to pick
two columns for raw data and three columns for indexed data.
5. To change your selections, select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
6. Click Finish to perform the test. If you elected to test for normality, SigmaPlot performs
the test for normality (Shapiro-Wilk or Kolmogorov-Smirnov). If your data pass the test,
SigmaPlot informs you and suggests continuing your analysis using a Paired t-test.

When the test is complete, the report appears displaying the results of the Signed Rank
Test.

6.4.6 Interpreting Signed Rank Test Results

The Signed Rank Test computes the Wilcoxon W statistic and the P value for W. Additional
results to be displayed are selected in the Options for Signed Rank Test dialog box. For
more information, see 6.4.4 Setting Signed Rank Test Options.
Result Explanations
In addition to the numerical results, expanded explanations of the results may also appear. You
can turn off this text on the Options dialog box. You can also set the number of decimal places
to display in the Options dialog box. For more information, see Setting Report Options.

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Figure 6.11 The Wilcoxon Signed Rank Test Results Report

6.4.6.1 Normality Test

Normality test results display whether the data passed or failed the test of the assumption that
the difference of the treatment originates from a normal distribution, and the P value calculated
by the test. For nonparametric procedures this test can fail, since nonparametric tests do not
require normally distributed source populations. This result appears unless you disabled
normality testing in the Options for Signed Rank Test dialog box. For more information,
see 6.4.4 Setting Signed Rank Test Options.

6.4.6.2 Summary Tables

SigmaPlot generates a summary table listing the sample sizes N, number of missing values
(if any), medians, and percentiles. All of these results are displayed in the report unless you
disable them in the Signed Rank Test Options dialog box. For more information, see 6.4.4
Setting Signed Rank Test Options.
N (Size). The number of non-missing observations for that column or group.
Missing. The number of missing values for that column or group.
Medians. The "middle" observation as computed by listing all the observations from smallest
to largest and selecting the largest value of the smallest half of the observations. The median
observation has an equal number of observations greater than and less than that observation.
Percentiles. The two percentile points that define the upper and lower tails of the observed
values.

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6.4.6.3 W Statistic

6.4.6.3 W Statistic

The Wilcoxon test statistic W is computed by ranking all the differences before and after
the treatment based on their absolute value, then attaching the signs of the difference to the
corresponding ranks. The signed ranks are summed and compared.
If the absolute value of W is "large", you can conclude that there was a treatment effect (for
example, the ranks tend to have the same sign, so there is a statistically significant difference
before and after the treatment).
If W is small, the positive ranks are similar to the negative ranks, and you can conclude
that there is no treatment effect.
P Value. The P value is the probability of being wrong in concluding that there is a true
effect (for example, the probability of falsely rejecting the null hypothesis, or committing a
Type I error, based on W). The smaller the P value, the greater the probability that the there
is a treatment effect.
Traditionally, you can conclude there is a significant difference when P < 0.05.

6.4.7 Signed Rank Test Report Graphs

You can generate a line scatter graph of the changes after treatment for a Signed Rank Test
report.
• Before and After Line Graph. The Signed Rank Test graph uses lines to plot a subject’s
change after each treatment. For more information, see 11.1.14 Before and After Line Plots.

6.4.7.1 How to Create a Graph of the Signed Rank Test Data

1. Select the Signed Rank Test report.

2. On the Report tab in the Result Graphs group, click Create Result Graph.

The Create Graph dialog box appears displaying the types of graphs available for the
Signed Rank Test results.

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Figure 6.12 The Create Graph Dialog Box for the Signed Rank Test Report

3. Select the type of graph you want to create from the Graph Type list.
4. Click OK, or double-click the desired graph in the list. For more information, see 11.1
Generating Report Graphs. The specified graph appears in a graph window or in the report.

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6.5 One Way Repeated Measures Analysis of Variance (ANOVA)

Figure 6.13 A Before & After Scatter Graph

6.5 One Way Repeated Measures Analysis

of Variance (ANOVA)
Use a one way or one factor repeated measures ANOVA (analysis of variance) when:
• You want to see if a single group of individuals was affected by a series of experimental
treatments or conditions.
• Only one factor or one type of intervention is considered in each treatment or condition.
• The treatment effects are normally distributed with the same variances.
If you know that the treatment effects are not normally distributed, use the Friedman Repeated
Measures ANOVA on Ranks. If your want to consider the effects of an additional factor on
your experimental treatments, use Two Way Repeated Measures ANOVA. When there is only
a single treatment, you can do a Paired t-test (depending on the type of results you want).

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Tip
Depending on your One Way Repeated Measures ANOVA options settings if you
attempt to perform an ANOVA on a non-normal population, SigmaPlot informs you
that the data is unsuitable for a parametric test, and suggest the Friedman ANOVA
on Ranks instead.

6.5.1 About the One Way Repeated Measures ANOVA

A One Way or One Factor Repeated Measures ANOVA tests for differences in the effect
of a series of experimental interventions on the same group of subjects by examining the
changes in each individual. Examining the changes rather than the values observed before
and after interventions removes the differences due to individual responses, producing a more
sensitive (or more powerful) test.
The design for a One Way Repeated Measures ANOVA is essentially the same as a Paired
t-test, except that there can be multiple treatments on the same group. The null hypothesis is
that there are no differences among all the treatments.
One Way Analysis of Variance is a parametric test that assumes that all treatment effects are
normally distributed with the same standard deviations (variances).

6.5.2 Performing a One Way Repeated Measures

ANOVA

To perform a One Way Repeated Measures ANOVA:

1. Enter or arrange your data in the worksheet. For more information, see 6.5.3 Arranging
One Way Repeated Measures ANOVA Data.
2. If desired, set One Way Repeated Measures ANOVA options. For more information, see
6.5.4 Setting One Way Repeated Measures ANOVA Options.
3. On the Analysis tab, in the Statistics group, from the Tests drop-down list click select:
Repeated Measures→One Way Repeated Measures ANOVA
4. Generate report graphs. For more information, see 6.5.8 One Way Repeated Measures
ANOVA Report Graphs.
5. Run the test. For more information, see 6.5.5 Running a One Way Repeated Measures
ANOVA.

6.5.3 Arranging One Way Repeated Measures ANOVA

Data
The format of the data to be tested can be raw data or indexed data. Place raw data in as many
columns as there are treatments, up to 64; each column contains the data for one treatment.
The columns for raw data must be the same length.
Place Indexed data in two worksheet columns. You cannot use statistical summary data for
repeated measures tests.

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6.5.4 Setting One Way Repeated Measures ANOVA Options

Figure 6.14 Valid Data Formats for a One Way Repeated Measures ANOVA

Columns 1 through 3 in the worksheet above are arranged as raw data. Columns 4, 5, and 6
are arranged as indexed data, with column 4 as the treatment index column and column 5 as
the subject index column.
Missing Data Points
If there are missing values, SigmaPlot automatically handles the missing data by using a
general linear model. This approach constructs hypothesis tests using the marginal sums
of squares (also commonly called the Type III or adjusted sums of squares); however, the
columns must still be equal in length.

6.5.4 Setting One Way Repeated Measures ANOVA

Options

Use the One Way Repeated Measures ANOVA options to:

• Adjust the parameters of the test to relax or restrict the testing of your data for normality
and equal variance.
• Display the statistics summary table and the confidence interval for the data, and assign
residuals to a worksheet column.
• Enable multiple comparisons.
• Compute the power, or sensitivity, of the test.
To change the One Way Repeated Measures ANOVA options:
Tip
If you are going to run the test after changing test options, and want to select your data
before you run the test, drag the pointer over your data.

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1. On the Analysis tab, in the Statistics group, from the Tests drop-down list select:
Repeated Measures→One Way Repeated Measures ANOVA
2. Click Options in the Statistics group. The Options for One Way RM ANOVA dialog
box appears with three tabs:
• Assumption Checking. Adjust the parameters of a test to relax or restrict the testing of
your data for normality and equal variance. For more information, see 6.5.4.1 Options
for One Way Repeated Measures ANOVA: Assumption Checking.
• Results. Display the statistics summary and the confidence interval for the data in the
report and save residuals to a worksheet column. For more information, see 6.5.4.2
Options for One Way RM ANOVA: Results.
• Post Hoc Test. Compute the power or sensitivity of the test and enable multiple
comparisons. For more information, see 6.5.4.3 Options for One Way RM ANOVA:
Post Hoc Tests.
3. To continue the test, click Run Test. For more information, see 6.5.5 Running a One
Way Repeated Measures ANOVA.
4. To accept the current settings and close the options dialog box, click OK.

6.5.4.1 Options for One Way Repeated Measures ANOVA: Assumption

Checking
The normality assumption test checks for a normally distributed population. The equal
variance assumption test checks the variability about the group means.

Figure 6.15 The Options for One Way RM ANOVA Dialog Box Displaying the
Assumption Checking Options

• Normality Testing. SigmaPlot uses either the Shapiro-Wilk or Kolmogorov-Smirnov test

to test for a normally distributed population.

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6.5.4.2 Options for One Way RM ANOVA: Results

• Equal Variance Testing. SigmaPlot tests for equal variance by checking the variability
about the group means.
• P Values for Normality and Equal Variance. The P value determines the probability of
being incorrect in concluding that the data is not normally distributed (P value is the risk of
falsely rejecting the null hypothesis that the data is normally distributed). If the P computed
by the test is greater than the P set here, the test passes.
To require a stricter adherence to normality and/or equal variance, increase the P value.
Because the parametric statistical methods are relatively robust in terms of detecting violations
of the assumptions, the suggested value in SigmaPlot is 0.050. Larger values of P (for
example, 0.100) require less evidence to conclude that data is not normal.
To relax the requirement of normality and/or equal variance, decrease P. Requiring larger
values of P to reject the normality assumption means that you are willing to accept greater
deviations from the theoretical normal distribution before you flag the data as non-normal.
For example, a P value of 0.010 requires greater deviations from normality to flag the data as
non-normal than a value of 0.050.
Note
There are extreme conditions of data distribution that these tests cannot take into
account. For example, the Levene Median test fails to detect differences in variance of
several orders of magnitude; however, these conditions should be easily detected by
simply examining the data without resorting to the automatic assumption tests.

6.5.4.2 Options for One Way RM ANOVA: Results

Summary Table. Select to display the number of observations for a column or group, the
number of missing values for a column or group, the average value for the column or group,
the standard deviation of the column or group, and the standard error of the mean for the
column or group.
Confidence Intervals. Select to display the confidence interval for the difference of the
means. To change the interval, enter any number from 1 to 99 (95 and 99 are the most
commonly used intervals).
Residuals in Column. Select to display residuals in the report and to save the residuals of
the test to the specified worksheet column. Edit the number or select a number from the
drop-down list.

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Figure 6.16 The Options for One Way ANOVA Dialog Box Displaying the
Summary Table Options

6.5.4.3 Options for One Way RM ANOVA: Post Hoc Tests

Power. The power or sensitivity of a test is the probability that the test will detect a difference
between the groups if there is really a difference.
Use Alpha Value. Alpha (a) is the acceptable probability of incorrectly concluding that there
is a difference. The suggested value is a = 0.05. This indicates that a one in twenty chance
of error is acceptable, or that you are willing to conclude there is a significant difference
when P < 0.05.
Smaller values of a result in stricter requirements before concluding there is a significant
difference, but a greater possibility of concluding there is no difference when one exists.
Larger values of a make it easier to conclude that there is a difference, but also increase the
risk of reporting a false positive.

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6.5.4.3 Options for One Way RM ANOVA: Post Hoc Tests

Figure 6.17 The Options for One Way ANOVA Dialog Box Displaying the Power
and Multiple Comparison Options

Multiple Comparisons
A One Way Repeated Measures ANOVA tests the hypothesis of no differences between the
several treatment groups, but does not determine which groups are different, or the sizes of
these differences. Multiple comparison procedures isolate these differences.
The P value used to determine if the ANOVA detects a difference is set on the Report tab of
the Options dialog box. If the P value produced by the One Way ANOVA is less than the P
value specified in the box, a difference in the groups is detected and the multiple comparisons
are performed. For more information, see Setting Report Options.
• Always Perform. Select to perform multiple comparisons whether or not the ANOVA
detects a difference.
• Only When ANOVA P Value is Significant. Select to perform multiple comparisons
only if the ANOVA detects a difference.
• Significance Value for Multiple Comparisons. Select either .05 or .01 from the
Significance Value for Multiple Comparisons drop-down list. This value determines the
that the likelihood of the multiple comparison being incorrect in concluding that there is
a significant difference in the treatments.
A value of .05 indicates that the multiple comparisons will detect a difference if there is less
than 5% chance that the multiple comparison is incorrect in detecting a difference. A value of
.10 indicates that the multiple comparisons will detect a difference if there is less than 10%
chance that the multiple comparison is incorrect in detecting a difference.
Note
If multiple comparisons are triggered, the Multiple Comparison Options dialog box
appears after you pick your data from the worksheet and run the test, prompting you
to choose a multiple comparison method.

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6.5.5 Running a One Way Repeated Measures ANOVA

If you want to select your data before you run the test, drag the pointer over your data.

1. On the Analysis tab, in the Statistics group, from the Tests drop-down list select:
Repeated Measures→One Way Repeated Measures ANOVA
The Pick Columns for One Way RM ANOVA dialog box appears prompting you to
specify a data format.

Figure 6.18 The Pick Columns for One Way RM ANOVA Dialog Box Prompting
You to Specify a Data Format

2. Select the appropriate data format from the Data Format drop-down list. For more
information, see 6.2 Data Format for Repeated Measures Tests.
3. Click Next to pick the data columns for the test. If you selected columns before you chose
the test, the selected columns appear in the Selected Columns list.

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6.5.5 Running a One Way Repeated Measures ANOVA

Figure 6.19 The Pick Columns for One Way RM ANOVA Dialog Box Prompting
You to Select Data Columns

4. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for Data drop-down list.

The first selected column is assigned to the first row in the Selected Columns list, and
all successively selected columns are assigned to successive rows in the list. The title of
selected columns appears in each row. For raw and indexed data, you are prompted to
select two worksheet columns.
5. To change your selections, select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
6. Click Finish to run the One Way RM ANOVAon the selected columns.

If you elected to test for normality and equal variance, and your data fails either test,
SigmaPlot warns you and suggests continuing your analysis using the nonparametric
Friedman Repeated Measures ANOVA on Ranks. For more information, see 6.7 Friedman
Repeated Measures Analysis of Variance on Ranks.
If you selected to run multiple comparisons only when the P value is significant,
and the P value is not significant, the One Way ANOVA report appears after the test is
complete. For more information, see 6.5.7 Interpreting One Way Repeated Measures
ANOVA Results.
If the P value for multiple comparisons is significant, or you selected to always perform
multiple comparisons, the Multiple Comparisons Options dialog box appears prompting
you to select a multiple comparison method. For more information, see 6.5.6 Multiple
Comparison Options (One Way RM ANOVA).

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6.5.6 Multiple Comparison Options (One Way RM

ANOVA)
The One Way Repeated Measures ANOVA tests the hypothesis of no differences between
the several treatment groups, but do not determine which groups are different, or the sizes of
these differences. Multiple comparison tests isolate these differences by running comparisons
between the experimental groups.
If you selected to run multiple comparisons only when the P value is significant, and the
ANOVA produces a P value equal to or less than the trigger P value, or you selected to always
run multiple comparisons in the Options for One Way RM ANOVA dialog box, the Multiple
Comparison Options dialog box appears prompting you to specify a multiple comparison test.
For more information, see 6.5.4 Setting One Way Repeated Measures ANOVA Options. The P
value produced by the ANOVA is displayed in the upper left corner of the dialog box. For
more information, see 6.5.7 Interpreting One Way Repeated Measures ANOVA Results.
There are seven kinds of multiple comparison tests available for the One Way Repeated
Measures ANOVA, including:
• Holm-Sidak Test.
• Tukey Test. For more information, see 5.9.2 Tukey Test.
• Student-Newman-Keuls Test. For more information, see 5.9.3 Student-Newman-Keuls
(SNK) Test.
• Bonferroni t-test. For more information, see 5.9.4 Bonferroni t-Test.
• Fisher’s LSD. For more information, see 5.9.5 Fisher’s Least Significance Difference Test.
• Dunnett’s Test. For more information, see 5.9.6 Dunnett’s Test.
• Duncan’s Multiple Range Test. For more information, see 5.9.8 Duncan’s Multiple Range.
There are two types of multiple comparisons available for the One Way Repeated Measures
ANOVA. The types of comparison you can make depends on the selected multiple comparison
test. The tests are:
• All pairwise comparisons compare all possible pairs of treatments.
• Multiple comparisons versus a control compare all experimental treatments to a single
control group.

6.5.7 Interpreting One Way Repeated Measures ANOVA

Results
The One Way Repeated Measures ANOVA report generates an ANOVA table describing the
source of the variation in the treatments. This table displays the degrees of freedom, sum of
squares, and mean squares of the treatments, as well as the F statistic and the corresponding P
value. The other results displayed are in the Options for One Way RM ANOVA dialog box.
You can also generate tables of multiple comparisons. Multiple Comparison results are also
specified in the Options for One Way RM ANOVA dialog box. The test used to perform the
multiple comparison is selected in the Multiple Comparison Options dialog box.
For descriptions of the derivations for One Way RM ANOVA results, you can reference
any appropriate statistics reference.

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6.5.7.1 If There Were Missing Data Cells

Figure 6.20 Example of the One Way Repeated Measures ANOVA Report

Result Explanations
In addition to the numerical results, expanded explanations of the results may also appear. You
can turn off this text on the Options dialog box. You can also set the number of decimal places
to display in the Options dialog box. For more information, see Setting Report Options.

6.5.7.1 If There Were Missing Data Cells

If your data contained missing values, the report indicates the results were computed using a
general linear model. The ANOVA table includes the degrees of freedom used to compute F,
the estimated mean square equations are listed, and the summary table displays the estimated
least square means.
For descriptions of the derivations for One Way Repeated Measures ANOVA results, you can
reference an appropriate statistics reference.

6.5.7.2 Normality Test

Normality test results display whether the data passed or failed the test of the assumption that
the differences of the changes originate from a normal distribution, and the P value calculated
by the test. Normally distributed source populations are required for all parametric tests.
This result appears unless you disabled equal variance testing in the Options for One Way
RM ANOVA dialog box.

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6.5.7.3 Equal Variance Test

Equal Variance test results display whether or not the data passed or failed the test of the
assumption that the differences of the changes originate from a population with the same
variance, and the P value calculated by the test. Equal variances of the source populations are
assumed for all parametric tests.
This result appears unless you disabled equal variance testing in the Options for One Way
RM ANOVA dialog box.

6.5.7.4 Summary Table

If you enabled this option in the Options for One Way RM ANOVA dialog box , SigmaPlot
generates a summary table listing the sample sizes N, number of missing values, mean,
standard deviation, differences of the means and standard deviations, and standard error
of the means.
• N (Size). The number of non-missing observations for that column or group.
• Missing. The number of missing values for that column or group.
• Mean. The average value for the column. If the observations are normally distributed
the mean is the center of the distribution.
• Standard Deviation. A measure of variability. If the observations are normally distributed,
about two-thirds will fall within one standard deviation above or below the mean, and about
95% of the observations will fall within two standard deviations above or below the mean.
• Standard Error of the Mean. A measure of the approximation with which the mean
computed from the sample approximates the true population mean.

6.5.7.5 Power
The power of the performed test is displayed unless you disable this option in the Options for
One Way RM ANOVA dialog box.
The power, or sensitivity, of a One Way Repeated Measures ANOVA is the probability that the
test will detect a difference among the treatments if there really is a difference. The closer
the power is to 1, the more sensitive the test.
Repeated measures ANOVA power is affected by the sample sizes, the number of treatments
being compared, the chance of erroneously reporting a difference a (alpha), the observed
differences of the group means, and the observed standard deviations of the samples.
Alpha (α). Alpha (α) is the acceptable probability of incorrectly concluding that there is a
difference. An a error is also called a Type I error. A Type I error is when you reject the
hypothesis of no effect when this hypothesis is true.
Set this value in the Options for One Way RM ANOVA dialog box; the suggested value is
α = 0.05 which indicates that a one in twenty chance of error is acceptable. Smaller values
of a result in stricter requirements before concluding there is a significant difference, but a
greater possibility of concluding there is no difference when one exists (a Type II error).
Larger values of a make it easier to conclude that there is a difference but also increase the risk
of seeing a false difference (a Type I error).

6.5.7.6 ANOVA Table

The ANOVA table lists the results of the One Way Repeated Measures ANOVA.

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6.5.7.7 F Statistic

DF (Degrees of Freedom). Degrees of freedom represent the number of groups and sample
size which affects the sensitivity of the ANOVA.
• The degrees of freedom between subjects is a measure of the number of subjects
• The degrees of freedom within subjects is a measure of the total number of observations,
adjusted for the number of treatments
• The degrees of freedom for the treatments is a measure of the number of treatments
• The residual degrees of freedom is a measure of the difference between the number of
observations, adjusted for the number of subjects and treatments
• The total degrees of freedom is a measure of both number of subjects and treatments
SS (Sum of Squares). The sum of squares is a measure of variability associated with each
element in the ANOVA data table.
• The sum of squares between the subjects measures the variability of the average responses
of each subject.
• The sum of squares within the subjects measures the underlying total variability within
each subject.
• The sum of squares of the treatments measures the variability of the mean treatment
responses within the subjects.
• The residual sum of squares measures the underlying variability among all observations
after accounting for differences between subjects.
• The total sum of squares measures the total variability.
MS (Mean Squares). The mean squares provide two estimates of the population variances.
Comparing these variance estimates is the basis of analysis of variance.
The mean square of the treatments is:
sum of squares between groups SS between
= = MS between
degrees of freedom between groups DF between

The residual mean square is

sum of squares within groups SS within
= = MS within
degrees of freedom with in groups DF within

6.5.7.7 F Statistic
The F test statistic is a ratio used to gauge the differences of the effects. If there are no missing
data, F is calculated as:
estimated population variance between groups MS between
= =F
estimated population variance within groups MS within

If the F ratio is around 1, you can conclude that there are no differences among treatments (the
data is consistent with the null hypothesis that there are no treatment effects).
If F is a large number, the variability among the effect means is larger than expected from
random variability in the treatments, you can conclude that the treatments have different
effects (the differences among the treatments are statistically significant).

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P Value. The P value is the probability of being wrong in concluding that there is a true
difference between the groups (for example, the probability of falsely rejecting the null
hypothesis, or committing a Type I error, based on F). The smaller the P value, the greater
the probability that the samples are drawn from different populations. Traditionally, you can
conclude that there are significant differences when P < 0.05.

6.5.7.8 Expected Mean Squares

If there was missing data and a general linear model was used, the linear equations for the
expected mean squares computed by the model are displayed. These equations are displayed
only if a general linear model was used.

6.5.7.9 Multiple Comparisons

If you selected to perform multiple comparisons, a table of the comparisons between group
pairs is displayed. The multiple comparison procedure is activated in the Options for One Way
RM ANOVA dialog box. The tests used in the multiple comparison procedure is selected in
the Multiple Comparison Options dialog box.
Multiple comparison results are used to determine exactly which treatments are different,
since the ANOVA results only inform you that two or more of the groups are different. The
specific type of multiple comparison results depends on the comparison test used and whether
the comparison was made pairwise or versus a control.
• All pairwise comparison results list comparisons of all possible combinations of group
pairs; the all pairwise tests are the Holm Sidak, Tukey, Student-Newman-Keuls, Fisher
LSD, Duncan’s test and the Bonferroni t-test.
• Comparisons versus a single control group list only comparisons with the selected control
group. The control group is selected during the actual multiple comparison procedure.
The comparison versus a control tests are the Bonferroni t-test and the Dunnett’s, Fishers
LSD, and Duncan’s tests.
For descriptions of the derivation of parametric multiple comparison procedure results, you
can reference an appropriate statistics reference.
Holm-Sidak Test Results. The Holm-Sidak Test can be used for both pairwise comparisons
and comparisons versus a control group. It is more powerful than the Tukey and Bonferroni
tests and, consequently, it is able to detect differences that these other tests do not. It is
recommended as the first-line procedure for pairwise comparison testing.
When performing the test, the P values of all comparisons are computed and ordered from
smallest to largest. Each P value is then compared to a critical level that depends upon the
significance level of the test (set in the test options), the rank of the P value, and the total
number of comparisons made. A P value less than the critical level indicates there is a
significant difference between the corresponding two groups.
Bonferroni t-test Results. The Bonferroni t-test lists the differences of the means for each
pair of groups, computes the t values for each pair, and displays whether or not P < 0.05 for
that comparison. The Bonferroni t-test can be used to compare all groups or to compare
versus a control.
You can conclude from "large" values of t that the difference of the two treatments being
compared is statistically significant.
If the P value for the comparison is less than 0.05, the likelihood of erroneously concluding
that there is a significant difference is less than 5%. If it is greater than 0.05, you cannot
confidently conclude that there is a difference.

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6.5.8 One Way Repeated Measures ANOVA Report Graphs

The difference of the means is a gauge of the size of the difference between the two treatments.
Tukey, Student-Newman-Keuls, Fisher LSD, Duncan’s, and Dunnett’s Test Results.
The Tukey, Student-Newman-Keuls (SNK), Fisher LSD, and Duncan’s tests are all pairwise
comparisons of every combination of group pairs. While the Tukey Fisher LSD, and Duncan’s
can be used to compare a control group to other groups, they are not recommended for this
type of comparison.
Dunnett’s test only compares a control group to all other groups. All tests compute the q test
statistic, and display whether or not P < 0.05 or < 0.01 for that pair comparison.
You can conclude from "large" values of q that the difference of the two groups being
compared is statistically significant.
If the P value for the comparison is less than 0.05, the likelihood of being incorrect in
concluding that there is a significant difference is less than 5%. If it is greater than 0.05, you
cannot confidently conclude that there is a difference.
The Difference of the Means is a gauge of the size of the difference between the two groups.
p is parameter used when computing q. The larger the p, the larger q needs to be to indicate a
significant difference. p is an indication of the differences in the ranks of the group means
being compared. Groups means are ranked in order from largest to smallest in an SNK test,
so p is the number of means spanned in the comparison. For example, when comparing four
means, comparing the largest to the smallest p = 4, and when comparing the second smallest to
the smallest p = 2.
If a treatment is found to be not significantly different than another treatment, all treatments
with p ranks in between the p ranks of the two treatments that are not different are also
assumed not to be significantly different, and a result of DNT (Do Not Test) appears for
those comparisons.

6.5.8 One Way Repeated Measures ANOVA Report

Graphs
You can generate up to three graphs using the results from a One Way RM ANOVA. They
include a:
• Before and after line graph. The One Way Repeated Measures ANOVA uses lines to
plot a subject’s change after each treatment. For more information, see 11.1.14 Before
and After Line Plots.
• Histogram of the residuals. The One Way Repeated Measures ANOVA histogram plots
the raw residuals in a specified range, using a defined interval set.For more information,
see 11.1.8 .
• Normal probability plot of the residuals. The One Way Repeated Measures ANOVA
probability plot graphs the frequency of the raw residuals. For more information, see 11.1.9
Normal Probability Plot.
• Multiple comparison graphs. The One Way Repeated Measures ANOVA multiple
comparison graphs a plot significant differences between levels of a significant factor. For
more information, see 11.1.15 Multiple Comparison Graphs.

6.5.8.1 How to Create a One Way Repeated Measures ANOVA Report

Graph
1. Select the One Way Repeated Measures ANOVA test report.

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2. On the Report tab, in the Result Graphs group, click Create Result Graph.

The Create Result Graph dialog box appears displaying the types of graphs available for
the One Way Repeated Measure ANOVA results.

Figure 6.21 The Create Graph Dialog Box for a One Way RM ANOVA Report

3. Select the type of graph you want to create from the Graph Type list, then click OK, or
double-click the desired graph in the list.

The selected graph appears in a graph window.

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6.6 Two Way Repeated Measures Analysis of Variance (ANOVA)

Figure 6.22 A Normal Probability Plot for a One Way RM ANOVA

6.6 Two Way Repeated Measures Analysis

of Variance (ANOVA)
Use Two Way or two factor Repeated Measures ANOVA (analysis of variance) when:
• You want to see if the same group of individuals are affected by a series of experimental
treatments or conditions.
• You want to consider the effect of an additional factor which may or may not interact, and
may or may not be another series of treatments or conditions.
• The treatment effects are normally distributed with equal variances.
Note
SigmaPlot performs Two Way Repeated Measures ANOVAs for one factor repeated
or both factors repeated. SigmaPlot automatically determines if one or both factors
are repeated from the data, and uses the appropriate procedures.

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If your want to consider the effects of only one factor on your experimental groups, use One
Way Repeated Measures ANOVA.
There is no equivalent in SigmaPlot for a two factor repeated measure comparison for samples
drawn from a non-normal populations. If your data is non-normal, you can transform the data
to make it comply better with the assumptions of analysis of variance using transforms. If the
sample size is large, and you want to do a nonparametric test, use Rank transform (available
in the Transform group on the Analysis tab) to convert the observations to ranks, then do a
Two Way ANOVA on the ranks.

6.6.1 About the Two Way Repeated Measures ANOVA

In a two way or two factor repeated measures analysis of variance, there are two experimental
factors which may affect each experimental treatment. Either or both of these factors are
repeated treatments on the same group of individuals. A two factor design tests for differences
between the different levels of each treatment and for interactions between the treatments. For
more information, see 6.6.3 Arranging Two Way Repeated Measures ANOVA Data.
A two factor analysis of variance tests three hypotheses: (1) There is no difference among
the levels or treatments of the first factor; (2) There is no difference among the levels or
treatments of the second factor; and (3) There is no interaction between the factors, for
example, if there is any difference among treatments within one factor, the differences are the
same regardless of the second factor.
Two Way Repeated Measures ANOVA is a parametric test that assumes that all the treatment
effects are normally distributed with the same variance. SigmaPlot does not have an automatic
nonparametric test if these assumptions are violated.

6.6.2 Performing a Two Way Repeated Measures

ANOVA

To perform a Two Way Repeated Measures ANOVA:

1. Enter or arrange your data in the data worksheet. For more information, see 6.6.3
Arranging Two Way Repeated Measures ANOVA Data.
2. Set the Two Way Repeated Measures ANOVA options. For more information, see 6.6.4
Setting Two Way Repeated Measures ANOVA Options.
3. On the Analysis tab, in the Statistics group, from the Tests drop-down list select:
Repeated Measures→Two Way Repeated Measures ANOVA
4. Generate report graphs. For more information, see 6.6.8 Two way repeated measures
ANOVA Report Graphs.
5. Run the test.For more information, see 6.6.5 Running a Two Way Repeated Measures
ANOVA.

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6.6.3 Arranging Two Way Repeated Measures ANOVA Data

6.6.3 Arranging Two Way Repeated Measures ANOVA

Data
Either or both of the two factors used in the Two Way Repeated Measures ANOVA can be
repeated on the same group of individuals. For example, if you analyze the effect of changing
salinity on the activity of two different species of shrimp, you have a two factor experiment
with a single repeated treatment (salinity). Different salinity treatment and shrimp type are
the levels.

Figure 6.23 Data for a Two Way Repeated Factor ANOVA with one repeated
factor (salinity).

If you wanted to test the effect of different salinities and temperatures on the activity on
a single species of shrimp, you have a two factor experiment with two repeated treatments,
salinity and temperature. In both cases, the different combinations of treatments/factors levels
are the cells of the comparison. SigmaPlot automatically handles both one and two repeated
treatment factors.

Figure 6.24 Data for a Two Way Repeated Factor ANOVA with two repeated
factors (temperature and salinity).

6.6.3.1 Missing Data and Empty Cells

Ideally, the data for a Two Way ANOVA should be completely balanced, for example, each
group or cell in the experiment has the same number of observations and there are no missing

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data. However, SigmaPlot properly handles all occurrences of missing and unbalanced data
automatically.
Missing Data Point(s). If there are missing values, SigmaPlot automatically handles the
missing data by using a general linear model. This approach constructs a hypothesis tests using
the marginal sums of squares (also commonly called the Type III or adjusted sums of squares).

Figure 6.25 Data for a Two Way Repeated Factor ANOVA with one repeated
factor (salinity) and a missing data point.

SigmaPlot uses a general linear model to handle missing data points.

Empty Cell(s). When there is an empty cell, for example, there are no observations for a
combination of two factor levels, but there is still at least one repeated factor for every subject,
SigmaPlot stops and suggests either analysis of the data assuming no interaction between the
factors, or using One Way ANOVA.
Assumption of no interaction analyzes the effects of each treatment separately.
DANGER
Assuming there is no interaction between the two factors in Two Way ANOVA
can be dangerous. Under some circumstances, this assumption can lead to a
meaningless analysis, particularly if you are interested in studying the interaction
effect.

Figure 6.26 Data for a Two Way Repeated Factor ANOVA with two repeated
factors (temperature and salinity) and a missing cell.

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6.6.3.2 Connected versus Disconnected Data

Data with missing cells that still have repeated factor data for every subject can be analyzed
either by assuming no interaction or a One Way ANOVA.
If you treat the problem as One Way ANOVA, each cell in the table is treated as a different
level of a single experimental factor. This approach is the most conservative analysis because
it requires no additional assumptions about the nature of the data or experimental design.

6.6.3.2 Connected versus Disconnected Data

The no interaction assumption requires that the non-empty cells must be geometrically
connected in order to do the computation of a two factor no interaction model. You cannot
perform Two Way Repeated Measures ANOVA on data disconnected by empty cells.

Figure 6.27 Data for a Two Way Repeated Factor ANOVA with geometrically
disconnected data.

This data cannot be analyzed with a Two Way Repeated Measures ANOVA.
When the data is geometrically connected, you can draw a series of straight vertical and
horizontal lines connecting all cells containing data without changing direction in any empty
cells. SigmaPlot automatically checks for this condition. If disconnected data is encountered
during Two Way Repeated Measures ANOVA, SigmaPlot suggests treatment of the problem
as a One Way Repeated Measures ANOVA.
For descriptions of the concept of connectivity, you can reference an appropriate statistics
reference.

6.6.3.3 Missing Factor Data for One Subject

Another case of an empty cell can occur when both factors are repeated, and there are no
data for one level for one of the subjects. SigmaPlot automatically handles this situation by
converting the problem to a One Way Repeated Measures ANOVA.

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Figure 6.28 Data for a Two Way Repeated Factor ANOVA with two factors
repeated and no data for one level for a subject.

This data cannot be analyzed as a Two Way Repeated Measures ANOVA problem.

6.6.3.4 Entering Worksheet Data

You can only perform a Two Way Repeated Measures ANOVA on data indexed by both
subject and two factors. The data is placed in four columns; the first factor is in one column,
the second factor is in a second column, the subject index is in a third column, and the actual
data is in a fourth column.
Note
SigmaPlot performs two way repeated measures for one factor repeated or both factors
repeated. SigmaPlot automatically determines if one or both factors are repeated from
the data, and uses the appropriate procedures.

6.6.4 Setting Two Way Repeated Measures ANOVA

Options

Use the Two Way Repeated Measures ANOVA to:

• Adjust the parameters of a test to relax or restrict the testing of your data for normality
and equal variance.
• Display the statistics summary table and the confidence interval for the data and assign
residuals to the worksheet.
• Compute the power, or sensitivity, of the test.
• Enable multiple comparison testing.
To change the Two Way Repeated Measures ANOVA options:

1. If you are going to run the test after changing test options, and want to select your data
before you run the test, drag the pointer over your data.
2. On the Analysis tab, in the Statistics group, from the Tests drop-down list select:
Repeated Measures→Two Way Repeated Measures ANOVA

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6.6.4.1 Options for Two Way Repeated Measures ANOVA: Assumption Checking

3. Click Options. The Options for Two Way RM ANOVA dialog box appears with three
tabs:
• Assumption Checking. Adjust the parameters of a test to relax or restrict the testing of
your data for normality and equal variance.
• Results. Display the statistics summary and the confidence interval for the data in the
report and save residuals to a worksheet column.
• Post Hoc Test. Compute the power or sensitivity of the test and enable multiple
comparisons.
4. To continue the test, click Run Test. For more information, see 6.6.5 Running a Two
Way Repeated Measures ANOVA.
5. To accept the current settings and close the options dialog box, click OK.

6.6.4.1 Options for Two Way Repeated Measures ANOVA: Assumption

Checking
Click the Assumption Checking tab to view options for normality and equal variance. The
normality assumption test checks for a normally distributed population. The equal variance
assumption test checks the variability about the group means.
Normality Testing. SigmaPlot uses either the Shapiro-Wilk or Kolmogorov-Smirnov test to
test for a normally distributed population.
Equal Variance Testing. SigmaPlot tests for equal variance by checking the variability
about the group means.
P Values for Normality and Equal Variance. The P value determines the probability of
being incorrect in concluding that the data is not normally distributed (the P value is the risk
of falsely rejecting the null hypothesis that the data is normally distributed). If the P value
computed by the test is greater than the P set here, the test passes.
To require a stricter adherence to normality and/or equal variance, increase the P value.
Because the parametric statistical methods are relatively robust in terms of detecting violations
of the assumptions, the suggested value in SigmaPlot is 0.050. Larger values of P (for
example, 0.100) require less evidence to conclude that data is not normal.
To relax the requirement of normality and/or equal variance, decrease P. Requiring smaller
values of P to reject the normality assumption means that you are willing to accept greater
deviations from the theoretical normal distribution before you flag the data as non-normal. For
example, a P value of 0.01 for the normality test requires greater deviations from normality to
flag the data as non-normal than a value of 0.05.
Note
Although the assumption tests are robust in detecting data from populations that
are non-normal or with unequal variances, there are extreme conditions of data
distribution that these tests cannot take into account. For example, the Levene Median
test fails to detect differences in variance of several orders of magnitude; however,
these conditions should be easily detected by simply examining the data without
resorting to the automatic assumption tests.

6.6.4.2 Options for Two Way RM ANOVA: Results

Click the Results tab to view options for the summary table, confidence intervals, and
residuals.

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Summary Table. Select Summary Table to display the number of observations for a column
or group, the number of missing values for a column or group, the average value for the
column or group, the standard deviation of the column or group, and the standard error of
the mean for the column or group.
Confidence Interval. Select Confidence Intervals to display the confidence interval for the
difference of the means. To change the interval, enter any number from 1 to 99 (95 and 99
are the most commonly used intervals). Click the selected check box if you do not want to
include the confidence interval in the report.
Select Residuals to display residuals in the report and to save the residuals of the test to the
specified worksheet column. To change the column the residuals are saved to, edit the number
in or select a number from the drop-down list.

6.6.4.3 Options for Two Way RM ANOVA: Post Hoc Tests

Click the Post Hoc Tests tab to view options for power and multiple comparisons.
Power. The power or sensitivity of a test is the probability that the test will detect a difference
between the groups if there is really a difference.
Alpha (α). Alpha (α) is the acceptable probability of incorrectly concluding that there is a
difference. The suggested value is a = 0.05. This indicates that a one in twenty chance of error
is acceptable, or that you are willing to conclude there is a significant difference when P < 0.05.
Smaller values of a result in stricter requirements before concluding there is a significant
difference, but a greater possibility of concluding there is no difference when one exists.
Larger values of a make it easier to conclude that there is a difference, but also increase the
risk of reporting a false positive.
Multiple Comparisons
The Two Way Repeated Measures ANOVA tests the hypothesis of no differences between the
several treatment groups, but do not determine which groups are different, or the sizes of these
differences. Multiple comparison procedures isolate these differences.
The P value used to determine if the ANOVA detects a difference is set in the Report Options
dialog box. If the P value produced by the Two Way RM ANOVA is less than the P value
specified in the box, a difference in the groups is detected and the multiple comparisons are
performed. For more information, see Setting Report Options.
Performing Multiple Comparisons. You can choose to always perform multiple comparisons
or to only perform multiple comparisons if a Two Way Repeated Measures ANOVA detects a
difference.
Select Always Perform to perform multiple comparisons whether or not the ANOVA detects a
difference.
Select Only When ANOVA P Value is Significant to perform multiple comparisons only if
the ANOVA detects a difference.
Significant Multiple Comparison Value. Select either .05 or .10 from the Significance Value
for Multiple Comparisons drop-down list. This value determines the that the likelihood of
the multiple comparison being incorrect in concluding that there is a significant difference in
the treatments.
A value of .05 indicates that the multiple comparisons will detect a difference if there is less
than 5% chance that the multiple comparison is incorrect in detecting a difference. A value of
.10 indicates that the multiple comparisons will detect a difference if there is less than 10%
chance that the multiple comparison is incorrect in detecting a difference.

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6.6.5 Running a Two Way Repeated Measures ANOVA

Note
If multiple comparisons are triggered, the Multiple Comparison Options dialog box
appears after you pick your data from the worksheet and run the test, prompting you
to choose a multiple comparison method.

6.6.5 Running a Two Way Repeated Measures ANOVA

To run a test, you need to select the data to test. If you want to select your data before you
run the test, drag the pointer over your data.

1. On the Analysis tab, in the Statistics group, from the Tests drop-down list select:
Repeated Measures→Two Way Repeated Measures ANOVA
The Pick Columns for Two Way RM ANOVA dialog box appears prompting you to
specify a data format.
2. Select the appropriate data format from the Data Format drop-down list. For more
information, see 6.2 Data Format for Repeated Measures Tests.
3. Click Next to pick the data columns for the test. If you selected columns before you chose
the test, the selected columns appear in the Selected Columns list.
4. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for Data drop-down list.

The first selected column is assigned to the first row in the Selected Columns list, and
all successively selected columns are assigned to successive rows in the list. The title of
selected columns appears in each row. For raw and indexed data, you are prompted to
select two worksheet columns.
5. To change your selections, select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
6. Click Finish to run the Two Way RM ANOVAon the selected columns.
7. If you elected to test for normality and equal variance, SigmaPlot performs the test
for normality (Shapiro-Wilk or Kolmogorov-Smirnov) and the test for equal variance
(Levene Median). If your data fail either test, SigmaPlot informs you. You can either
continue, or transform your data, then perform a Two Way Repeated Measures ANOVA
on the transformed data.
8. If your data have empty cells, you are prompted to perform the appropriate procedure.
• If you are missing a cell, but the data is still connected, you may have to proceed
by either assuming no interaction between the factors, or by performing a one factor
analysis on each cell.
• If your data is not geometrically connected, or if a subject is missing data for one
level, you cannot perform a Two Way Repeated Measures ANOVA. Continue using
a One Way ANOVA, or cancel the test.
• If you are missing a few data points, but there is still at least one observation in each
cell, SigmaPlot automatically proceeds. For more information, see 6.6.3 Arranging
Two Way Repeated Measures ANOVA Data.

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9. If you selected to run multiple comparisons only when the P value is significant, and the P
value is not significant the One Way ANOVA report appears after the test is complete. For
more information, see 6.6.4 Setting Two Way Repeated Measures ANOVA Options.
If the P value for multiple comparisons is significant, or you selected in to always perform
multiple comparisons, the Multiple Comparisons Options dialog box appears prompting
you to select a multiple comparison method.

6.6.6 Multiple Comparison Options (Two Way RM

ANOVA)
The Two Way Repeated Measures ANOVA tests the hypothesis of no differences between
the several treatment groups, but do not determine which groups are different, or the sizes of
these differences. Multiple comparison tests isolate these differences by running comparisons
between the experimental groups.
If you selected to run multiple comparisons only when the P value is significant, and the
ANOVA produces a P value equal to or less than the trigger P value, or you selected to always
run multiple comparisons in the Options for Two Way RM ANOVA dialog box the Multiple
Comparison Options dialog appears prompting you to specify a multiple comparison test. For
more information, see 6.6.4 Setting Two Way Repeated Measures ANOVA Options. The P
value produced by the ANOVA is displayed in the upper left corner of the dialog box. For
more information, see 6.6.4 Setting Two Way Repeated Measures ANOVA Options.
There are six multiple comparison tests to choose from for the Two Way Repeated Measures
ANOVA. You can choose to perform the:
• Holm-Sidak Test. For more information, see 5.9.1 Holm-Sidak Test.
• Tukey Test. For more information, see 5.9.2 Tukey Test.
• Student-Newman-Keuls Test. For more information, see 5.9.3 Student-Newman-Keuls
(SNK) Test.
• Bonferroni t-test. For more information, see 5.9.4 Bonferroni t-Test.
• Fisher’s LSD. For more information, see 5.9.5 Fisher’s Least Significance Difference Test.
• Dunnet’s Test. For more information, see 5.9.6 Dunnett’s Test.
• Duncan’s Multiple Range Test. For more information, see 5.9.8 Duncan’s Multiple Range.
There are two types of multiple comparisons available for the Two Way Repeated Measures
ANOVA. The types of comparison you can make depends on the selected multiple comparison
test.
• All pairwise comparisons compare all possible pairs of treatments.
• Multiple comparisons versus a control compare all experimental treatments to a single
control group.
When comparing the two factors separately, the treatments within one factor are compared
among themselves without regard to the second factor, and vice versa. These results should
be used when the interaction is not statistically significant.
When the interaction is statistically significant, interpreting multiple comparisons among
different levels of each experimental factor may not be meaningful. SigmaPlot also performs a
multiple comparison between all the cells.
The result of both comparisons is a listing of the similar and different treatment pairs, for
example, those treatments that are and are not different from each other. Because no statistical

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6.6.7 Interpreting Two Way Repeated Measures ANOVA Results

test eliminates uncertainty, multiple comparison procedures sometimes produce ambiguous

groupings.

6.6.7 Interpreting Two Way Repeated Measures ANOVA

Results
A Two Way Repeated Measures ANOVA of one repeated factor generates an ANOVA table
describing the source of the variation among the treatments. This table displays the sum of
squares, degrees of freedom, and mean squares for the subjects, for each factor, for both
factors together, and for the subject and the repeated factor. The corresponding F statistics and
the corresponding P values are also displayed.
A Two Way Repeated Measures ANOVA of two repeated factors includes the sum of squares,
degrees of freedom, and mean squares for the subjects with both factors, since both factors are
repeated. Corresponding F statistics and the corresponding P values are also displayed.
Tables of least square means for each for the levels of factor and for the levels of both factors
together are also generated for both one and two factor two way repeated measures ANOVA.
Additional results for both forms of Two Way Repeated Measure ANOVA can be disabled and
enabled in the Options for Two Way RM ANOVA dialog box. For more information, see 6.6.4
Setting Two Way Repeated Measures ANOVA Options. Multiple comparisons are enabled in
the Options for Two Way RM ANOVA dialog box.
Result Explanations
In addition to the numerical results, expanded explanations of the results may also appear.
You can turn off this text on the Options dialog box. You can also set the number of decimal
places to display in the Options dialog box. For more information, see Setting Report Options.

6.6.7.1 If There Were Missing Data or Empty Cells

If your data contained missing values but no empty cells, the report indicates the results
were computed using a general linear model. The ANOVA table includes the approximate
degrees of freedom used to compute F, the estimated mean square equations are listed, and
the summary table displays the estimated least square means.
If your data contained empty cells, you either analyzed the problem assuming no interaction,
or treated the problem as a One Way ANOVA.
• If you choose no interactions, no statistics for factor interaction are calculated.
• If you performed a One Way ANOVA, the results shown are identical to one way ANOVA
results.
• For more information, see 6.5.7 Interpreting One Way Repeated Measures ANOVA Results.

6.6.7.2 Dependent Variable

This is the column title of the indexed worksheet data you are analyzing with the Two Way
Repeated Measures ANOVA. Determining if the values in this column are affected by the
different factor levels is the objective of the Two Way Repeated Measures ANOVA.

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6.6.7.3 Normality Test

Normality test results display whether the data passed or failed the test of the assumption that
the differences of the changes originate from a normal distribution, and the P value calculated
by the test. A normally distributed source is required for all parametric tests.
This result appears if you enabled normality testing in the Options for Two Way RM ANOVA
dialog box. For more information, see 6.6.4 Setting Two Way Repeated Measures ANOVA
Options.

6.6.7.4 Equal Variance Test

Equal Variance test results display whether or not the data passed or failed the test of the
assumption that the differences of the changes originate from a population with the same
variance, and the P value calculated by the test. Equal variance of the source is assumed for
all parametric tests.
This result appears if you enabled equal variance testing in the Options for Two Way RM
ANOVA dialog box. For more information, see 6.6.4 Setting Two Way Repeated Measures
ANOVA Options.

6.6.7.5 ANOVA Table

The ANOVA table lists the results of the two way repeated measures ANOVA. The results
are calculated for each factor, and then between the factors.
DF (Degrees of Freedom). The degrees of freedom are a measure of the numbers of subjects
and treatments, which affects the sensitivity of the ANOVA.
• Factor degrees of freedom are measures of the number of treatments in each factor (columns
in the table).
• The factor x factor interaction degrees of freedom is a measure of the total number of cells.
• The subjects degrees of freedom is a measure of the number of subjects (rows in the table).
• The subject x factor degrees of freedom is a measure of the number of subjects and
treatments for the factor.
• The residual degrees of freedom is a measure of difference between the number of subjects
and the number of treatments after accounting for factor and interaction.
SS (Sum of Squares). The sum of squares is a measure of variability associated with each
element in the ANOVA table.
• Factor sum of squares measures variability of treatments in each factor (between the rows
and columns of the table, considered separately).
• The factor x factor interaction sum of squares measures the variability of the treatments for
both factors; this is the variability of the average differences between the cell in addition to
the variation between the rows and columns, considered separately.
• The subjects sum of squares measures the variability of all subjects.
• The subject x factor sum of squares is a measure of the variability of the subjects within
each factor.
• The residual sum of squares is a measure of the underlying variability of all observations.
MS (Mean Squares). The mean squares provide estimates of the population variances.
Comparing these variance estimates is the basis of analysis of variance.
The mean square for each factor

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6.6.7.5 ANOVA Table

sum of squares for the factor SS factor

= = MS factor
degrees of freedom for the factor DF factor

is an estimate of the variance of the underlying population computed from the variability
between levels of the factor.
The interaction mean square
sum of squares for the interaction SS inter
= = MS inter
degrees of freedom for the interaction DF inter

is an estimate of the variance of the underlying population computed from the variability
associated with the interactions of the factors.
The error mean square (residual, or within groups)
error sum of squares SS error
= = MS error
error degrees of freedom DF error

is an estimate of the variability in the underlying population, computed from the random
component of the observations.
F Test Statistic. The F test statistic is provided for comparisons within each factor and
between the factors
If there are no missing data, the F statistic within the factors is

mean square for the factor MS factor

= =F factor
error mean square for the factor MS factor

and the F ratio between the factors is

mean square for the interaction MS inter
= = F inter
error mean square for the interaction MS inter

Note
If there are missing data or empty cells, SigmaPlot automatically adjusts the F
computations to account for the offsets of the expected mean squares.
If the F ratio is around 1, the data is consistent with the null hypothesis that there is no effect
(for example, no differences among treatments).
If F is a large number, the variability among the means is larger than expected from random
variability in the population, and you can conclude that the samples were drawn from different
populations (for example, the differences between the treatments are statistically significant).
P value. The P value is the probability of being wrong in concluding that there is a true
difference between the treatments (for example, the probability of falsely rejecting the null
hypothesis, or committing a Type I error, based on F). The smaller the P value, the greater
the probability that the samples are drawn from different populations. Traditionally, you can
conclude there are significant differences if P < 0.05.

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Approximate DF (Degrees of Freedom). If a general linear model was used, the ANOVA
table also includes the approximate degrees of freedom that allow for the missing value(s). See
DF (Degrees of Freedom) above for an explanation of the degrees of freedom for each variable.

6.6.7.6 Power

The power of the performed test is displayed unless you disable this option in the Options for
Two Way RM ANOVA dialog box.
The power, or sensitivity, of a Two Way Repeated Measures ANOVA is the probability that
the test will detect a difference among the treatments if there really is a difference. The closer
the power is to 1, the more sensitive the test.
Repeated Measures ANOVA power is affected by the sample sizes, the number of treatments
being compared, the chance of erroneously reporting a difference a (alpha), the observed
differences of the group means, and the observed standard deviations of the samples.
Alpha (α). Alpha (α) is the acceptable probability of incorrectly concluding that there is a
difference. An a error is also called a Type I error. A Type I error is when you reject the
hypothesis of no effect when this hypothesis is true.
Set the value in the Options for Two Way RM ANOVA dialog box; the suggested value is
α = 0.05 which indicates that a one in twenty chance of error is acceptable. Smaller values
of a result in stricter requirements before concluding there is a significant difference, but a
greater possibility of concluding there is no difference when one exists (a Type II error).
Larger values of a make it easier to conclude that there is a difference but also increase the risk
of seeing a false difference (a Type I error).

6.6.7.7 Expected Mean Squares

If there were missing data and a general linear model was used, the linear equations for the
expected mean squares computed by the model are displayed. These equations are displayed
only if a general linear model was used.

6.6.7.8 Summary Table

The least square means and standard error of the means are displayed for each factor separately
(summary table row and column), and for each combination of factors (summary table cells).
If there are missing values, the least square means are estimated using a general linear model.
Mean. The average value for the condition or group.
Standard Error of the Mean. A measure of uncertainty in the mean.
The Least Squares Mean and associated Standard Error are computed based on all the data.
These values can differ from the values computed from the data in the individual cells. In
particular, if the design is balanced, all the least square errors will be equal for all cells. (If the
sample sizes in different cells are different, the least squares standard errors will be different,
depending on the sample sizes, with larger standard errors associated with smaller sample
sizes.) These standard errors will be different than the standard errors computed from each
cell separately.
This table is generated if you select to display summary table in the Options for Two Way RM
ANOVA dialog box. For more information, see 6.6.4 Setting Two Way Repeated Measures
ANOVA Options.

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6.6.7.9 Multiple Comparisons

6.6.7.9 Multiple Comparisons

If SigmaPlot finds a difference among the treatments, then you can compute a multiple
comparison table. Multiple comparisons are enabled in the Options for Two Way Repeated
Measures ANOVA dialog box.
Use the multiple comparison results to determine exactly which treatments are different, since
the ANOVA results only inform you that two or more of the treatments are different. Two
factor multiple comparison for a full Two Way ANOVA also compares:
• Treatments within each factor without regard to the other factor (this is a marginal
comparison, for example, only the columns or rows in the table are compared).
• All combinations of factors (all cells in the table are compared).
The specific type of multiple comparison results depends on the comparison test used and
whether the comparison was made pairwise or versus a control.
• All pairwise comparison results list comparisons of all possible combinations of group
pairs; the all pairwise tests are the Tukey, Student-Newman-Keuls, Fisher LSD, Duncan’s,
and Dunnett’s, and Bonferroni t-test.
• Comparisons versus a single control group list only comparisons with the selected control
group. The control group is selected during the actual multiple comparison procedure. The
comparison versus a control tests are a Bonferroni t-test and Dunnett’s test.
Bonferroni t-test Results. The Bonferroni t-test lists the differences of the means for each
pair of treatments, computes the t values for each pair, and displays whether or not P <
0.05 for that comparison. The Bonferroni t-test can be used to compare all treatments or to
compare versus a control.
You can conclude from "large" values of t that the difference of the two treatments being
compared is statistically significant.
If the P value for the comparison is less than 0.05, the likelihood of erroneously concluding
that there is a significant difference is less than 5%. If it is greater than 0.05, you cannot
confidently conclude that there is a difference.
The Difference of Means is a gauge of the size of the difference between the treatments
or cells being compared.
The degrees of freedom DF for the marginal comparisons are a measure of the number of
treatments (levels) within the factor being compared. The degrees of freedom when comparing
all cells is a measure of the sample size after accounting for the factors and interaction (this is
the same as the error or residual degrees of freedom).
Tukey, Student-Newman-Keuls, Fisher LSD, Duncan’s, and Dunnett’s Test Results.
The Tukey, Student-Newman-Keuls (SNK), Fisher LSD, and Duncan’s tests are all pairwise
comparisons of every combination of group pairs. While the Tukey Fisher LSD, and Duncan’s
can be used to compare a control group to other groups, they are not recommended for this
type of comparison.
Dunnett’s test only compares a control group to all other groups. All tests compute the q test
statistic, the number of means spanned in the comparison p, and display whether or not P
< 0.05 for that pair comparison.
You can conclude from "large" values of q that the difference of the two treatments being
compared is statistically significant.
If the P value for the comparison is less than 0.05, the likelihood of being incorrect in
concluding that there is a significant difference is less than 5%. If it is greater than 0.05, you
cannot confidently conclude that there is a difference.

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p is parameter used when computing q. The larger the p, the larger q needs to be to indicate a
significant difference. p is an indication of the differences in the ranks of the group means
being compared. Groups means are ranked in order from largest to smallest in an SNK test,
so p is the number of means spanned in the comparison. For example, when comparing four
means, comparing the largest to the smallest p = 4, and when comparing the second smallest to
the smallest p = 2.
If a treatment is found to be not significantly different than another treatment, all treatments
with p ranks in between the p ranks of the two treatments that are not different are also
assumed not to be significantly different, and a result of DNT (Do Not Test) appears for
those comparisons.
Note
SigmaPlot does not apply the DNT logic to all pairwise comparisons because of
differences in the degrees of freedom between different cell pairs.
The Difference of Means is a gauge of the size of the difference between the treatments
or cells being compared.
The degrees of freedom DF for the marginal comparisons are a measure of the number of
treatments (levels) within the factor being compared. The degrees of freedom when comparing
all cells is a measure of the sample size after accounting for the factors and interaction (this is
the same as the error or residual degrees of freedom).

6.6.8 Two way repeated measures ANOVA Report

Graphs
You can generate up to five graphs using the results from a Two Way Repeated Measures
ANOVA. They include a:
• Histogram of the residuals. For more information, see 11.1.8 .
• Normal probability plot of the residuals. For more information, see 11.1.9 Normal
Probability Plot.
• 3D scatter plot of the residuals. For more information, see 11.1.11 .
• 3D category scatter plot. For more information, see 11.1.13 .
• Multiple comparison graphs. For more information, see 11.1.15 .

6.6.8.1 How to Create a Two Way Repeated Measures ANOVA Report

Graph
1. Select the Two Way Repeated Measures ANOVA test report.
2. On the Report tab in the Result Graphs group, click Create Result Graph.

The Create Result Graph dialog box appears displaying the types of graphs available for
the Two Way Repeated Measure ANOVA results.
3. Select the type of graph you want to create from the Graph Type list, then click OK, or
double-click the desired graph in the list.

The selected graph appears in a graph window. For more information, see Modifying
Graphs Using the Property Browser.

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6.7 Friedman Repeated Measures Analysis of Variance on Ranks

6.7 Friedman Repeated Measures Analysis

of Variance on Ranks
Use a Repeated Measures ANOVA (analysis of variance) on Ranks when:
• You want to see if a single group of individuals was affected by a series of three or more
different experimental treatments, where each individual received treatment.
• The treatment effects are not normally distributed.
If you know the treatment effects are normally distributed, use One Way Repeated Measures
ANOVA. If there are only two treatments to compare, do a Wilcoxon Signed Rank Test. There
is no two factor test for non-normally distributed treatment effects.
Note
Depending on your Repeated Measures ANOVA on Ranks option settings, if you
attempt to perform a Repeated Measures ANOVA on Ranks on a normal population,
SigmaPlot informs you that the data is suitable for a parametric test, and suggest One
Way Repeated Measures ANOVA instead. For more information, see 6.7.4 Setting the
Repeated Measures ANOVA on Ranks Options.

6.7.1 About the Repeated Measures ANOVA on Ranks

The Friedman Repeated Measures Analysis of Variance on Ranks compares effects of a
series of different experimental treatments on a single group. Each subject’s responses are
ranked from smallest to largest without regard to other subjects, then the rank sums for the
treatments are compared.
The Friedman Repeated Measures ANOVA on Ranks is a nonparametric test that does not
require assuming all the differences in treatments are from a normally distributed source
with equal variance.

6.7.2 Performing a Repeated Measures ANOVA on

Ranks

To perform a Repeated Measures ANOVA on Ranks:

1. Enter or arrange your data in the worksheet. For more information, see 6.7.3 Arranging
Repeated Measures ANOVA on Ranks Data.
2. Set the rank sum options. For more information, see 6.7.4 Setting the Repeated Measures
ANOVA on Ranks Options.
3. On the Analysis tab, in the Statistics group, from the Tests drop-down list select:
Repeated Measures→Repeated Measures ANOVA on Ranks
4. Generate report graph. For more information, see 6.7.8 Repeated Measures ANOVA
on Ranks Report Graphs.
5. Run the test. For more information, see 6.7.5 Running a Repeated Measures ANOVA
on Ranks.

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6. Generate report graph. For more information, see 6.7.8 Repeated Measures ANOVA
on Ranks Report Graphs.

6.7.3 Arranging Repeated Measures ANOVA on Ranks

Data
The format of the data to be tested can be raw data or indexed data. Data for raw data is placed
in as many columns as there are treatments, up to 64; each column contains the data for one
treatment and each row contains the treatments of one subject. Indexed data is placed in three
worksheet columns: a factor column, a subject index column, and a data column.
The columns for raw data must be the same length. If a missing value is encountered, that
individual is ignored.

6.7.4 Setting the Repeated Measures ANOVA on Ranks

Options

Use the Repeated Measures ANOVA on Ranks options to:

• Adjust the parameters of the test to relax or restrict the testing of your data for normality
and equal variance.
• Display the summary table.
• Enable and disable multiple comparison testing.
To change the Repeated Measures ANOVA on Ranks options:

1. On the Analysis tab, in the Statistics group, select RM ANOVA on Ranks.

2. Click Options. The Options for RM ANOVA on Ranks dialog box appears with three tabs:
• Assumption Checking. Select the Assumption Checking tab to view the Normality
and Equal Variance options.For more information, see 6.7.4.1 Options for RM ANOVA
on Ranks: Assumption Checking.
• Results. Select the Results tab to view the Summary Table option. For more
information, see 6.7.4.2 Options for RM ANOVA on Ranks: Results.
• Post Hoc Tests. Select the Post Hoc Test tab to view the multiple comparisons options.
For more information, see 6.7.4.3 Options for RM ANOVA on Ranks: Post Hoc Tests.
3. To continue the test, click Run Test. For more information, see 6.7.5 Running a
Repeated Measures ANOVA on Ranks.
4. To accept the current settings and close the options dialog box, click OK.

6.7.4.1 Options for RM ANOVA on Ranks: Assumption Checking

The normality assumption test checks for a normally distributed population. The equal
variance assumption test checks the variability about the group means.
• Normality Testing. SigmaPlot uses either the Shapiro-Wilk or Kolmogorov-Smirnov test
to test for a normally distributed population.
• Equal Variance Testing. SigmaPlot Tests for equal variance by checking the variability
about the group means.

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6.7.4.2 Options for RM ANOVA on Ranks: Results

• P Values for Normality and Equal Variance. Enter the corresponding P value in the P
Value to Reject box. The P value determines the probability of being incorrect in concluding
that the data is not normally distributed (the P value is the risk of falsely rejecting the null
hypothesis that the data is normally distributed). If the P value computed by the test is
greater than the P set here, the test passes.
To require a stricter adherence to normality and/or equal variance, increase the P value.
Because the parametric statistical methods are relatively robust in terms of detecting violations
of the assumptions, the suggested value in SigmaPlot is 0.050. Larger values of P (for
example, 0.100) require less evidence to conclude that data is not normal.
To relax the requirement of normality and/or equal variance, decrease P. Requiring smaller
values of P to reject the normality assumption means that you are willing to accept greater
deviations from the theoretical normal distribution before you flag the data as non-normal. For
example, a P value of 0.01 for the normality test requires greater deviations from normality to
flag the data as non-normal than a value of 0.05.
Restriction
Although the assumption tests are robust in detecting data from populations that
are non-normal or with unequal variances, there are extreme conditions of data
distribution that these tests cannot take into account. For example, the Levene Median
test fails to detect differences in variance of several orders of magnitude; however,
these conditions should be easily detected by simply examining the data without
resorting to the automatic assumption tests.

6.7.4.2 Options for RM ANOVA on Ranks: Results

The Summary Table for a ANOVA on Ranks lists the medians, percentiles, and sample sizes N
in the ANOVA on Ranks report. If desired, change the percentile values by editing the boxes.
The 25th and the 75th percentiles are the suggested percentiles.

6.7.4.3 Options for RM ANOVA on Ranks: Post Hoc Tests

Select the Post Hoc Test tab in the Options dialog box to view the multiple comparisons
options. Repeated Measures ANOVA on Ranks test the hypothesis of no differences between
the several treatment groups, but do not determine which groups are different, or the sizes of
these differences. Multiple comparison procedures isolate these differences.
The P value used to determine if the ANOVA detects a difference is set in the Report Options
dialog box. If the P value produced by the One Way ANOVA is less than the P value specified
in the box, a difference in the groups detected and the multiple comparisons are performed.
For more information, see Setting Report Options.
Performing Multiple Comparisons. You can choose to always perform multiple comparisons
or to only perform multiple comparisons if the Two Way ANOVA detects a difference.
Select the Always Perform option to perform multiple comparisons whether or not the
ANOVA detects a difference.
Select the Only When ANOVA P Value is Significant option to perform multiple comparisons
only if the ANOVA detects a difference.
Significant Multiple Comparison Value. Select either .05 or .10 from the Significance Value
for Multiple Comparisons drop-down list. This value determines the that the likelihood of
the multiple comparison being incorrect in concluding that there is a significant difference in
the treatments.

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A value of .05 indicates that the multiple comparisons will detect a difference if there is less
than 5% chance that the multiple comparison is incorrect in detecting a difference. A value of
.10 indicates that the multiple comparisons will detect a difference if there is less than 10%
chance that the multiple comparison is incorrect in detecting a difference.
Note
If multiple comparisons are triggered, the Multiple Comparison Options dialog box
appears after you pick your data from the worksheet and run the test, prompting you
to choose a multiple comparison method. For more information, see 6.7.6 Multiple
Comparison Options (RM ANOVA on ranks).

6.7.5 Running a Repeated Measures ANOVA on Ranks

To run an Repeated Measures ANOVA on Ranks, you need to select the data to test. If you
want to select your data before you run the test, drag the pointer over your data.

1. On the Analysis tab, in the Statistics group, from the Tests drop-down list select:
Repeated Measures→Repeated Measures ANOVA on Ranks
The Pick Columns for RM ANOVA on Ranks dialog box appears prompting you
to specify a data format.
2. Select the appropriate data format from the Data Format drop-down list. For more
information, see 6.2 .
3. Click Next to pick the data columns for the test. If you selected columns before you chose
the test, the selected columns appear in the Selected Columns list.
4. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for Data drop-down list.

The first selected column is assigned to the first row in the Selected Columns list, and
all successively selected columns are assigned to successive rows in the list. The title of
selected columns appears in each row. For raw and indexed data, you are prompted to
select two worksheet columns.
5. To change your selections,select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
6. Click Finish to run the RM ANOVA on Ranks test on the selected columns.

If you elected to test for normality and equal variance, SigmaPlot performs the test
for normality (Shapiro-Wilk or Kolmogorov-Smirnov) and the test for equal variance
(Levene Median). If your data passes both tests, SigmaPlot informs you and suggests
continuing your analysis using One Way Repeated Measures ANOVA.
If you did not enable multiple comparison testing in the Options for RM ANOVA on
Ranks dialog box, the Repeated Measures ANOVA on Ranks report appears after the
test is complete.
If you did enable the Multiple Comparisons option in the options dialog box, the Multiple
Comparison Options dialog box appears prompting you to select a multiple comparison

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6.7.6 Multiple Comparison Options (RM ANOVA on ranks)

method. For more information, see 6.7.6 Multiple Comparison Options (RM ANOVA
on ranks).

6.7.6 Multiple Comparison Options (RM ANOVA on

ranks)
If you selected to run multiple comparisons only when the P value is significant, and the
ANOVA produces a P value, for either of the two factors or the interaction between the two
factors, equal to or less than the trigger P value, or you selected to always run multiple
comparisons in the Options for RM ANOVA on Ranks dialog box, the Multiple Comparison
Options dialog box appears prompting you to specify a multiple comparison test. For more
information, see 6.7.4 Setting the Repeated Measures ANOVA on Ranks Options.
This dialog box displays the P values for each of the two experimental factors and of the
interaction between the two factors. Only the options with P values less than or equal to the
value set in the Options dialog box are selected. You can disable multiple comparison testing
for a factor by clicking the selected option. If no factor is selected, multiple comparison
results are not reported.
There are four multiple comparison tests to choose from for the ANOVA on Ranks. You
can choose to perform the:
• Dunn’s Test.
• Dunnett’s Test.
• Tukey Test.
• Student-Newman-Keuls Test.
There are two kinds of multiple comparison procedures available for the Repeated Measures
ANOVA on Ranks.
• All pairwise comparisons test the difference between each treatment or level within the two
factors separately (for example, among the different rows and columns of the data table)
• Multiple comparisons versus a control test the difference between all the different
combinations of each factors (for example, all the cells in the data table)

6.7.7 Interpreting Repeated Measures ANOVA on

Ranks Results
The Friedman Repeated Measures ANOVA on Ranks report displays the results for xr2,
degrees of freedom, and P. The other results displayed are selected in the Options for RM
ANOVA on Ranks dialog box. For more information, see 6.7.4 Setting the Repeated Measures
ANOVA on Ranks Options. Multiple comparisons are enabled in the Options for RM ANOVA
on Ranks dialog box. The test used to perform the multiple comparison is selected in the
Multiple Comparisons Options dialog box.
Result Explanations. In addition to the numerical results, expanded explanations of the
results may also appear. You can turn off this text on the Options dialog box. You can also set
the number of decimal places to display in the Options dialog box. For more information,
see Setting Report Options.

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6.7.7.1 Normality Test

Normality test results display whether the data passed or failed the test of the assumption
that the differences of the treatments originate from a normal distribution, and the P value
calculated by the test. For nonparametric procedures this test can fail, as nonparametric tests
do not require normally distributed source populations. This result appears unless you disabled
normality testing in the Options for RM ANOVA on Ranks dialog box. For more information,
see 6.7.4 Setting the Repeated Measures ANOVA on Ranks Options.

6.7.7.2 Equal Variance Test

Equal Variance test results display whether or not the data passed or failed the test of the
assumption that the differences of the treatments originate from a population with the same
variance, and the P value calculated by the test. Nonparametric tests do not assume equal
variance of the source. This result appears unless you disabled equal variance testing in the
Options for RM ANOVA on Ranks dialog box. For more information, see 6.7.4 Setting the
Repeated Measures ANOVA on Ranks Options.

6.7.7.3 Summary Table

SigmaPlot can generate a summary table listing the sample sizes N, number of missing values,
medians, and percentiles defined in the Options for RM ANOVA on Ranks dialog box.
N (Size). The number of non-missing observations for that column or group.
Missing. The number of missing values for that column or group.
Medians. The "middle" observation as computed by listing all the observations from smallest
to largest and selecting the largest value of the smallest half of the observations. The median
observation has an equal number of observations greater than and less than that observation.
Percentiles.The two percentile points that define the upper and lower tails of the observed
values.
These results appear in the report unless you disable them in the Options for RM ANOVA on
Ranks dialog box. For more information, see 6.7.4 Setting the Repeated Measures ANOVA
on Ranks Options.

6.7.7.4 Chi-Square Statistic

The Friedman test statistic xr2 is used to evaluate the null hypothesis that all the rank sums are
equal. If the value of xr2 is large, you can conclude that the treatment effects are different (for
example, that the differences in the rank sums are greater than would be expected by chance).
Values of xr2 near zero indicate that there is no significant difference in treatments; the ranks
within each subject are random.
xr2 is computed by ranking all observations for each subject from smallest to largest without
regard for other subjects. The ranks are summed for each treatment and xr2 is computed
from the sum of squares.
Degrees of Freedom.The degrees of freedom is an indication of the sensitivity of xr2. It
is a measure of the number of treatments.
P value. The P value is the probability of being wrong in concluding that there is a true
difference in the treatments (for example, the probability of falsely rejecting the null
hypothesis, or committing a Type I error, based on xr2). The smaller the P value, the greater
the probability that the samples are significantly different.

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6.7.7.5 Multiple Comparisons

Traditionally, you can conclude there are significant differences when P < 0.05.

6.7.7.5 Multiple Comparisons

If a difference is found among the groups, and you requested and elected to perform multiple
comparisons, a table of the comparisons between group pairs is displayed. The multiple
comparison procedure is activated in the Options for ANOVA on Ranks dialog box. For more
information, see 6.7.4 Setting the Repeated Measures ANOVA on Ranks Options. The test
used in the multiple comparison procedure is selected in the Multiple Comparison Options
dialog box.
Multiple comparison results are used to determine exactly which groups are different, since
the ANOVA results only inform you that two or more of the groups are different. The specific
type of multiple comparison results depends on the comparison test used and whether the
comparison was made pairwise or versus a control.
• All pairwise comparison results list comparisons of all possible combinations of group
pairs: the all pairwise tests are the Tukey, Student-Newman-Keuls test and Dunn’s test.
• Comparisons versus a single control list only comparisons with the selected control group.
The control group is selected during the actual multiple comparison procedure. The
comparison versus a control tests are Dunnett’s test and Dunn’s test.
Tukey, Student-Newman-Keuls, and Dunnett’s Test Results. The Tukey and
Student-Newman-Keuls (SNK) tests are all pairwise comparisons of every combination of
group pairs. Dunnett’s test only compares a control group to all other groups. All tests
compute the q test statistic, the number of rank sums spanned in the comparison p, and display
whether or not P < 0.05 for that pair comparison.
You can conclude from "large" values of q that the difference of the two treatments being
compared is statistically significant.
If the P value for the comparison is less than 0.05, the likelihood of being incorrect in
concluding that there is a significant difference is less than 5%. If it is greater than 0.05, you
cannot confidently conclude that there is a difference.
The rank sums is a gauge of the size of the difference between the two treatments.
p is parameter used when computing q. The larger the p, the larger q needs to be to indicate a
significant difference. p is an indication of the differences in the ranks of the rank sums
being compared. Group rank sums are ranked in order from largest to smallest in an SNK
test, so p is the number of ranks spanned in the comparison. For example, when comparing
four rank means, comparing the largest to the smallest p = 4, and when comparing the second
smallest to the smallest p = 2.
If a treatment is found to be not significantly different than another treatment, all treatments
with p ranks in between the p ranks of the two treatments that are not different are also assumed
not to be significantly different, and a result of Do Not Test appears for those comparisons.
Note
SigmaPlot does not apply the DNT logic to all pairwise comparisons because of
differences in the degrees of freedom between different cell pairs.
Dunn’s Test Results. Dunn’s test is used to compare all treatments or to compare versus a
control when the group sizes are unequal. Dunn’s test lists the difference of ranks, computes
the Q test statistic, and displays whether or not P < 0.05, for each treatment pair.
You can conclude from "large" values of Q that the difference of the two treatments being
compared is statistically significant.

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If the P value for the comparison is less than 0.05, the likelihood of being incorrect in
concluding that there is a significant difference is less than 5%. If it is greater than 0.05, you
cannot confidently conclude that there is a difference.
The rank sums is a gauge of the size of the difference between the two treatments.
A result of DNT (do not test) appears for those comparison pairs whose difference of rank
means is less than the differences of the first comparison pair which is found to be not
significantly different. For more information, see 6.7.8 Repeated Measures ANOVA on Ranks
Report Graphs.

6.7.8 Repeated Measures ANOVA on Ranks Report

Graphs
You can generate up to three graphs using the results from a Repeated Measures ANOVA
on Ranks. They include a:
• Box plot of the column means. For more information, see .
• Line graph of the changes after treatment. For more information, see .
• Multiple comparison graphs. For more information, see .

6.7.8.1 How to Create a Repeated Measures ANOVA on Ranks Report

Graph

1. Select the Repeated Measures ANOVA on Ranks test report.

2. On the Report tab, in the Result Graphs group, select Create Report Graph.

The Create Result Graph dialog box appears displaying the types of graphs available
for the One Way Repeated Measure ANOVA results.
3. Select the type of graph you want to create from the Graph Type list, then click OK, or
double-click the desired graph in the list.

The selected graph appears in a graph window. For more information, see Modifying
Graphs Using the Property Browser.

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7 Comparing Frequencies, Rates,
and Proportions
Topics Covered in this Chapter
♦ About Rate and Proportion Tests
♦ Data Format for Rate and Proportion Tests
♦ Comparing Proportions Using the z-Test
♦ Chi-square Analysis of Contingency Tables
♦ The Fisher Exact Test
♦ McNemar’s Test
♦ Relative Risk Test
♦ Odds Ratio Test

Use rate and proportion tests to compare two or more sets of data for differences in the number
of individuals that fall into different classes or categories. You can find all of these tests by
going to the menus and selecting:
If you are comparing groups where the data is measured on a numeric scale, use the
appropriate group comparison or repeated measures tests. For more information, see 3.2
Choosing the Procedure to Use.

7.1 About Rate and Proportion Tests

Rate and proportion tests are used when the data is measured on a nominal scale. Rate and
proportion comparisons test for significant differences in the categorical distribution of the
data beyond what can be attributed to random variation. For more information, see 3.6
Choosing the Rate and Proportion Comparison to Use.

7.1.1 Contingency Tables

Many rate and proportion tests utilize a contingency table which lists the groups and/or
categories to be compared as the table column and row titles, and the number of observations
for each combination of category or group as the table cells. A contingency table is used to
determine whether or not the distribution of a group is contingent on the categories it falls in.
A 2 x 2 contingency table has two groups and two categories (for example, two rows and
two columns). A 2 x 3 table has two groups and three categories or three groups and two
categories, and so on.

7.1.2 Comparing the Proportions of Two Groups in

One Category

Use a z-test to compare the proportions of two groups found within a single category for a
significant difference. To perform a z-Test:

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1. Click the Analysis tab.

2. In the Statistics group, from the Tests drop-down list, select:
Rates and Proportions→z-Test

7.1.3 Comparing Proportions of Multiple Groups in

Multiple Categories
You can use analysis of contingency tables to test if the distributions of two or more groups
within two or more categories are significantly different.
• Use Chi-Square χ2 analysis of contingency if there are more than two groups or categories,
or if the expected number of observations per cell in a 2 x 2 contingency table are greater
than five.
• Use the Fisher Exact Test when the expected number of observations is less than five in any
cell of a 2 x 2 contingency table.
SigmaPlot automatically checks your data during a Chi-Square analysis and suggests the
Fisher Exact Test when applicable. Note than you can perform the Fisher Exact Test on any
2 x 2 contingency table.
Note
SigmaPlot computes a two-tailed Fisher Exact Test.

7.1.4 Comparing Proportions of the Same Group to

Two Treatments
You can test for differences in the proportions of the responses in the same individuals to a
series of two different treatments using McNemar’s Test for changes.

7.1.5 Yates Correction

The Yates Correction for continuity can be automatically applied to the z-test and for all tests
using 2 x 2 tables or comparisons with the χ2 distribution with one degree of freedom. It is
generally accepted that the Yates Correction yields a more accurately computed P value
in these cases.
Application of the Yates Correction Factor is selected in the Options dialog box for each test.

7.2 Data Format for Rate and Proportion

Tests
The exact format for each rate and proportion test varies from test to test.
Important
Whenever numbers of observations are listed, they must always be integers.

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7.2.1 z-test

7.2.1 z-test
The data for a z-test is always placed in two worksheet rows by two columns. The size (total
number of observations) of each group is in one column, and the corresponding proportion p
of the observations within the category is in a second column. The number of observations
must always be an integer, and the proportions p must be between 0 and 1.

7.2.2 Chi—Squared Analysis of Contingency Tables

The data can be arranged in the worksheet as either the contingency table data or as indexed
raw data.
Tabulated Data Tabulated data is arranged in a contingency table showing the number of
observations for each cell. The worksheet rows and columns correspond to the groups and
categories. The number of observations must always be an integer.
Note that the order and location of the rows or columns corresponding to the groups and
categories is unimportant. You can use the rows for category and the columns for group,
or vice versa.

Figure 7.1 A Contingency Table describing the number of Lowland and Alpine
species found at different locations.

Raw Data You can report the group and category of each individual observation by placing
the group in one worksheet column and the corresponding category in another column. Each
row corresponds to a single observation, so there should be as many rows of data as there
are total numbers of observations.
SigmaPlot automatically cross tabulates these data and performs the χ2 analysis on the
resulting contingency table. For more information, see 7.4.3 .

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Figure 7.2 Worksheet Data Arrangement for Contingency Table Data from the
Table above

Columns 1 through 3 in the workshhet above are in tabular format, and columns 4 and 5 are
raw data.

7.2.3 Fisher Exact Test

The data must form a 2 x 2 contingency table, with the number of observations in each cell.
You can test tabulated data or raw data observations.

Figure 7.3 A 2 x 2 Contingency Table describing the number of harbor seals and
sea lions found on two different islands.

Tabulated Data. Tabulated data is arranged in a contingency table showing the number of
observations for each cell. The worksheet rows and columns correspond to the groups and
categories. The number of observations must always be an integer.
Raw Data . A group identifier is placed in one worksheet column and the corresponding
category in another column. There must be exactly two kinds of groups and two types of
categories. Each row corresponds to a single observation, so there should be as many rows of
data as there are total numbers of observations.
SigmaPlot automatically cross-tabulates this data and performs the Fisher Exact Test on the
resulting contingency table. For more information, see 7.5.3 Arranging Fisher Exact Test Data.

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7.2.4 McNemar’s Test

Figure 7.4 Data Formats for a Fisher Exact Test

Columns 1 and 2 in the worksheet above are in tabular format and columns 3 and 4 are raw
data observations. A Fisher Exact Test requires data for a 2 x 2 table.

7.2.4 McNemar’s Test

The data must form a table with the same number of rows and columns, since the both
treatments must have the same number of categories. You can test tabulated data or raw
data observations.
Tabulated Data. Tabulated data is arranged in a contingency table showing the number of
observations for each cell. The worksheet rows and columns correspond to the two groups
of categories. The number of category types must be the same for both groups, so that the
contingency table is square. The number of observations must always be an integer.

Figure 7.5 A 3 x 3 Contingency Table describing the effect of a report on the

opinion of surveyed people.

Raw Data A category identifier is placed in one worksheet column and the corresponding
category in another column. There must be the same number of the types of categories. Each
row corresponds to a single observation, so there should be as many rows of data as there
are total numbers of observations.

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SigmaPlot automatically cross tabulates this data and performs McNemar’s Test on the
resulting contingency table. For more information, see 7.6.3 Arranging McNemar Test Data.

Figure 7.6 Data Formats for McNemar’s Test

Columns 1 through 3 in the worksheet above are in tabular format, and columns 4 through 6
are raw data observations. McNemar’s Test requires data for tables with equal numbers of
columns and rows–here a 3 x 3 table.

7.3 Comparing Proportions Using the z-Test

Compare proportions with a z-test when:
• You have two groups to compare.
• You know the total sample size (number of observations) for each group.
• You have the proportions p for each group that falls within a single category.
If you have data for the numbers of observations for each group that fall in two categories
perform LogRank Survival Analysis of contingency tables instead. This will produce the same
P value as the z-test. You can also run the LogRank Survival Analysis of contingency tables if
you have more than two groups or categories.

7.3.1 About the z-test

The z-test comparison of proportions is used to determine if the proportions of two groups
within one category or class are significantly different. The z-test assumes that:
• Each observation falls into one of two mutually exclusive categories.
• All observations are independent.

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7.3.2 Performing a z-test

7.3.2 Performing a z-test

To perform a z-test:

1. Enter or arrange your data in the data worksheet. For more information, see 7.3.3
Arranging z-test Data.
2. If desired, set the z-test options.For more information, see 7.3.4 Setting z-test Options.
3. Click the Analysis tab.
4. In the Statistics group, from the Tests drop-down list, select:
Rates and Proportions→z-test
5. View and interpret the z-test report. For more information, see 7.3.6 Interpreting
Proportion Comparison Results.

6. Run the test. For more information, see 7.3.5 Running a z-Test.
7. View and interpret the z-test report. For more information, see 7.3.6 Interpreting
Proportion Comparison Results.

7.3.3 Arranging z-test Data

To compare two proportions, enter the two sample sizes in one column and the corresponding
observed proportions p in a second column. There must be exactly two rows and two columns.
The sample sizes must be whole numbers and the observed proportions must be between 0 and
1. For more information, see 7.2 Data Format for Rate and Proportion Tests.

7.3.4 Setting z-test Options

Use the Compare Proportion options to:

• Display the confidence interval for the data in Compare Proportion test reports.
• Display the power of a performed test for Compare Proportion tests in the reports.
• Enable the Yates Correction Factor.
To change z-test options:

1. If you are going to run the test after changing test options, and want to select your data
before you run the test, drag the pointer over your data.
2. Select z-test from the Select Test drop-down list in the Statistics group on the Analysis.
3. Click Current Test Options.

The Options for z-test dialog box appears. For more information, see 7.3.4.1 Options
for z-test.

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Figure 7.7 The Options for z-test Dialog Box

4. Click a check box to enable or disable a test option. All options are saved between
SigmaPlot sessions.
5. To continue the test, click Run Test. For more information, see 7.3.5 Running a z-Test.
6. To accept the current settings and close the options dialog box, click OK.

7.3.4.1 Options for z-test

Power, Use Alpha Value. Select to detect the sensitivity of the test. The power or sensitivity
of a test is the probability that the test will detect a difference between the proportions of two
groups if there is really a difference.
Change the alpha value by editing the number in the Alpha Value box.
Alpha (α) is the acceptable probability of incorrectly concluding that there is a difference. The
suggested value is α = 0.05. This indicates that a one in twenty chance of error is acceptable,
or that you are willing to conclude there is a significant difference when P < 0.05.
Smaller values of α result in stricter requirements before concluding there is a significant
difference, but a greater possibility of concluding there is no difference when one exists.
Larger values of α make it easier to conclude that there is a difference, but also increase the
risk of reporting a false positive.
The Yates Correction Factor. When a statistical test uses a χ2 distribution with one degree of
freedom, such as analysis of a 2 x 2 contingency table or McNemar’s test, the χ2 calculated
tends to produce P values which are too small, when compared with the actual distribution
of the χ2 test statistic. The theoretical χ2 distribution is continuous, whereas the distribution
of the χ2 test statistic is discrete.
Use the Yates Correction Factor to adjust the computed LogRank Survival Analysis value
down to compensate for this discrepancy. Using the Yates correction makes a test more
conservative, for example, it increases the P value and reduces the chance of a false positive

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7.3.5 Running a z-Test

conclusion. The Yates correction is applied to 2 x 2 tables and other statistics where the P
value is computed from a χ2 distribution with one degree of freedom.
Click the selected check box to turn the Yates Correction Factor on or off.
Confidence Interval. This is the confidence interval for the difference of proportions. To
change the specified interval, select the box and type any number from 1 to 99 (95 and 99 are
the most commonly used intervals).

7.3.5 Running a z-Test

To run a test, you need to select the data to test. The Pick Columns dialog box is used to
select the worksheet columns with the data you want to test and to specify how your data is
arranged in the worksheet.
To run a z-test:

1. If you want to select your data before you run the test, drag the pointer over your data.
2. Click the Analysis tab.
3. In the Statistics group, from the Tests drop-down list, select:
Rates and Proportions→z-test
The Pick Columns dialog box appears. If you selected columns before you chose the
test, the selected columns appear in the column list. If you have not selected columns, the
dialog box prompts you to pick your data.

Figure 7.8 The z-test — Select Data Dialog Box Prompting You to Select Data
Columns

4. To assign the desired worksheet columns to the Selected Columns list, select the columns
in the worksheet, or select the columns from the Data for Size or Proportion drop-down
list.

The first selected column is assigned to the Size row in the Selected Columns list, and the
second column is assigned to Proportion row in the list. The title of selected columns
appear in each row. You can only select one Size and one Proportion data column.

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5. To change your selections, select the assignment in the list, then select new column from
the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
6. Click Finish to perform the test. The report appears displaying the results of the z-test.
For more information, see 7.3.6 Interpreting Proportion Comparison Results.

7.3.6 Interpreting Proportion Comparison Results

The z-test report displays a table of the statistical values used, the z statistic, and the P for the
test. You can also display a confidence interval for the difference of the proportions using the
Options for z-test dialog box. For more information, see 7.3.4 Setting z-test Options.

Figure 7.9 The z-test Comparison of Proportions Results Report

Results Explanations
In addition to the numerical results, expanded explanations of the results may also appear. You
can turn off this text on the Options dialog box. You can also set the number of decimal places
to display in the Options dialog box. For more information, see the SigmaPlot 12 User’s Guide.

7.3.6.1 Statistical Summary

The summary table for α z-test lists the sizes of the groups n and the proportion of each group
in the category p. These values are taken directly from the data.
Difference of Proportions. This is the difference between the p proportions for the two
groups.
Pooled Estimate for P. This is the estimate of the population proportion p based on pooling
the two samples to test the hypothesis that they were drawn from the same population. It
depends on both the nature of the underlying population and the specific samples drawn.

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7.3.6.2 z statistic

Standard Error of the Difference. The standard error of the difference is a measure of the
precision with which this difference can be estimated.

7.3.6.2 z statistic
The z statistic is
difference of the sample proportions
=z
standard error of the sample proportions

You can conclude from "large" absolute values of z that the proportions of the populations are
different. A large z indicates that the difference between the proportions is larger than what
would be expected from sampling variability alone (for example, that the difference between
the proportions of the two groups is statistically significant). A small z (near 0) indicates that
there is no significant difference between the proportions of the two groups.
If you enabled the Yates correction in the Options for z-test dialog box, the calculation of z is
slightly smaller to account for the difference between the theoretical and calculated values
of z. For more information, see 7.3.4 Setting z-test Options.
P Value. The P value is the probability of being wrong in concluding that there is a difference
in the proportions of the two groups (for example, the probability of falsely rejecting the null
hypothesis, or committing a Type I error). The smaller the P value, the greater the probability
that the samples are drawn from populations with different proportions. Traditionally, you
conclude that there are significant differences when P < 0.05.

7.3.6.3 Confidence Interval for the Difference

If the confidence interval does not include zero, you can conclude that there is a significant
difference between the proportions with the level of confidence specified. This can also be
described as P < α, where α is the acceptable probability of incorrectly concluding that there
is a difference.
Adjust the level of confidence in the Options dialog box; this is typically 100(1 – α), or 95%.
Larger values of confidence result in wider intervals, and smaller values in smaller intervals.
For more information, see 7.3.6.4 Power.
This result is displayed unless you disable it in the Options for z-test dialog box. For more
information, see 7.3.4 Setting z-test Options.

7.3.6.4 Power
The power, or sensitivity, of a z-test is the probability that the test will detect a difference
among the groups if there really is a difference. The closer the power is to 1, the more
sensitive the test. z-test power is affected by the sample size and the observed proportions
of the samples.
This result is displayed unless you disabled it in the Options for z-test dialog box. For more
information, see 7.3.4 Setting z-test Options.
Alpha. Alpha (α) is the acceptable probability of incorrectly concluding that there is a
difference. An a error is also called a Type I error (a Type I error is when you reject the
hypothesis of no effect when this hypothesis is true).
The α value is set in the z-test Power dialog box; the suggested value is α = 0.05 which
indicates that a one in twenty chance of error is acceptable. Smaller values of α result in
stricter requirements before concluding there is a difference in distribution, but a greater

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possibility of concluding there is no difference when one exists (a Type II error). Larger
values of α make it easier to conclude that there is a difference, but also increase the risk
of seeing a false difference (a Type I error).

7.4 Chi-square Analysis of Contingency

Tables
Use χ2 analysis of contingency tables when:
• You want to compare the distributions of two or more groups whose individuals fall into
two or more different classes or categories
• There are five or more observations expected in each cell of a 2 x 2 contingency table.
If you have fewer than five observations in any cell of a 2 x 2 contingency table, use the Fisher
Exact Test. For more information, see 7.5 The Fisher Exact Test. The χ2 test is computed
based on the assumption that the rows and columns are independent: if the rows and columns
are dependent, that is, the same group undergoes two consecutive treatments, use McNemar’s
Test. For more information, see 7.6 McNemar’s Test.

7.4.1 About the Chi-Square Test

The Chi-Square Test analyzes data in a contingency table. A contingency table is a table of the
number of individuals in each group that fall in each category. The different characteristics
or categories are the columns of the table, and the groups are the rows of the table (or vice
versa). Each cell in the table lists the number of individuals for that combination of category
and group.
A 2 x 2 contingency table has two groups and two categories, (for example, two rows and
two columns), a 2 x 3 table has two groups and three categories or three groups and two
categories, and so on.

Figure 7.10 A Contingency Table describing the number of Lowland and Alpine
species found at different locations.

The χ2 test uses the percentages of the row and column totals for each cell to compute the
expected number of observations per cell if the treatment had no effect. The χ2 statistic
summarizes the difference between the expected and the observed frequencies. For more
information, see 7.2 Data Format for Rate and Proportion Tests.

7.4.2 Performing a Chi-Square Test

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7.4.3 Arranging Chi-Square Data

To perform a Chi-Square Test:

1. Enter or arrange your data appropriately in the data worksheet. For more information, see
7.4.3 Arranging Chi-Square Data.
2. If desired, set the Chi-Square options. For more information, see 7.4.4 .
3. Click the Analysis tab.
4. In the Statistics group, from the Tests drop-down list, select:
Rates and Proportions→Chi-Square
5. Run the test. For more information, see 7.4.5 Running a Chi-Square Test.
6. View and interpret the Chi-Square report. For more information, see 7.4.6 Interpreting
Results of a Chi-Squared Analysis of Contingency tables.

7.4.3 Arranging Chi-Square Data

Analysis of contingency tables can be done directly from a contingency table entered in the
worksheet or from two columns of raw data observations.
Specify the data format to use in the test in the Pick Columns dialog box.
For more information, see 7.4.5 Running a Chi-Square Test.

Figure 7.11 Valid Data Formats a Chi Square Test

Columns 1 through 3 in the worksheet above are arranged as a contingency table. Columns 4
and 5 are raw data for the observations. Each row corresponds to a single observation. Note
that not all the raw data points are shown, as the columns are longer than fifteen rows.
Tabulated Data. Tabulated data is arranged in a contingency table using the worksheet rows
and columns as the groups and categories. The number of observations for each combination
of the group are entered into the appropriate cells.

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SigmaPlot Statistics

Raw Data. Raw data uses a row for each individual observation, and places the corresponding
groups for the observations in one column and the categories in a second column. SigmaPlot
automatically determines the number of groups and categories used. For more information,
see 7.2 Data Format for Rate and Proportion Tests.

7.4.4 Setting Chi-Square Options

Use the Chi-Square options to:

• Display the power of a performed test for Compare Proportion tests in the reports.
• Enable the Yates Correction Factor.
To change Chi-Square options:

1. If you are going to run the test after changing test options, and want to select your data
before you run the test, drag the pointer over your data.
2. Select Chi-square from the Select Test drop-down list in the Statistics group on the
Analysis.

The Options for Chi-Square dialog box appears.

Figure 7.12 The Options for Chi-Square Dialog Box

3. Click a check box to enable or disable a test option. All options are saved between
SigmaPlot sessions.
4. To continue the test, click Run Test. For more information, see 7.4.5 Running a
Chi-Square Test.

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7.4.4.1 Options for Chi Square

5. To accept the current settings and close the options dialog box, click OK.

7.4.4.1 Options for Chi Square

Power, Use Alpha Value. Select to detect the sensitivity of the test. The power or sensitivity
of a test is the probability that the test will detect a difference between the proportions of two
groups if there is really a difference.
Change the alpha value by editing the value in the Alpha Value box.
Alpha (α) is the acceptable probability of incorrectly concluding that there is a difference. The
suggested value is α = 0.05. This indicates that a one in twenty chance of error is acceptable,
or that you are willing to conclude there is a significant difference when P < 0.05.
Smaller values of α result in stricter requirements before concluding there is a significant
difference, but a greater possibility of concluding there is no difference when one exists.
Larger values of α make it easier to conclude that there is a difference, but also increase the
risk of reporting a false positive.
The Yates Correction Factor. When a statistical test uses a χ2 distribution with one degree of
freedom, such as analysis of a 2 x 2 contingency table or McNemar’s test, the χ2 calculated
tends to produce P values which are too small, when compared with the actual distribution
of the χ2 test statistic. The theoretical χ2 distribution is continuous, whereas the χ2 produced
with real data is discrete.
You can use the Yates Continuity Correction to adjust the computed χ2 value down to
compensate for this discrepancy. Using the Yates correction makes a test more conservative,
for example, it increases the P value and reduces the chance of a false positive conclusion. The
Yates correction is applied to 2 x 2 tables and other statistics where the P value is computed
from a χ2 distribution with one degree of freedom.
Click the check box to turn the Yates Correction Factor on or off.

7.4.5 Running a Chi-Square Test

To run a test, you need to select the data to test. Use the Pick Columns dialog box to select the
worksheet columns with the data you want to test and to specify how your data is arranged in
the worksheet.
To run a Chi-Square Test:

1. If you want to select your data before you run the test, drag the pointer over your data.
2. Click the Analysis tab.
3. In the Statistics group, from the Tests drop-down list, select:
Rates and Proportions→Chi-Square
The Chi-Square — Data Format dialog box appears prompting you to specify a data
format.

4. Select the appropriate data format from the Data Format drop-down list. If you are
testing contingency table data, select Tabulated. If your data is arranged in raw format,
select Raw. For more information, see 7.4.3 Arranging Chi-Square Data.

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Figure 7.13 The Chi-Square — Data Format Dialog Box Prompting You to Select
a Data Format

5. Click Next to pick the data columns for the test. If you selected columns before you chose
the test, the selected columns appear in the Selected Columns list.

If you selected columns before you chose the test, the selected columns appear in the
column list. If you have not selected columns, the dialog box prompts you to pick your
data.
6. To assign the desired worksheet columns to the Selected Columns list, select the columns
in the worksheet, or select the columns from the Data for Observations or Category
drop-down list.

The first selected column is assigned to the first Observation or Category row in the
Selected Columns list, and all successively selected columns are assigned to successive
rows in the list. The title of selected columns appears in each row. For raw data, you
are prompted to select two worksheet columns. For tabulated data you are prompted to
select up to 64 columns.
7. To change your selections, select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in
the Selected Columns list.

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7.4.6 Interpreting Results of a Chi-Squared Analysis of Contingency tables

Figure 7.14 The Chi-Square — Select Data Dialog Box Prompting You to Select
Data Columns

8. Click Finish to run the test. If there are too many cells in a contingency table with
expected values below 5, SigmaPlot either:
• Suggests that you redefine the groups or categories in the contingency table to reduce
the number of cells and increase the number of observations per cell.
• Suggests the Fisher Exact Test if the table is a 2 x 2 contingency table.

When there are many cells with expected observations of 5 or less, the theoretical χ2
distribution does not accurately describe the actual distribution of the χ2 test statistic, and
the resulting P values may not be accurate.
Fisher Exact Test computes the exact two-tailed probability of observing a specific 2 x 2
contingency table, and does not require that the expected frequencies in all cells exceed
5. When the test is complete, the χ2 test report appears. For more information, see 7.4.6
Interpreting Results of a Chi-Squared Analysis of Contingency tables.

7.4.6 Interpreting Results of a Chi-Squared Analysis of

Contingency tables
The report for a χ2 test lists a summary of the contingency table data, the χ2 statistic calculated
from the distributions, and the P value for χ2.

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Figure 7.15 A Chi-Square Test Results Report

Results Explanations
In addition to the numerical results, expanded explanations of the results may also appear. You
can turn off this text on the Options dialog box. You can also set the number of decimal places
to display in the Options dialog box. For more information, see Setting Report Options.

7.4.6.1 Contingency Table Summary

Each cell in the table is described with a set of statistics.

Observed Counts. These are the number of observations per cell, obtained from the
contingency table data.
Expected Frequencies. The expected frequencies for each cell in the contingency table, as
predicted using the row and columns percentages.
Row Percentage. The percentage of observations in each row of the contingency table,
obtained by dividing the observed frequency counts in the cells by the total number of
observations in that row.
Column Percentage. The percentage of observations in each column of the contingency
table, obtained by dividing the observed frequency counts in the cells by the total number of
observations in that column.
Total Cell Percentage. The percentage of total number observations in the contingency table,
obtained by dividing the observed frequency in the cells by the total number of observations in
the table.

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7.4.6.2 Chi-Square

7.4.6.2 Chi-Square
χ2 is the summed squared differences between the observed frequencies in each cell of the
table and the expected frequencies, or

2 (observed expected numbers percell ) 2

=
expected numbers percell

This computation assumes that the rows and columns are independent.
If the value of χ2 is large, you can conclude that the distributions are different (for example,
that there is a large differences between the expected and observed frequencies, indicating
that the rows and columns are independent).
Values of χ2 near zero indicate that the pattern in the contingency table is no different from
what one would expect if the counts were distributed at random.
Yates Correction. The Yates correction is used to adjust the χ2 and therefore the P value for 2
x 2 tables to more accurately reflect the true distribution of χ2. The Yates correction is enabled
in the Options for Chi-Square dialog box, and is only applied to 2 x 2 tables.
P Value. The P value is the probability of being wrong in concluding that there is a true
difference in the distribution of the numbers of observations (for example, the probability
of falsely rejecting the null hypothesis, or committing a Type I error, based on χ2). The
smaller the P value, the greater the probability that the samples are drawn from populations
with different distributions among the categories. Traditionally, you conclude that there are
significant differences when P < 0.05.

7.4.6.3 Power
The power, or sensitivity, of a Chi-Square test is the probability that the test will detect a
difference among the groups if there really is a difference. The closer the power is to 1, the
more sensitive the test. Chi-Square power is affected by the sample size and the observed
proportions of the samples. This result is displayed if you selected this option in the Options
for Chi-Square dialog box.
Alpha. Alpha (α) is the acceptable probability of incorrectly concluding that there is a
difference. An a error is also called a Type I error (a Type I error is when you reject the
hypothesis of no effect when this hypothesis is true).
Set the α value is set in the Power Option dialog box. The suggested value is α = 0.05,
which indicates that a one in twenty chance of error is acceptable. Smaller values of α result
in stricter requirements before concluding there is a difference in distribution, but a greater
possibility of concluding there is no difference when one exists (a Type II error). Larger
values of α make it easier to conclude that there is a difference, but also increase the risk
of seeing a false difference (a Type I error).

7.5 The Fisher Exact Test

Use the Fisher Exact Test to compare the distributions in a 2 x 2 contingency table that has 5
or less expected observations in one or more cells.
If no cells have less than five expected observations, you can use a χ2 test.

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7.5.1 About the Fisher Exact Test

The Fisher Exact Test determines the exact probability of observing a specific 2 x 2
contingency table (or a more extreme pattern). Use the Fisher Exact Test instead of χ2 analysis
of a 2 x 2 contingency table when the expected frequencies of one or more cells is less than 5.
Note
SigmaPlot automatically suggests the Fisher Exact Test when a χ2 analysis of a 2 x 2
contingency table is performed and less than 5 expected observations are encountered
in any cells.

7.5.2 Performing a Fisher Exact Test

To perform a Fisher Exact Test:

1. Enter or arrange your data in the data worksheet. For more information, see 7.5.3
Arranging Fisher Exact Test Data.
2. Click the Analysis tab.
3. In the Statistics group, from the Tests drop-down list, select:
Rates and Proportions→Fisher Exact Test
Run the test. For more information, see 7.5.4 Running a Fisher Exact Test.
4. View and interpret the Fisher Exact Test report. For more information, see 7.5.5
Interpreting Results of a Fisher Exact Test.

7.5.3 Arranging Fisher Exact Test Data

The data of a Fisher Exact Test must form a 2 x 2 contingency table, that is, exactly two
rows by two columns. The data can be tabulated data in 2 x 2 table entered in the worksheet
or from two columns of raw data.

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7.5.4 Running a Fisher Exact Test

Figure 7.16 Valid Data Formats for a Fisher Exact Test

Columns 1 and 2 in the worksheet above are arranged as a 2 x 2 contingency table, and
columns 3 and 4 are the raw observation data.
Tabulated Data. Tabulated or contingency table data uses the rows to represent the two
groups, and the columns to represent the two categories, or vice versa. The number of
individuals that fall into each combination of groups and categories is entered into each cell.
There should be no more than two rows and two columns.
Raw Data. Raw data uses a row for each individual observation, and places the corresponding
groups for the observations in one column and the categories in a second column. There
should be no more than two different groups and two types of categories.

7.5.4 Running a Fisher Exact Test

To run a test, you need to select the data to test. Use the Test Wizard to select the worksheet
columns with the data you want to test and to specify how your data is arranged in the
worksheet.
To run a Fisher Exact Test:

1. If you want to select your data before you run the test, drag the pointer over your data.
2. Click the Analysis tab.
3. In the Statistics group, from the Tests drop-down list, select:
Rates and Proportions→Fisher Exact Test
The Fisher Exact — Data Format dialog box appears prompting you to specify a data
format.

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SigmaPlot Statistics

Figure 7.17 The Fisher Exact — Data Format Dialog Box Prompting You to
Specify a Data Format

4. Select the appropriate data format from the Data Format drop-down list. If you are
testing contingency table data, select Tabulated. If your data is arranged in raw format,
select Raw. For more information, see 7.5.3 Arranging Fisher Exact Test Data.
5. Click Next to pick the data columns for the test. If you selected columns before you chose
the test, the selected columns appear in the Selected Columns list.

If you selected columns before you chose the test, the selected columns appear in the
column list. If you have not selected columns, the dialog box prompts you to pick your
data.
6. To assign the desired worksheet columns to the Selected Columns list, select the columns
in the worksheet, or select the columns from the Data for Observations or Category
drop-down list.

The first selected column is assigned to the first Observation or Category row in the
Selected Columns list, and all successively selected columns are assigned to successive
rows in the list. The title of selected columns appears in each row. For raw data, you are
prompted to select up two worksheet columns. For tabulated data you are prompted to
select up to 64 columns.
7. To change your selections, select the assignment in the list, then select new column from
the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.

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7.5.5 Interpreting Results of a Fisher Exact Test

Figure 7.18 The Fisher Exact — Select Data Dialog Box Prompting You to
Select Data Columns

8. Click Finish to run the test. If there are no cells in the table with expected values below 5,
SigmaPlot suggests the χ2 test instead. (You can use the Fisher Exact Test, but it takes
longer to compute.)
Note
The Fisher Exact Test computes the exact two-tailed probabilities of observing
a specific 2 x 2 contingency table, and does not require that the expected
frequencies in all cells exceed 5.
The Fisher Exact Test is performed. When the test is complete, the Fisher Exact Test
report appears. For more information, see 7.5.5 Interpreting Results of a Fisher Exact Test.

7.5.5 Interpreting Results of a Fisher Exact Test

Fisher Exact Test computes the two-tailed P value corresponding to the exact probability
distribution of the table.

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SigmaPlot Statistics

Figure 7.19 A Fisher Exact Test Results Report

Results Explanations
In addition to the numerical results, expanded explanations of the results may also appear. You
can turn off this text on the Options dialog box. You can also set the number of decimal places
to display in the Options dialog box. For more information, see Setting Report Options.

7.5.5.1 P Value
The P value is the two-tailed probability of being wrong in concluding that there is a true
difference in the distribution of the numbers of observations (for example, the probability
of falsely rejecting the null hypothesis, or committing a Type I error). The smaller the P
value, the greater the probability that the samples are drawn from populations with different
distributions among the two categories.
Traditionally, you conclude that there are significant differences when P < 0.05.
Note
The Fisher Exact Test computes P directly using a two tailed probability.

7.5.5.2 Contingency Table Summary

Each cell in the table is described with a set of statistics.
Observed Counts. These are the number of observations per cell, obtained from the
contingency table data.
Total Cell Percentage. The percentage of total number of observations in the contingency
table, obtained by dividing the observed frequency in the cells by the total number of
observations in the table.

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7.6 McNemar’s Test

Row Percentage. The percentage of observations in each row of the contingency table,
obtained by dividing the observed frequency counts in the cells by the total number of
observations in that row.
Column Percentage. The percentage of observations in each column of the contingency
table, obtained by dividing the observed frequency counts in the cells by the total number of
observations in that column.

7.6 McNemar’s Test

Use McNemar’s Test when you are:
• Making observations on the same individuals.
• Counting the distributions in the same categories after two different treatments or changes
in condition.

7.6.1 About McNemar’s Test

McNemar’s Test is an analysis of contingency tables that have repeated observations of the
same individuals. These table designs are used when:
• Determining whether or not an individual responded to a treatment or change in condition,
which uses observations before and after the treatment.
• Comparing the results of two different treatments or conditions that result in the same type
of responses; for example, surveying the opinion (approve, disapprove, or don’t know) of
the same people before and after a report.
McNemar’s Test is similar to a regular analysis of a contingency table. However, it ignores
individuals who responded the same way to the same treatments, and calculates the expected
frequencies using the remaining cells as the average number of individuals who responded
differently to the treatments.

7.6.2 Performing McNemar’s Test

To perform McNemar’s Test:

1. Enter or arrange your data appropriately in the data worksheet. For more information,
see 7.6.3 Arranging McNemar Test Data.
2. View and interpret the McNemar Test report. For more information, see 7.6.6 Interpreting
Results of McNemar’s Test.

7.6.3 Arranging McNemar Test Data

The data for McNemar’s Test must form a contingency table that has exactly the same number
of rows and columns. You can tabulate the data a table that you enter in the worksheet or from
two columns of raw data.

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SigmaPlot Statistics

Figure 7.20 A 3 x 3 Contingency Table describing the effect of a report on the

opinion of surveyed people.

Tabulated Data. For tabulated or contingency table data, the worksheet rows correspond to
one set of treatment categories and the columns to the other set of treatment categories. The
number of individuals that correspond to that combination of categories is entered into each
cell. The categories assigned to the rows are assumed to be in the same order of occurrence
as the columns. The number of individuals that fall into each combination of the categories
is entered into each cell. Because the same set of categories are used for the two different
treatments, the number of rows and columns in the table are always the same.
Raw Data. Raw data uses a row for each individual observation, and places the corresponding
groups for the first treatment category in one column and the second treatment category in a
second column. There should be the same number of categories in each column.
Specify the data format to use when running a test in the Pick Columns dialog box.

Figure 7.21 Valid Data Formats for McNemar Test

Columns 1 through 3 in the worksheet above are arranged as a 3 x 3 contingency table, and
columns 4 and 5 are raw observation data.

7.6.4 Setting McNemar’s Options

234
7.6.4.1 Options for McNemar’s

Use the McNemar Test options to enable the Yates Correction Factor.
To change McNemar Test options:

1. If you are going to run the test after changing test options and want to select your data
before you run the test, drag the pointer over your data.
2. Select McNemar Test from the Tests drop-down list in the Statistics group on the
Analysis tab.
3. Click Options.

The Options for McNemar’s dialog box appears.

4. Select Yates Correction Factor to include the Yates Correction Factor in the test report.
For more information, see 7.6.4.1 Options for McNemar’s.
5. To continue the test, click Run Test.
6. To close the options dialog box and accept the current settings without continuing the
test, click OK.

7.6.4.1 Options for McNemar’s

Yates Correction Factor. When a statistical test uses a χ2 distribution with one degree of
freedom, such as analysis of a 2 x 2 contingency table or McNemar’s test, the χ2 calculated
tends to produce P values which are too small when compared with the actual distribution
of the χ2 test statistic. The theoretical χ2 distribution is continuous, whereas the χ2 produced
with real data is discrete.
You can use the Yates Continuity Correction to adjust the computed χ2 value down to
compensate for this discrepancy. Using the Yates correction makes a test more conservative;
for example, it increases the P value and reduces the chance of a false positive conclusion. The

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SigmaPlot Statistics

Yates correction is applied to 2 x 2 tables and other statistics where the P value is computed
from a χ2 distribution with one degree of freedom.

7.6.5 Running McNemar’s Test

To run the McNemar Test, you need to select the data to test. Use the Pick Columns dialog
box to select the worksheet columns with the data you want to test and to specify how your
data is arranged in the worksheet.
To run McNemar’s Test:

1. If you want to select your data before you run the test, drag the pointer over your data.
2. Click the Analysis tab.
3. In the Statistics group, from the Tests drop-down list, select:
Rates and Proportions→McNemar’s Test
The Pick Columns dialog box appears prompting you to specify a data format.

Figure 7.22 The McNemar’s — Data Format Dialog Box Prompting You to
Specify a Data Format

4. Select the appropriate data format from the Data Format drop-down list. If you are
testing contingency table data, select Tabulated. If your data is arranged in raw format,
select Raw. For more information, see 7.6.3 Arranging McNemar Test Data.
5. Click Next to pick the data columns for the test. If you selected columns before you chose
the test, the selected columns appear in the Selected Columns list.

If you selected columns before you chose the test, the selected columns appear in the
column list. If you have not selected columns, the dialog box prompts you to pick your
data.
6. To assign the desired worksheet columns to the Selected Columns list, select the columns
in the worksheet, or select the columns from the Data for Observations or Category
drop-down list.

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7.6.6 Interpreting Results of McNemar’s Test

The first selected column is assigned to the first Observation or Category row in the
Selected Columns list, and all successively selected columns are assigned to successive
rows in the list. The title of selected columns appears in each row. For raw data, you
are prompted to select two worksheet columns. For tabulated data you are prompted to
select up to 64 worksheet columns.
7. To change your selections, select the assignment in the list, then select new column from
the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.

Figure 7.23 The McNemar’s — Select Data Dialog Box Prompting You to Select
Data Columns

8. Click Finish to run the test. The McNemar’s test report appears. For more information,
see 7.6.6 Interpreting Results of McNemar’s Test.

7.6.6 Interpreting Results of McNemar’s Test

The report for McNemar’s Test lists a summary of the contingency table data, the χ2 statistic
calculated from the distributions, and the P value.

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SigmaPlot Statistics

Figure 7.24 A McNemar Test Results Report

Results Explanations
In addition to the numerical results, expanded explanations of the results may also appear. You
can turn off this text on the Options dialog box. You can also set the number of decimal places
to display in the Options dialog box. For more information, see Setting Report Options.

7.6.6.1 Chi-Square

χ2 is the summed squared differences between the observed frequencies in each cell of the
table and the expected frequencies, ignoring observations on the diagonal cells of the table
where the individuals responded identically to the treatments.

2 (observed expected numbers per cell ) 2

=
expected numbers per cell

Large values of the χ2 test statistic indicate that individuals responded differently to the
different treatments (for example, that there are differences between the expected and
observed frequencies).
Values of χ2 near zero indicate that the pattern in the contingency table is no different from
what one would expect if the counts were distributed at random.
P Value. The P value is the probability of being wrong in concluding that there is a true
difference in the distribution of the numbers of observations (for example, the probability
of falsely rejecting the null hypothesis, or committing a Type I error). The smaller the P
value, the greater the probability that the samples are drawn from populations with different

238
7.6.6.2 Contingency Table Summary

distributions among the categories. Traditionally, you conclude that there are significant
differences when P < 0.05.

7.6.6.2 Contingency Table Summary

Each cell in the table is described with a set of statistics for that cell.
Observed Counts. These are the number of observations per cell, obtained from the
contingency table data.
Expected Frequencies. The expected frequencies for each cell in the contingency table, as
predicted using the row and columns percentages.

7.7 Relative Risk Test

Use the Relative Risk Test to determine if a treatment or risk factor has a significant effect
on the occurrence of some event. It is usually computed for prospective studies in which the
investigator initially selects subjects at random for a treatment group and a control group.
At the end of the study period, the number of subjects from each group who experienced
the event is counted.

7.7.1 About the Relative Risk Test

The Relative Risk RR is defined as the probability of the event occurring in the treatment
group divided by the probability of the event occurring in the control group, where each
probability is estimated as the relative frequency of the event in the group.
Probability of event in treatment group
RR =
Probability of event in control group

The null hypothesis for the Relative Risk Test is that the value of RR for the entire population
is 1. If the computed value of RR is significantly different from 1, then the treatment either
significantly increases or decreases the risk of the event in the population.
The data for a Relative Risk Test can always be represented in a 2x2 contingency table. The
probability of significance calculation for the test is based on the chi-square statistic for this
table. If the expected number of observations for any cell of the table is less than 5, then the
Fisher-Exact test is used to compute the probability. For more information, see 7.8.1 About
the Odds Ratio Test.

7.7.2 Performing the Relative Risk Test

To perform Relative Risk Test:

1. Enter or arrange your data appropriately in the data worksheet. For more information, see
7.7.3 Arranging Relative Risk Test Data.
2. If desired, set the Relative Risk options. For more information, see 7.7.4 Setting Relative
Risk Test Options.

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SigmaPlot Statistics

3. Click the Analysis tab.

4. In the Statistics group, from the Tests drop-down list, select:
Rates and Proportions→Relative Risk
5. View and interpret the Relative Risk Test report. For more information, see 7.7.6
Interpreting Results of the Relative Risk Test.
6. Run the test. For more information, see 7.7.5 Running the Relative Risk Test.
7. View and interpret the Relative Risk Test report. For more information, see 7.7.6
Interpreting Results of the Relative Risk Test.

7.7.3 Arranging Relative Risk Test Data

You can run a relative risk test using data from a contingency table entered in the worksheet or
from two columns of raw data observations.
Specify the data format to use in the test in the Test Wizard dialog box.
Tabulated Data. Tabulated data is arranged in a 2x2 contingency table using the worksheet
rows and columns as the groups and categories. The first column selected always represents
the observations that experienced the event of interest. The two rows represent the treatment
group and the control group. The group that corresponds to the first row is determined by a
setting in the Test Options dialog box. For more information, see 7.7.4 Setting Relative
Risk Test Options.
Raw Data The first column contains the two levels for the event (event versus no event).
The second column represents the two levels of treatment (treatment versus control, or risk
versus no risk). The number of rows is the total number of observations in the study. Any
labels can be used in the two columns to denote the two levels for event and the two levels for
treatment. To distinguish the two levels in the event column, the label in the first row will
always represent the event. In the treatment column, the label that represents the treatment
is determined by a setting in the Test Options dialog box. For more information, see 7.7.4
Setting Relative Risk Test Options.

7.7.4 Setting Relative Risk Test Options

Use the Relative Risk options to:

• Display the power of the Relative Risk Test in the report.
• Enable the Yates Correction Factor.
• Display the confidence interval for the relative risk of the population in the report.
• Determine whether the first row of the selected data represents the treatment group or the
control group.
To change Relative Risk options:

1. If you are going to run the test after changing test options, and want to select your data
before you run the test, drag the pointer over your data.
2. Select Relative Risk from the Select Test drop-down list in the Statistics group on the
Analysis tab.

240
7.7.4.1 Options for Relative Risk

3. Click Current Test Options. The Options for Relative Risk dialog box appears. For
more information, see 7.7.4.1 Options for Relative Risk.
4. Click a check box to enable or disable a test option. All options are saved between
SigmaPlot sessions.
5. To continue the test, click Run Test. For more information, see 7.7.5 Running the
Relative Risk Test.
6. To accept the current settings and close the options dialog box, click OK.

7.7.4.1 Options for Relative Risk

Power, Use Alpha Value. Select to detect the sensitivity of the test. The power or sensitivity
of a test is the probability that the test will detect a difference between the proportions of two
groups if there is really a difference.
Change the alpha value by editing the value in the Alpha Value box.
Alpha (α) is the acceptable probability of incorrectly concluding that there is a difference. The
suggested value is α = 0.05. This indicates that a one in twenty chance of error is acceptable,
or that you are willing to conclude there is a significant difference when P < 0.05.
Smaller values of α result in stricter requirements before concluding there is a significant
difference, but a greater probability of concluding there is no difference when one actually
exists. Larger values of α make it easier to conclude that there is a difference, but also increase
the risk of reporting a false positive.
Yates Correction Factor. When a statistical test uses a chi-square distribution with one degree
of freedom, such as analysis of a 2 x 2 contingency table or McNemar’s test, the calculated
value of the chi-square statistic tends to produce P values which are too small when compared
with the actual distribution of the chi-square test distribution. The theoretical chi-square
distribution is continuous, whereas the chi-square produced with real data is discrete.
The Yates continuity correction is used to adjust the chi-square statistic so that it more
accurately computes P-values based on the chi-square probability distribution.
Confidence Interval. This is the confidence interval for the population value of the relative
risk. To change the specified interval, select the box and type any number from 1 to 99 (95 and
99 are the most commonly used intervals).
Use the first row of the selected data as the treatment group. The Relative Risk Test
assumes the population has been sampled into two groups, where the members of one group
receive a treatment and the members of the other group do not. The groups are specified
in the worksheet by the selection of this check box. The default is to have the check box
selected so that the first row of data represents the treatment group. This option applies to
both tabulated and raw data formats.

7.7.5 Running the Relative Risk Test

To run the Relative Risk Test, you need to select the data to test. Use the Test Wizard to
select the worksheet columns with the data you want to test and to specify how your data is
arranged in the worksheet.
To run Relative Risk’s Test:

1. If you want to select your data before you run the test, drag the pointer over your data.

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SigmaPlot Statistics

2. Click the Analysis tab.

3. In the Statistics group, from the Tests drop-down list, select:
Rates and Proportions→Relative Risk Test
The Relative Risk - Data Format panel of the Test Wizard appears prompting you
to specify a data format.

Figure 7.25 The Relative Risk - Data Format Dialog Box Prompting You to
Specify a Data Format

4. Select the appropriate data format from the Data Format drop-down list. If you are
testing contingency table data, select Tabulated. If your data is arranged in raw format,
select Raw. For more information, see 7.7.3 Arranging Relative Risk Test Data.
5. Click Next to pick the data columns for the test. If you selected columns before you chose
the test, the selected columns appear in the Selected Columns list.

If you selected columns before you chose the test, the selected columns appear in the
column list. If you have not selected columns, the dialog box prompts you to pick your
data.
6. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for Observations or
Category drop-down list.

If you selected the tabulated data format, the first selected column is assigned to the
Event row in the Selected Columns list and the second selected column is assigned to the
No Event row in the list. If the raw data format was selected, the first selected column is
assigned to the Event row in the Selected Columns list and the second selected column
is assigned to the Group row in the list.
7. To change your selections, select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.

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7.7.6 Interpreting Results of the Relative Risk Test

Figure 7.26 The Relative Risk - Select Data Dialog Box Prompting You to Select
Data Columns

8. Click Finish to run the test. The Relative Risk test report appears. For more information,
see 7.7.6 Interpreting Results of the Relative Risk Test.

7.7.6 Interpreting Results of the Relative Risk Test

In addition to the numerical results, expanded explanations of the results may also appear.
You can turn off this text on the Options dialog box. You can also set the P-value for the
Significance Level of the test and the number of decimal places to display in the Options
dialog box. For more information, see Setting Report Options.
Results Explanations
In addition to the usual header information, the report includes the following:
• A 2x2 contingency table of the data. The row and column titles are taken from the
worksheet. The type of group, control or treatment, is also noted for each of the two rows.
• The computed relative risk value. For example, if the relative risk is 1.88, then the
interpretation is that the risk of experiencing the event is estimated to be 1.88 times higher
for those receiving the treatment.
• The chi-square statistic and corresponding P-value. If an expected number of
observations in any cell of the contingency table is less than 5, then the Fisher-Exact test
is used instead. For more information, see 7.4.6 Interpreting Results of a Chi-Squared
Analysis of Contingency tables.
• The confidence interval for the population value of the relative risk. This interval
provides an alternate way of testing the null hypothesis that the relative risk equals one.
• An interpretation of the significance probability that is different depending upon
whether there is a positive result or not. For example, if the significance level for the
test is .05 and the computed P-value is .007, then the risk of experiencing the event is
significantly different between the treatment group and the control group.
• The value of observed power for the test based on the results for the selected data. For
more information, see 10 .

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SigmaPlot Statistics

7.8 Odds Ratio Test

Use the Odds Ratio Test to determine if a treatment or risk factor has a significant effect on
the occurrence of some event. The test is frequently used in case-control studies. This type
of study is done retrospectively, in which the investigator samples two groups of subjects
according to who did or did not experience the event. The number of subjects from each group
who were exposed to the risk factor is then counted.

7.8.1 About the Odds Ratio Test

Odds ratio is frequently used in case-control studies. This type of study is done retrospectively,
in which the investigator samples two groups of subjects from the population according to
whether a subject did or did not experience the event. The number of subjects from each group
who were exposed to the treatment or risk factor is then noted. The odds ratio OR is defined by:
Odds of event in treatment group
OR =
Odds of event in control group

The odds ratio is an estimate of how much more likely the event occurs for an individual
in the population exposed to the risk factor as compared to an individual not exposed to
the risk factor.

7.8.2 Performing the Odds Ratio Test

To perform an Odds Ratio Test:

1. Enter or arrange your data appropriately in the data worksheet. For more information,
see 7.8.3 Arranging Odds Ratio Test Data.
2. For more information, see 7.8.6 View and interpret the Odds Ratio Test report. .

7.8.3 Arranging Odds Ratio Test Data

You can run an Odds Ratio test using data from a contingency table entered in the worksheet
or from two columns of raw data observations.
Specify the data format to use in the test in the Data Format panel of the Odd Ratio Test
Wizard.
Tabulated Data. Tabulated data is arranged in a 2 x 2 contingency table using the worksheet
rows and columns as the groups and categories. The first column selected always represents the
observations that experienced the event of interest. The two rows represent the treatment group
and the control group. The group that corresponds to the first row is determined by a setting in
the Test Options dialog box. For more information, see 7.8.4 Setting Odds Ratio Test Options.
Raw Data The first column contains the two levels for the event (for example, event versus no
event, or cases versus controls). The second column represents the two levels of treatment
(treatment versus control, or risk versus no risk). The number of rows is the total number of
observations in the study. Any labels can be used in the two columns to denote the two levels

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7.8.4 Setting Odds Ratio Test Options

for event and the two levels for treatment. To distinguish the two levels in the event column,
the label in the first row will always represent the event. In the treatment column, the label
that represents the treatment is determined by a setting in the Test Options dialog box. For
more information, see 7.8.4 Setting Odds Ratio Test Options.

7.8.4 Setting Odds Ratio Test Options

Use the Odds Ratio options to:

• Display the power of the Relative Risk Test in the report.
• Enable the Yates Correction Factor.
• Display the confidence interval for the relative risk of the population in the report.
• Change whether the first row represents the treatment group or the control group.
To change Odds Ratio options:

1. If you are going to run the test after changing test options, and want to select your data
before you run the test, drag the pointer over your data.
2. Click the Analysis tab.
3. In the Statistics group, from the Tests drop-down list, select:
Current Test Options
The Options for Odds Ratio dialog box appears. For more information, see 7.8.4.1
Options for Odds Ratio.

4. Click a check box to enable or disable a test option. All options are saved between
SigmaPlot sessions.
5. To continue the test, click Run Test. For more information, see 7.8.5 Running the Odds
Ratio Test.
6. To accept the current settings and close the options dialog box, click OK.

7.8.4.1 Options for Odds Ratio

Power, Use Alpha Value. Select to detect the sensitivity of the test. The power or sensitivity
of a test is the probability that the test will detect a difference between the proportions of two
groups if there is really a difference.
Change the alpha value by editing the value in the Alpha Value box.
Alpha (α) is the acceptable probability of incorrectly concluding that there is a difference. The
suggested value is α = 0.05. This indicates that a one in twenty chance of error is acceptable,
or that you are willing to conclude there is a significant difference when P < 0.05.
Smaller values of α result in stricter requirements before concluding there is a significant
difference, but a greater possibility of concluding there is no difference when one exists.
Larger values of α make it easier to conclude that there is a difference, but also increase the
risk of reporting a false positive.
Yates Correction Factor. When a statistical test uses a χ2 distribution with one degree of
freedom, such as analysis of a 2 x 2 contingency table, the χ2 calculated tends to produce P

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values which are too small when compared with the actual distribution of the χ2 test statistic.
The theoretical χ2 distribution is continuous, whereas the χ2 produced with real data is discrete.
The Yates continuity correction is used to adjust the chi-square statistic so that it more
accurately computes P-values based on the chi-square probability distribution.
Confidence Interval. This is the confidence interval for the population value of the relative
risk. To change the specified interval, select the box and type any number from 1 to 99 (95 and
99 are the most commonly used intervals).
Use the first row of the selected data as the treatment group. The Odds Ratio Test assumes
the population has been sampled into two groups, where the members of one group receive a
treatment and the members of the other group do not. Although selected by default so that the
first row of data represents the treatment group, select this option to specify the groups in the
worksheet. This option applies to both tabulated and raw data formats.

7.8.5 Running the Odds Ratio Test

To run the Odds Ratio Test, you need to select the data to test. Use the Pick Columns dialog
box to select the worksheet columns with the data you want to test and to specify how your
data is arranged in the worksheet.
To run Odds Ratio Test:

1. If you want to select your data before you run the test, drag the pointer over your data.
2. Click the Analysis tab.
3. In the Statistics group, from the Tests drop-down list, select:
Rates and Proportions→Odds Ratio Test
The Odds Ratio - Data Format dialog box appears prompting you to specify a data
format.

4. Select the appropriate data format from the Data Format drop-down list. If you are
testing contingency table data, select Tabulated. If your data is arranged in raw format,
select Raw. For more information, see 7.8.3 Arranging Odds Ratio Test Data.
5. Click Next to pick the data columns for the test. If you selected columns before you chose
the test, the selected columns appear in the Selected Columns list.

If you selected columns before you chose the test, the selected columns appear in the
column list. If you have not selected columns, the dialog box prompts you to pick your
data.
6. To assign the desired worksheet columns to the Selected Columns list, select the columns
in the worksheet, or select the columns from the Data for Observations or Category
drop-down list.

If the tabulated data format was selected, the first selected column is assigned to the
Event row in the Selected Columns list and the second selected column is assigned to the
No Event row in the list. If the raw data format was selected, the first selected column is

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7.8.6 Interpreting Results of the Odds Ratio Test

assigned to the Event row in the Selected Columns list and the second selected column
is assigned to the Group row in the list.
7. To change your selections, select the assignment in the list, then select new column from
the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.

8. Click Finish to run the test. The Odds Ratio test report appears. For more information,
see 7.8.6 Interpreting Results of the Odds Ratio Test.

7.8.6 Interpreting Results of the Odds Ratio Test

In addition to the numerical results, expanded explanations of the results may also appear. You
can turn off this text on the Options dialog box. You can also set the number of decimal places
to display in the Options dialog box. For more information, see Setting Report Options.
Report Explanations
In addition to the usual header information, the report includes the following:
• A 2 x 2 contingency table of the data. The row and column titles are taken from the
worksheet. The type of group, control or treatment, is also noted for each of the two rows.
• The computed odds ratio value. For example, if the odds ratio is 2.91, then the
interpretation is that exposure to the treatment increases the odds of experiencing the event
by an estimated 2.91 time among the population.
• The chi-square statistic and corresponding P-value. If an expected number of
observations in any cell of the contingency table is less than five, then the Fisher-Exact test
is used instead. For more information, see 7.4.6 Interpreting Results of a Chi-Squared
Analysis of Contingency tables.
• The confidence interval for the population value of the odds ratio. This interval provides
an alternate way of testing the null hypothesis that the odds ratio equals one.
• An interpretation of the significance probability that is different depending upon
whether there is a positive result or not. For example, if the significance level for the
test is .05 and the computed P-value is .007, then the risk of experiencing the event is
significantly greater for those receiving the treatment.
• The value of observed power for the test based on the results for the selected data.

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8 Prediction and Correlation
Topics Covered in this Chapter
♦ About Regression
♦ Simple Linear Regression
♦ Multiple Linear Regression
♦ Multiple Logistic Regression
♦ Polynomial Regression
♦ Stepwise Linear Regression
♦ Best Subsets Regression
♦ Pearson Product Moment Correlation
♦ Spearman Rank Order Correlation
♦ Deming Regression

Prediction uses regression and correlation techniques to describe the relationship between two
or more variables. For more information, see 3.7 Choosing the Prediction or Correlation
Method.

8.1 About Regression

Regression procedures use the values of one or more independent variables to predict the value
of a dependent variable. The independent variables are the known, or predictor, variables.
When the independent variables are varied, they result in a corresponding value for the
dependent, or response, variable.
You can perform regressions using seven different methods.
• Simple Linear Regression. For more information, see 8.2 Simple Linear Regression.
• Multiple Linear Regression. For more information, see 8.3 Multiple Linear Regression.
• Multiple Linear Logistic Regression. For more information, see 8.4 Multiple Logistic
Regression.
• Polynomial Regression. For more information, see 8.5 Polynomial Regression.
• Stepwise Regression, both forwards and backwards. For more information, see 8.6 Stepwise
Linear Regression.
• Best Subset Regression. For more information, see 8.7 Best Subsets Regression.
• Nonlinear Regression.
Regression assumes an association between the independent and dependent variables that,
when graphed on a Cartesian coordinate system, produces a straight line, plane, or curve.
Regression finds the equation that most closely describes the actual data.
For example, Simple Linear Regression uses the equation for a straight line y=b0+b1x where y
is the dependent variable, x is the independent variable, b0 is the intercept, or constant term
(the value of the dependent variable when x=0, the point where the regression line intersects
the Y axis), and b1 is the slope, or regression coefficient (increase in the value of Y per unit
increase in X). As the values for X increase by 1, the corresponding values for Y either
increase or decrease by b1, depending on the sign of b1.

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Multiple Linear Regression is similar to simple linear regression, but uses multiple independent
variables to fit the general equation for a multidimensional plane y=b0+b1x1+b2x2+b3x3+...+
bkxk where y is the dependent variable, x1, x2, x3, ...xk are the k independent variables,
and b1, b2, b3, ...bk are the k regression coefficients. As the values for x1 increase by 1, the
corresponding value for y either increases or decreases by bk depending on the sign of bk.
Regression is a parametric statistical method that assumes that the residuals (differences
between the predicted and observed values of the dependent variables) are normally distributed
with constant variance.
Because the regression coefficients are computed by minimizing the sum of squared residuals,
this technique is often called least squares regression.

8.1.1 Correlation
Correlation procedures measure the strength of association between two variables, which can
be used as a gauge of the certainty of prediction. Unlike regression, it is not necessary to
define one variable as the independent variable and one as the dependent variable.
The correlation coefficient r is a number that varies between –1 and +1. A correlation of –1
indicates there is a perfect negative relationship between the two variables, with one always
decreasing as the other increases. A correlation of +1 indicates there is a perfect positive
relationship between the two variables, with both always increasing together. A correlation of
0 indicates no relationship between the two variables.
There are two types of correlation coefficients.
• The Pearson Product Moment Correlation, a parametric statistic which assumes a normal
distribution and constant variance of the residuals. For more information, see 8.8 Pearson
Product Moment Correlation.
• The Spearman Rank Order Correlation, a nonparametric association test that does not
require assuming normality or constant variance of the residuals. For more information,
see 8.9 Spearman Rank Order Correlation.

8.1.2 Data Format for Regression and Correlation

Data for all regression and correlation procedures consists of the dependent variables (usually
the "y" data) in one column, and the independent variables (usually the "x" data) in one or
more additional columns, one column for each independent variable.
Regression ignores rows containing missing data points within columns of data. Blank cells,
double dashes (“–“), and text items are considered missing values. All the columns must be of
equal length, including missing values, or you will receive an error message.
If you plan to test blocks of data instead of picking columns, the columns must be adjacent,
and the left-most column is assumed to be the dependent variable.
See the Selecting Data Columns sections under each test for information on selecting blocks
of data instead of entire columns.

8.2 Simple Linear Regression

Use Linear Regression when:

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8.2.1 About the Simple Linear Regression

• You want to predict a trend in data, or predict the value of a variable from the value of
another variable, by fitting a straight line through the data.
• You know there is exactly one independent variable.
The independent variable is the known, or predicted, variable, such as time or temperature.
When the independent variable is varied, it produces a corresponding value for the dependent,
or response, variable. If you know there is more than one independent variable, use multiple
linear regression.

8.2.1 About the Simple Linear Regression

Linear Regression assumes an association between the independent and dependent variable
that, when graphed on a Cartesian coordinate system, produces a straight line. Linear
Regression finds the straight line that most closely describes, or predicts, the value of the
dependent variable, given the observed value of the independent variable.
The equation used for a Simple Linear Regression is the equation for a straight line, or
y=b0+b1x where y is the dependent variable, x is the independent variable, b0 is the intercept,
or constant term (value of the dependent variable when x=0, the point where the regression
line intersects the y axis), and b1 is the slope, or regression coefficient (increase in the value
of y per unit increase in x). As the values for x increase, the corresponding value for y either
increases or decreases by b1 is the slope, or regression coefficient (increase in the value of y
per unit increase in x). As the values for x increase, the corresponding value for y either
increases or decreases by b1, depending on the sign of b1.
Linear Regression is a parametric test, that is, for a given independent variable value, the
possible values for the dependent variable are assumed to be normally distributed with
constant variance around the regression line.

8.2.2 Performing a Linear Regression

To perform a Simple Linear Regression:

1. Enter or arrange your data in the worksheet. For more information, see 8.2.3 Arranging
Linear Regression data.
2. If desired, set the Linear Regression options. For more information, see 8.2.4 Setting
Linear Regression Options.
3. Select the Analysis tab.
4. In the Statistics group, from the Tests drop-down list, select:
Regression→Linear
5. Generate report graphs. For more information, see 8.2.7 Simple Linear Regression
Report Graphs.
6. Run the test. For more information, see 8.2.5 .

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8.2.3 Arranging Linear Regression data

Place the data for the observed dependent variable in one column and the data for the
corresponding independent variable in a second column. Observations containing missing
values are ignored, and both columns must be equal in length.

8.2.4 Setting Linear Regression Options

Use the Linear Regression options to:

• Set assumption checking options.
• Specify the residuals to display and save them to the worksheet.
• Display confidence intervals and save them to the worksheet.
• Display the PRESS Prediction Error and standardized regression coefficients.
• Specify tests to identify outlying or influential data points.
• Display power.

To change Linear Regression options:

1. If you are going to run the test after changing test options, and want to select your data
before you run the test, drag the pointer over your data.
2. Select the Analysis tab.
3. In the Statistics group, click Options. The Options for Linear Regression dialog box
appears with four tabs:
• Assumption Checking. Click the Assumption Checking tab to return to the
Normality, Constant Variance, and Durbin-Watson options. For more information, see
8.2.4.1 Options for Linear Regression: Assumption Checking.
• Residuals. Click the Residuals tab to view the residual options. For more information,
see 8.2.4.2 Options for Linear Regression: Residuals .
• More Statistics. Click the More Statistics tab to view the confidence intervals, PRESS
Prediction Error, and Standardized Coefficients options. For more information, see
8.2.4.3 Options for Linear Regression: More Statistics.
• Other Diagnostics. Click the Other Diagnostics tab to view the Influence and Power
options. For more information, see 8.2.4.4 .
4. Select a check box to enable or disable a test option. Options settings are saved between
SigmaPlot sessions. For more information, see 8.2.6 Interpreting Simple Linear
Regression Results.
5. To continue the test, click Run Test.
6. To accept the current settings and close the options dialog box, click OK.

8.2.4.1 Options for Linear Regression: Assumption Checking

Select the Assumption Checking tab from the options dialog box to view the Normality,
Constant Variance, and Durbin-Watson options. These options test your data for its suitability
for regression analysis by checking three assumptions that a linear regression makes about the
data. A linear regression assumes:

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8.2.4.1 Options for Linear Regression: Assumption Checking

• That the source population is normally distributed about the regression.

• The variance of the dependent variable in the source population is constant regardless of
the value of the independent variable(s).
• That the residuals are independent of each other.
All assumption checking options are selected by default. Only disable these options if you are
certain that the data was sampled from normal populations with constant variance and that
the residuals are independent of each other.
Normality Testing. SigmaPlot uses either the Shapiro-Wilk or Kolmogorov-Smirnov test to
test for a normally distributed population.
Constant Variance Testing. SigmaPlot tests for constant variance by computing the
Spearman rank correlation between the absolute values of the residuals and the observed
value of the dependent variable. When this correlation is significant, the constant variance
assumption may be violated, and you should consider trying a different model (for example,
one that more closely follows the pattern of the data), or transforming one or more of the
independent variables to stabilize the variance.
P Values for Normality and Constant Variance. The P value determines the probability of
being incorrect in concluding that the data is not normally distributed (P value is the risk of
falsely rejecting the null hypothesis that the data is normally distributed). If the P computed by
the test is greater than the P set here, the test passes.
To require a stricter adherence to normality and/or constant variance, increase the P value.
Because the parametric statistical methods are relatively robust in terms of detecting violations
of the assumptions, the suggested value in SigmaPlot is 0.05. Larger values of P (for example,
0.10) require less evidence to conclude that the residuals are not normally distributed or
the constant variance assumption is violated.
To relax the requirement of normality and/or constant variance, decrease P. Requiring smaller
values of P to reject the normality assumption means that you are willing to accept greater
deviations from the theoretical normal distribution before you flag the data as non-normal. For
example, a P value of 0.01 for the normality test requires greater deviations from normality to
flag the data as non-normal than a value of 0.05.
Tip
Although the assumption tests are robust in detecting data from populations that
are non-normal or with non-constant variances, there are extreme conditions of
data distribution that these tests cannot detect; however, these conditions should be
easily detected by visually examining the data without resorting to the automatic
assumption tests.
Durbin-Watson Statistic. SigmaPlot uses the Durbin-Watson statistic to test residuals
for their independence of each other. The Durbin-Watson statistic is a measure of serial
correlation between the residuals. The residuals are often correlated when the independent
variable is time, and the deviation between the observation and the regression line at one
time are related to the deviation at the previous time. If the residuals are not correlated, the
Durbin-Watson statistic will be 2.
Difference from 2 Value. Enter the acceptable deviation from 2.0 that you consider as
evidence of a serial correlation in the Difference for 2.0 box. If the computed Durbin-Watson
statistic deviates from 2.0 more than the entered value, SigmaPlot warns you that the residuals
may not be independent. The suggested deviation value is 0.50, for example, Durbin-Watson
Statistic values greater than 2.5 or less than 1.5 flag the residuals as correlated.
To require a stricter adherence to independence, decrease the acceptable difference from 2.0.

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SigmaPlot Statistics

To relax the requirement of independence, increase the acceptable difference from 2.0.

8.2.4.2 Options for Linear Regression: Residuals

Select the Residuals tab in the options dialog box to view the Predicted Values, Raw,
Standardized, Studentized, Studentized Deleted, and Report Flagged Values Only options.
Predicted Values. Use this option to calculate the predicted value of the dependent variable
for each observed value of the independent variable(s), then save the results to the worksheet.
Click the selected check box if you do not want to include raw residuals in the worksheet.
To assign predicted values to a worksheet column, select the worksheet column you want to
save the predicted values to from the corresponding drop-down list. If you select none and the
Predicted Values check box is selected, the values appear in the report but are not assigned to
the worksheet.
Raw Residuals. The raw residuals are the differences between the predicted and observed
values of the dependent variables. To include raw residuals in the report, make sure this check
box is selected. Click the selected check box if you do not want to include raw residuals in
the worksheet.
To assign the raw residuals to a worksheet column, select the number of the desired column
from the corresponding drop-down list. If you select none from the drop-down list and the Raw
check box is selected, the values appear in the report but are not assigned to the worksheet.
Standardized Residuals. The standardized residual is the residual divided by the standard
error of the estimate. The standard error of the residuals is essentially the standard deviation
of the residuals, and is a measure of variability around the regression line. To include
standardized residuals in the report, make sure this check box is selected. Click the selected
check box if you do not want to include raw residuals in the worksheet.
SigmaPlot automatically flags data points lying outside of the confidence interval specified
in the corresponding box. These data points are considered to have "large" standardized
residuals, for example, outlying data points. You can change which data points are flagged by
editing the value in the Flag Values > edit box. The suggested residual value is 2.5.
Studentized Residuals. Studentized residuals scale the standardized residuals by taking
into account the greater precision of the regression line near the middle of the data versus
the extremes. The Studentized residuals tend to be distributed according to the Student t
distribution, so the t distribution can be used to define "large" values of the Studentized
residuals. SigmaPlot automatically flags data points with "large" values of the Studentized
residuals, for example, outlying data points; the suggested data points flagged lie outside the
95% confidence interval for the regression population.
To include Studentized residuals in the report, make sure this check box is selected. Click the
selected check box if you do not want to include Studentized residuals in the worksheet.
Studentized Deleted Residuals. Studentized deleted residuals are similar to the Studentized
residual, except that the residual values are obtained by computing the regression equation
without using the data point in question.
To include Studentized deleted residuals in the report, make sure this check box is selected.
Click the selected check box if you do not want to include Studentized deleted residuals in
the worksheet.
SigmaPlot can automatically flag data points with "large" values of the Studentized deleted
residual, for example, outlying data points; the suggested data points flagged lie outside the
95% confidence interval for the regression population.

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8.2.4.3 Options for Linear Regression: More Statistics

Note
Both Studentized and Studentized deleted residuals use the same confidence interval
setting to determine outlying points.
Report Flagged Values Only. To include only the flagged standardized and Studentized
deleted residuals in the report, make sure the Report Flagged Values Only check box is
selected. Clear this option to include all standardized and Studentized residuals in the report.

8.2.4.3 Options for Linear Regression: More Statistics

Click the More Statistics tab in the Options for Linear Regression dialog box to view the
confidence interval options. You can set the confidence interval for the population, regression,
or both and then save them to the worksheet.
Confidence Interval for the Population. The confidence interval for the population gives the
range of values that define the region that contains the population from which the observations
were drawn.
To include confidence intervals for the population in the report, select Population. Clear the
check box if you do not want to include the confidence intervals for the population in the report.
Confidence Interval for the Regression. The confidence interval for the regression line gives
the range of values that defines the region containing the true mean relationship between the
dependent and independent variables, with the specified level of confidence.
To include confidence intervals for the regression in the report, select Regression, then
specify a confidence level by entering a value in the percentage box. The confidence level
can be any value from 1 to 99. The suggested confidence level for all intervals is 95%. Clear
the Regression check box if you do not want to include the confidence intervals for the
population in the report.
Saving Confidence Intervals to the Worksheet. To save the confidence intervals to the
worksheet, select the column number of the first column you want to save the intervals to from
the Starting in Column drop-down list. The selected intervals are saved to the worksheet
starting with the specified column and continuing with successive columns in the worksheet.
PRESS Prediction Error. The PRESS Prediction Error is a measure of how well the
regression equation predicts the observations. Leave this check box selected to evaluate the fit
of the equation using the PRESS statistic. Clear the selected check box if you do not want
to include the PRESS statistic in the report.

8.2.4.4 Options for Linear Regression: Other Diagnostics

Click the Other Diagnostics tab in the Options for Linear Regression dialog box to view
the Influence options.
Influence. Influence options automatically detect instances of influential data points. Most
influential points are data points which are outliers, that is, they do not do not "line up" with
the rest of the data points. These points can have a potentially disproportionately strong
influence on the calculation of the regression line. You can use several influence tests to
identify and quantify influential points.
• DFFITS. DFFITSi is the number of estimated standard errors that the predicted value
changes for the ith data point when it is removed from the data set. It is another measure of
the influence of a data point on the prediction used to compute the regression coefficients.
Predicted values that change by more than two standard errors when the data point is removed
are considered to be influential.

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Select DFFITS to compute this value for all points and flag influential points, for example,
those with DFFITS greater than the value specified in the Flag Values > edit box. The
suggested value is 2.0 standard errors, which indicates that the point has a strong influence on
the data. To avoid flagging more influential points, increase this value; to flag less influential
points, decrease this value.
• Leverage. Leverage is used to identify the potential influence of a point on the results of the
regression equation. Leverage depends only on the value of the independent variable(s).
Observations with high leverage tend to be at the extremes of the independent variables,
where small changes in the independent variables can have large effects on the predicted
values of the dependent variable.
The expected leverage of a data point is , where there are k independent variables and n data
points. Observations with leverages much higher than the expected leverages are potentially
influential points.
Select Leverage to compute the leverage for each point and automatically flag potentially
influential points, for example, those points that could have leverages greater than the specified
value times the expected leverage. The suggested value is 2.0 times the expected leverage
for the regression. To avoid flagging more potentially influential points, increase this value;
to flag points with less potential influence, lower this value.
• Cook’s Distance. Cook’s distance is a measure of how great an effect each point has on
the estimates of the parameters in the regression equation. Cook’s distance assesses how
much the values of the regression coefficients change if a point is deleted from the analysis.
Cook’s distance depends on both the values of the independent and dependent variables.
Select Cook’s Distance to compute this value for all points and flag influential points, for
example, those with a Cook’s distance greater than the specified value. The suggested value is
4.0. Cook’s distances above 1 indicate that a point is possibly influential. Cook’s distances
exceeding 4 indicate that the point has a major effect on the values of the parameter estimates.
To avoid flagging more influential points, increase this value: to flag less influential points,
lower this value.
Report Flagged Values Only. To only include only the influential points flagged by the
influential point tests in the report, make sure you’ve selected Report Flagged Values Only.
Clear this check box to include all influential points in the report.

8.2.4.4.1 What to Do About Influential Points

Influential points have two possible causes:

• There is something wrong with the data point, caused by an error in observation or data
entry.
• The model is incorrect.
If you made a mistake in data collection or entry, correct the value. If you do not know the
correct value, you may be able to justify deleting the data point. If the model appears to be
incorrect, try regression with different independent variables, or a Nonlinear Regression.
Power. The power of a regression is the power to detect the observed relationship in the data.
The alpha (α) is the acceptable probability of incorrectly concluding there is a relationship.
Select Power to compute the power for the linear regression data. Change the alpha value
by editing the number in the Alpha Value edit box. The suggested value is α = 0.05. This
indicates that a one in twenty chance of error is acceptable, or that you are willing to conclude
there is a significant relationship when P < 0.05.

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8.2.5 Running a Linear Regression

Smaller values of α result in stricter requirements before concluding there is a significant

relationship, but a greater possibility of concluding there is no relationship when one exists.
Larger values of α make it easier to conclude that there is a relationship, but also increase the
risk of reporting a false positive.

8.2.5 Running a Linear Regression

To run a Simple Linear Regression, you need to select the data to test. You use the Pick
Columns dialog box to select the worksheet columns with the data you want to test.
To run a Linear Regression:

1. If you want to select your data before you run the test, drag the pointer over your data.
2. Click the Analysis tab.
3. In the Statistics group, from the Tests drop-down list, select:
Regression→Linear
The Pick Columns for Linear Regression dialog box appears. If you selected columns
before you chose the test, the columns appear in the Selected Columns list. If you have
not selected columns, the dialog box prompts you to pick your data.
4. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for Dependent or Data
for Independent drop-down list.

The first selected column is assigned to the dependent row in the Selected Columns list,
and the second column is assigned to independent row in the list. The title of selected
columns appear in each row. You can only select one dependent and one independent
data column.
5. To change your selections, select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
6. Click Finish to run the regression. If you elected to test for normality, constant variance,
and independent residuals, SigmaPlot performs the tests for normality (Shapiro-Wilk or
Kolmogorov-Smirnov), constant variance, and independent residuals. If your data fail
either of these tests, SigmaPlot warns you. When the test is complete, the Simple Linear
Regression report appears.

If you selected to place predicted values and residuals the worksheet, they are placed in
the specified column and are labeled by content and source column.

8.2.6 Interpreting Simple Linear Regression Results

The report for a Linear Regression displays the equation with the computed coefficients for
the line, R, R2, and adjusted R2, a table of statistical values for the estimate of the dependent
variable, and the P values for the regression equation and for the individual coefficients.

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The other results displayed in the report are enabled and disabled Options for Linear
Regression dialog box. For more information, see 8.2.4 Setting Linear Regression Options.
Result Explanations
In addition to the numerical results, expanded explanations of the results may also appear. You
can turn off this text on the Options dialog box. You can also set the number of decimal places
to display in the Options dialog box. For more information, see Setting Report Options.

8.2.6.1 Regression Equation

This is the equation for a line with the values of the coefficients—the intercept (constant)
and the slope—in place.
This equation takes the form: y=b0+b1x where y is the dependent variable, x is the independent
variable, b0 is the constant, or intercept (value of the dependent variable when x = 0, the point
where the regression line intersects the y axis), and b1 is the slope (increase in the value of
y per unit increase in x).
The number of observations N, and the number of observations containing missing values (if
any) that were omitted from the regression, are also displayed.

8.2.6.2 R, R Squared, and Adj R Squared

R, the correlation coefficient, and R2, the coefficient of determination, are both measures of
how well the regression model describes the data. R values near 1 indicate that the straight line
is a good description of the relation between the independent and dependent variable.
R equals 0 when the values of the independent variable do not allow any prediction of the
dependent variables, and equals 1 when you can perfectly predict the dependent variable from
the independent variable.
Adjusted R Squared. The adjusted R2adj is also a measure of how well the regression model
describes the data, but takes into account the number of independent variables, which reflects
the degrees of freedom. Larger values (nearer to 1) indicate that the equation is a good
description of the relation between the independent and dependent variables.

8.2.6.3 Standard Error of the Estimate

The standard error of the estimate syx is a measure of the actual variability about the regression
line of the underlying population. The underlying population generally falls within about
two standard errors of the observed sample.

8.2.6.4 Statistical Summary Table

Coefficients. The value for the constant (intercept) and coefficient of the independent variable
(slope) for the regression model are listed.
Standard Error. The standard errors of the intercept and slope are measures of the precision
of the estimates of the regression coefficients (analogous to the standard error of the mean).
The true regression coefficients of the underlying population generally fall within about two
standard errors of the observed sample coefficients. These values are used to compute t and
confidence intervals for the regression.
t Statistic. The t statistic tests the null hypothesis that the coefficient of the independent
variable is zero, that is, the independent variable does not contribute to predicting the
dependent variable. t is the ratio of the regression coefficient to its standard error, or

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8.2.6.5 Beta (Standardized Coefficient b)

regression coefficient
t=
standard error of regression coefficient

You can conclude from "large" t values that the independent variable can be used to predict the
dependent variable (for example, that the coefficient is not zero).
P Value. P is the P value calculated for t. The P value is the probability of being wrong in
concluding that there is a true association between the variables (for example, the probability
of falsely rejecting the null hypothesis, or committing a Type I error, based on t). The smaller
the P value, the greater the probability that the independent variable can be used to predict the
dependent variable.
Traditionally, you can conclude that the independent variable can be used to predict the
dependent variable when P < 0.05.

8.2.6.5 Beta (Standardized Coefficient b)

This is the coefficient of the independent variable standardized to dimensionless values,
sx
1= b1
sy

where b1 = regression coefficient, sx = standard deviation of the independent variable x, and sy

= standard deviation of dependent variable y.
This result is displayed unless the Standardized Coefficients option is disabled in the Options
for Linear Regression dialog box.

8.2.6.6 Analysis of Variance (ANOVA) Table

The ANOVA (analysis of variance) table lists the ANOVA statistics for the regression and
the corresponding F value.
DF (Degrees of Freedom). Degrees of freedom represent the number of observations and
variables in the regression equation.
• The regression degrees of freedom is a measure of the number of independent variables in
the regression equation (always 1 for simple linear regression)
• The residual degrees of freedom is a measure of the number of observations less the number
of terms in the equation
• The total degrees of freedom is a measure of total observations
SS (Sum of Squares). The sum of squares are measures of variability of the dependent
variable.
• The sum of squares due to regression (SSreg ) measures the difference of the regression line
from the mean of the dependent variable
• The residual sum of squares (SSres ) is a measure of the size of the residuals, which are the
differences between the observed values of the dependent variable and the values predicted
by regression model
• The total sum of squares (SStot ) is a measure of the overall variability of the dependent
variable about its mean value

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MS (Mean Square). The mean square provides two estimates of the population variances.
Comparing these variance estimates is the basis of analysis of variance.
The mean square regression is a measure of the variation of the regression from the mean of
the dependent variable, or

sum of squares due to regression SS reg

= = MS reg
regression degrees of freedom DF reg

The residual mean square is a measure of the variation of the residuals about the regression
line, or
residual sum of squares SS res
= = MS res
residual degrees of freedom DF res

The residual mean square is also equal to s2yx .

F Statistic. The F test statistic gauges the contribution of the independent variable in
predicting the dependent variable. It is the ratio
regression variation from the dependent variable mean MS reg
= =F
residual variation about the regression line MS res

If F is a large number, you can conclude that the independent variable contributes to the
prediction of the dependent variable (for example, the slope of the line is different from zero,
and the "unexplained variability" is smaller than what is expected from random sampling
variability). If the F ratio is around 1, you can conclude that there is no association between
the variables (for example, the data is consistent with the null hypothesis that all the samples
are just randomly distributed about the population mean, regardless of the value of the
independent variable).
P Value. The P value is the probability of being wrong in concluding that there is an
association between the dependent and independent variables (for example, the probability of
falsely rejecting the null hypothesis, or committing a Type I error, based on F). The smaller the
P value, the greater the probability that there is an association.
Traditionally, you can conclude that the independent variable can be used to predict the
dependent variable when P < 0.05.
Tip
In simple linear regression, the P value for the ANOVA is identical to the P value
associated with the t of the slope coefficient, and F=t2, where t is the t value associated
with the slope.

8.2.6.7 PRESS Statistic

PRESS, the Predicted Residual Error Sum of Squares, is a measure of how well a regression
model predicts the observations.
The PRESS statistic is computed by summing the squares of the prediction errors (the
differences between predicted and observed values) for each observation, with that point
deleted from the computation of the estimated regression model.

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8.2.6.8 Durbin-Watson Statistic

One important use of the PRESS statistics is for model comparison. If several different
regression models are applied to the same data, the one with the smallest PRESS statistic
has the best predictive capability.

8.2.6.8 Durbin-Watson Statistic

The Durbin-Watson statistic is a measure of correlation between the residuals. If the residuals
are not correlated, the Durbin-Watson statistic will be 2; the more this value differs from 2, the
greater the likelihood that the residuals are correlated. This result appears if it was selected in
the Regression Options dialog box.
Regression assumes that the residuals are independent of each other; the Durbin-Watson test is
used to check this assumption. If the Durbin-Watson value deviates from 2 by more than the
value set in the Options for Linear Regression dialog box, a warning appears in the report. The
suggested trigger value is a difference of more than 0.50 (for example, if the Durbin-Watson
statistic is below 1.5 or over 2.5).

8.2.6.9 Normality Test

Normality test result displays whether the data passed or failed the test of the assumption that
the source population is normally distributed around the regression line, and the P value
calculated by the test. All regressions assume a source population to be normally distributed
about the regression line. When this assumption may be violated, a warning appears in the
report. This result appears unless you disabled normality testing in the Options for Linear
Regression dialog box.
Failure of the normality test can indicate the presence of outlying influential points or an
incorrect regression model.

8.2.6.10 Constant Variance Test

The constant variance test result displays whether or not the data passed or failed the test of
the assumption that the variance of the dependent variable in the source population is constant
regardless of the value of the independent variable, and the P value calculated by the test.
When the constant variance assumption may be violated, a warning appears in the report.
If you receive this warning, you should consider trying a different model (for example, one
that more closely follows the pattern of the data), or transforming the independent variable to
stabilize the variance and obtain more accurate estimates of the parameters in the regression
equation.

8.2.6.11 Power
This result is displayed if you selected this option in the options dialog box. The power, or
sensitivity, of a performed regression is the probability that the model correctly describes the
relationship of the variables, if there is a relationship.
Regression power is affected by the number of observations, the chance of erroneously
reporting a difference a (alpha), and the correlation coefficient r associated with the regression.
Alpha (α). Alpha (α) is the acceptable probability of incorrectly concluding that the model
is correct. An α error is also called a Type I error (a Type I error is when you reject the
hypothesis of no association when this hypothesis is true).
Set the value in the Power Options dialog box; the suggested value is α = 0.05 which indicates
that a one in twenty chance of error is acceptable. Smaller values of α result in stricter
requirements before concluding the model is correct, but a greater possibility of concluding

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the model is bad when it is really correct (a Type II error). Larger values of α make it easier
to conclude that the model is correct, but also increase the risk of accepting a bad model (a
Type I error).

8.2.6.12 Regression Diagnostics

The regression diagnostic results display only the values for the predicted values, residual
results, and other diagnostics selected in the Options for Regression dialog box. All results
that qualify as outlying values are flagged with a < symbol. The trigger values to flag residuals
as outliers are set in the Options for Linear Regression dialog box.
If you selected Report Cases with Outliers Only, only those observations that have one or
more residuals flagged as outliers are reported; however, all other results for that observation
are also displayed.
Row. This is the row number of the observation.
Predicted Values. This is the value for the dependent variable predicted by the regression
model for each observation.
Residuals. These are the raw residuals, the difference between the predicted and observed
values for the dependent variables.
Standardized Residuals. The standardized residual is the raw residual divided by the
standard error of the estimate syx.
If the residuals are normally distributed about the regression line, about 66% of the
standardized residuals have values between -1 and +1, and about 95% of the standardized
residuals have values between -2 and +2. A larger standardized residual indicates that the
point is far from the regression line; the suggested value flagged as an outlier is 2.5.
Studentized Residuals. The Studentized residual is a standardized residual that also takes
into account the greater confidence of the predicted values of the dependent variable in the
"middle" of the data set. By weighting the values of the residuals of the extreme data points
(those with the lowest and highest independent variable values), the Studentized residual is
more sensitive than the standardized residual in detecting outliers.
Both Studentized and Studentized deleted residuals that lie outside a specified confidence
interval for the regression are flagged as outlying points; the suggested confidence value is
95%.
This residual is also known as the internally Studentized residual because the standard error
of the estimate is computed using all data.
Studentized Deleted Residuals. The Studentized deleted residual, or externally Studentized
residual, is a Studentized residual which uses the standard error of the estimate syx(—i) ,
computed after deleting the data point associated with the residual. This reflects the greater
effect of outlying points by deleting the data point from the variance computation.
Both Studentized and Studentized deleted residuals that lie outside a specified confidence
interval for the regression are flagged as outlying points; the suggested confidence value is
95%.
The Studentized deleted residual is more sensitive than the Studentized residual in detecting
outliers, since the Studentized deleted residual results in much larger values for outliers than
the Studentized residual.

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8.2.6.13 Influence Diagnostics

8.2.6.13 Influence Diagnostics

The influence diagnostic results display only the values for the results selected in the Options
dialog box under the Other Diagnostics tab. All results that qualify as outlying values are
flagged with a < symbol. The trigger values to flag data points as outliers are also set in the
Options dialog box under the Other Diagnostics tab.
If you selected Report Cases with Outliers Only, only observations that have one or more
observations flagged as outliers are reported; however, all other results for that observation
are also displayed.
Row. This is the row number of the observation.
Cook’s Distance . Cook’s distance is a measure of how great an effect each point has on the
estimates of the parameters in the regression equation. It is a measure of how much the values
of the regression equation would change if that point is deleted from the analysis.
Values above 1 indicate that a point is possibly influential. Cook’s distances exceeding 4
indicate that the point has a major effect on the values of the parameter estimates. Points with
Cook’s distances greater than the specified value are flagged as influential; the suggested
value is 4.
Leverage. Leverage values identify potentially influential points. Observations with leverages
a specified factor greater than the expected leverages are flagged as potentially influential
points; the suggested value is 2.0 times the expected leverage.
The expected leverage of a data point is
k+1
n

, where there are k independent variables and n data points.

Because leverage is calculated using only the dependent variable, high leverage points tend
to be at the extremes of the independent variables (large and small values), where small
changes in the independent variables can have large effects on the predicted values of the
dependent variable.
DFFITS. The DFFITS statistic is a measure of the influence of a data point on regression
prediction. It is the number of estimated standard errors the predicted value for a data
point changes when the observed value is removed from the data set before computing the
regression coefficients.
Predicted values that change by more than the specified number of standard errors when the
data point is removed are flagged as influential; the suggested value is 2.0 standard errors.

8.2.6.14 Confidence Intervals

These results are displayed if you selected them in the Regression Options dialog box. If the
confidence interval does not include zero, you can conclude that the coefficient is different
than zero with the level of confidence specified. This can also be described as P < α (alpha),
where α is the acceptable probability of incorrectly concluding that the coefficient is different
than zero, and the confidence interval is 100(1 - α).
The specified confidence level can be any value from 1 to 99; the suggested confidence level
for both intervals is 95%.
Row. This is the row number of the observation.

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Predicted. This is the value for the dependent variable predicted by the regression model
for each observation.
Regression. The confidence interval for the regression line gives the range of variable
values computed for the region containing the true relationship between the dependent and
independent variables, for the specified level of confidence.
Population. The confidence interval for the population gives the range of variable values
computed for the region containing the population from which the observations were drawn,
for the specified level of confidence.

8.2.7 Simple Linear Regression Report Graphs

You can generate up to five graphs using the results from a Simple Linear Regression. They
include a:
• Histogram of the residuals. For more information, see 11.1.8 .
• Scatter plot of the residuals. For more information, see 11.1.6 .
• Bar chart of the standardized residuals. For more information, see 11.1.7 .
• Normal probability plot of residuals. For more information, see 11.1.9 Normal Probability
Plot.
• Line/scatter plot of the regression with confidence and prediction intervals. For more
information, see 11.1.10 2D Line/Scatter Plots of the Regressions with Prediction and
Confidence Intervals.

8.2.7.1 Creating a Linear Regression Report Graph

To generate a graph of Linear Regression report data:

1. With the report in view, click the Reporttab.

2. In the Result Graphs group, click Create Result Graph.

The Create Result Graph dialog box appears displaying the types of graphs available for
the Linear Regression results.
3. Select the type of graph you want to create from the Graph Type list, then click OK.
For more information, see 11.1 Generating Report Graphs.

The specified graph appears in a graph window or in the report.

8.3 Multiple Linear Regression

Use a Multiple Linear Regression to when you want to:
• Predict the value of one variable from the values of two or more other variables, by fitting a
plane (or hyperplane) through the data, and

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8.3.1 About the Multiple Linear Regression

• You know there are two or more independent variables and want to find a model with
these independent variables.
The independent variables are the known, or predictor, variables. When the independent
variables are varied, they produce a corresponding value for the dependent, or response,
variable.
If you know there is only one independent variable, use Simple Linear Regression. If you
are not sure if all independent variables should be used in the model, use Stepwise or Best
Subsets Regression to identify the important independent variables from the selected possible
independent variables.
If the relationship is not a straight line or plane, use Polynomial or Nonlinear Regression,
or use a variable transformation.

8.3.1 About the Multiple Linear Regression

Multiple Linear Regression assumes an association between the dependent and k independent
variables that fits the general equation for a multidimensional plane:
y=b0+b1x1+b2x2+b3x3+...bkxk
where y is the dependent variable, x1, x2, x3, ..., xk are the k independent variables, and b1, b2,
b3, ..., bk are the k are the k regression coefficients.
As the values xI vary, the corresponding value for y either increases or decreases, depending
on the sign of the associated regression coefficient bI .
Multiple Linear Regression finds the k+1 dimensional plane that most closely describes the
actual data, using all the independent variables selected.
Multiple Linear Regression is a parametric test, that is, for a given set of independent variable
values, the possible values for the dependent variable are assumed to be normally distributed
and have constant variance about the regression plane.

8.3.2 Performing a Multiple Linear Regression

To perform a Multiple Linear Regression:

1. Enter or arrange your data appropriately in the worksheet. For more information, see 8.3.3
Arranging Multiple Linear Regression Data.
2. Generate report graphs. For more information, see 8.3.7 Multiple Linear Regression
Report Graphs.

8.3.3 Arranging Multiple Linear Regression Data

Place the data for the observed dependent variable in one column and the data for the
corresponding independent variables in two or more columns.

8.3.4 Setting Multiple Linear Regression Options

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Use the Multiple Linear Regression options to:

• Set assumption checking options.
• Specify the residuals to display and save them to the worksheet.
• Display confidence intervals and save them to the worksheet.
• Display the PRESS Prediction Error and standardized regression coefficients.
• Specify tests to identify outlying or influential data points.
• Set the variance inflation factor.
• Display power.
To change Multiple Linear Regression options:

1. If you are going to run the test after changing test options and want to select your data
before you run the test, drag the pointer over the data.
2. Click the Analysis tab.
3. In the Statistics group, select Multiple Linear Regression from the Tests drop-down list.
4. Click Options.

The Options for Multiple Linear Regression dialog box appears with four tabs:
• Assumption Checking. Click the Assumption Checking tab to view the Normality,
Constant Variance, and Durbin-Watson options. For more information, see 8.3.4.1
Options for Multiple Linear Regression: Assumption Checking.
• Residuals. Click the Residuals tab to view the residual options. For more information,
see 8.3.4.2 Options for Multiple Linear Regression: Residuals.
• More Statistics. Click the More Statistics tab to view the confidence intervals, PRESS
Prediction Error, Standardized Coefficients options. For more information, see 8.3.4.3
Options for Multiple Linear Regression: More Statistics.
• Other Diagnostics. Click Other Diagnostics to view the Influence, Variance Inflation
Factor, and Power options. For more information, see 8.3.4.4 Options for Multiple
Linear Regression: Other Diagnostics.

5. Select or clear a check box to enable or disable a test option. Options settings are saved
between SigmaPlot sessions. For more information, see 8.4.6 Interpreting Multiple
Logistic Regression Results.
6. To continue the test, click Run Test.
7. To accept the current settings and close the options dialog box, click OK.

8.3.4.1 Options for Multiple Linear Regression: Assumption Checking

Click the Assumption Checkingtab from the options dialog box to view the Normality,
Constant Variance, and Durbin-Watson options. These options test your data for its
suitability for regression analysis by checking three assumptions that a multiple linear
regression makes about the data. A Multiple Linear Regression assumes
• That the source population is normally distributed about the regression.
• The variance of the dependent variable in the source population is constant regardless of
the value of the independent variable(s).

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8.3.4.1 Options for Multiple Linear Regression: Assumption Checking

• That the residuals are independent of each other.

All assumption checking options are selected by default. Only disable these options if you are
certain that the data was sampled from normal populations with constant variance and that
the residuals are independent of each other.
Normality Testing. SigmaPlot uses either the Shapiro-Wilk or Kolmogorov-Smirnov test to
test for a normally distributed population.
Constant Variance Testing. SigmaPlot tests for constant variance by computing the
Spearman rank correlation between the absolute values of the residuals and the observed
value of the dependent variable. When this correlation is significant, the constant variance
assumption may be violated, and you should consider trying a different model (for example,
one that more closely follows the pattern of the data), or transforming one or more of the
independent variables to stabilize the variance .
P Values for Normality and Constant Variance. The P value determines the probability of
being incorrect in concluding that the data is not normally distributed (P value is the risk of
falsely rejecting the null hypothesis that the data is normally distributed). If the P computed by
the test is greater than the P set here, the test passes.
To require a stricter adherence to normality and/or constant variance, increase the P value.
Because the parametric statistical methods are relatively robust in terms of detecting violations
of the assumptions, the suggested value in SigmaPlot is 0.05. Larger values of P (for example,
0.10) require less evidence to conclude that the residuals are not normally distributed or
the constant variance assumption is violated.
To relax the requirement of normality and/or constant variance, decrease P. Requiring smaller
values of P to reject the normality assumption means that you are willing to accept greater
deviations from the theoretical normal distribution before you flag the data as non-normal. For
example, a P value of 0.01 for the normality test requires greater deviations from normality to
flag the data as non-normal than a value of 0.05.
Tip
Although the assumption tests are robust in detecting data from populations that
are non-normal or with non-constant variances, there are extreme conditions of
data distribution that these tests cannot detect; however, these conditions should be
easily detected by visually examining the data without resorting to the automatic
assumption tests.
Durbin-Watson Statistic. SigmaPlot uses the Durbin-Watson statistic to test residuals
for their independence of each other. The Durbin-Watson statistic is a measure of serial
correlation between the residuals. The residuals are often correlated when the independent
variable is time, and the deviation between the observation and the regression line at one
time are related to the deviation at the previous time. If the residuals are not correlated, the
Durbin-Watson statistic will be 2.
Difference from 2 Value. Enter the acceptable deviation from 2.0 that you consider as
evidence of a serial correlation in the Difference for 2.0 box. If the computed Durbin-Watson
statistic deviates from 2.0 more than the entered value, SigmaPlot warns you that the residuals
may not be independent. The suggested deviation value is 0.50, for example, Durbin-Watson
Statistic values greater than 2.5 or less than 1.5 flag the residuals as correlated.
To require a stricter adherence to independence, decrease the acceptable difference from 2.0.
To relax the requirement of independence, increase the acceptable difference from 2.0.

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8.3.4.2 Options for Multiple Linear Regression: Residuals

Click the Residuals tab in the options dialog box to view the Predicted Values, Raw,
Standardized, Studentized, Studentized Deleted, and Report Flagged Values Onlyoptions.
Predicted Values . Use this option to calculate the predicted value of the dependent variable
for each observed value of the independent variable(s), then save the results to the data
worksheet.
To assign predicted values to a worksheet column, select the worksheet column you want to
save the predicted values to from the corresponding drop-down list. If you select none and the
Predicted Values check box is selected, the values appear in the report but are not assigned to
the worksheet.
Raw Residuals. The raw residuals are the differences between the predicted and observed
values of the dependent variables. To include raw residuals in the report, make sure this
check box is selected.
To assign the raw residuals to a worksheet column, select the number of the desired column
from the corresponding drop-down list. If you select none from the drop-down list and the Raw
check box is selected, the values appear in the report but are not assigned to the worksheet.
Standardized Residuals. The standardized residual is the residual divided by the standard
error of the estimate. The standard error of the residuals is essentially the standard deviation
of the residuals, and is a measure of variability around the regression line. To include
standardized residuals in the report, make sure this check box is selected.
SigmaPlot automatically flags data points lying outside of the confidence interval specified
in the corresponding box. These data points are considered to have "large" standardized
residuals, for example, outlying data points. You can change which data points are flagged by
editing the value in the Flag Values > edit box.
Studentized Residuals. Studentized residuals scale the standardized residuals by taking
into account the greater precision of the regression line near the middle of the data versus
the extremes. The Studentized residuals tend to be distributed according to the Student t
distribution, so the t distribution can be used to define "large" values of the Studentized
residuals. SigmaPlot automatically flags data points with "large" values of the Studentized
residuals, for example, outlying data points; the suggested data points flagged lie outside the
95% confidence interval for the regression population.
To include Studentized residuals in the report, make sure this check box is selected. Click the
selected check box if you do not want to include Studentized residuals in the worksheet.
Studentized Deleted Residuals. Studentized deleted residuals are similar to the Studentized
residual, except that the residual values are obtained by computing the regression equation
without using the data point in question.
To include Studentized deleted residuals in the report, make sure this check box is selected.
Click the selected check box if you do not want to include Studentized deleted residuals in
the worksheet.
SigmaPlot can automatically flag data points with "large" values of the Studentized deleted
residual, for example, outlying data points; the suggested data points flagged lie outside the
95% confidence interval for the regression population.
Tip
Both Studentized and Studentized deleted residuals use the same confidence interval
setting to determine outlying points.

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8.3.4.3 Options for Multiple Linear Regression: More Statistics

Report Flagged Values Only. To include only the flagged standardized and Studentized
deleted residuals in the report, select Report Flagged Values Only. Clear this option to include
all standardized and Studentized residuals in the report.

8.3.4.3 Options for Multiple Linear Regression: More Statistics

Click the More Statistics tab in the options dialog box to view the confidence interval
options. You can set the confidence interval for the population, regression, or both and then
save them to the data worksheet.
Confidence Interval for the Population. The confidence interval for the population gives the
range of values that define the region that contains the population from which the observations
were drawn.
To include confidence intervals for the population in the report, make sure the Population
check box is selected. Click the selected check box if you do not want to include the
confidence intervals for the population in the report.
Confidence Interval for the Regression. The confidence interval for the regression line gives
the range of values that defines the region containing the true mean relationship between the
dependent and independent variables, with the specified level of confidence.
To include confidence intervals for the regression in the report, make sure the Regression
check box is selected, then specify a confidence level by entering a value in the percentage
box. The confidence level can be any value from 1 to 99. The suggested confidence level for
all intervals is 95%. Click the selected check box if you do not want to include the confidence
intervals for the population in the report.
Click the selected check box if you do not want to include the confidence intervals for the
population in the report.
Saving Confidence Intervals to the Worksheet. To save the confidence intervals to the
worksheet, select the column number of the first column you want to save the intervals to from
the Starting in Column drop-down list. The selected intervals are saved to the worksheet
starting with the specified column and continuing with successive columns in the worksheet.
PRESS Prediction Error. The PRESS Prediction Error is a measure of how well the
regression equation predicts the observations. Leave this check box selected to evaluate the fit
of the equation using the PRESS statistic. Clear the selected check box if you do not want
to include the PRESS statistic in the report.
Standardized Coefficients. These are the coefficients of the regression equation standardized
to dimensionless values,
sx
i= bi
sy

where bI = regression coefficient, sx = standard deviation of the independent variable xI and sy

standard deviation of dependent variable y.
To include the standardized coefficients in the report, select Standardized Coefficients. Clear
this option if you do not want to include the standardized coefficients in the worksheet.

8.3.4.4 Options for Multiple Linear Regression: Other Diagnostics

Click the Other Diagnostics tab in the Options for Multiple Linear Regression dialog
box to view the Influence options. Influence options automatically detect instances of

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influential data points. Most influential points are data points which are outliers, that is, they
do not do not "line up" with the rest of the data points. These points can have a potentially
disproportionately strong influence on the calculation of the regression line. You can use
several influence tests to identify and quantify influential points.
DFFITS. DFFITSi is the number of estimated standard errors that the predicted value changes
for the ith data point when it is removed from the data set. It is another measure of the
influence of a data point on the prediction used to compute the regression coefficients.
Predicted values that change by more than two standard errors when the data point is removed
are considered to be influential.
Select DFFITS to compute this value for all points and flag influential points, for example,
those with DFFITS greater than the value specified in the Flag Values > box. The suggested
value is 2.0 standard errors, which indicates that the point has a strong influence on the data.
To avoid flagging more influential points, increase this value; to flag less influential points,
decrease this value. For more information, see 8.3.4.4.1 What to Do About Influential Points .
Leverage. Select Leverage to identify the potential influence of a point on the results of the
regression equation. Leverage depends only on the value of the independent variable(s).
Observations with high leverage tend to be at the extremes of the independent variables,
where small changes in the independent variables can have large effects on the predicted
values of the dependent variable.
The expected leverage of a data point is
k+1
n

, where there are k independent variables and n data points. Observations with leverages much
higher than the expected leverages are potentially influential points.
Select Leverage to compute the leverage for each point and automatically flag potentially
influential points, for example, those points that could have leverages greater than the specified
value times the expected leverage. The suggested value is 2.0 times the expected leverage for
the regression (for example,
2(k + 1)
n

). To avoid flagging more potentially influential points, increase this value; to flag points with
less potential influence, lower this value. For more information, see 8.3.4.4.1 What to Do
About Influential Points .
Cook’s Distance. Cook’s distance is a measure of how great an effect each point has on the
estimates of the parameters in the regression equation. Cook’s distance assesses how much the
values of the regression coefficients change if a point is deleted from the analysis. Cook’s
distance depends on both the values of the independent and dependent variables.
Select Cook’s Distance to compute this value for all points and flag influential points, for
example, those with a Cook’s distance greater than the specified value. The suggested value is
4.0. Cook’s distances above 1 indicate that a point is possibly influential. Cook’s distances
exceeding 4 indicate that the point has a major effect on the values of the parameter estimates.
To avoid flagging more influential points, increase this value: to flag less influential points,
lower this value.For more information, see 8.3.4.4.1 What to Do About Influential Points .

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8.3.4.4 Options for Multiple Linear Regression: Other Diagnostics

Report Flagged Values Only. To only include only the influential points flagged by the
influential point tests in the report, select Report Flagged Values Only. Clear this option to
include all influential points in the report.
Power. The power of a regression is the power to detect the observed relationship in the data.
The alpha (α) is the acceptable probability of incorrectly concluding there is a relationship.
Select Power to compute the power for the multiple linear regression data. Change the alpha
value by editing the number in the Alpha Value edit box. The suggested value is α = 0.05.
This indicates that a one in twenty chance of error is acceptable, or that you are willing to
conclude there is a significant relationship when P < 0.05.
Smaller values of α result in stricter requirements before concluding there is a significant
relationship, but a greater possibility of concluding there is no relationship when one exists.
Larger values of α make it easier to conclude that there is a relationship, but also increase the
risk of reporting a false positive.
Variance Inflation Factor. Select Variance Inflation Factor to measure the multicollinearity
of the independent variables, or the linear combination of the independent variables in the fit.
Regression procedures assume that the independent variables are statistically independent of
each other, for example, that the value of one independent variable does not affect the value of
another. However, this ideal situation rarely occurs in the real world. When the independent
variables are correlated, or contain redundant information, the estimates of the parameters in
the regression model can become unreliable.
The parameters in regression models quantify the theoretically unique contribution of each
independent variable to predicting the dependent variable. When the independent variables are
correlated, they contain some common information and "contaminate" the estimates of the
parameters. If the multicollinearity is severe, the parameter estimates can become unreliable.
For more information, see 8.3.4.4.2 What to Do About Multicollinearity.
There are two types of multicollinearity:
• Structural Multicollinearity. Structural multicollinearity occurs when the regression
equation contains several independent variables which are functions of each other. The most
common form of structural multicollinearity occurs when a polynomial regression equation
contains several powers of the independent variable. Because these powers (for example,
x2, and so on) are correlated with each other, structural multicollinearity occurs. Including
interaction terms in a regression equation can also result in structural multicollinearity.
• Sample-Based Multicollinearity. Sample-based multicollinearity occurs when the sample
observations are collected in such a way that the independent variables are correlated (for
example, if age, height, and weight are collected on children of varying ages, each variable
has a correlation with the others).
SigmaPlot can automatically detect multicollinear independent variables using the variance
inflation factor.
Flagging Multicollinear Data. Use the value in the Flag Values > edit box as a threshold
for multicollinear variables. The default threshold value is 4.0, meaning that any value
greater than 4.0 will be flagged as multicollinear. To make this test more sensitive to possible
multicollinearity, decrease this value. To allow greater correlation of the independent variables
before flagging the data as multicollinear, increase this value.
When the variance inflation factor is large, there are redundant variables in the regression
model, and the parameter estimates may not be reliable. Variance inflation factor values above
4 suggest possible multicollinearity; values above 10 indicate serious multicollinearity.

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Report Flagged Values Only. To only include only the points flagged by the influential
point tests and values exceeding the variance inflation threshold in the report, select Report
Flagged Values. Clear this option to include all influential points in the report.

8.3.4.4.1 What to Do About Influential Points

Influential points have two possible causes:
• There is something wrong with the data point, caused by an error in observation or data
entry.
• The model is incorrect.
If a mistake was made in data collection or entry, correct the value. If you do not know the
correct value, you may be able to justify deleting the data point. If the model appears to be
incorrect, try regression with different independent variables, or a Nonlinear Regression.

8.3.4.4.2 What to Do About Multicollinearity

Sample-based multicollinearity can sometimes be resolved by collecting more data under
other conditions to break up the correlation among the independent variables. If this is not
possible, the regression equation is over parameterized and one or more of the independent
variables must be dropped to eliminate the multicollinearity.
You can resolve structural multicollinearities by centering the independent variable before
forming the power or interaction terms.

8.3.5 Running a Multiple Linear Regression

To run a Multiple Linear Regression, you need to select the data to test. The Pick Columns
dialog box is used to select the worksheet columns with the data you want to test.
To run a Multiple Linear Regression:

1. If you want to select your data before you run the regression, drag the pointer over your
data.
2. Click the Analysis tab.
3. In the Statistics group, from the Tests drop-down list, select:
Regression→Multiple Linear
The Pick Columns for Multiple Linear Regression dialog box appears. If you selected
columns before you chose the test, the selected columns appear in the column list. If you
have not selected columns, the dialog box prompts you to pick your data.
4. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet or from the Data for Dependent or Independent drop-down
list.

The first selected column is assigned to the Dependent row in the Selected Columns list,
and all successively selected columns are assigned to the Independent rows in the list.
The title of selected columns appear in each row. You can select up to 64 independent
columns.

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8.3.6 Interpreting Multiple Linear Regression Results

5. To change your selections, select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
6. Click Finish to run to perform the regression. If you elected to test for normality, constant
variance, and/or independent residuals, SigmaPlot performs the tests for normality
(Shapiro-Wilk or Kolmogorov-Smirnov), constant variance, and independent residuals. If
your data fails either of these tests, SigmaPlot warns you. When the test is complete, the
report appears displaying the results of the Multiple Linear Regression.

If you selected to place residuals and other test results in the worksheet, they are placed in
the specified column and are labeled by content and source column.

8.3.6 Interpreting Multiple Linear Regression Results

The report for a Multiple Linear Regression displays the equation with the computed
coefficients, R, R2, and the adjusted R2, a table of statistical values for the estimate of
the dependent variable, and the P value for the regression equation and for the individual
coefficients.
The other results displayed in the report are enabled or disabled in the Options for Multiple
Linear Regression dialog box.
Result Explanations
In addition to the numerical results, expanded explanations of the results may also appear. You
can turn off this text on the Options dialog box. You can also set the number of decimal places
to display in the Options dialog box. For more information, see Setting Report Options.

8.3.6.1 Regression Equation

This is the equation with the values of the coefficients in place. This equation takes the form:
y=b0+b1x1+b2x2+b3x3+...bkxk
where y is the dependent variable, x1, x2, x3, ..., xk are the independent variables, and b1, b2,
b3 are the regression coefficients.
The number of observations N, and the number of observations containing missing values (if
any) that were omitted from the regression, are also displayed.

8.3.6.2 R, R Squared, and Adjusted R Sqared

R and R2. R, the correlation coefficient, and R2, the coefficient of determination for multiple
regression, are both measures of how well the regression model describes the data. R values
near 1 indicate that the equation is a good description of the relation between the independent
and dependent variables.
R equals 0 when the values of the independent variable do not allow any prediction of the
dependent variables, and equals 1 when you can perfectly predict the dependent variables from
the independent variables.
Adjusted R Squared. The adjusted R2, R2adj, is also a measure of how well the regression
model describes the data, but takes into account the number of independent variables, which
reflects the degrees of freedom. Larger R2adj values (nearer to 1) indicate that the equation is a
good description of the relation between the independent and dependent variables.

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8.3.6.3 Standard Error of the Estimate

The standard error of the estimate syx is a measure of the actual variability about the regression
plane of the underlying population. The underlying population generally falls within about
two standard errors of the estimate of the observed sample.

8.3.6.4 Statistical Summary Table

Coefficients. The value for the constant and coefficients of the independent variables for the
regression model are listed.
Standard Error. The standard errors of the regression coefficients (analogous to the standard
error of the mean). The true regression coefficients of the underlying population generally
fall within about two standard errors of the observed sample coefficients. Large standard
errors may indicate multicollinearity.
These values are used to compute t and confidence intervals for the regression.

8.3.6.5 Beta

These are the coefficients of the regression equation standardized to dimensionless values,
sx
i= bi
sy

where bi = regression coefficient, sxi = standard deviation of the independent variable xi, and ys
= standard deviation of dependent variable y.
These results are displayed if the Standardized Coefficients option was selected in the
Regression Options dialog box.
t Statistic. The t statistic tests the null hypothesis that the coefficient of the independent
variable is zero, that is, the independent variable does not contribute to predicting the
dependent variable. t is the ratio of the regression coefficient to its standard error, or:

regression coefficient
t=
standard error of regression coefficient

You can conclude from "large" t values that the independent variable can be used to predict the
dependent variable (for example, that the coefficient is not zero).
P value. P is the P value calculated for t. The P value is the probability of being wrong in
concluding that there is a true association between the variables (for example, the probability
of falsely rejecting the null hypothesis, or committing a Type I error, based on t). The smaller
the P value, the greater the probability that the variables are correlated.
Traditionally, you can conclude that the independent variable contributes to predicting the
dependent variable when P < 0.05.
VIF (Variance Inflation Factor). The variance inflation factor is a measure of
multicollinearity. It measures the "inflation" of the standard error of each regression parameter
(coefficient) for an independent variable due to redundant information in other independent
variables.

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8.3.6.6 Analysis of Variance (ANOVA) Table

If the variance inflation factor is 1.0, there is no redundant information in the other independent
variables. If the variance inflation factor is much larger, there are redundant variables in the
regression model, and the parameter estimates may not be reliable.
Variance inflation factor values for independent variables above the specified value are
flagged with a > symbol, indicating multicollinearity with other independent variables. The
suggested value is 4.0.

8.3.6.6 Analysis of Variance (ANOVA) Table

The ANOVA (analysis of variance) table lists the ANOVA statistics for the regression and
the corresponding F value.
SS (Sum of Squares) . The sum of squares are measures of variability of the dependent
variable.
• The sum of squares due to regression measures the difference of the regression plane from
the mean of the dependent variable.
• The residual sum of squares is a measure of the size of the residuals, which are the
differences between the observed values of the dependent variable and the values predicted
by regression model.
• The total sum of squares is a measure of the overall variability of the dependent variable
about its mean value.
DF (Degrees of Freedom) . Degrees of freedom represent the number observations and
variables in the regression equation.
• The regression degrees of freedom is a measure of the number of independent variables.
• The residual degrees of freedom is a measure of the number of observations less the number
of terms in the equation.
• The total degrees of freedom is a measure of total observations.
MS (Mean Square). The mean square provides two estimates of the population variances.
Comparing these variance estimates is the basis of analysis of variance.
The mean square regression is a measure of the variation of the regression from the mean of
the dependent variable, or:

sum of squares due to regression SS reg

= = MS reg
regression degrees of freedom DF reg

The residual mean square is a measure of the variation of the residuals about the regression
plane, or:
residual sum of squares SS res
= = MS res
residual degrees of freedom DF res

The residual mean square is also equal to

regression variation from the dependent variable mean MS reg

= = F overall
residual variation about the regression curve MS res

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F Statistic. The F test statistic gauges the ability of the regression equation, containing all
independent variables, to predict the dependent variable. It is the ratio

regression variation from the dependent variable mean MS reg

= =F
residual variation about the regression line MS res

If F is a large number, you can conclude that the independent variables contribute to the
prediction of the dependent variable (for example, at least one of the coefficients is different
from zero, and the "unexplained variability" is smaller than what is expected from random
sampling variability about the mean value of the dependent variable). If the F ratio is around
1, you can conclude that there is no association between the variables (for example, the data is
consistent with the null hypothesis that all the samples are just randomly distributed).
P Value. The P value is the probability of being wrong in concluding that there is an
association between the dependent and independent variables (for example, the probability of
falsely rejecting the null hypothesis, or committing a Type I error, based on F). The smaller the
P value, the greater the probability that there is an association.
Traditionally, you can conclude that the independent variable can be used to predict the
dependent variable when P < 0.05.

8.3.6.7 Incremental Sum of Squares

SSincr. SSincr, the incremental or Type I sum of squares, is a measure of the new predictive
information contained in an independent variable, as it is added to the equation.
The incremental sum of squares measures the increase in the regression sum of squares (and
reduction in the sum of squared residuals) obtained when that independent variable is added to
the regression equation, after all independent variables above it have been entered.
You can gauge the additional contribution of each independent variable by comparing these
values.
SSmarg. SSmarg, the marginal or Type III sum of squares, is a measure of the unique
predictive information contained in an independent variable, after taking into account all other
independent variables. You can gauge the independent contribution of each independent
variable by comparing these values.
The marginal sum of squares measures the reduction in the sum of squared residuals obtained
by entering the independent variable last, after all other variables in the equation have been
entered.

8.3.6.8 PRESS Statistic

PRESS, the Predicted Residual Error Sum of Squares, is a measure of how well a regression
model predicts the observations.
The PRESS statistic is computed by summing the squares of the prediction errors (the
differences between predicted and observed values) for each observation, with that point
deleted from the computation of the estimated regression model.
One important use of the PRESS statistics is for model comparison. If several different
regression models are applied to the same data, the one with the smallest PRESS statistic
has the best predictive capability.

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8.3.6.9 Durbin-Watson Statistic

8.3.6.9 Durbin-Watson Statistic

The Durbin-Watson statistic is a measure of correlation between the residuals. If the residuals
are not correlated, the Durbin-Watson statistic will be 2; the more this value differs from 2, the
greater the likelihood that the residuals are correlated. This results appears if it was selected in
the Regression Options dialog box.
Regression assumes that the residuals are independent of each other; the Durbin-Watson test
is used to check this assumption. If the Durbin-Watson value deviates from 2 by more than
the value set in the Regression Options dialog box, a warning appears in the report. The
suggested trigger value is a difference of more than 0.50, for example, the Durbin-Watson
statistic is below 1.50 or above 2.50.

8.3.6.10 Normality Test

Normality test result displays whether the data passed or failed the test of the assumption that
the source population is normally distributed around the regression, and the P value calculated
by the test. All regressions require a source population to be normally distributed about the
regression line. When this assumption may be violated, a warning appears in the report. This
result appears unless you disabled normality testing in the Regression Options dialog box.
Failure of the normality test can indicate the presence of outlying influential points or an
incorrect regression model.

8.3.6.11 Constant Variance Test

The constant variance test result displays whether or not the data passed or failed the test of
the assumption that the variance of the dependent variable in the source population is constant
regardless of the value of the independent variable, and the P value calculated by the test.
When the constant variance assumption may be violated, a warning appears in the report.
If you receive this warning, you should consider trying a different model (for example, one
that more closely follows the pattern of the data), or transforming the independent variable to
stabilize the variance and obtain more accurate estimates of the parameters in the regression
equation.

8.3.6.12 Power
This result is displayed if you selected this option in the Options for Multiple Linear
Regression dialog box.
The power, or sensitivity, of a regression is the probability that the regression model can detect
the observed relationship among the variables, if there is a relationship in the underlying
population.
Regression power is affected by the number of observations, the chance of erroneously
reporting a difference a (alpha), and the slope of the regression.
Alpha (α) . Alpha (α) is the acceptable probability of incorrectly concluding that the model
is correct. An a error is also called a Type I error (a Type I error is when you reject the
hypothesis of no association when this hypothesis is true).
Set the value in the Power Options dialog box; the suggested value is α = 0.05 which indicates
that a one in twenty chance of error is acceptable. Smaller values of α result in stricter
requirements before concluding the model is correct, but a greater possibility of concluding
the model is bad when it is really correct (a Type II error). Larger values of α make it easier
to conclude that the model is correct, but also increase the risk of accepting a bad model (a
Type I error).

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8.3.6.13 Regression Diagnostics

The regression diagnostic results display only the values for the predicted values, residuals,
and other diagnostic results selected in the Options for Multiple Linear Regression dialog box.
All results that qualify as outlying values are flagged with a < symbol. The trigger values to
flag residuals as outliers are set in the Options for Multiple Linear Regression dialog box.
If you selected Report Cases with Outliers Only, only those observations that have one or
more residuals flagged as outliers are reported; however, all other results for that observation
are also displayed.
Row. This is the row number of the observation.
Predicted Values. This is the value for the dependent variable predicted by the regression
model for each observation.
Residuals. These are the raw residuals, the difference between the predicted and observed
values for the dependent variables.
Standardized Residuals. The standardized residual is the raw residual divided by the
standard error of the estimate syx .
If the residuals are normally distributed about the regression, about 66% of the standardized
residuals have values between -1 and +1, and about 95% of the standardized residuals have
values between -2 and +2. A larger standardized residual indicates that the point is far from
the regression; the suggested value flagged as an outlier is 2.5.
Studentized Residuals. The Studentized residual is a standardized residual that also takes
into account the greater confidence of the predicted values of the dependent variable in the
"middle" of the data set. By weighting the values of the residuals of the extreme data points
(those with the lowest and highest independent variable values), the Studentized residual is
more sensitive than the standardized residual in detecting outliers.
Both Studentized and Studentized deleted residuals that lie outside a specified confidence
interval for the regression are flagged as outlying points; the suggested confidence value is
95%.
This residual is also known as the internally Studentized residual, because the standard error
of the estimate is computed using all data.
Studentized Deleted Residual. The Studentized deleted residual, or externally Studentized
residual, is a Studentized residual which uses the standard error of the estimate , computed
after deleting the data point associated with the residual. This reflects the greater effect of
outlying points by deleting the data point from the variance computation.
Both Studentized and Studentized deleted residuals that lie outside a specified confidence
interval for the regression are flagged as outlying points; the suggested confidence value is
95%.
The Studentized deleted residual is more sensitive than the Studentized residual in detecting
outliers, since the Studentized deleted residual results in much larger values for outliers than
the Studentized residual.

8.3.6.14 Influence Diagnostics

The influence diagnostic results display only the values for the results selected in the Options
dialog box under the Other Diagnostics tab. All results that qualify as outlying values are
flagged with a < symbol. The trigger values to flag data points as outliers are also set in
Options dialog box under the Other Diagnostics tab.

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8.3.6.15 Confidence Intervals

If you selected Report Cases with Outliers Only, only observations that have one or more
observations flagged as outliers are reported; however, all other results for that observation
are also displayed.
Row. This is the row number of the observation.
Cook’s Distance . Cook’s distance is a measure of how great an effect each point has on the
estimates of the parameters in the regression equation. It is a measure of how much the values
of the regression coefficients would change if that point is deleted from the analysis.
Values above 1 indicate that a point is possibly influential. Cook’s distances exceeding 4
indicate that the point has a major effect on the values of the parameter estimates. Points with
Cook’s distances greater than the specified value are flagged as influential; the suggested
value is 4.
Leverage. Leverage values identify potentially influential points. Observations with leverages
a specified factor greater than the expected leverages are flagged as potentially influential
points; the suggested value is 2.0 times the expected leverage.
The expected leverage of a data point is
(k + 1)
n

where there are k independent variables and n data points.

Because leverage is calculated using only the dependent variable, high leverage points tend
to be at the extremes of the independent variables (large and small values), where small
changes in the independent variables can have large effects on the predicted values of the
dependent variable.
DFFITS. The DFFITS statistic is a measure of the influence of a data point on regression
prediction. It is the number of estimated standard errors the predicted value for a data
point changes when the observed value is removed from the data set before computing the
regression coefficients.
Predicted values that change by more than the specified number of standard errors when the
data point is removed are flagged as influential; the suggested value is 2.0 standard errors.

8.3.6.15 Confidence Intervals

These results are displayed if you selected them in the Options for Multiple Linear Regression
dialog box. If the confidence interval does not include zero, you can conclude that the
coefficient is different than zero with the level of confidence specified. This can also be
described as P < α (alpha), where α is the acceptable probability of incorrectly concluding that
the coefficient is different than zero, and the confidence interval is 100(1 - α ).
The specified confidence level can be any value from 1 to 99; the suggested confidence level
for both intervals is 95%.
Row. This is the row number of the observation.
Predicted. This is the value for the dependent variable predicted by the regression model
for each observation.
Regression. The confidence interval for the regression gives the range of variable values
computed for the region containing the true relationship between the dependent and
independent variables, for the specified level of confidence.

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Population. The confidence interval for the population gives the range of variable values
computed for the region containing the population from which the observations were drawn,
for the specified level of confidence.

8.3.7 Multiple Linear Regression Report Graphs

You can generate up to six graphs using the results from a Multiple Linear Regression. They
include a:
• Histogram of the residuals. For more information, see 11.1.8 Histogram of Residuals.
• Scatter plot of the residuals.
• Bar chart of the standardized residuals. For more information, see 11.1.7 Bar Chart of the
Standardized Residuals.
• Normal probability plot of the residuals. For more information, see 11.1.9 Normal
Probability Plot.
• Line/scatter plot of the regression variable and confidence and prediction intervals with one
independent. For more information, see 11.1.10 2D Line/Scatter Plots of the Regressions
with Prediction and Confidence Intervals.
• 3D scatter plot of the residuals. For more information, see 11.1.11 3D Residual Scatter Plot.

8.3.7.1 Creating Multiple Linear Regression Report Graphs

To generate a report graph of Multiple Linear Regression data:

1. With the Multiple Linear Regression report in view, click the Report tab.
2. In the Graph Results group, click Create Result Graph.
3. The Create Result Graph dialog box appears displaying the types of graphs available
for the Multiple Linear Regression results.
4. Select the type of graph you want to create from the Graph Type list, then click OK,
or double-click the desired graph in the list. For more information, see 11.1 Generating
Report Graphs.

If you select Scatter Plot Residuals, Bar Chart Std Residuals, Regression, Conf.
& Pred, a dialog box appears prompting you to select the column with independent
variables you want to use in the graph.
If you select 3D Scatter & Mesh, or 3D Residual Scatter, and you have more than two
columns of independent variables, a dialog box appears prompting you to select the two
columns with the independent variables you want to plot.
5. Select the columns with the independent variables you want to use in the graph, then click
OK. The graph appears using the specified independent variables.

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8.4 Multiple Logistic Regression

8.4 Multiple Logistic Regression

Use a Multiple Logistic Regression when you want to predict a qualitative dependent variable,
such as the presence or absence of a disease, from observations of one or more independent
variables, by fitting a logistic function to the data.
The independent variables are the known, or predictor, variables. When the independent
variables are varied, they produce a corresponding value for the dependent, or response,
variable. SigmaPlot ’s Logistic Regression requires that the dependent variable be dichotomous
or take two possible responses (dead or alive, black or white) represented by values of 0 and 1.
If your dependent variable data does not use dichotomous values, use a Simple Linear
Regression if you have one independent variable and a Multiple Linear Regression if you
have more than one independent variable.

8.4.1 About the Multiple Logistic Regression

Multiple Logistic Regression assumes an association between the dependent and k independent
variables that fits the general equation for a multidimensional plane:
1
P (y = 1) =
1 + e (b0+b1x1+b2x2... +bk xk )

where y is the dependent variable, P(y =1) is the predicted probability that the dependent
variable is positive response or has a value of 1, b0 through bk are the k+1 regression
coefficients, and x1 through xk are the independent variables.
As the values xI vary, the corresponding estimated probability that y =1 increases or decreases,
depending on the sign of the associated regression coefficient bI.
Multiple Logistic Regression finds the set of values of the regression coefficients most likely
to predict the observed values of the dependent variable, given the observed values of the
independent variables.

8.4.2 Performing a Multiple Logistic Regression

To perform a Multiple Logistic Regression:

1. Enter or arrange your data appropriately in the worksheet. For more information, see 8.4.3
Arranging Multiple Logistic Regression Data.
2. Set the Logistic Regression options. For more information, see 8.4.4 .
3. Click the Analysis tab.
4. In the Statistics group, from the Tests drop-down list, select:
Regression→Multiple Logistic
5. View and interpret the Multiple Logistic Regression report. For more information, see
8.4.6 Interpreting Multiple Logistic Regression Results.
6. Run the test. For more information, see 8.4.5 .

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8.4.3 Arranging Multiple Logistic Regression Data

Place the data for the observed dependent variable in one column and the data for the
corresponding independent variables in one or more columns.
Logistic Regression data can be entered into the worksheet in raw or grouped data format. For
both formats you must have one column of dependent variable data and one or more columns
of independent variable data. You must enter dependent variable data as dichotomous data and
independent variable data must be entered in numerical format.
If you have continuous numerical data or as text as your dependent variable data, or if you
are using categorical independent variables, you must convert them into an equivalent set of
dummy variables using reference coding.
Observations containing missing values are ignored, and all columns must be equal in length.
Raw Data. To enter data in raw format, place the data for the observed dependent variable in
one column and the data for the corresponding independent variables in one or more columns.
Grouped Data. The grouped data format enables you to specify the number of instances a
combination of dependent and independent variables appear in a data set. This data format is
useful if you have several instances of the same variable combination, and you don’t want to
enter every instance in the worksheet.
To enter data in grouped format, place the data for the observed dependent variable in one
column and the data for the corresponding independent variables in one or more columns.
Only enter one instance of each different combination of dependent and independent variables,
then specify the number of times the combination appears in the data set in the corresponding
row of another worksheet column.
For example, if there are three instances of the dependent variable 0 with corresponding
independent variables of 26, and 142, place 0 in the dependent variable column, 26, and 142
in the corresponding rows of the independent variable columns, and 3 in the corresponding
row of the count worksheet column.

8.4.4 Setting Multiple Logistic Regression Options

Use the Multiple Logistic Regression options to:

• Set options used to determine how well the logistics regression equation fits the data.
• Estimate the variance inflation factors for the regression coefficients.
• Specify the residuals to display and save them to the worksheet.
• Calculate the standard error coefficient, Wald statistic, odds ratio, odds ratio confidence,
and coefficients P value.
• Specify tests to identify outlying or influential data points.
To change Multiple Logistic Regression options:

1. If you are going to run the test after changing test options and want to select your data
before you run the test, drag the pointer over the data.
2. Click the Analysis tab.
3. In the Statistics group, select Multiple Logistic Regression from the Select Test
drop-down list.

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8.4.4.1 Options for Multiple Logistic Regression: Criterion

4. Click Options. The Options for Multiple Logistic Regression dialog box appears
with three tabs:
• Criterion. Click the Criterion tab to view the criterion options. For more information,
see 8.4.4.1 Options for Multiple Logistic Regression: Criterion.
• More Statistics. Click the More Statistics tab to view the Standard Error Coefficients,
Wald Statistic, Odds Ratio, Odds Ratio Confidence, and Coefficients P Values, Predicted
Values, and Variance Inflation Factor options.For more information, see 8.4.4.2 .
• Residuals. Click the Residuals tab to view the residual and influence options. For
more information, see 8.4.4.3 Options for Multiple Logistic Regression: Residuals .
Option settings are saved between SigmaPlot sessions.
5. To continue the test, click Run Test.
6. To accept the current settings and close the options dialog box, click OK.

8.4.4.1 Options for Multiple Logistic Regression: Criterion

Click the Criterion tab in the Options for Multiple Logistic Regression dialog box to set the
criterion options. Use these options to specify the criterion you want to use to test how well
your data fits the logistic regression equation.
Hosmer-Lemshow Test Statistic. The Hosmer-Lemshow statistic tests the null hypothesis
that the logistic equation fits the data by comparing the number of individuals with each
outcome with the number expected based on the logistic equation.
Threshold probability for goodness of fit. Small P values indicate that you can reject the
null hypothesis that the logistic equation fits the data and try should try an equation with
different independent variables. Large P values indicate a good fit between the logistic
equation and the data. The default value is 0.2. Setting the P value to larger values requires
smaller deviations between the values predicted by the logistic equation and the observed
values of the dependent variable to accept the equation as a good fit to the data. To change the
P value, type a new value in the edit box.
Pearson Chi-Square Statistic. The Pearson Chi-Square statistic tests how well the logistic
regression equation fits your data by summing the squares of the Pearson residuals. Small
values of the Pearson Chi-Square statistic indicate a good agreement between the logistic
regression equation and the data. Large values of the Pearson Chi-Square indicate a poor
agreement.
Likelihood Ratio Test Statistic. The Likelihood Ratio Test statistic tests how well the logistic
regression equation fits your data by summing the squares of the deviance residuals. It
compares the your full model against a model that uses nothing but the mean of the dependent
variable. Small P values indicate a good fit between the logistic regression equation and
your data.
Classification Table. The classification table tests the null hypothesis that the data follow the
logistic equation by comparing the number of individuals with each outcome with the number
expected based on the logistic equation. It summarizes the results of whether the data fits the
logistic equation by cross-classifying the actual dependent response variables with predicted
responses and identifying the number of different combinations of the independent variables.
Threshold probability for positive classification. The predicted responses are assigned
dichotomous variables derived by comparing estimated logistic probabilities to the probability
value specified in the Threshold probability for positive classification edit box.
If the estimated probability exceeds the specified probability value, the predicted variable is
assigned a positive response (value of 1); probabilities less than or equal to the specified value

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SigmaPlot Statistics

are assigned a value of 0 or a reference value. The default threshold is 0.5. The resulting
contingency table can be analyzed with a Chi-Square test. As with the Hosmer-Lemshow
statistic, a large P value indicates a good fit between the logistic regression equation and the
data. For more information, see 8.4.6 Interpreting Multiple Logistic Regression Results.
Number of Independent Variable Combinations. If the number of unique combinations
of the independent variables is not large compared to the number of independent variables,
your logistic regression results may be unreliable. To calculate the number of independent
variable combinations and warn if there are not enough combinations as compared to the
independent variables, select the Number of Independent Variable Combinations check box. If
the calculated independent combination is less than the value in the corresponding edit box, a
dialog box appears warning you that the number of independent variable combinations are too
small, and asks if you want to continue. If you select Yes, the warning message appears in
the report.

8.4.4.2 Options for Multiple Logistic Regression: Statistics

Click the More Statistics tab in the Options dialog box to view the statistics options. These
options help determine how well your data fits the logistic regression equation using maximum
likelihood as the estimation criterion.
Standard Error Coefficients. The Standard Error Coefficients are measures of the precision
of the estimates of the regression coefficients. The true regression coefficients of the underlying
population generally fall within two standard errors of the observed sample coefficients.
Wald Statistic. The Wald Statistic compares the observed value of the estimated coefficient
with its associated standard error. It is computed as the ratio:

b 2i
z=
s 2b i

where z is the observed value of the estimated coefficient, and

b is

is the standard error of the coefficient.

Select Wald Statistic to include the ratio of the observed coefficient with the associated
standard error in the report. The Wald statistic can also be used to determine how significant
the independent variables are in predicting the dependent variable.
Odds Ratio. The odds of any event occurring can be defined by
P
Odds = =
1 p

where P is the probability of the event happening. The odds ratio for an independent variable
is computed as

G= e 1

where β1 is the regression coefficient. The odds ratio is an estimate of the increase (or
decrease) in the odds for an outcome if the independent variable value is increased by 1.

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8.4.4.2 Options for Multiple Logistic Regression: Statistics

Odds Ratio Confidence. The odds ratio confidence intervals are defined as
s bi
bi ± Z
e 1
2

where bi is the coefficient,

sbi

is the standard error of the coefficient, and

Z1
2

is the point on the axis of the standard normal distribution that corresponds to the desired
confidence interval.
The default confidence used is 95%. To change the confidence used, change the percentage in
the corresponding edit box.
Coefficients P Value. The Coefficients P Value determines the probability of being incorrect
in concluding that the each independent variable has a significant effect on determining the
dependent variable. The smaller the P value, the more likely the independent variables
actually predicts the dependent variables.
Use the Wald Statistic to test whether the coefficients associated with the independent
variables are significantly different from zero. The significance of independent variables is
tested by comparing the observed value of the coefficients with the associated standard error
of the coefficient. If the observed value of the coefficient is large compared to the standard
error, you can conclude that the coefficients are significantly different from zero and that the
independent variables contribute significantly to predicting the dependent variables. For more
information, see 8.4.6 Interpreting Multiple Logistic Regression Results.
Predicted Values. Use this option to calculate the predicted value of the dependent variable for
each observed value of the independent variable(s), then save the results to the data worksheet.
For logistic regression the predicted values indicate the probability of a positive response. For
more information, see 8.4.6 Interpreting Multiple Logistic Regression Results.
To assign predicted values to a worksheet column, select the worksheet column you want to
save the predicted values to from the corresponding drop-down list. If you select none and the
Predicted Values check box is selected, the values appear in the report but are not assigned to
the worksheet.
Variance Inflation Factor. Use this option to measure the multicollinearity of the independent
variables, or the linear combination of the independent variables in the fit.
Regression procedures assume that the independent variables are statistically independent of
each other, for example, that the value of one independent variable does not affect the value of
another. However, this ideal situation rarely occurs in the real world. When the independent
variables are correlated, or contain redundant information, the estimates of the parameters in
the regression model can become unreliable.
The parameters in regression models quantify the theoretically unique contribution of each
independent variable to predicting the dependent variable. When the independent variables are
correlated, they contain some common information and "contaminate" the estimates of the
parameters. If the multicollinearity is severe, the parameter estimates can become unreliable.
There are two types of multicollinearity.

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SigmaPlot Statistics

• Sample-Based Multicollinearity. Sample-based multicollinearity occurs when the sample

observations are collected in such a way that the independent variables are correlated (for
example, if age, height, and weight are collected on children of varying ages, each variable
has a correlation with the others). This is the most common form of multicollinearity.
• Structural Multicollinearity. Structural multicollinearity occurs when the regression
equation contains several independent variables which are functions of each other. An
example of this is when a regression equation contains several powers of the independent
variable. Because these powers (for example, x, x2 are correlated with each other, structural
multicollinearity occurs. Including interaction terms in a regression equation can also
result in structural multicollinearity.
Flag values >. Use the value in the Flag Values > edit box as a threshold for multicollinear
variables. The default threshold value is 4.0, meaning that any value greater than 4.0 will
be flagged as multicollinear. To make this test more sensitive to possible multicollinearity,
decrease this value. To allow greater correlation of the independent variables before flagging
the data as multicollinear, increase this value.
When the variance inflation factor is large, there are redundant variables in the regression
model, and the parameter estimates may not be reliable. Variance inflation factor values above
4 suggest possible multicollinearity; values above 10 indicate serious multicollinearity.
Report Flagged Values Only. To only include only the points flagged by the influential
point tests and values exceeding the variance inflation threshold in the report, select Report
Flagged Values Only. Clear this option to include all influential points in the report.

8.4.4.2.1 What to Do About Multicollinearity

You can sometimes resolve sample-based multicollinearity by collecting more data under
other conditions to break up the correlation among the independent variables. If this is not
possible, the regression equation is over parameterized and one or more of the independent
variables must be dropped to eliminate the multicollinearity.
You can resolve structural multicollinearities by centering the independent variable before
forming the power or interaction terms.

8.4.4.3 Options for Multiple Logistic Regression: Residuals

Click the Residuals tab in the options dialog box to view the Residual Type, Raw,
Standardized, Studentized, Studentized Deleted, and Report Flagged Values Only options.
Residual Type. Residuals are not reported by default. To include residuals in the report select
either Pearson or Deviance from the Residual Type drop-down list. Select None from the
drop-down list if you don’t want to include residuals in the report.
Deviance residuals are used to calculate the likelihood ratio test statistic to assess the overall
goodness of fit of the logistic regression equation to the data. The likelihood ratio test statistic
is the sum of squared deviance residuals. The deviance residual for each point is a measure
of how much that point contributes to the likelihood ratio test statistic. Larger values of the
deviance residual indicate a larger difference between the observed and predicted values
of the dependent variable.
Pearson residuals are calculated by dividing the raw residual by the standard error. The
standard error is defined as the observed value of the dependent variable (0 or 1) divided by
the probability of a positive response (for example y = 1) outcome that is estimated from the
Logistic Regression equation. Pearson residuals are the default residual type used to calculate
the goodness of fit for the logistic regression equation because the Chi-Square goodness of fit
statistic is the sum of squared Pearson residuals.

286
8.4.4.3 Options for Multiple Logistic Regression: Residuals

Raw Residuals. The raw residuals are the differences between the predicted and observed
values of the dependent variables. To include raw residuals in the report, make sure this check
box is selected. Click the selected check box if you do not want to include raw residuals in
the worksheet.
To assign the raw residuals to a worksheet column, select the number of the desired column
from the corresponding drop-down list. If you select none from the drop-down list and the Raw
check box is selected, the values appear in the report but are not assigned to the worksheet.
Studentized Residuals. Studentized residuals take into account the greater precision of
the regression estimates near the middle of the data versus the extremes. The Studentized
residuals tend to be distributed according to the Student t distribution, so the t distribution
can be used to define "large" values of the Studentized residuals. SigmaPlot automatically
flags data points with "large" values of the Studentized residuals, for example, outlying
data points; the suggested data points flagged lie outside the 95% confidence interval for
the regression population.
To include Studentized residuals in the report, make sure this check box is selected. Click the
selected check box if you do not want to include Studentized residuals in the worksheet.
Studentized Deleted Residuals. Studentized deleted residuals are similar to the Studentized
residual, except that the residual values are obtained by computing the regression equation
without using the data point in question.
To include Studentized deleted residuals in the report, make sure this check box is selected.
Click the selected check box if you do not want to include Studentized deleted residuals in
the worksheet.
SigmaPlot can automatically flag data points with "large" values of the Studentized deleted
residual, for example, outlying data points; the suggested data points flagged lie outside the
95% confidence interval for the regression population.
Note
Both Studentized and Studentized deleted residuals use the same confidence interval
setting to determine outlying points.
Report Flagged Values Only. To only include the flagged standardized and Studentized
deleted residuals in the report, select Report Flagged Values Only. Clear this option to
include all standardized and Studentized residuals in the report.
Influence
Influence options automatically detect instances of influential data points. Most influential
points are data points which are outliers, that is, they do not "line up" with the rest of the
data points. These points can have a potentially disproportionately strong influence on the
calculation of the regression line. You can use several influence tests to identify and quantify
influential points.
Leverage. Leverage is used to identify the potential influence of a point on the results of the
regression equation. Leverage depends only on the value of the independent variable(s).
Observations with high leverage tend to be at the extremes of the independent variables,
where small changes in the independent variables can have large effects on the predicted
values of the dependent variable.
The expected leverage of a data point is
(k + 1)
n

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SigmaPlot Statistics

, where there are k independent variables and n data points. Observations with leverages much
higher than the expected leverages are potentially influential points.
Select Leverage to compute the leverage for each point and automatically flag potentially
influential points, for example, those points that could have leverages greater than the
specified value times the expected leverage. The suggested value is 2.0 times the expected
leverage for the regression
2(k + 1)
n

. To avoid flagging more potentially influential points, increase this value; to flag points
with less potential influence, lower this value.
Cook’s Distance. Cook’s distance is a measure of how great an effect each point has on the
estimates of the parameters in the regression equation. Cook’s distance assesses how much the
values of the regression coefficients change if a point is deleted from the analysis. Cook’s
distance depends on both the values of the independent and dependent variables.
Select Cook’s Distance to compute this value for all points and flag influential points, for
example, those with a Cook’s distance greater than the specified value. The suggested value is
4.0. Cook’s distances above 1 indicate that a point is possibly influential. Cook’s distances
exceeding 4 indicate that the point has a major effect on the values of the parameter estimates.
To avoid flagging more influential points, increase this value: to flag less influential points,
lower this value.

8.4.4.3.1 Influential Points

Influential points have two possible causes:
• There is something wrong with the data point, caused by an error in observation or data
entry.
• The model is incorrect.
If a mistake was made in data collection or entry, correct the value. If you do not know the
correct value, you may be able to justify deleting the data point. If the model appears to be
incorrect, try regression with different independent variables, or a Nonlinear Regression.

8.4.5 Running a Multiple Logistic Regression

To run a Multiple Logistic Regression, you need to select the data to test. Use the Pick
Columns for Multiple Logistic Regression dialog box select the worksheet columns with
the data you want to test.
To run a Multiple Logistic Regression:

1. If you want to select your data before you run the regression, drag the pointer over your
data.
2. Click the Analysis tab.
3. In the Statistics group, from the Tests drop-down list, select:
Regression→Multiple Logistic

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8.4.6 Interpreting Multiple Logistic Regression Results

The Pick Columns for Multiple Logistic Regression dialog box appears. If you
selected columns before you chose the test, the selected columns appear in the Selected
Columns list.
4. To assign the desired worksheet columns to the Selected Columns list, select
the columns in the worksheet, or select the columns from the Data for Dependent,
Independent, or Count drop-down list.

Select the column with the values indication the number of time a dependent and
independent combination is repeats as the Count column. The title of selected columns
appears in each row.
5. To change your selections, select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
6. Click Finish to run the regression. If you elected to test for normality, constant variance,
and/or independent residuals, SigmaPlot performs the tests for normality (Shapiro-Wilk
or Kolmogorov-Smirnov), constant variance, and independent residuals. If your data fails
either of these tests, SigmaPlot warns you. When the test is complete, the report appears
displaying the results of the Multiple Logistic Regression.
If you selected to place residuals and other test results in the worksheet, they are placed in
the specified column and are labeled by content and source column.

8.4.6 Interpreting Multiple Logistic Regression Results

The report for a Multiple Logistic Regression displays the logistic equation with the computed
coefficients, their standard errors, the number of observations in the test, estimation criterion
used to fit the logistic equation to your data, the worksheet column with the dependent variable
data, the values representing the positive and reference responses, and the Hosmer-Lemshow
and Chi Square goodness of fit statistics.
The other results displayed in the report are enabled or disabled in the Options for Multiple
Logistic Regression dialog box.
Result Explanations
In addition to the numerical results, expanded explanations of the results may also appear. You
can turn off this text on the Options dialog box. You can also set the number of decimal places
to display in the Options dialog box. For more information, see Setting Report Options.

8.4.6.1 Regression Equation

The logistic regression equation is:

1
P=
1 + e (b 0+b1x 1+b 2x 2+... +b k x k )

where P is the probability of a "positive" response (for example, value of the dependent
variable equal to 1) and x1, x2, x3, ..., xk are the independent variables and b1, b2, b3,..., bk are
the regression coefficients. The equation can be rewritten by applying the logit transformation
to both sides of this equation.

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SigmaPlot Statistics

P
Logit P = ln
1 P

8.4.6.2 Number of Observations

The number of observations N, and the number of observations containing missing values (if
any) that were omitted from the regression, are also displayed.

8.4.6.3 Estimation Criterion

Logistic regression uses the maximum likelihood approach to find the values of the coefficients
(bi ) in the Logistic Regression Equation that were most likely to fit the observed data.
Note
The regression coefficients computed by minimizing the sum of squared residuals in
Multiple Logistic Regression are also the maximum likelihood estimates.

8.4.6.4 Dependent Variable

This section of the report indicates which values in the dependent variable column represent
the positive response (1) and which value represents the reference response (0).

8.4.6.5 Number of Unique Independent Variable Combinations

This value represents the number of unique combinations of the independent variables and
appears if you have the Number of Independent Variable Combinations option in the Options
for Logistic Regression dialog box selected. The number of unique independent variable
combinations is compared to the actual number of independent variables. If this value is less
than the value specified for the Number of Independent Variable Combinations option, a
warning message appears in the report that your results may be unreliable.

8.4.6.6 Hosmer-Lemshow P Value

The Hosmer-Lemshow P value indicates how well the logistic regression equation fits your
data by comparing the number of individuals with each outcome with the number expected
based on the logistic equation. It tests the null hypothesis that the logistic equation describes
the data. Thus, small P values indicate a poor fit of the equation to your data (for example,
you reject the null hypothesis of agreement). Large P values indicate a good fit between the
logistic equation and the data. The critical Hosmer-Lemshow P value option is set in the
Options for Multiple Logistic Regression dialog box.
When the dataset is small, goodness of fit measures for the logistic regression should be
interpreted with great caution. All of the P values are based on a chi-square probability
distribution, which is not recommended for use with small numbers of observations.

8.4.6.7 Pearson Chi-Square Statistic

The Pearson Chi-Square statistic is the sum of the squared Pearson residuals. It is a measure
of the agreement between the observed and predicted values of the dependent variable using
a Chi-Square test statistic. The Chi-Square test statistic is analogous to the residual sum of
squares in ordinary linear regression. Small values of the Chi-Square (and corresponding large
values of the associated P value) indicate a good agreement between the logistic regression
equation and the data and large values of Chi-Square (and small values of P) indicate a

290
8.4.6.8 Likelihood Ratio Test Statistic

poor agreement. The Pearson Chi-Square option is set in the Options for Multiple Logistic
Regression dialog box.

8.4.6.8 Likelihood Ratio Test Statistic

The Likelihood Ratio Test statistic is derived from the sum of the squared deviance residuals.
It indicates how well the logistic regression equation fits your data by comparing the likelihood
of obtaining observations if the independent variables had no effect on the dependent variable
with the likelihood of obtaining the observations if the independent variables had an effect on
the dependent variables.
This comparison is computed by running the logistic regression with and without the
independent variables and comparing the results. If the pattern of observed outcomes is more
likely to have occurred when independent variables affect the outcome than when they do
not, a small coefficients of P value is reported, indicating a good fit between the logistic
regression equation and your data.

8.4.6.9 Log Likelihood Statistic

The -2 log likelihood statistic is a measure of the goodness of fit between the actual
observations and the predicted probabilities. It is the summation:
n
2 y iln(µ i) + (1 y i)ln(1 µ i)
i

where the yi and μi are respectively the observed and predicted values of the dependent
variable, and n is the number of observations. Note that ln(1) is zero and the observed values
must be 0 or 1. Thus the closer the predicted values are to the observed, the closer this sum
will be to zero.
The -2 log likelihood is also equal to the sum of the squared deviance residuals.
The -2 log likelihood (LL) statistic is related to the likelihood ratio (LR): LR=LL=LL0 where
LL0 is the -2 log likelihood of a regression model having none of the independent variables,
just a constant term. In viewing this relationship note that both LL0and LL are positive, and
LL must be closer to zero reflecting a better fit. (At the extremes, LL will be zero when
there is a perfect fit, and LL will equal LL0 when there is no fit whatsoever). Thus the larger
the LR the larger the implied explanatory power of the independent variables for the given
dependent variable.

8.4.6.10 Threshold Probability for Positive Classification

The threshold probability value determines whether the response predicted by the logistic
model in the classification and probability tables (see following sections) is a positive or a
reference response. If the estimated probability in the probability table exceeds the specified
threshold probability value, the predicted variable is assigned a positive response (value of 1);
probabilities less than or equal to the specified value are assigned a value of 0 or a reference
value. The threshold probability value is set in the options dialog box.

8.4.6.11 Classification Table

The classification table summarizes the results by cross-classifying the observed dependent
response variables with predicted and identifying the number of correctly and incorrectly
classified cases.

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SigmaPlot Statistics

The responses classified by the logistic model are derived by comparing estimated logistic
probabilities in the Probability Table to the specified threshold probability value (see
preceding section).
This table appears in the report if the Classification Table option is selected in the Options
dialog box.

8.4.6.12 Probability Table

The Probability Table lists the actual responses of the dependent variable, the estimated
logistic probability of a positive response (a value of 1), and the predicted response of the
dependent variables. The predicted responses are assigned values of 1 (positive response) or 0
(reference response) derived by comparing estimated logistic probabilities to the specified
threshold probability value (see preceding section).
This table appears in the report if the Predicted Values option is selected in the Options dialog.

8.4.6.13 Statistical Summary Table

The summary table lists the coefficient, standard error, Wald Statistic, Odds Ratio, Odds Ratio
Confidence, P value, and VIF for the independent variables.
Coefficients. The value for the constant and coefficients of the independent variables for the
regression model are listed.
Standard Error. The standard errors of the regression coefficients (analogous to the standard
error of the mean). The true regression coefficients of the underlying population generally
fall within about two standard errors of the observed sample coefficients. Large standard
errors may indicate multicollinearity.
Use these values to compute the Wald statistic and confidence intervals for the regression
coefficients.
Wald Statistic. The Wald statistic is the regression coefficient divided by the standard error. It
is computed as the ratio:
bi
z=
s 2b i

where z is the Wald Statistics, bI is the observed value of the estimated coefficient, and
sbi

is the standard error of the coefficient.

P value. P is the P value calculated for the Wald statistic. The P value is the probability of
being wrong in concluding that there is a true association between the variables. The P value
is based on the chi-square distribution with one degree of freedom. The smaller the P value,
the greater the probability that the independent variables affect the dependent variable.
Traditionally, you can conclude that the independent variable contributes to predicting the
dependent variable when P < 0.05.
Odds Ratio. The odds ratio for an independent variable is computed as

G= e 1

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8.4.6.14 Residual Calculation Method

where π1 is the regression coefficient. The odds ratio is an estimate of the increase (or
decrease) in the odds for an outcome if the independent variable value is increased by 1.
Odds Ratio Confidence. These two values represent the lower and upper ends of the
confidence interval in which the true odds ratio lies. The level of confidence (95%) is specified
in the options dialog.
VIF (Variance Inflation Factor). The variance inflation factor is a measure of
multicollinearity. It measures the "inflation" of the standard error of each regression parameter
(coefficient) for an independent variable due to redundant information in other independent
variables.
If the variance inflation factor is 1.0, there is no redundant information in the other independent
variables. If the variance inflation factor is much larger, there are redundant variables in the
regression model, and the parameter estimates may not be reliable.
Variance inflation factor values for independent variables above the specified value are flagged
with a > symbol, indicating multicollinearity with other independent variables.
The presence of serious multicollinearity indicates that you have too many redundant
independent variables in your regression equation. To improve the quality of the regression
equation, you should delete the redundant variables. The cutoff value for flagging
multicollinearity is set in the Options dialog box. The suggested value is 4.0.

8.4.6.14 Residual Calculation Method

The residual calculation method indicates how the residuals for the logistic regression are
calculated. You can choose Pearson or Deviance residuals from the Options for Logistic
Regression dialog. This choice does not affect the logistic regression itself, which minimizes
the deviance residuals squared, but does affect how the Studentized residuals are calculated.
The Pearson residual is defined as:
yi µ i
µ i(1 µ )
i

where yi and μi are respectively the observed and predicted values of the dependent variable
for the ith case.
The deviance residual is defined as:
1
2ln for y i= 0
(1 µ)
1
+ 2ln for y i= 1
µi

8.4.6.15 Residuals Table

The residuals table displays the raw, Pearson or Deviance, Studentized, and Studentized
deleted residuals if the associated options are selected in the options dialog. All residuals that
qualify as outlying values are flagged with a < symbol. The trigger values to flag residuals as
outliers are also set in the Options for Multiple Logistic Regression dialog.
If you selected Report Flagged Values Only, only those observations that have one or more
residuals flagged as outliers are reported; however, all other results for that observation are

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SigmaPlot Statistics

also displayed. The way the residuals are calculated depend on whether Pearson or Deviance
is selected as the residual type in the Options dialog box.
Row. This is the row number of the observation. Note that if your data has a case with a value
missing, the corresponding row is entirely omitted from the table of residuals.
Pearson/Deviance Residuals. The Residual table displays either Pearson or Deviance
residuals, depending on the Residual Type option setting in the Options for Logistic
Regression dialog box.
Both Pearson and Deviance residuals indicate goodness of fit between the logistic equation
and the data, with smaller values indicating a better fit. These two residual types are calculated
differently and affect the way the Studentized residuals in the table are calculated.
Pearson residuals, also known as standardized residuals, are the raw residuals divided by the
standard error. Deviance residuals are a measure of how much each point contributes to the
likelihood function being minimized as part of the maximum likelihood procedure.
Raw Residuals. Raw residuals are the difference between the predicted and observed values
for each of the subjects or cases.
Studentized Residuals. The Studentized residual is a standardized residual that also takes
into account the greater confidence of the predicted values of the dependent variable in the
"middle" of the data set.
This residual is also known as the internally Studentized residual, because the standard error
of the estimate is computed using all data.
Studentized Deleted Residual. The Studentized deleted residual, or externally Studentized
residual, is a Studentized residual which uses the standard error, computed after deleting
the data point associated with the residual.
Both Studentized and Studentized deleted residuals that lie outside a specified confidence
interval for the regression are flagged as outlying points; the suggested confidence value is
95%.
The Studentized deleted residual is more sensitive than the Studentized residual in detecting
outliers, since the Studentized deleted residual results in much larger values for outliers than
the Studentized residual.

8.4.6.16 Influence Diagnostics

The influence diagnostic results display only the values for the results selected in the Options
dialog under the More Statistics tab. All results that qualify as outlying values are flagged
with a < symbol. The trigger values to flag data points as outliers are also set in the Options
dialog under the More Statistics tab.
If you selected Report Cases with Outliers Only, only observations that have one or more
observations flagged as outliers are reported; however, all other results for that observation
are also displayed.
Row. This is the row number of the observation.
Cook’s Distance. Cook’s distance is a measure of how great an effect each point has on the
estimates of the parameters in the regression equation. It is a measure of how much the values
of the regression coefficients would change if that point is deleted from the analysis.
Values above 1 indicate that a point is possibly influential. Cook’s distances exceeding 4
indicate that the point has a major effect on the values of the parameter estimates. Points with
Cook’s distances greater than the specified value are flagged as influential; the suggested value
is 4. The Cook’s Distance value used to flag "large" values is set in the Options dialog box.

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8.5 Polynomial Regression

Leverage. Leverage values identify potentially influential points. Observations with leverages
a specified factor greater than the expected leverages are flagged as potentially influential
points; the suggested value is 2.0 times the expected leverage.
The expected leverage of a data point is
(k + 1)
n

where there are k independent variables and n data points.

Because leverage is calculated using only the dependent variable, high leverage points tend
to be at the extremes of the independent variables (large and small values), where small
changes in the independent variables can have large effects on the predicted values of the
dependent variable.

8.5 Polynomial Regression

Use Polynomial Regression to when you:
• Want to predict a trend in the data, or predict the value of one variable from the value of
another variable, by fitting a curve through the data that does not follow a straight line, and
• Know there is only one independent variable
The independent variable is the known, or predictor, variable. When the independent variable
is varied, a corresponding value for the dependent, or response, variable is produced.
If the relationships between the independent variables and the dependent variables is first order
(a straight line), use Multiple Linear Regression. If the relationship is not a linear polynomial
(for example, a log or exponential function), use Nonlinear Regression.

8.5.1 About the Polynomial Regression

Polynomial Regression assumes an association between the independent and dependent
variables that fits the general equation for a polynomial of order k y=b0+b1x1+b2x2+b3x3+ ...
bkxk where y is the dependent variable, x is the independent variable, and b1, b2, b3 are the
regression coefficients. As the value for x varies, the corresponding value varies according
to a polynomial function.
The order of the polynomial k is the highest exponent of the independent variable; a first order
polynomial is a straight line, a second order (quadratic) polynomial is a parabola, and so on.
Polynomial Regression is a parametric test, that is, for a given independent variable value,
the possible values for the dependent variable are assumed to be normally distributed and
have equal variance.
Tip
If you are fitting a polynomial to data, the polynomial regression procedure yields
more reliable results than simply performing a Multiple Linear Regression using x, x2,
and so on, as the independent variables.

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8.5.2 Performing a Polynomial Regression

To perform a Polynomial Regression:
1. Enter or arrange your data in the worksheet.
2. Set the polynomial regression options.
3. Click the Analysis tab.
4. In the Statistics group, from the Tests drop-down list, select:
Regression→Polynomial
5. Run the test. For more information, see 8.5.5 .
6. View and interpret the incremental polynomial regression reports. For more information,
see 8.5.6 Interpreting Incremental Polynomial Regression Results.
7. View and interpret the order only polynomial regression reports. For more information,
see 8.5.7 Interpreting Order Only Polynomial Regression Results.
8. Generate report graphs. For more information, see 8.5.8 .

8.5.3 Arranging Polynomial Regression Data

Place the data for the dependent variable in one column and the corresponding data for the
observed independent variable in another column.
Observations containing missing values are ignored, and all columns must be equal in length.

8.5.4 Setting Polynomial Regression Options

Use the Polynomial Regression options to:

• Set the polynomial order.
• Specify the type of polynomial regression you want to perform (incremental evaluation
or order only).
• Set the assumption checking options.
• Specify the residuals to display and save them to the worksheet.
• Display confidence intervals and save them to the worksheet.
• Display the PRESS prediction error and the standardized coefficients.
• Display the power.
To change Polynomial Regression options:

1. If you are going to run the test after changing test options, and want to select your data
before you run the test, drag the pointer over your data.
2. Click the Analysis tab.
3. In the Statistics group, select Polynomial Regression from the Select Test drop-down
list.
4. Click Options. The Options for Polynomial Regression dialog box appears. If you
select Incremental Order as the regression type, only the Criterion options are available.
If you select Order Only, then the following tabs appear:

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8.5.4.1 Options for Polynomial Regression: Criterion

• Criterion. Click the Criterion tab to return to the Normality, Constant Variance, and
Durbin-Watson options.
• Assumption Checking. Click the Assumption Checking tab to view the Normality,
Constant Variance, and Durbin-Watson options.
• Residuals. Click the Residuals tab to view the residual options.
• More Statistics. Click the More Statistics tab to view the confidence intervals, PRESS
Prediction Error, Standardized Coefficients options.
• Post Hoc. Click the Post Hoc Tests tab to view the Power options.
Options settings are saved between SigmaPlot sessions.
5. To continue the test, click Run Test.
6. To accept the current settings and close the dialog box, click OK.

8.5.4.1 Options for Polynomial Regression: Criterion

Select the Criterion tab from the options dialog to view the Polynomial Order and Regression
options. Use these options to specify the polynomial order to use and the type of polynomial
to use to evaluate your data.
Polynomial Order. Select the desired polynomial order from the Polynomial Order
drop-down list. You can also type the desired value on the drop-down box. This value is used
either as the maximum order to evaluate or the specific order to compute.
Order Only. Select Order Only from the Regression drop-down list to fit only the order
specified in the Polynomial Order edit box to the data.
Incremental Evaluation. Select Incremental Evaluation if you need to find the order of
polynomial to use. This option evaluates each polynomial order equation starting at zero and
increasing to the value specified in the Polynomial Order box.
Note this option does not display all regression results; instead, it is used to evaluate the
order for the best model to use. Once the order is determined, run an order only polynomial
regression to obtain complete regression results.

8.5.4.2 Options for Polynomial Regression: Assumption Checking

Click the Assumption Checking tab from the options dialog to view the Normality, Constant
Variance, and Durbin-Watson options. These options test your data for its suitability for
regression analysis by checking three assumptions that a polynomial regression makes about
the data. A polynomial regression assumes:
• That the source population is normally distributed about the regression.
• The variance of the dependent variable in the source population is constant regardless of
the value of the independent variable(s).
• That the residuals are independent of each other.
All assumption checking options are selected by default. Only disable these options if you are
certain that the data was sampled from normal populations with constant variance and that
the residuals are independent of each other.
Normality Testing. SigmaPlot uses either the Shapiro-Wilk or Kolmogorov-Smirnov test to
test for a normally distributed population.
Constant Variance Testing. SigmaPlot tests for constant variance by computing the
Spearman rank correlation between the absolute values of the residuals and the observed
value of the dependent variable. When this correlation is significant, the constant variance

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assumption may be violated, and you should consider trying a different model (for example,
one that more closely follows the pattern of the data), or transforming one or more of the
independent variables to stabilize the variance.
P Values for Normality and Constant Variance. The P value determines the probability of
being incorrect in concluding that the data is not normally distributed (P value is the risk of
falsely rejecting the null hypothesis that the data is normally distributed). If the P computed by
the test is greater than the P set here, the test passes.
To require a stricter adherence to normality and/or constant variance, increase the P value.
Because the parametric statistical methods are relatively robust in terms of detecting violations
of the assumptions, the suggested value in SigmaPlot is 0.05. Larger values of P (for example,
0.10) require less evidence to conclude that the residuals are not normally distributed or
the constant variance assumption is violated.
To relax the requirement of normality and/or constant variance, decrease P. Requiring smaller
values of P to reject the normality assumption means that you are willing to accept greater
deviations from the theoretical normal distribution before you flag the data as non-normal. For
example, a P value of 0.01 for the normality test requires greater deviations from normality to
flag the data as non-normal than a value of 0.05.
Note
Although the assumption tests are robust in detecting data from populations that
are non-normal or with non-constant variances, there are extreme conditions of
data distribution that these tests cannot detect; however, these conditions should be
easily detected by visually examining the data without resorting to the automatic
assumption tests.
Durbin-Watson Statistic. SigmaPlot uses the Durbin-Watson statistic to test residuals
for their independence of each other. The Durbin-Watson statistic is a measure of serial
correlation between the residuals. The residuals are often correlated when the independent
variable is time, and the deviation between the observation and the regression line at one
time are related to the deviation at the previous time. If the residuals are not correlated, the
Durbin-Watson statistic will be 2.
Difference from 2 Value. Enter the acceptable deviation from 2.0 that you consider as
evidence of a serial correlation in the Difference for 2.0 box. If the computed Durbin-Watson
statistic deviates from 2.0 more than the entered value, SigmaPlot warns you that the residuals
may not be independent. The suggested deviation value is 0.50, for example, Durbin-Watson
Statistic values greater than 2.5 or less than 1.5 flag the residuals as correlated.
To require a stricter adherence to independence, decrease the acceptable difference from 2.0.
To relax the requirement of independence, increase the acceptable difference from 2.0.

8.5.4.3 Options for Polynomial Regression: Residuals

Click the Residuals tab in the Options for Polynomial Regression dialog box to view the
Predicted Values, Raw, Standardized, Studentized, Studentized Deleted, and Report Flagged
Values Only options.
Predicted Values. Use this option to calculate the predicted value of the dependent variable
for each observed value of the independent variable(s), then save the results to the worksheet.
Click the selected check box if you do not want to include raw residuals in the worksheet.
To assign predicted values to a worksheet column, select the worksheet column you want
to save the predicted values to from the corresponding drop-down list. If you select none

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8.5.4.4 Options for Polynomial Regression: More Statistics

and the Predicted Values check box is selected, the values appear in the report but are not
assigned to the worksheet.
Raw Residuals. The raw residuals are the differences between the predicted and observed
values of the dependent variables. To include raw residuals in the report, make sure this check
box is selected. Click the selected check box if you do not want to include raw residuals in
the worksheet.
To assign the raw residuals to a worksheet column, select the number of the desired column
from the corresponding drop-down list. If you select none from the drop-down list and the Raw
check box is selected, the values appear in the report but are not assigned to the worksheet.
Standardized Residuals. Select Standardized Residuals to include them in the report. The
standardized residual is the residual divided by the standard error of the estimate. The standard
error of the residuals is essentially the standard deviation of the residuals, and is a measure of
variability around the regression line.
SigmaPlot automatically flags data points lying outside of the confidence interval specified
in the corresponding box. These data points are considered to have "large" standardized
residuals, for example, outlying data points. You can change which data points are flagged by
editing the value in the Flag Values > edit box. The suggested residual value is 2.5.
Studentized Residuals. Select Studentized Residuals to include them in the report.
Studentized residuals scale the standardized residuals by taking into account the greater
precision of the regression line near the middle of the data versus the extremes. The
Studentized residuals tend to be distributed according to the Student t distribution, so the t
distribution can be used to define "large" values of the Studentized residuals. SigmaPlot
automatically flags data points with "large" values of the Studentized residuals, for example,
outlying data points; the suggested data points flagged lie outside the 95% confidence interval
for the regression population.
Studentized Deleted Residuals. Studentized deleted residuals are similar to the Studentized
residual, except that the residual values are obtained by computing the regression equation
without using the data point in question.
SigmaPlot can automatically flag data points with "large" values of the Studentized deleted
residual, for example, outlying data points; the suggested data points flagged lie outside the
95% confidence interval for the regression population.
Note
Both Studentized and Studentized deleted residuals use the same confidence interval
setting to determine outlying points.
Report Flagged Values Only . To only include only the flagged standardized and Studentized
deleted residuals in the report, select Report Flagged Values Only.

8.5.4.4 Options for Polynomial Regression: More Statistics

Click the More Statisticstab in the options dialog to view the confidence interval options.
You can set the confidence interval for the population, regression, or both and then save
them to the worksheet.
Confidence Interval for the Population. The confidence interval for the population gives the
range of values that define the region that contains the population from which the observations
were drawn.
To include confidence intervals for the population in the report, select Population.

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Confidence Interval for the Regression. The confidence interval for the regression line gives
the range of values that defines the region containing the true mean relationship between the
dependent and independent variables, with the specified level of confidence.
To include confidence intervals for the regression in the report, select Regression and then
specify a confidence level by entering a value in the percentage box. The confidence level can
be any value from 1 to 99. The suggested confidence level for all intervals is 95%.
Clear the selected check box if you do not want to include the confidence intervals for the
population in the report.
Saving Confidence Intervals to the Worksheet. To save the confidence intervals to the
worksheet, select the column number of the first column you want to save the intervals to from
the Starting in Column drop-down list. The selected intervals are saved to the worksheet
starting with the specified column and continuing with successive columns in the worksheet.
PRESS Prediction Error. The PRESS Prediction Error is a measure of how well the
regression equation predicts the observations. Leave this check box selected to evaluate the fit
of the equation using the PRESS statistic. Clear the selected check box if you do not want
to include the PRESS statistic in the report.
Standardized Coefficients. These are the coefficients of the regression equation standardized
to dimensionless values,
s xi
i= bi
sy

where bi = regression coefficient, sx = standard deviation of the independent variable xi , and sy

= standard deviation of dependent variable y.
To include the standardized coefficients in the report, make sure that you select Standardized
Coefficients. Clear that option if you do not want to include the standardized coefficients in
the worksheet.

8.5.4.5 Options for Polynomial Regression: Post Hoc Tests

Click the Post Hoc Tests tab on the Options for Polynomial Regression dialog box to view
the Power options.
The power of a regression is the power to detect the observed relationship in the data. The
alpha (α) is the acceptable probability of incorrectly concluding there is a relationship.
Select Power to compute the power for the polynomial regression data. Change the alpha
value by editing the number in the Use Alpha Value edit box. The suggested value is α =
0.05. This indicates that a one in twenty chance of error is acceptable, or that you are willing
to conclude there is a significant relationship when P < 0.05.
Smaller values of α result in stricter requirements before concluding there is a significant
relationship, but a greater possibility of concluding there is no relationship when one exists.
Larger values of α make it easier to conclude that there is a relationship, but also increase the
risk of reporting a false positive.

8.5.5 Running a Polynomial Regression

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8.5.6 Interpreting Incremental Polynomial Regression Results

To run a Polynomial Regression you need to select the data to test. Use the Pick Columns
dialog box to select the worksheet columns with the data you want to test.
To run a Polynomial Regression:

1. If you want to select your data before you run the regression, drag the pointer over your
data.
2. Click the Analysis tab.
3. In the Statistics group, from the Tests drop-down list, select:
Regression→Polynomial
The Pick Columns for Polynomial Regression dialog box appears. If you selected
columns before you chose the test, the selected columns appear in the column list. If you
have not selected columns, the dialog prompts you to pick your data.
4. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for Dependent and
Independent drop-down list.

The first selected column is assigned to the Dependent Variable row in the Selected
Columns list, and the second column is assigned to the Independent Variable row. The
title of selected columns appears in each row. You are only prompted for one dependent
and one independent variable column.
5. To change your selections, select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
6. Click Finish to run the regression. If you elected to test for normality, constant variance,
and/or independent residuals, SigmaPlot performs the tests for normality (Shapiro-Wilk
or Kolmogorov-Smirnov), constant variance, and independent residuals. If your data fail
either of these tests, SigmaPlot warns you. When the test is complete, the report appears
displaying the results of the Polynomial Regression.

If you are performing a regression using one order only, and selected to place predicted
values, residuals, and/or other test results in the worksheet, they are placed in the specified
data columns and are labeled by content and source column.
Remember
Worksheet results can only be obtained using order only polynomial regression.

8.5.6 Interpreting Incremental Polynomial Regression

Results
Incremental Order Polynomial Regression results display the regression equations for each
order polynomial, starting with zero order and increasing to the specified order. The residual
and incremental mean square, and incremental and overall R2, F value, and P value for each
order equation are listed.
Result Explanations

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In addition to the numerical results, expanded explanations of the results may also appear. You
can turn off this text on the Options dialog box. You can also set the number of decimal places
to display in the Options dialog box. For more information, see Setting Report Options.

8.5.6.1 Regression Equation

These are the regression equations for each order, with the values of the coefficients in place.
The equations take the form: k y=b0+b1x1+b2x2+b3x3+ ... bkxk where y is the dependent
variable, x is the independent variable, and b1, b2, b3 are the regression coefficients.
The order k of the polynomial is the largest exponent of the independent variable.
For incremental polynomial regression, all equations from zero order up to the maximum
order specified in the Options for Polynomial Regressions dialog box are listed.

8.5.6.2 Incremental Results

MSres (Residual Mean Square). The residual mean square is a measure of the variation
of the residuals about the regression line.
residual sum of squares SS res
= = MS res
residual degrees offreedom DF res

MSincr (Incremental Mean Square). The incremental mean square is a measure of the
reduction in variation of the residuals about the regression equation gained with this order
polynomial
incremental sum of squares SS incr
= = MS incr
incremental degrees of freedom DF incr

The sum of squares are measures of variability of the dependent variable.

The residual sum of squares is a measure of the size of the residuals, which are the differences
between the observed values of the dependent variable and the values predicted by regression
model.
The incremental or Type I sum of squares, is a measure of the new predictive information
contained in the added power of the independent variable, as it is added to the equation.
It is a measure of the increase in the regression sum of squares (and reduction in the sum of
squared residuals) obtained when the highest order term of the independent variable is added
to the regression equation, after all lower order terms have been entered. Since one order
is added in each step, DFincr =1.
Rsq. R2, the coefficient of determination, is a measure of how well the regression model
describes the data.
• The incremental R2 is the gain in R2 obtained with this order polynomial over the previous
order polynomial
• The overall R2 is the actual R2 of this order polynomial
Overall R2 values nearer to 1 indicate that the curve is a good description of the relation
between the independent and dependent variables. R2 is near 0 when the values of the
independent variable poorly predict the dependent variables

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8.5.6.3 Assumption Testing

F Value. The F test statistic gauges the ability of the independent variable in predicting the
dependent variable.
• The incremental F value gauges the increase in contribution of each added order of the
independent variable in predicting the dependent variable. It is the ratio
incremental variation from the dependent variable mean MS res
=
residual variation about the regression curve MS res

If the incremental F is large and the overall F jumps to a large number, you can conclude that
adding that order of the independent variables predicts the dependent variable significantly
better than the previous model. The "best" order polynomial to use is generally the highest
order polynomial that produces a marked improvement in predictive ability.
• Overall F value gauges the contribution of all orders of the independent variable in
predicting the dependent variable. It is the ratio

regression variation from the dependent variable mean MS reg

=
residual variation about the regression curve MS res

When the overall F ratio is around 1, you can conclude that there is no association between
the independent variables (for example, the data is consistent with the null hypothesis that all
the samples are just randomly distributed).
P Value. P is the P value calculated for F. The P value is the probability of being wrong in
concluding that there is a true association between the dependent and independent variables
(for example, the probability of falsely rejecting the null hypothesis, or committing a Type
I error, based on F). The smaller the P value, the greater the probability that there is an
association.
• The incremental P value is the change in probability of being wrong that the added
independent variable order improves the prediction of the dependent variable.
• The overall P value is the probability of being wrong that order of polynomial correctly
predicts the dependent variable.
Traditionally, you can conclude that the independent variable can be used to predict the
dependent variable when P < 0.05.

8.5.6.3 Assumption Testing

Normality. Normality test result displays whether or not the polynomial model passed or
failed the test of the assumption that the source population is normally distributed around the
regression curve, and the P value calculated by the test. All regression requires a source
population to be normally distributed about the regression curve.
When this assumption may be violated, a warning appears in the report. Failure of the
normality test can indicate the presence of outlying influential points or an incorrect regression
model.
Constant Variance. The constant variance test results list whether or not that polynomial
model passed the test for constant variance of the residuals about the regression, and the
P value computed for that order polynomial. All regression techniques require a normal
distribution of the residuals about the regression curve.

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8.5.6.4 Choosing the Best Model

The smaller the residual sum of squares and mean square, the closer the curve matches the data
at those values of the independent variable. The first model that has a significant increase in
the incremental F value is generally the best model to use. Because the R2 value increases as
the order increases, you also want to use the simplest model that adequately describes the data.

8.5.7 Interpreting Order Only Polynomial Regression

Results
The report for an order only Polynomial Regression displays the equation with the computed
coefficients for the curve, R and R2, mean squares, F, and the P value for the regression
equation.
The other results displayed in the report are selected in the Options for Polynomial Regression
dialog.
Result Explanations
In addition to the numerical results, expanded explanations of the results may also appear. You
can turn off this text on the Options dialog box. You can also set the number of decimal places
to display in the Options dialog box. For more information, see the SigmaPlot 12 User’s Guide.

8.5.7.1 Regression Equation

This is the equation with the values of the coefficients in place. This equation takes the form: k
y=b0+b1x1+b2x2+b3x3+ ... bkxk where y is the dependent variable, x is the independent variable,
and b1, b2, b3 are the regression coefficients.
The order of the polynomial is the exponent of the independent variable. The number of
observations N is also displayed, with the missing values, if any.

8.5.7.2 Analysis of Variance (ANOVA)

MSres (Residual Mean Square) . The mean square provides an estimate of the population
variance. The residual mean square is a measure of the variation of the residuals about the
regression curve, or
residual sum of squares SS res
= = MS res
residual degrees offreedom DF res

Rsq. The coefficient of determination R2 is a measure of how well the regression model
describes the data.
R2 values near 1 indicate that the curve is a good description of the relation between the
independent and dependent variables. R2 values near 0 indicate that the values of the
independent variable do not predict the dependent variables.
F Statistic. The F test statistic gauges the contribution of the regression equation to predict the
dependent variable. It is the ratio

regression variation from the dependent variable mean MS reg

=
residual variation about the regression curve MS res

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8.5.7.3 Standard Error of the Estimate

If F is a large number, you can conclude that the independent variable contributes to the
prediction of the dependent variable (for example, the "unexplained variability" is smaller
than what is expected from random sampling variability of the dependent variable about its
mean). If the F ratio is around 1, you can conclude that there is no association between the
variables (for example, the data is consistent with the null hypothesis that all the samples are
just randomly distributed).
P Value. P is the P value calculated for F. The P value is the probability of being wrong in
concluding that there is a true association between the variables (for example, the probability
of falsely rejecting the null hypothesis, or committing a Type I error, based on F). The smaller
the P value, the greater the probability that the variables are correlated.

8.5.7.3 Standard Error of the Estimate

The standard error of the estimate syx is a measure of the actual variability about the regression
line of the underlying population. The underlying population generally falls within about
two standard errors of the observed sample.
PRESS Statistic. PRESS, the Predicted Residual Error Sum of Squares, is a measure of
how well a regression model predicts new data. The smaller the PRESS statistic, the better
the predictive ability of the model.
The PRESS statistic is computed by summing the squares of the prediction errors (the
differences between predicted and observed values) for each observation, with that point
deleted from the computation of the regression equation.

8.5.7.4 Durbin-Watson Statistic

The Durbin-Watson statistic is a measure of correlation between the residuals. If the residuals
are not correlated, the Durbin-Watson statistic will be 2; the more this value differs from 2, the
greater the likelihood that the residuals are correlated. This result appears if it was selected in
the Options for Polynomial Regression dialog.

8.5.7.5 Normality Test

The normality test results display whether or not the polynomial model passed or failed the
test of the assumption that the source population is normally distributed around the regression
curve, and the P value calculated by the test. All regression requires a source population to be
normally distributed about the regression curve.
When this assumption may be violated, a warning appears in the report. Failure of the
normality test can indicate the presence of outlying influential points or an incorrect regression
model.
This result appears unless you disabled normality testing in the Options for Polynomial
Regression dialog box.

8.5.7.6 Constant Variance Test

The constant variance test result displays whether or not the polynomial model passed or failed
the test of the assumption that the variance of the dependent variable in the source population is
constant regardless of the value of the independent variable, and the P value calculated by the
test. When the constant variance assumption may be violated, a warning appears in the report.
If you receive this warning, you should consider trying a different model (for example, one
that more closely follows the pattern of the data), or transforming the independent variable to

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stabilize the variance and obtain more accurate estimates of the parameters in the regression
equation.
This result appears unless you disabled constant variance testing in the Options for Polynomial
Regression dialog box.

8.5.7.7 Regression Diagnostics

The regression diagnostic results display only the values for the predicted values, residual
results, and other diagnostics selected in the Options for Polynomial Regression dialog. All
results that qualify as outlying values are flagged with a < symbol. The trigger values to flag
residuals as outliers are set in the Options for Polynomial Regression dialog.
If you selected Report Cases with Outliers Only, only those observations that have one or
more residuals flagged as outliers are reported; however, all other results for that observation
are also displayed.
Row. This is the row number of the observation.
Residuals. These are the raw residuals, the difference between the predicted and observed
values for the dependent variables.
Standardized Residuals. The standardized residual is the raw residual divided by the
standard error of the estimate syx .
If the residuals are normally distributed about the regression line, about 66% of the
standardized residuals have values between -1 and +1, and about 95% of the standardized
residuals have values between -2 and +2. A larger standardized residual indicates that the
point is far from the regression line; the suggested value flagged as an outlier is 2.5.

8.5.7.8 Confidence Intervals

These results are displayed if you selected them in the Options for Polynomial Regression
dialog box. If the confidence interval does not include zero, you can conclude that the
coefficient is different than zero with the level of confidence specified. This can also be
described as P < α (alpha), where α is the acceptable probability of incorrectly concluding that
the coefficient is different than zero, and the confidence interval is 100(1- α).
The specified confidence level can be any value from 1 to 99; the suggested confidence level
for both intervals is 95%.
Row. This is the row number of the observation.
Predicted. This is the value for the dependent variable predicted by the regression model
for each observation.
Regression. These are the values that define the region containing the true relationship
between the dependent and independent variables, for the specified level of confidence,
centered at the predicted value.
This result is displayed if you selected it in the Options for Polynomial Regression dialog
box. The specified confidence level can be any value from 1 to 99; the suggested confidence
level is 95%.
Population Confidence Interval . These are the values that define the region containing the
population from which the observations were drawn, for the specified level of confidence,
centered at the predicted value.

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8.5.8 Polynomial Regression Report Graphs

This result is displayed if you selected it in the Options for Polynomial Regression dialog
box. The specified confidence level can be any value from 1 to 99; the suggested confidence
level is 95%.

8.5.8 Polynomial Regression Report Graphs

You can generate up to five graphs using the results from a Polynomial Regression. They
include a:
• Histogram of the residuals. For more information, see 11.1.8 Histogram of Residuals.
• Scatter plot of the residuals. For more information, see 11.1.6 Scatter Plot of the Residuals.
• Bar chart of the standardized residuals. For more information, see 11.1.7 Bar Chart of the
Standardized Residuals.
• Normal probability plot of the residuals. For more information, see 11.1.9 Normal
Probability Plot.
• Line/scatter plot of the regression with one independent variable and confidence and
prediction intervals. For more information, see 11.1.10 2D Line/Scatter Plots of the
Regressions with Prediction and Confidence Intervals.

8.5.8.1 Creating Polynomial Regression Report Graphs

To generate a report graph of Polynomial Regression report data:

1. With the Polynomial Regression report in view, click the Report tab.
2. In the Result Graphs group, click Create Result Graph.

The Create Result Graph dialog box appears displaying the types of graphs available for
the Polynomial Regression report.
3. Select the type of graph you want to create from the Graph Type list, then click OK, or
double-click the desired graph in the list.

The selected graph appears in a graph window.

8.6 Stepwise Linear Regression

Use Stepwise Linear Regression when you:
• Want to predict a trend in the data, or predict the value of one variable from the values of
one or more other variables, by fitting a line or plane (or hyperplane) through the data.
• Do not know which independent variables contribute to predicting the dependent variable,
and you want to find the model with suitable independent variables by adding or removing
independent variables from the equation.
If you already know the independent variables you want to include, use Multiple Linear
Regression. If you want to find the few best equations from all possible models, use Best

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Subsets Regression. If the relationship is not a straight line or plane, use Polynomial or
Nonlinear Regression.

8.6.1 About Stepwise Linear Regression

Stepwise Regression is a technique for selecting independent variables for a Multiple Linear
Regression equation from a list of candidate variables. Using Stepwise Regression instead of
regular Multiple Linear Regression avoids using extraneous variables, or under specifying or
over specifying the model.
Stepwise Regression assumes an association between the one or more independent variables
and a dependent variable that fits the general equation for a multidimensional plane:
y=b0+b1x1+b2x2+b3x3+...bkxk where y is the dependent variable, x1, x2, x3, ..., xk are the
independent variables, and y=b0+b1x1+b2x2+b3x3+...bkxk are the regression coefficients. The
independent variable is the known, or predicted, variable. As the values for xI vary, the
corresponding value for y either increases or decreases, depending on the sign of bI . Stepwise
Regression determines which independent variables to use by adding or removing selected
independent variables from the equation.
There are two approaches to Stepwise Regression:
• Forward Stepwise Regression. In Forward Stepwise Regression, the independent variable
that produces the best prediction of the dependent variable (and has an F value higher than a
specified F-to-Enter) is entered into the equation first, the independent variable that adds
the next largest amount of information is entered second, and so on. After each variable is
entered, the F value of each variable already entered into the equation is checked, and any
variables with small F values (below a specified F-to-Remove value) are removed. This
process is repeated the until adding or removing variables does not significantly improve
the prediction of the dependent variable.
• Backward Stepwise Regression. In Backward Stepwise Regression, all variables are
entered into the equation. The independent variable that contributes the least to the
prediction (and has an F value lower than a specified F-to-Remove) is removed from the
equation, the next least important independent variable is removed, and so on. After each
variable is removed, the F value of each variable removed from the equation is checked,
and any variables with large F values (above a specified F-to-Enter value) are reentered
into the equation. This process is repeated the until removing or adding variables does not
significantly improve the prediction of the dependent variable.
Note
Forward and Backward Stepwise Regression using the same potential variables do
not necessarily yield the same final regression model when there is multicollinearity
among the possible independent variables.

8.6.2 Performing a Stepwise Linear Regression

To perform a Stepwise Linear Regression:

1. Enter or arrange your data in the worksheet. For more information, see 8.6.3 Arranging
Stepwise Regression Data.
2. If desired, set the Stepwise Regression options.

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8.6.3 Arranging Stepwise Regression Data

3. Click the Analysis tab.

4. In the Statistics group, from the Tests drop-down list, select:
Regression→Stepwise→Forward
or
Regression→Stepwise→Backward
5. Run the test. For more information, see 8.6.6 .
6. Generate report graphs. For more information, see 8.6.8 Stepwise Regression Report
Graphs.

8.6.3 Arranging Stepwise Regression Data

The data format for a Stepwise Linear Regression consists of the data for the independent
variables in one or more columns and the corresponding data for the observed dependent
variable in a single column. Any observations containing missing values are ignored, and the
columns must be equal in length.

8.6.4 Setting Forward Stepwise Regression Options

Use the Stepwise Regression options to:

• Specify which independent variables entered, replaced, deleted, and/or removed into or
from a regression equation during forward or backwards stepwise regression.
• Set the number of steps permitted before the stepwise algorithm stops.
• Set assumption checking options.
• Specify the residuals to display and save them to the worksheet.
• Set confidence interval options.
• Display the PRESS statistic error.
• Display standardized regression coefficients.
• Display the power of the regression.
To change the Forward Stepwise Regression options:

1. If you are going to run the test after changing test options, and want to select your data
before you run the test, drag the pointer over your data.
2. Select Forward Stepwise Regression from the Select Test drop-down list in the
Statistics group on the Analysis tab.
3. Click Options. The Options for Forward Stepwise Regression dialog box appears
with five tabs:
• Criterion. Click the Criterion tab to return to the F-to-Enter, F-to-Remove, and
Number of Steps options. For more information, see 8.6.4.1 Options for Forward
Stepwise Regression: Criterion.
• Assumption Checking. Click the Assumption Checking tab to view the Normality,
Constant Variance, and Durbin-Watson options. For more information, see 8.6.4.2
Options for Forward Stepwise Regression: Assumption Checking.

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SigmaPlot Statistics

• Residuals. Click the Residuals tab to view the residual options.For more information,
see 8.6.4.3 Options for Forward Stepwise Regression: Residuals.
• More Statistics. Click the More Statistics tab to view the confidence intervals, PRESS
Prediction Error, Standardized Coefficients options. For more information, see 8.6.4.4
Options for Forward Stepwise Regression: More Statistics.
• Other Diagnostics. Click the Post Hoc Tests tab to view the Power options. For more
information, see 8.6.4.5 Options for Forward Stepwise Regression: Other Diagnostics.
Options settings are saved between SigmaPlot sessions.
4. To continue the test, click Run Test. For more information, see 8.6.6 Running a Stepwise
Regression.
5. To accept the current settings and close the dialog box, click OK.

8.6.4.1 Options for Forward Stepwise Regression: Criterion

Click the Criteriontab from the options dialog box to view the F-to-Enter, F-to-Remove,
and Number of Steps options. Use these options to specify the independent variables that
are entered into, replaced, or removed from the regression equation during the stepwise
regression, and to specify when the stepwise algorithm stops.
F-to-Enter Value. The F-to-Enter value controls which independent variables are entered
into the regression equation during forward stepwise regression or replaced after each step
during backwards stepwise regression.
The F-to-Enter value is the minimum incremental F value associated with an independent
variable before it can be entered into the regression equation. All independent variables
producing incremental F values above the F-to-Enter value are added to the model.
The suggested F-to-Enter value is 4.0. Increasing F-to-Enter requires a potential independent
variable to have a greater effect on the ability of the regression equation to predict the
dependent variable before it is accepted, but may stop too soon and exclude important
variables.
Tip
The F-to-Enter value should always be greater than or equal to the F-to-Remove
value, to avoid cycling variables in and out of the regression model.
Reducing the F-to-Enter value makes it easier to add a variable, because it relaxes the
importance of a variable required before it is accepted, but may produce redundant variables
and result in multicollinearity.
Note
If you are performing backwards stepwise regression and you want any variable
that has been removed to remain deleted, increase the F-to-Enter value to a large
number, for example, 100000.
F-to-Remove Value. The F-to-Remove value controls which independent variables are
deleted from the regression equation during backwards stepwise regression, or removed
after each step in forward stepwise regression.
The F-to-Remove is the maximum incremental F value associated with an independent
variable before it can be removed from the regression equation. All independent variables
producing incremental F values below the F-to-Remove value are deleted from the model.
The suggested F-to-Remove value is 3.9. Reducing the F-to-Remove value makes it easier to
retain a variable in the regression equation because variables that have smaller effects on the

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8.6.4.2 Options for Forward Stepwise Regression: Assumption Checking

ability of the regression equation to predict the dependent variable are still accepted. However,
the regression may still contain redundant variables, resulting in multicollinearity.
Remember
The F-to-Remove value should always be less than or equal to the F-to-Enter value, to
avoid cycling variables in and out of the regression model.
Increasing the F-to-Remove value makes it easier to delete variables from the equation, as
variables that contain more predictive value can be removed. Important variables may also
be deleted, however.
Tip
If you are performing forwards stepwise regression and you want any variable that has
been to entered to remain in the equation, set the F-to-Remove value to zero.
Number of Steps. Use this option to set the maximum number of steps permitted before
the stepwise algorithm stops. Note that if the algorithm stops because it ran out of steps,
the results are probably not reliable. The suggested number of steps is 20 added or deleted
independent variables.

8.6.4.2 Options for Forward Stepwise Regression: Assumption Checking

Click the Assumption Checking tab from the options dialog box to view the Normality,
Constant Variance, and Durbin-Watson options. These options test your data for its suitability
for regression analysis by checking three assumptions that a Stepwise Linear Regression
makes about the data. A Stepwise Linear Regression assumes:
• That the source population is normally distributed about the regression.
• The variance of the dependent variable in the source population is constant regardless of
the value of the independent variable(s).
• That the residuals are independent of each other.
All assumption checking options are selected by default. Only disable these options if you are
certain that the data was sampled from normal populations with constant variance and that
the residuals are independent of each other.
Normality Testing. SigmaPlot uses either the Shapiro-Wilk or Kolmogorov-Smirnov test to
test for a normally distributed population.
Constant Variance Testing. SigmaPlot tests for constant variance by computing the
Spearman rank correlation between the absolute values of the residuals and the observed
value of the dependent variable. When this correlation is significant, the constant variance
assumption may be violated, and you should consider trying a different model (for example,
one that more closely follows the pattern of the data), or transforming one or more of the
independent variables to stabilize the variance.

8.6.4.2.1 P Values for Normality and Constant Variance

The P value determines the probability of being incorrect in concluding that the data is not
normally distributed (P value is the risk of falsely rejecting the null hypothesis that the data
is normally distributed). If the P computed by the test is greater than the P set here, the
test passes.
To require a stricter adherence to normality and/or constant variance, increase the P value.
Because the parametric statistical methods are relatively robust in terms of detecting violations
of the assumptions, the suggested value in SigmaPlot is 0.05. Larger values of P (for example,

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0.10) require less evidence to conclude that the residuals are not normally distributed or
the constant variance assumption is violated.
To relax the requirement of normality and/or constant variance, decrease P. Requiring smaller
values of P to reject the normality assumption means that you are willing to accept greater
deviations from the theoretical normal distribution before you flag the data as non-normal. For
example, a P value of 0.01 for the normality test requires greater deviations from normality to
flag the data as non-normal than a value of 0.05.
Note
Although the assumption tests are robust in detecting data from populations that
are non-normal or with non-constant variances, there are extreme conditions of
data distribution that these tests cannot detect; however, these conditions should be
easily detected by visually examining the data without resorting to the automatic
assumption tests.
Durbin-Watson Statistic. SigmaPlot uses the Durbin-Watson statistic to test residuals
for their independence of each other. The Durbin-Watson statistic is a measure of serial
correlation between the residuals. The residuals are often correlated when the independent
variable is time, and the deviation between the observation and the regression line at one
time are related to the deviation at the previous time. If the residuals are not correlated, the
Durbin-Watson statistic will be 2.
Difference from 2 Value Enter the acceptable deviation from 2.0 that you consider as
evidence of a serial correlation in the Difference for 2.0 box. If the computed Durbin-Watson
statistic deviates from 2.0 more than the entered value, SigmaPlot warns you that the residuals
may not be independent. The suggested deviation value is 0.50, for example, Durbin-Watson
Statistic values greater than 2.5 or less than 1.5 flag the residuals as correlated.
To require a stricter adherence to independence, decrease the acceptable difference from 2.0.
To relax the requirement of independence, increase the acceptable difference from 2.0.

8.6.4.3 Options for Forward Stepwise Regression: Residuals

Click the Residuals tab in the options dialog box to view the Predicted Values, Raw,
Standardized, Studentized, Studentized Deleted, and Report Flagged Values Only options.
Predicted Values. Select this option to calculate the predicted value of the dependent
variable for each observed value of the independent variable(s), then save the results to the
data worksheet. Click the selected check box if you do not want to include raw residuals in
the worksheet.
To assign predicted values to a worksheet column, select the worksheet column you want to
save the predicted values to from the corresponding drop-down list. If you select none and the
Predicted Values check box is selected, the values appear in the report but are not assigned to
the worksheet.
Raw Residuals. The raw residuals are the differences between the predicted and observed
values of the dependent variables. To include raw residuals in the report, make sure this check
box is selected. Click the selected check box if you do not want to include raw residuals in
the worksheet.
To assign the raw residuals to a worksheet column, select the number of the desired column
from the corresponding drop-down list. If you select none from the drop-down list and the Raw
check box is selected, the values appear in the report but are not assigned to the worksheet.
Standardized Residuals. The standardized residual is the residual divided by the standard
error of the estimate. The standard error of the residuals is essentially the standard deviation

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8.6.4.4 Options for Forward Stepwise Regression: More Statistics

of the residuals, and is a measure of variability around the regression line. To include
standardized residuals in the report, make sure this check box is selected.
SigmaPlot automatically flags data points lying outside of the confidence interval specified
in the corresponding box. These data points are considered to have "large" standardized
residuals, for example, outlying data points. You can change which data points are flagged by
editing the value in the Flag Values > edit box.
Studentized Residuals. Studentized residuals scale the standardized residuals by taking
into account the greater precision of the regression line near the middle of the data versus
the extremes. The Studentized residuals tend to be distributed according to the Student t
distribution, so the t distribution can be used to define "large" values of the Studentized
residuals. SigmaPlot automatically flags data points with "large" values of the Studentized
residuals, for example, outlying data points; the suggested data points flagged lie outside the
95% confidence interval for the regression population.
To include Studentized residuals in the report, make sure this check box is selected. Click the
selected check box if you do not want to include Studentized residuals in the worksheet.
Studentized Deleted Residuals Studentized deleted residuals are similar to the Studentized
residual, except that the residual values are obtained by computing the regression equation
without using the data point in question.
To include Studentized deleted residuals in the report, make sure this check box is selected.
Click the selected check box if you do not want to include Studentized deleted residuals in
the worksheet.
SigmaPlot can automatically flag data points with "large" values of the Studentized deleted
residual, for example, outlying data points; the suggested data points flagged lie outside the
95% confidence interval for the regression population.
Note
Both Studentized and Studentized deleted residuals use the same confidence interval
setting to determine outlying points.
Report Flagged Values Only. To only include only the flagged standardized and Studentized
deleted residuals in the report, make sure the Report Flagged Values Only check box is
selected. Clear this option to include all standardized and Studentized residuals in the report.

8.6.4.4 Options for Forward Stepwise Regression: More Statistics

Click the More Statisticstab in the options dialog to view the confidence interval options.
You can set the confidence interval for the population, regression, or both, and then save
them to the worksheet.
Confidence Interval for the Population. The confidence interval for the population gives the
range of values that define the region that contains the population from which the observations
were drawn.
To include confidence intervals for the population in the report, make sure the Population
check box is selected. Click the selected check box if you do not want to include the
confidence intervals for the population in the report.
Confidence Interval for the Regression. The confidence interval for the regression line gives
the range of values that defines the region containing the true mean relationship between the
dependent and independent variables, with the specified level of confidence.
To include confidence intervals for the regression in the report, make sure the Regression
check box is selected, then specify a confidence level by entering a value in the percentage

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box. The confidence level can be any value from 1 to 99. The suggested confidence level is
95%. Click the selected check box if you do not want to include the confidence intervals for
the population in the report.
Clear the selected check box if you do not want to include the confidence intervals for the
population in the report.
Saving Confidence Intervals to the Worksheet. To save the confidence intervals to the
worksheet, select the column number of the first column you want to save the intervals to from
the Starting in Column drop-down list. The selected intervals are saved to the worksheet
starting with the specified column and continuing with successive columns in the worksheet.
PRESS Prediction Error. The PRESS Prediction Error is a measure of how well the
regression equation predicts the observations. Leave this check box selected to evaluate the fit
of the equation using the PRESS statistic. Clear the selected check box if you do not want
to include the PRESS statistic in the report.
Standardized Coefficients. These are the coefficients of the regression equation standardized
to dimensionless values,
s xi
i= b i
sy

where bI = regression coefficient, sxi = standard deviation of the independent variable xi, and sy
= standard deviation of dependent variable y.
To include the standardized coefficients in the report, select Standardized Coefficients. Clear
the check box if you do not want to include the standardized coefficients in the worksheet.

8.6.4.5 Options for Forward Stepwise Regression: Other Diagnostics

Click the Other Diagnostics tab in the options dialog box to view the Influence, Variance
Inflation Factor and Power options. If Other Diagnostic is hidden, click the right pointing
arrow to the right of the tabs to move it into view. Use the left pointing arrow to move the
other tabs back into view.
Influence options automatically detect instances of influential data points. Most influential
points are data points which are outliers, that is, they do not do not "line up" with the rest of
the data points. These points can have a potentially disproportionately strong influence on
the calculation of the regression line. You can use several influence tests to identify and
quantify influential points.
DFFITS. DFFITSi is the number of estimated standard errors that the predicted value changes
for the ith data point when it is removed from the data set. It is another measure of the
influence of a data point on the prediction used to compute the regression coefficients.
Predicted values that change by more than two standard errors when the data point is removed
are considered to be influential.
Select the DFFITS check box to compute this value for all points and flag influential points,
for example, those with DFFITS greater than the value specified in the Flag Values > edit
box. The suggested value is 2.0 standard errors, which indicates that the point has a strong
influence on the data. To avoid flagging more influential points, increase this value; to flag
less influential points, decrease this value.
Leverage. Leverage is used to identify the potential influence of a point on the results of the
regression equation. Leverage depends only on the value of the independent variable(s).

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8.6.4.5.1 Variance Inflation Factor

Observations with high leverage tend to be at the extremes of the independent variables,
where small changes in the independent variables can have large effects on the predicted
values of the dependent variable.
The expected leverage of a data point is
(k + 1)
n

, where there are k independent variables and n data points. Observations with leverages much
higher than the expected leverages are potentially influential points.
Select the Leverage check box to compute the leverage for each point and automatically flag
potentially influential points, for example, those points that could have leverages greater than
the specified value times the expected leverage. The suggested value is 2.0 times the expected
leverage for the regression (for example,
2(k + 1)
n

). To avoid flagging more potentially influential points, increase this value; to flag points
with less potential influence, lower this value.
Cook’s Distance. Cook’s distance is a measure of how great an effect each point has on the
estimates of the parameters in the regression equation. Cook’s distance assesses how much the
values of the regression coefficients change if a point is deleted from the analysis. Cook’s
distance depends on both the values of the independent and dependent variables.
Select the Cook’s Distance check box to compute this value for all points and flag influential
points, for example, those with a Cook’s distance greater than the specified value. The
suggested value is 4.0. Cook’s distances above 1 indicate that a point is possibly influential.
Cook’s distances exceeding 4 indicate that the point has a major effect on the values of the
parameter estimates. To avoid flagging more influential points, increase this value: to flag less
influential points, lower this value.
Report Flagged Values Only. To only include only the influential points flagged by the
influential point tests in the report, make sure the Report Flagged Values Only check box is
selected. Clear this option to include all influential points in the report.

8.6.4.5.1 Variance Inflation Factor

The Variance Inflation Factor option measures the multicollinearity of the independent
variables, or the linear combination of the independent variables in the fit.
Regression procedures assume that the independent variables are statistically independent of
each other, for example, that the value of one independent variable does not affect the value of
another. However, this ideal situation rarely occurs in the real world. When the independent
variables are correlated, or contain redundant information, the estimates of the parameters in
the regression model can become unreliable.
The parameters in regression models quantify the theoretically unique contribution of each
independent variable to predicting the dependent variable. When the independent variables are
correlated, they contain some common information and "contaminate" the estimates of the
parameters. If the multicollinearity is severe, the parameter estimates can become unreliable.
There are two types of multicollinearity.

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• Structural Multicollinearity. Structural multicollinearity occurs when the regression

equation contains several independent variables which are functions of each other. The most
common form of structural multicollinearity occurs when a polynomial regression equation
contains several powers of the independent variable. Because these powers (for example, x,
x2, and so on) are correlated with each other, structural multicollinearity occurs. Including
interaction terms in a regression equation can also result in structural multicollinearity.
• Sample-Based Multicollinearity. Sample-based multicollinearity occurs when the sample
observations are collected in such a way that the independent variables are correlated (for
example, if age, height, and weight are collected on children of varying ages, each variable
has a correlation with the others).
SigmaPlot can automatically detect multicollinear independent variables using the variance
inflation factor. Click the Other Diagnostics tab in the Options dialog to view the Variance
Inflation Factor option.
Flagging Multicollinear Data. Use the value in the Flag Values > edit box as a threshold
for multicollinear variables. The default threshold value is 4.0, meaning that any value
greater than 4.0 will be flagged as multicollinear. To make this test more sensitive to possible
multicollinearity, decrease this value. To allow greater correlation of the independent variables
before flagging the data as multicollinear, increase this value.
When the variance inflation factor is large, there are redundant variables in the regression
model, and the parameter estimates may not be reliable. Variance inflation factor values above
4 suggest possible multicollinearity; values above 10 indicate serious multicollinearity.
What to Do About Multicollinearity. Sample-based multicollinearity can sometimes be
resolved by collecting more data under other conditions to break up the correlation among the
independent variables. If this is not possible, the regression equation is over parameterized and
one or more of the independent variables must be dropped to eliminate the multicollinearity.
Structural multicollinearities can be resolved by centering the independent variable before
forming the power or interaction terms.
Report Flagged Values Only. To only include only the points flagged by the influential
point tests and values exceeding the variance inflation threshold in the report, make sure the
Report Flagged Values Only check box is selected. Clear this option to include all influential
points in the report.

8.6.4.5.2 Power

Select the Other Diagnostics tab in the options dialog to view the Power options. If Other
Diagnostic is hidden, click the right pointing arrow to the right of the tabs to move it into view.
Use the left pointing arrow to move the other tabs back into view.
The power of a regression is the power to detect the observed relationship in the data. The
alpha (α) is the acceptable probability of incorrectly concluding there is a relationship.
Check the Power check box to compute the power for the stepwise linear regression data.
Change the alpha value by editing the number in the Alpha Value edit box. The suggested
value is α = 0.05. This indicates that a one in twenty chance of error is acceptable, or that you
are willing to conclude there is a significant relationship when P < 0.05.
Smaller values of α result in stricter requirements before concluding there is a significant
relationship, but a greater possibility of concluding there is no relationship when one exists.
Larger values of α make it easier to conclude that there is a relationship, but also increase the
risk of reporting a false positive.

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8.6.5 Setting Backward Stepwise Regression Options

8.6.5 Setting Backward Stepwise Regression Options

Use the Backward Stepwise Regression options to:

• Specify which independent variables entered, replaced, deleted, and/or removed into or
from a regression equation during forward or backward stepwise regression.
• Set the number of steps permitted before the stepwise algorithm stops.
• Set assumption checking options.
• Specify the residuals to display and save them to the worksheet.
• Set confidence interval options.
• Display the PRESS statistic error.
• Display standardized regression coefficients.
• Display the power of the regression.
To change the Backward Stepwise Regression options:

1. If you are going to run the test after changing test options, and want to select your data
before you run the test, drag the pointer over your data.
2. Select Backward Stepwise Regression from the Testsdrop-down list in the Statistics
group on the Analysis tab.
3. Click Options. The Options for Backward Stepwise Regression dialog box appears
with five tabs:
• Criterion. Click the Criterion tab to return to the F-to-Enter, F-to-Remove, and
Number of Steps options. For more information, see 8.6.5.1 Options for Backward
Stepwise Regression: Criterion.
• Assumption Checking. Click the Assumption Checking tab to view the Normality,
Constant Variance, and Durbin-Watson options. For more information, see 8.6.5.2
Options for Backward Stepwise Regression: Assumption Checking.
• Residuals. Click the Residuals tab to view the residual options. For more information,
see 8.6.5.3 Options for Backward Stepwise Regression: Residuals.
• More Statistics. Click the More Statistics tab to view the confidence intervals, PRESS
Prediction Error, Standardized Coefficients options. For more information, see 8.6.5.4
Options for Backward Stepwise Regression: More Statistics.
• Other Diagnostics. Click the Post Hoc Tests tab to view the Power options. For more
information, see 8.6.5.5 Options for Backward Stepwise Regression: Other Diagnostics.
Options settings are saved between SigmaPlot sessions.
4. To continue the test, click Run Test. For more information, see 8.6.6 Running a Stepwise
Regression.
5. To accept the current settings and close the dialog box, click OK.

8.6.5.1 Options for Backward Stepwise Regression: Criterion

Click the Criteriontab from the options dialog box to view the F-to-Enter, F-to-Remove,
and Number of Steps options. Use these options to specify the independent variables that
are entered into, replaced, or removed from the regression equation during the stepwise
regression, and to specify when the stepwise algorithm stops.

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F-to-Enter Value. The F-to-Enter value controls which independent variables are entered
into the regression equation during forward stepwise regression or replaced after each step
during backwards stepwise regression.
The F-to-Enter value is the minimum incremental F value associated with an independent
variable before it can be entered into the regression equation. All independent variables
producing incremental F values above the F-to-Enter value are added to the model.
The suggested F-to-Enter value is 4.0. Increasing F-to-Enter requires a potential independent
variable to have a greater effect on the ability of the regression equation to predict the
dependent variable before it is accepted, but may stop too soon and exclude important
variables.
Remember
The F-to-Enter value should always be greater than or equal to the F-to-Remove
value, to avoid cycling variables in and out of the regression model.
Reducing the F-to-Enter value makes it easier to add a variable, because it relaxes the
importance of a variable required before it is accepted, but may produce redundant variables
and result in multicollinearity.
Tip
If you are performing backwards stepwise regression and you want any variable
that has been removed to remain deleted, increase the F-to-Enter value to a large
number, for example, 100000.
F-to-Remove Value. The F-to-Remove value controls which independent variables are
deleted from the regression equation during backwards stepwise regression, or removed after
each step in backward stepwise regression.
The F-to-Remove is the maximum incremental F value associated with an independent
variable before it can be removed from the regression equation. All independent variables
producing incremental F values below the F-to-Remove value are deleted from the model.
The suggested F-to-Remove value is 3.9. Reducing the F-to-Remove value makes it easier to
retain a variable in the regression equation because variables that have smaller effects on the
ability of the regression equation to predict the dependent variable are still accepted. However,
the regression may still contain redundant variables, resulting in multicollinearity.
Remember
The F-to-Remove value should always be less than or equal to the F-to-Enter value, to
avoid cycling variables in and out of the regression model.
Increasing the F-to-Remove value makes it easier to delete variables from the equation, as
variables that contain more predictive value can be removed. Important variables may also
be deleted, however.
Tip
If you are performing backward stepwise regression and you want any variable that
has been to entered to remain in the equation, set the F-to-Remove value to zero.
Number of Steps. Use this option to set the maximum number of steps permitted before
the stepwise algorithm stops. Note that if the algorithm stops because it ran out of steps,
the results are probably not reliable. The suggested number of steps is 20 added or deleted
independent variables.

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8.6.5.2 Options for Backward Stepwise Regression: Assumption Checking

8.6.5.2 Options for Backward Stepwise Regression: Assumption

Checking
Click the Assumption Checking tab from the options dialog box to view the Normality,
Constant Variance, and Durbin-Watson options. These options test your data for its suitability
for regression analysis by checking three assumptions that a Stepwise Linear Regression
makes about the data. A Stepwise Linear Regression assumes:
• That the source population is normally distributed about the regression.
• The variance of the dependent variable in the source population is constant regardless of
the value of the independent variable(s).
• That the residuals are independent of each other.
All assumption checking options are selected by default. Only disable these options if you are
certain that the data was sampled from normal populations with constant variance and that
the residuals are independent of each other.
Normality Testing. SigmaPlot uses either the Shapiro-Wilk or Kolmogorov-Smirnov test to
test for a normally distributed population.
Constant Variance Testing. SigmaPlot tests for constant variance by computing the
Spearman rank correlation between the absolute values of the residuals and the observed
value of the dependent variable. When this correlation is significant, the constant variance
assumption may be violated, and you should consider trying a different model (for example,
one that more closely follows the pattern of the data), or transforming one or more of the
independent variables to stabilize the variance.

8.6.5.2.1 P Values for Normality and Constant Variance

The P value determines the probability of being incorrect in concluding that the data is not
normally distributed (P value is the risk of falsely rejecting the null hypothesis that the data
is normally distributed). If the P computed by the test is greater than the P set here, the
test passes.
To require a stricter adherence to normality and/or constant variance, increase the P value.
Because the parametric statistical methods are relatively robust in terms of detecting violations
of the assumptions, the suggested value in SigmaPlot is 0.05. Larger values of P (for example,
0.10) require less evidence to conclude that the residuals are not normally distributed or
the constant variance assumption is violated.
To relax the requirement of normality and/or constant variance, decrease P. Requiring smaller
values of P to reject the normality assumption means that you are willing to accept greater
deviations from the theoretical normal distribution before you flag the data as non-normal. For
example, a P value of 0.01 for the normality test requires greater deviations from normality to
flag the data as non-normal than a value of 0.05.
Note
Although the assumption tests are robust in detecting data from populations that
are non-normal or with non-constant variances, there are extreme conditions of
data distribution that these tests cannot detect; however, these conditions should be
easily detected by visually examining the data without resorting to the automatic
assumption tests.
Durbin-Watson Statistic. SigmaPlot uses the Durbin-Watson statistic to test residuals
for their independence of each other. The Durbin-Watson statistic is a measure of serial
correlation between the residuals. The residuals are often correlated when the independent
variable is time, and the deviation between the observation and the regression line at one

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time are related to the deviation at the previous time. If the residuals are not correlated, the
Durbin-Watson statistic will be 2.
Difference from 2 Value Enter the acceptable deviation from 2.0 that you consider as
evidence of a serial correlation in the Difference for 2.0 box. If the computed Durbin-Watson
statistic deviates from 2.0 more than the entered value, SigmaPlot warns you that the residuals
may not be independent. The suggested deviation value is 0.50, for example, Durbin-Watson
Statistic values greater than 2.5 or less than 1.5 flag the residuals as correlated.
To require a stricter adherence to independence, decrease the acceptable difference from 2.0.
To relax the requirement of independence, increase the acceptable difference from 2.0.

8.6.5.3 Options for Backward Stepwise Regression: Residuals

Click the Residuals tab in the options dialog box to view the Predicted Values, Raw,
Standardized, Studentized, Studentized Deleted, and Report Flagged Values Only options.
Predicted Values. Select this option to calculate the predicted value of the dependent
variable for each observed value of the independent variable(s), then save the results to the
data worksheet. Click the selected check box if you do not want to include raw residuals in
the worksheet.
To assign predicted values to a worksheet column, select the worksheet column you want to
save the predicted values to from the corresponding drop-down list. If you select none and the
Predicted Values check box is selected, the values appear in the report but are not assigned to
the worksheet.
Raw Residuals. The raw residuals are the differences between the predicted and observed
values of the dependent variables. To include raw residuals in the report, make sure this check
box is selected. Click the selected check box if you do not want to include raw residuals in
the worksheet.
To assign the raw residuals to a worksheet column, select the number of the desired column
from the corresponding drop-down list. If you select none from the drop-down list and the Raw
check box is selected, the values appear in the report but are not assigned to the worksheet.
Standardized Residuals. The standardized residual is the residual divided by the standard
error of the estimate. The standard error of the residuals is essentially the standard deviation
of the residuals, and is a measure of variability around the regression line. To include
standardized residuals in the report, make sure this check box is selected.
SigmaPlot automatically flags data points lying outside of the confidence interval specified
in the corresponding box. These data points are considered to have "large" standardized
residuals, for example, outlying data points. You can change which data points are flagged by
editing the value in the Flag Values > edit box.
Studentized Residuals. Studentized residuals scale the standardized residuals by taking
into account the greater precision of the regression line near the middle of the data versus
the extremes. The Studentized residuals tend to be distributed according to the Student t
distribution, so the t distribution can be used to define "large" values of the Studentized
residuals. SigmaPlot automatically flags data points with "large" values of the Studentized
residuals, for example, outlying data points; the suggested data points flagged lie outside the
95% confidence interval for the regression population.
To include Studentized residuals in the report, make sure this check box is selected. Click the
selected check box if you do not want to include Studentized residuals in the worksheet.

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8.6.5.4 Options for Backward Stepwise Regression: More Statistics

Studentized Deleted Residuals Studentized deleted residuals are similar to the Studentized
residual, except that the residual values are obtained by computing the regression equation
without using the data point in question.
To include Studentized deleted residuals in the report, make sure this check box is selected.
Click the selected check box if you do not want to include Studentized deleted residuals in
the worksheet.
SigmaPlot can automatically flag data points with "large" values of the Studentized deleted
residual, for example, outlying data points; the suggested data points flagged lie outside the
95% confidence interval for the regression population.
Note
Both Studentized and Studentized deleted residuals use the same confidence interval
setting to determine outlying points.
Report Flagged Values Only. To only include only the flagged standardized and Studentized
deleted residuals in the report, make sure the Report Flagged Values Only check box is
selected. Clear this option to include all standardized and Studentized residuals in the report.

8.6.5.4 Options for Backward Stepwise Regression: More Statistics

Click the More Statistics tab in the options dialog to view the confidence interval options.
You can set the confidence interval for the population, regression, or both, and then save
them to the worksheet.
Confidence Interval for the Population. The confidence interval for the population gives the
range of values that define the region that contains the population from which the observations
were drawn.
To include confidence intervals for the population in the report, make sure the Population
check box is selected. Click the selected check box if you do not want to include the
confidence intervals for the population in the report.
Confidence Interval for the Regression. The confidence interval for the regression line gives
the range of values that defines the region containing the true mean relationship between the
dependent and independent variables, with the specified level of confidence.
To include confidence intervals for the regression in the report, make sure the Regression
check box is selected, then specify a confidence level by entering a value in the percentage
box. The confidence level can be any value from 1 to 99. The suggested confidence level is
95%. Click the selected check box if you do not want to include the confidence intervals for
the population in the report.
Clear the selected check box if you do not want to include the confidence intervals for the
population in the report.
Saving Confidence Intervals to the Worksheet. To save the confidence intervals to the
worksheet, select the column number of the first column you want to save the intervals to from
the Starting in Column drop-down list. The selected intervals are saved to the worksheet
starting with the specified column and continuing with successive columns in the worksheet.
PRESS Prediction Error. The PRESS Prediction Error is a measure of how well the
regression equation predicts the observations. Leave this check box selected to evaluate the fit
of the equation using the PRESS statistic. Clear the selected check box if you do not want
to include the PRESS statistic in the report.
Standardized Coefficients. These are the coefficients of the regression equation standardized
to dimensionless values,

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SigmaPlot Statistics

sx
i= bi
sy

where bI = regression coefficient, xIs = standard deviation of the independent variable xI, and sy
= standard deviation of dependent variable y.
To include the standardized coefficients in the report, select Standardized Coefficients. Clear
the check box if you do not want to include the standardized coefficients in the worksheet.

8.6.5.5 Options for Backward Stepwise Regression: Other Diagnostics

Click the Other Diagnosticstab in the options dialog box to view the Influence, Variance
Inflation Factor and Power options. If Other Diagnostic is hidden, click the right pointing
arrow to the right of the tabs to move it into view. Use the left pointing arrow to move the
other tabs back into view.
Influence options automatically detect instances of influential data points. Most influential
points are data points which are outliers, that is, they do not do not "line up" with the rest of
the data points. These points can have a potentially disproportionately strong influence on
the calculation of the regression line. You can use several influence tests to identify and
quantify influential points.
DFFITS. DFFITSi is the number of estimated standard errors that the predicted value changes
for the ith data point when it is removed from the data set. It is another measure of the
influence of a data point on the prediction used to compute the regression coefficients.
Predicted values that change by more than two standard errors when the data point is removed
are considered to be influential.
Select the DFFITS check box to compute this value for all points and flag influential points,
for example, those with DFFITS greater than the value specified in the Flag Values > edit
box. The suggested value is 2.0 standard errors, which indicates that the point has a strong
influence on the data. To avoid flagging more influential points, increase this value; to flag
less influential points, decrease this value.
Leverage. Leverage is used to identify the potential influence of a point on the results of the
regression equation. Leverage depends only on the value of the independent variable(s).
Observations with high leverage tend to be at the extremes of the independent variables,
where small changes in the independent variables can have large effects on the predicted
values of the dependent variable.
The expected leverage of a data point is
(k + 1)
n

, where there are k independent variables and n data points. Observations with leverages much
higher than the expected leverages are potentially influential points.
Select the Leverage check box to compute the leverage for each point and automatically flag
potentially influential points, for example, those points that could have leverages greater than
the specified value times the expected leverage. The suggested value is 2.0 times the expected
leverage for the regression (for example,
2(k + 1)
n

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8.6.5.5.1 Variance Inflation Factor

). To avoid flagging more potentially influential points, increase this value; to flag points
with less potential influence, lower this value.
Cook’s Distance. Cook’s distance is a measure of how great an effect each point has on the
estimates of the parameters in the regression equation. Cook’s distance assesses how much the
values of the regression coefficients change if a point is deleted from the analysis. Cook’s
distance depends on both the values of the independent and dependent variables.
Select the Cook’s Distance check box to compute this value for all points and flag influential
points, for example, those with a Cook’s distance greater than the specified value. The
suggested value is 4.0. Cook’s distances above 1 indicate that a point is possibly influential.
Cook’s distances exceeding 4 indicate that the point has a major effect on the values of the
parameter estimates. To avoid flagging more influential points, increase this value: to flag less
influential points, lower this value.
Report Flagged Values Only. To only include only the influential points flagged by the
influential point tests in the report, make sure the Report Flagged Values Only check box is
selected. Clear this option to include all influential points in the report.

8.6.5.5.1 Variance Inflation Factor

The Variance Inflation Factor option measures the multicollinearity of the independent
variables, or the linear combination of the independent variables in the fit.
Regression procedures assume that the independent variables are statistically independent of
each other, for example, that the value of one independent variable does not affect the value of
another. However, this ideal situation rarely occurs in the real world. When the independent
variables are correlated, or contain redundant information, the estimates of the parameters in
the regression model can become unreliable.
The parameters in regression models quantify the theoretically unique contribution of each
independent variable to predicting the dependent variable. When the independent variables are
correlated, they contain some common information and "contaminate" the estimates of the
parameters. If the multicollinearity is severe, the parameter estimates can become unreliable.
There are two types of multicollinearity.
• Structural Multicollinearity. Structural multicollinearity occurs when the regression
equation contains several independent variables which are functions of each other. The most
common form of structural multicollinearity occurs when a polynomial regression equation
contains several powers of the independent variable. Because these powers (for example, x,
x2, and so on) are correlated with each other, structural multicollinearity occurs. Including
interaction terms in a regression equation can also result in structural multicollinearity.
• Sample-Based Multicollinearity. Sample-based multicollinearity occurs when the sample
observations are collected in such a way that the independent variables are correlated (for
example, if age, height, and weight are collected on children of varying ages, each variable
has a correlation with the others).
SigmaPlot can automatically detect multicollinear independent variables using the variance
inflation factor. Click the Other Diagnostics tab in the Options dialog to view the Variance
Inflation Factor option.
Flagging Multicollinear Data. Use the value in the Flag Values > edit box as a threshold
for multicollinear variables. The default threshold value is 4.0, meaning that any value
greater than 4.0 will be flagged as multicollinear. To make this test more sensitive to possible
multicollinearity, decrease this value. To allow greater correlation of the independent variables
before flagging the data as multicollinear, increase this value.

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SigmaPlot Statistics

When the variance inflation factor is large, there are redundant variables in the regression
model, and the parameter estimates may not be reliable. Variance inflation factor values above
4 suggest possible multicollinearity; values above 10 indicate serious multicollinearity.
What to Do About Multicollinearity. Sample-based multicollinearity can sometimes be
resolved by collecting more data under other conditions to break up the correlation among the
independent variables. If this is not possible, the regression equation is over parameterized and
one or more of the independent variables must be dropped to eliminate the multicollinearity.
Structural multicollinearities can be resolved by centering the independent variable before
forming the power or interaction terms.
Report Flagged Values Only. To only include only the points flagged by the influential
point tests and values exceeding the variance inflation threshold in the report, make sure the
Report Flagged Values Only check box is selected. Clear this option to include all influential
points in the report.
What to Do About Influential Points. Influential points have two possible causes:
• There is something wrong with the data point, caused by an error in observation or data
entry.
• The model is incorrect.
If a mistake was made in data collection or entry, correct the value. If you do not know the
correct value, you may be able to justify deleting the data point. If the model appears to be
incorrect, try regression with different independent variables, or a Nonlinear Regression.

8.6.5.5.2 Power
Click the Other Diagnostics tab in the options dialog to view the Power options. If Other
Diagnostic is hidden, click the right pointing arrow to the right of the tabs to move it into view.
Use the left pointing arrow to move the other tabs back into view.
The power of a regression is the power to detect the observed relationship in the data. The
alpha (α) is the acceptable probability of incorrectly concluding there is a relationship.
Select Power to compute the power for the stepwise linear regression data. Change the alpha
value by editing the number in the Alpha Value box. The suggested value is α = 0.05. This
indicates that a one in twenty chance of error is acceptable, or that you are willing to conclude
there is a significant relationship when P < 0.05.
Smaller values of α result in stricter requirements before concluding there is a significant
relationship, but a greater possibility of concluding there is no relationship when one exists.
Larger values of α make it easier to conclude that there is a relationship, but also increase the
risk of reporting a false positive.

8.6.6 Running a Stepwise Regression

To run a Stepwise Regression you need to select the data to test. Use the Pick Columns dialog
box to select the worksheet columns with the data you want to test.
To run a Stepwise Regression:

1. If you want to select your data before you run the regression, drag the pointer over your
data.

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8.6.7 Interpreting Stepwise Regression Results

2. Click the Analysis tab.

3. In the Statistics group, from the Tests drop-down list, select:
Regression→Stepwise→Forward
or
Regression→Stepwise→Backward
The Pick Columns for Forward Stepwise Regression or Pick Columns for Backward
Stepwise Regression dialog box appears. If you selected columns before you chose the
test, the selected columns appear in the column list. If you have not selected columns,
the dialog prompts you to pick your data.
4. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for Dependent and
Independent drop-down list.

The first selected column is assigned to the Dependent Variable row in the Selected
Columns list, and the second column is assigned to the Independent Variable row. The
title of selected columns appears in each row. You are only prompted for one dependent
and one independent variable column.
5. To change your selections, select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
6. Click Finish to run the regression. If you elected to test for normality, constant variance,
and/or independent residuals, SigmaPlot performs the tests for normality (Shapiro-Wilk
or Kolmogorov-Smirnov), constant variance, and independent residuals. If your data fail
either of these tests, SigmaPlot warns you. When the test is complete, the report appears
displaying the results of the Stepwise Regression.

If you are performing a regression using one order only, and selected to place predicted
values, residuals, and/or other test results in the worksheet, they are placed in the specified
data columns and are labeled by content and source column.
Note
Worksheet results can only be obtained using order only stepwise regression.

8.6.7 Interpreting Stepwise Regression Results

The report for both Forward and Backward Stepwise Regression displays the variables that
were entered or removed for that step, the regression coefficients, an ANOVA table, and
information about the variables in and not in the model. Regression diagnostics, confidence
intervals, and predicted values are listed for the final regression model if these options were
selected in the Options for Forward or Backward Regression dialog box. For more
information, see 8.6.4 Setting Forward Stepwise Regression Options.
Result Explanations
In addition to the numerical results, expanded explanations of the results may also appear. You
can turn off this text on the Options dialog box. You can also set the number of decimal places
to display in the Options dialog box. For more information, see the SigmaPlot 12 User’s Guide.

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8.6.7.1 F-to-Enter, F-to-Remove

This is the worksheet column used as the dependent variable in the regression computation.
These are the F values specified in the Options for Stepwise Regression dialog boxes.
F-to-Enter. The F-to-Enter value controls which independent variables are entered into the
regression equation during forward stepwise regression, or replaced after each step during
backwards stepwise regression. It is the minimum incremental F value associated with an
independent variable before it can be entered into the regression equation.
All independent variables with incremental F values above the F-to-Enter value are added to
the model. The suggested F-to-Enter value is 4.0.
F-to-Remove. The F-to-Remove value controls which independent variables are deleted from
the regression equation during Backwards Stepwise Regression, or removed after each step
in Forward Stepwise Regression. It is the maximum incremental F value associated with an
independent variable before it can be removed from the regression equation.
All independent variables with incremental F values below the F-to-Remove value are deleted
from the model. The suggested F-to-Remove value is 3.9.

8.6.7.2 Step
The step number, variable added or removed, R, R2 and the adjusted R2 for the equation, and
standard error of the estimate are all listed under this heading.
R and R Squared. R, the multiple correlation coefficient, and R2, the coefficient of
determination for Stepwise Regression, are both measures of how well the regression model
describes the data. R values near 1 indicate that the equation is a good description of the
relation between the independent and dependent variables.
R equals 0 when the values of the independent variable does not allow any prediction of the
dependent variables, and equals 1 when you can perfectly predict the dependent variables from
the independent variables.
Adjusted R Squared. The adjusted R2, R2adj , is also a measure of how well the regression
model describes the data, but takes into account the number of independent variables, which
reflects the degrees of freedom. Larger R2adj values (nearer to 1) indicate that the equation is a
good description of the relation between the independent and dependent variables.
Standard Error of the Estimate. The standard error of the estimate syx is a measure of the
actual variability about the regression plane of the underlying population. The underlying
population generally falls within about two standard errors of the observed sample. This
statistic is displayed for the results of each step.

8.6.7.3 Analysis of Variance (ANOVA) Table

The ANOVA (analysis of variance) table lists the ANOVA statistics for the regression and the
corresponding F value for each step.
SS (Sum of Squares). The sum of squares are measures of variability of the dependent
variable.
• The sum of squares due to regression measures the difference of the regression plane from
the mean of the dependent variable
• The residual sum of squares is a measure of the size of the residuals, which are the
differences between the observed values of the dependent variable and the values predicted
by regression model

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8.6.7.4 Variables in Model

DF (Degrees of Freedom). Degrees of freedom represent the number observations and

variables in the regression equation.
• The regression degrees of freedom is a measure of the number of independent variables
• The residual degrees of freedom is a measure of the number of observations less the number
of terms in the equation.
MS (Mean Square). The mean square provides two estimates of the population variances.
Comparing these variance estimates is the basis of analysis of variance.
The mean square regression is a measure of the variation of the regression from the mean of
the dependent variable, or

sum of squares due to regression SS reg

= = MS reg
regression of degrees of freedom DF reg

The residual mean square is a measure of the variation of the residuals about the regression
plane, or

residual sum of squares SS reg

= = MS res
residual degrees of freedom DF reg

The residual mean square is also equal to s2yx .

F Statistic. The F test statistic gauges the contribution of the independent variables in
predicting the dependent variable. It is the ratio

regression variation from the dependent variable mean MS reg

= = F overall
residual variation about the regression curve MS res

If F is a large number, you can conclude that the independent variables contribute to the
prediction of the dependent variable (for example, at least one of the coefficients is different
from zero, and the "unexplained variability" is smaller than what is expected from random
sampling variability of the dependent variable about its mean). If the F ratio is around 1,
you can conclude that there is no association between the variables (for example, the data is
consistent with the null hypothesis that all the samples are just randomly distributed).
P Value. The P value is the probability of being wrong in concluding that there is an
association between the dependent and independent variables (for example, the probability of
falsely rejecting the null hypothesis, or committing a Type I error, based on F). The smaller
the P value, the greater the probability that there is an association.
Traditionally, you can conclude that the independent variable can be used to predict the
dependent variable when P < 0.05.

8.6.7.4 Variables in Model

Information about the independent variables used in the regression equation for the current
step are listed under this heading. The value of the variable coefficients, standard errors, the
F-to-Remove, and the corresponding P value for the F-to-Remove are listed. These statistics
are displayed for each step. An asterisk (*) indicates variables that were forced into the model.

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Coefficients. The value for the constant and coefficients of the independent variables for the
regression model are listed.
Standard Error . The standard errors are estimates of the regression coefficients (analogous
to the standard error of the mean). The true regression coefficients of the underlying
population generally fall within about two standard errors of the observed sample coefficients.
Large standard errors may indicate multicollinearity.
F-to-Enter. The F-to-Enter gauges the increase in predicting the dependent variable gained by
adding the independent variable to the regression equation. It is the ratio

regression variation from the dependent variable mean associated with adding x when x 1, ..., x j 1 are a
residual variation about the regression containing x 1, ..., x j

If the F-to-Enter for a variable is larger than the F-to-Enter cutoff specified with the Stepwise
Regression options, the variable remains in or is added back to the equation.
Note
The F-to-Remove value is the cutoff that determines if a variable is removed from or
stays out of the equation.
P Value. P is the P value calculated for the F-to-Enter value. The P value is the probability
of being wrong in concluding that adding the independent variable contributes to predicting
the dependent variable (for example, the probability of falsely rejecting the null hypothesis,
or committing a Type I error, based on F-to-Enter). The smaller the P value, the greater the
probability that adding the variable contributes to the model.
Traditionally, you can conclude that the independent variable can be used to predict the
dependent variable when P < 0.05.

8.6.7.5 Variables not in Model

The variables not entered or removed from the model are listed under this heading, along with
their corresponding F-to-Remove and P values.
F-to-Remove. The F-to-Remove gauges the increase in predicting the dependent variable
gained by removing the independent variable from the regression equation.
If the F-to-Remove for a variable is larger than the F-to-Remove cutoff specified with the
stepwise regression options, the variable is removed from or stays out of the equation.
Remember
It is the F-to-Enter value that determines which variable is reentered into or remains in
the equation.
P Value. P is the P value calculated for the F-to-Remove value. The P value is the probability
of being wrong in concluding that removing the independent variable contributes to predicting
the dependent variable (for example, the probability of falsely rejecting the null hypothesis,
or committing a Type I error, based on F-to-Enter). The smaller the P value, the greater the
probability that removing the variable contributes to the model.
Traditionally, you can conclude that the independent variable can be used to predict the
dependent variable when P < 0.05.

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8.6.7.6 PRESS Statistic

8.6.7.6 PRESS Statistic

PRESS, the Predicted Residual Error Sum of Squares, is a measure of how well a regression
model predicts the observations.
The PRESS statistic is computed by summing the squares of the prediction errors (the
differences between predicted and observed values) for each observation, with that point
deleted from the computation of the estimated regression model.
One important use of the PRESS statistics is for model comparison. If several different
regression models are applied to the same data, the one with the smallest PRESS statistic
has the best predictive capability.

8.6.7.7 Durbin-Watson Statistic

The Durbin-Watson statistic is a measure of correlation between the residuals. If the residuals
are not correlated, the Durbin-Watson statistic will be 2; the more this value differs from 2, the
greater the likelihood that the residuals are correlated. This results appears if it was selected in
the Options for Stepwise Regression dialog box.
Regression assumes that the residuals are independent of each other; the Durbin-Watson
test is used to check this assumption. If the Durbin-Watson value deviates from 2 by more
than the value set in the Options for Stepwise Regression dialog, a warning appears in the
report. The suggested trigger value is a difference of more than 0.50, for example, when the
Durbin-Watson statistic is less than 1.5 or greater than 2.5.

8.6.7.8 Normality Test

The Normality test result displays whether the data passed or failed the test of the assumption
that the source population is normally distributed around the regression, and the P value
calculated by the test. All regression requires a source population to be normally distributed
about the regression. When this assumption may be violated, a warning appears in the report.
This result appears unless you disabled normality testing in the Options for Best Subset
Regression dialog box.
Failure of the normality test can indicate the presence of outlying influential points or an
incorrect regression model.

8.6.7.9 Constant Variance Test

The constant variance test result displays whether or not the data passed or failed the test of
the assumption that the variance of the dependent variable in the source population is constant
regardless of the value of the independent variable, and the P value calculated by the test.
When the constant variance assumption may be violated, a warning appears in the report.
If you receive this warning, you should consider trying a different model (for example, one
that more closely follows the pattern of the data), or transforming the independent variable to
stabilize the variance and obtain more accurate estimates of the parameters in the regression
equation.

8.6.7.10 Power
This result is displayed if you selected this option in the Options for Stepwise Regression
dialog box.
The power, or sensitivity, of a regression is the probability that the model correctly describes
the relationship of the variables, if there is a relationship.

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Regression power is affected by the number of observations, the chance of erroneously

reporting a difference α (alpha), and the slope of the regression.
Alpha. Alpha (α) is the acceptable probability of incorrectly concluding that the model is
correct. An a error is also called a Type I error (a Type I error is when you reject the hypothesis
of no association when this hypothesis is true).
The α value is set in the Power Options dialog box; the suggested value is α = 0.05 which
indicates that a one in twenty chance of error is acceptable. Smaller values of a result in
stricter requirements before concluding the model is correct, but a greater possibility of
concluding the model is bad when it is really correct (a Type II error). Larger values of a
make it easier to conclude that the model is correct, but also increase the risk of accepting a
bad model (a Type I error).

8.6.7.11 Regression Diagnostics

The regression diagnostic results display only the values for the predicted and residual results
selected in the Options for Stepwise Regression dialog. All results that qualify as outlying
values are flagged with a < symbol. The trigger values to flag residuals as outliers are set in
the Options for Stepwise Regression dialog box.
If you selected Report Cases with Outliers Only, only those observations that have one or
more residuals flagged as outliers are reported; however, all other results for that observation
are also displayed.
Predicted Values. This is the value for the dependent variable predicted by the regression
model for each observation. If these values were saved to the worksheet, they may be used to
plot the regression using SigmaPlot .
Residuals. These are the raw residuals, the difference between the predicted and observed
values for the dependent variables.
Standardized Residuals. The standardized residual is the raw residual divided by the
standard error of the estimate.
If the residuals are normally distributed about the regression, about 66% of the standardized
residuals have values between -1 and +1, and about 95% of the standardized residuals have
values between -2 and +2. A larger standardized residual indicates that the point is far from
the regression; the suggested value flagged as an outlier is 2.5.
Studentized Residuals. The Studentized residual is a standardized residual that also takes
into account the greater confidence of the data points in the "middle" of the data set. By
weighting the values of the residuals of the extreme data points (those with the lowest and
highest independent variable values), the Studentized residual is more sensitive than the
standardized residual in detecting outliers.
Both Studentized and Studentized deleted residuals that lie outside a specified confidence
interval for the regression are flagged as outlying points: the suggested confidence value is
95%.
This residual is also known as the internally Studentized residual, because the standard error
of the estimate is computed using all data.
Studentized Deleted Residual. The Studentized deleted residual, or externally Studentized
residual, is a Studentized residual which uses the standard error of the estimate syx(—i),
computed by deleting the data point associated with the residual. This reflects the greater
effect of outlying points by deleting the data point from the variance computation.

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8.6.7.12 Influence Diagnostics

Both Studentized and Studentized deleted residuals that lie outside a specified confidence
interval for the regression are flagged as outlying points; the suggested confidence value is
95%.
The Studentized deleted residual is more sensitive than the Studentized residual in detecting
outliers, since the Studentized deleted residual results in much larger values for outliers than
the Studentized residual.

8.6.7.12 Influence Diagnostics

The influence diagnostic results display only the values for the results selected in the Options
dialog under the Other Diagnostics tab. All results that qualify as outlying values are flagged
with a < symbol. The trigger values to flag data points as outliers are also set in the Options
dialog under the Other Diagnostics tab.
If you selected Report Cases with Outliers Only, only observations that have one or more
observations flagged as outliers are reported; however, all other results for that observation
are also displayed.
Cook’s Distance. Cook’s distance is a measure of how great an effect each point has on the
estimates of the parameters in the regression equation. It is a measure how much the values of
the regression equation would change if that point is deleted from the analysis.
Values above 1 indicate that a point is possibly influential. Cook’s distances exceeding 4
indicate that the point has a major effect on the values of the parameter estimates. Points with
Cook’s distances greater than the specified value are flagged as influential; the suggested
value is 4.
Leverage. Leverage values identify potentially influential points. Observations with leverages
a specified factor greater than the expected leverages are flagged as potentially influential
points; the suggested value is 2.0 times the expected leverage.
The expected leverage of a data point is
(k + n )
n

, where there are k independent variables and n data points.

Because leverage is calculated using only the dependent variable, high leverage points tend
to be at the extremes of the independent variables (large and small values), where small
changes in the independent variables can have large effects on the predicted values of the
dependent variable.
DFFITS. The DFFITS statistic is a measure of the influence of a data point on regression
prediction. It is the number of estimated standard errors the predicted value for a data
point changes when the observed value is removed from the data set before computing the
regression coefficients.
Predicted values that change by more than the specified number of standard errors when the
data point is removed are flagged as influential: the suggested value is 2.0 standard errors.

8.6.7.13 Confidence Intervals

These results are displayed if you selected them in the Options for Stepwise Regression
dialog. If the confidence interval does not include zero, you can conclude that the coefficient is
different than zero with the level of confidence specified. This can also be described as P < α

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(alpha), where α is the acceptable probability of incorrectly concluding that the coefficient is
different than zero, and the confidence interval is 100(1 - α).
The specified confidence level can be any value from 1 to 99; the suggested confidence level
for both intervals is 95%.
Pred (Predicted Values). This is the value for the dependent variable predicted by the
regression model for each observation.
Mean. The confidence interval for the regression gives the range of variable values computed
for the region containing the true relationship between the dependent and independent
variables, for the specified level of confidence.
Obs (Observations). The confidence interval for the population gives the range of variable
values computed for the region containing the population from which the observations were
drawn, for the specified level of confidence.

8.6.8 Stepwise Regression Report Graphs

You can generate up to five graphs using the results from a Simple Linear Regression. They
include a:
• Histogram of the residuals. For more information, see 11.1.8 Histogram of Residuals.
• Scatter plot of the residuals. For more information, see 11.1.6 .
• Bar chart of the standardized residuals. For more information, see 11.1.7 .
• Normal probability plot of residuals. For more information, see 11.1.9 Normal Probability
Plot.
• Line/scatter plot of the regression with confidence and prediction intervals. For more
information, see 11.1.10 .
• 3D scatter plot of the residuals. For more information, see 11.1.11 .

8.6.8.1 Creating Stepwise Regression Report Graphs

To generate a graph of Stepwise Regression report data:

1. With the report in view, click the Reporttab.

2. In the Result Graphs group, click Create Result Graph.

The Create Result Graph dialog box appears displaying the types of graphs available for
the Stepwise Regression results.
3. Select the type of graph you want to create from the Graph Type list, then click OK.
For more information, see 11.1 Generating Report Graphs.

The specified graph appears in a graph window or in the report.

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8.7 Best Subsets Regression

8.7 Best Subsets Regression

Use Linear Best Subsets Regression when you:
• Need to predict a trend in the data, or predict the value of one variable from the values of
one or more other variables, by fitting a line or plane (or hyperplane) through the data.
• Do not know which independent variables contribute to the prediction of the dependent
variable, and you want to find the subsets of independent variables that best contribute to
predicting the dependent variable.
The independent variable is the known, or predicted, variable. When the independent variable
is varied, a corresponding value for the dependent, or response, variable is produced.
If you already know which independent variables to use, use Multiple Linear Regression. If
you want to select the equation model by incrementally adding or deleting variables from
the model, use Stepwise Regression. If the relationship is not a straight line or plane, use
Polynomial or Nonlinear Regression.

8.7.1 About Best Subset Regression

Best Subsets Regression is a technique for selecting variables in a multiple linear regression
by systematically searching through the different combinations of the independent variables
and selecting the subsets of variables that best contribute to predicting the dependent variable.
Best Subset Regression assumes an association between the independent and
dependent variables that fits the general equation for a multidimensional plane:
y=b0+b1x1+b2x2+b3x3+...bkxk
where y is the dependent variable, x1, x2, x3..., xk are the independent variables, and b1, b2,
b3..., bk are the regression coefficients. As the values for xI vary, the corresponding value for
y either increases or decreases. Best subsets regression searches for those combinations of
the independent variables that give the "best" prediction of the dependent variable. There are
several criteria for "best," and the results depend on which criterion you select. These criteria
are specified in the Options for Best Subset Regression dialog box.
No predicted values, residuals, graphs, or other results are produced with a best subsets
regression. To view results, note which independent variables were used for the desired model,
then perform a multiple linear regression using only those independent variables.

8.7.2 "Best" Subsets Criteria

There are three statistics that can be used to evaluate which subsets of variables best contribute
to predicting the dependent variable.
R Squared. R2, the coefficient of determination for multiple regression, is a measure of
how well the regression model describes the data. The larger the value of R2, the better the
model predicts the dependent variable.
However, the number of variables used in the equation is not taken into account. Consequently,
equation with more variables will always have higher R2 values, whether or not the additional
variables really contribute to the prediction.
Adjusted R Squared. The adjusted R2, R2adj, is a measure of how well the regression model
describes the data based on R2, but takes into account the number of independent variables.

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Mallows. Cp is a gauge of the size of the bias introduced into the estimate of the dependent
variable when independent variables are omitted from the regression equation, as computed
from the number of parameters plus a measure of the difference between the predicted and
true population means of the dependent variable.
The optimal value of Cp is equal to the number of parameters (the independent variables used
in the subset plus the constant), or: Cp=p=k+1
where p is the number of parameters and k is the number of independent variables.
The closer the value of Cp is to the number of parameters, the less likely a relevant variable
was omitted. Note that the fully specified model will always have a Cp=p.

8.7.3 Performing a Best Subset Regression

To perform a Best Subset Regression:

1. Enter or arrange your data in the worksheet. For more information, see 8.7.4 Arranging
Best Subset Regression Data.
2. If desired, set the Best Subset Regression options. For more information, see 8.7.5 Setting
Best Subset Regression Options.
3. Click the Analysis tab.
4. In the Statistics group, from the Tests drop-down list, select:
Regression→Best Subsets
5. View and interpret the Best Subset Regression report. For more information, see 8.7.7
Interpreting Best Subset Regression Results.

8.7.4 Arranging Best Subset Regression Data

Place the data for the observed dependent variable in a single column and the corresponding
data for the independent variables in one or more columns. Rows containing missing values
are ignored, and the columns must be of equal length.

8.7.5 Setting Best Subset Regression Options

Use the Best Subset Regression options to

• Specify the criterion to use to predict the dependent variable and the number of subset
used in the equation.
• Enable the variance inflation factor to identify potential difficulties with the regression
parameter estimates (multicollinearity).
To change Best Subset Regression options:

1. If you are going to run the test after changing test options, and want to select your data
before you run the test, drag the pointer over your data.

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8.7.5.1 Options for Best Subset Regression: Criterion

2. Select Best Subset Regression from the Select Test drop-down list in the Statistics
group on the Analysis tab.
3. Click Options.

The Options for Best Subset Regression dialog box appears with the Criterion tab in
view. For more information, see 8.7.5.1 Options for Best Subset Regression: Criterion.
Options settings are saved between SigmaPlot sessions.
4. To continue the test, click Run Test. For more information, see 8.6.6 Running a Stepwise
Regression.
5. To accept the current settings and close the dialog box, click OK.

8.7.5.1 Options for Best Subset Regression: Criterion

Use the Best Criterion option to select the criterion used to determine the best subsets and the
Number of Subsets option to specify the number of subsets to list.
Best Criterion. Select the criterion to determine the best subsets from this drop-down list.
• Mallows. Select Mallows Cp from the Best Criterion drop-down list to use a gauge of the
bias introduced when variables are omitted to quickly screen large numbers of potential
variables and produce a few subsets that include only the relevant variables. The number of
subsets listed is equal to the number set with the Number of Subsets option.
• R Squared. Select R Squared ( R2) from the Best Criterion drop-down list to use the
largest coefficient of determination to find the best fitting subset. R2 contains no information
on the number of variables used, so subsets are listed for each number of possible variables
(for example, one independent variable, two variables, and so on, up to all variables
selected). The maximum number of subsets listed for each number of possible variables
is equal to the Number of Subsets option.
• Adjusted R Squared. Select Adjusted R Squared (Adjusted R2) from the Best Criterion
drop-down list to use the largest values to select the best regressions. R2adj takes into
account the loss of degrees of freedom when additional independent variables are added
to the regression equation. The number of subsets listed is equal to the number set with
the Number of Subsets option .
Number of Subsets. Use this option to specify the number of most contributing variable
groups to list by entering the desired value in the Number of Subsets edit box. For Cp this
is the total number of subsets. For R2, this is the number of variable subsets listed for each
number of independent variables in the equation.
Variance Inflation Factor. Use Variance Inflation Factor option to measure the
multicollinearity of the independent variables, or the linear combination of the independent
variables in the fit.
Regression procedures assume that the independent variables are statistically independent of
each other, for example, that the value of one independent variable does not affect the value of
another. However, this ideal situation rarely occurs in the real world. When the independent
variables are correlated, or contain redundant information, the estimates of the parameters in
the regression model can become unreliable.
The parameters in regression models quantify the theoretically unique contribution of each
independent variable to predicting the dependent variable. When the independent variables are
correlated, they contain some common information and "contaminate" the estimates of the
parameters. If the multicollinearity is severe, the parameter estimates can become unreliable.

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There are two types of multicollinearity.

• Structural Multicollinearity. Structural multicollinearity occurs when the regression
equation contains several independent variables which are functions of each other. The most
common form of structural multicollinearity occurs when a polynomial regression equation
contains several powers of the independent variable. Because these powers (for example, x,
x2, and so on) are correlated with each other, structural multicollinearity occurs. Including
interaction terms in a regression equation can also result in structural multicollinearity.
• Sample-Based Multicollinearity. Sample-based multicollinearity occurs when the sample
observations are collected in such a way that the independent variables are correlated (for
example, if age, height, and weight are collected on children of varying ages, each variable
has a correlation with the others).
Report Flagged Values Only. To only include only the points flagged by the influential point
tests and values exceeding the variance inflation threshold in the report, make sure the Report
Flagged Values Only check box is selected. Clear this option to include all influential points in
the report. For more information, see 8.7.5.1.1 Flagging Multicollinear Data.

8.7.5.1.1 Flagging Multicollinear Data

Use the value in the Flag Values > edit box as a threshold for multicollinear variables. The
default threshold value is 4.0, meaning that any value greater than 4.0 will be flagged as
multicollinear. To make this test more sensitive to possible multicollinearity, decrease this
value. To allow greater correlation of the independent variables before flagging the data as
multicollinear, increase this value.
When the variance inflation factor is large, there are redundant variables in the regression
model, and the parameter estimates may not be reliable. Variance inflation factor values above
4 suggest possible multicollinearity; values above 10 indicate serious multicollinearity.
What to Do About Multicollinearity. Sample-based multicollinearity can sometimes be
resolved by collecting more data under other conditions to break up the correlation among the
independent variables. If this is not possible, the regression equation is over parameterized and
one or more of the independent variables must be dropped to eliminate the multicollinearity.
Structural multicollinearities can be resolved by centering the independent variable before
forming the power or interaction terms.

8.7.6 Running a Best Subset Regression

To run a Best Subset Regression, you need to select the data to test. You use the Pick Columns
dialog box to select the worksheet columns with the data you want to test.
To run a Best Subset Regression:

1. If you want to select your data before you run the regression, drag the pointer over your
data.
2. Click the Analysis tab.
3. In the Statistics group, from the Tests drop-down list, select:
Regression→Best Subsets

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8.7.7 Interpreting Best Subset Regression Results

The Pick Columns for Best Subset Regression dialog box appears. If you selected
columns before you chose the test, the selected columns appear in the column list. If you
have not selected columns, the dialog prompts you to pick your data.
4. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for Dependent and
Independent drop-down list.

The first selected column is assigned to the Dependent Variable row in the Selected
Columns list, and the second column is assigned to the Independent Variable row. The
title of selected columns appears in each row. You are only prompted for one dependent
and one independent variable column.
5. To change your selections, select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
6. Click Finish to run the regression. The Best Subset Regression is performed. When the
test is complete, the Best Subset regression report appears.

Tip
No predicted values, residuals and other test results are computed or placed in
the worksheet. To view results for models, note which independent variables
were used for that model, then perform a Multiple Linear Regression using only
those independent variables.

8.7.7 Interpreting Best Subset Regression Results

A Best Subsets Regression report lists a summary table of the "best" criteria statistics for all
variable subsets, along with the error mean square and the specific member variables of the
subset. Detailed results for each subset regression equation are then listed individually.
Note that the number of subsets listed is determined by the number of subsets selected in the
Options for Best Subsets Regression dialog, and the criterion used to select the best subsets.
• If you used R2, the maximum number of subsets reported for each number of variables
included is the number set in the Best Subsets Regression Options dialog box.
• If you used R2 or Cp, the number of subset results reported is the number set in the Options
for Best Subsets Regression dialog box.
Tip
You cannot generate report graphs for Best Subsets Regression. To view a graph,
perform a Multiple Linear Regression using the variables in the subset(s) of interest,
and graph those results. For more information, see 8.3 Multiple Linear Regression.
Result Explanations
In addition to the numerical results, expanded explanations of the results may also appear. You
can turn off this text on the Options dialog box. You can also set the number of decimal places
to display in the Options dialog box. For more information, see Setting Report Options.

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8.7.7.1 Summary Table

Variables. The variables included in the subset are noted by asterisks (*) which appear below
the variable symbols on the right side of the table.
Mallows. Cp is a gauge of the bias introduced into the estimate of the dependent variable
when independent variables are omitted from the regression equation. The optimal value of
Cp is equal to the number of parameters (the independent variables used in the subset plus
the constant), or Cp=p=k+1
where p is the number of parameters and k is the number of independent variables. The
closer the value of Cp is to the number of parameters, the less likely a relevant variable was
omitted. Subsets with low orders that also have Cp values close to k + 1 are good candidates
for the best subset of variables.
R Squared. R2, the coefficient of determination for multiple regression, is a measure of how
well the regression model describes the data. The closer the value of R2 to 1, the better the
model predicts the dependent variable. However, because the number of variables used is not
taken into account, higher order subsets will always have higher R2 values, whether or not
the additional variables really contribute to the prediction.
Adjusted R Squared. The adjusted R2, R2adj, is a measure of how well the regression model
describes the data based on R2, but takes into account the number of independent variables.
Larger values (nearer to 1) indicate that the equation is a good description of the relation
between the independent and dependent variables. Note that the subset that includes all
variables always has a Cp=p.
MSerr (Error Mean Square). The error mean square (residual, or within groups):
error sum of squares SS error
= = MS error
error degrees of freedom DF error

is an estimate of the variability in the underlying population, computed from the random
component of the observations.
Residual Sum of Squares. The residual sum of squares is a measure of the size of the
residuals, which are the differences between the observed values of the dependent variable and
the values predicted by regression model.

8.7.7.2 Subsets Results

Tables of statistical results are listed for each regression equation identified in the summary
table.
Coefficient. The value for the constant and coefficients of the independent variables for the
regression model are listed.
Std Err (Standard Error). The standard errors are estimates of these regression coefficients
(analogous to the standard error of the mean). The true regression coefficients of the
underlying population generally fall within about two standard errors of the observed sample
coefficients. Large standard errors may indicate multicollinearity. These values are used
to compute t for the regression coefficients.
t Statistic. The t statistic tests the null hypothesis that the coefficient of each independent
variable is zero, that is, the independent variable does not contribute to predicting the
dependent variable. t is the ratio of the regression coefficient to its standard error, or:

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8.8 Pearson Product Moment Correlation

regression coefficient
t=
standard error of regression coefficient

You can conclude from "large" t values that the independent variable(s) can be used to predict
the dependent variable (for example, that the coefficient is not zero).
P Value. P is the P value calculated for t. The P value is the probability of being wrong in
concluding that there is a true association between the variables (for example, the probability
of falsely rejecting the null hypothesis, or committing a Type I error, based on t). The
smaller the P value, the greater the probability that the independent variable helps predict the
dependent variable.
Traditionally, you can conclude that the independent variable can be used to predict the
dependent variable when P < 0.05.
VIF (Variance Inflation Factor). The variance inflation factor is a measure of
multicollinearity. It measures the "inflation" of a regression parameter (coefficient) for an
independent variable due to redundant information in other independent variables.
If the variance inflation factor is at or near 1.0, there is no redundant information in the other
independent variables. If the variance inflation factor is much larger, there are redundant
variables in the regression model, and the parameter estimates may not be reliable.
This result appears unless it was disabled in the Options for Best Subset Regression dialog
box.

8.8 Pearson Product Moment Correlation

Use Pearson Product Moment Correlation when:
• You want to measure the strength of the association between pairs of variables without
regard to which variable is dependent or independent.
• You want to determine if the relationship, if any, between the variables is a straight line.
• The residuals (distances of the data points from the regression line) are normally distributed
with constant variance.
The Pearson Product Moment Correlation coefficient is the most commonly used correlation
coefficient.
If you want to predict the value of one variable from another, use Simple or multiple Linear
Regression. If you need to find the correlation of data measured by rank or order, use the
nonparametric Spearman Rank Order Correlation.

8.8.1 About the Pearson Product Moment Correlation

Coefficient
When an assumption is made about the dependency of one variable on another, it affects the
computation of the regression line. Reversing the assumption of the variable dependencies
results in a different regression line.
The Pearson Product Moment Correlation coefficient does not require the variables to be
assigned as independent and dependent. Instead, only the strength of association is measured.

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Pearson Product Moment Correlation is a parametric test that assumes the residuals (distances
of the data points from the regression line) are normally distributed with constant variance.

8.8.2 Computing the Pearson Product Moment

Correlation Coefficient

To compute the Pearson Product Moment Correlation coefficient:

1. Enter or arrange your data appropriately in the data worksheet. For more information, see
8.8.3 Arranging Pearson Product Moment Correlation Data.
2. Click the Analysis tab.
3. In the Statistics group, from the Tests drop-down list, select:
Correlation→Pearson Product Moment
4. View and interpret the Pearson Product Moment Report. For more information, see 8.8.5
Interpreting Pearson Product Moment Correlation Results.
5. Generate the report graph. For more information, see 8.8.6 .
6. Run the test by selecting the worksheet columns with the data you want to test using the
Pick Columns dialog box. For more information, see 8.8.4 .

8.8.3 Arranging Pearson Product Moment Correlation

Data
Place the data for each variable in a column. You must have at least two columns of variables,
with a maximum of 64 columns. Observations containing missing values are ignored,
including missing values created by columns of unequal length.

8.8.4 Running a Pearson Product Moment Correlation

To run a Pearson Product Moment test, you need to select the data to test. The Pick Columns
dialog box is used to select the worksheet columns with the data you want to test.
To run a Pearson Product Moment Correlation:

1. If you want to select your data before you run the regression, drag the pointer over your
data.
2. Click the Analysis tab.
3. In the Statistics group, from the Tests drop-down list, select:
Correlation→Pearson Product Moment
The Pick Columns for Pearson Product Moment dialog box appears. If you selected
columns before you chose the test, the selected columns appear in the column list. If you
have not selected columns, the dialog box prompts you to pick your data.
4. Click Finish. The correlation coefficient is computed. When the test is complete, the
Pearson Product Moment Correlation Coefficient report appears.

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8.8.5 Interpreting Pearson Product Moment Correlation Results

5. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for Variable drop-down
list.

The selected columns are assigned to the Variables row in the Selected Columns list in
the order they are selected from the worksheet. The title of selected columns appears in
each row. You can select up to 64 variable columns. SigmaPlot computes the correlation
coefficient for every possible pair.
6. Click Finish. The correlation coefficient is computed. When the test is complete, the
Pearson Product Moment Correlation Coefficient report appears.

7. To change your selections, select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
8. Click Finish. The correlation coefficient is computed. When the test is complete, the
Pearson Product Moment Correlation Coefficient report appears.

8.8.5 Interpreting Pearson Product Moment Correlation

Results
The report for a Pearson Product Moment Correlation displays the correlation coefficient r, the
P value for the correlation coefficient, and the number of data points used in the computation,
for each pair of variables.
Result Explanations
In addition to the numerical results, expanded explanations of the results may also appear. You
can turn off this text on the Options dialog box. You can also set the number of decimal places
to display in the Options dialog box. For more information, see the SigmaPlot 12 User’s Guide.

8.8.5.1 Correlation Coefficient

The correlation coefficient r quantifies the strength of the association between the variables. r
varies between -1 and +1. A correlation coefficient near +1 indicates there is a strong positive
relationship between the two variables, with both always increasing together. A correlation
coefficient near -1 indicates there is a strong negative relationship between the two variables,
with one always decreasing as the other increases. A correlation coefficient of 0 indicates
no relationship between the two variables.

8.8.5.2 P Value
The P value is the probability of being wrong in concluding that there is a true association
between the variables (for example, the probability of falsely rejecting the null hypothesis,
or committing a Type I error). The smaller the P value, the greater the probability that the
variables are correlated.
Traditionally, you can conclude that the independent variable can be used to predict the
dependent variable when P < 0.05.

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8.8.5.3 Number of Samples

This is the number of data points used to compute the correlation coefficient. This number
reflects samples omitted because of missing values in one of the two variables used to compute
each correlation coefficient.

8.8.6 Pearson Product Moment Correlation Report

Graph
The Pearson Moment Correlation matrix is a series of scatter graphs that plot the associations
between all possible combinations of variables.
The first row of the matrix represents the first set of variables or the first column of data, the
second row of the matrix represents the second set of variables or the second data column, and
the third row of the matrix represents the third set of variables or third data column. The X and
Y data for the graphs correspond to the column and row of the graph in the matrix.
For example, the X data for the graphs in the first row of the matrix is taken from the second
column of tested data, and the Y data is taken from the first column of tested data. The X data
for the graphs in the second row of the matrix is taken from the first column of tested data, and
the Y data is taken from the second column of tested data. The X data for the graphs in the
third row of the matrix is taken from the second column of tested data, and the Y data is taken
from the third column of tested data, and so on. The number of graph rows in the matrix is
equal to the number of data columns being tested.

8.8.6.1 Creating the Pearson Product Moment Report Graph

To generate a report graph of Pearson Product Moment report data:

1. With the Pearson Product Moment report in view, click the Report tab.
2. In the Result Graphs group, click Create Result Graph.

The Create Result Graph dialog box appears displaying a Scatter Matrix graph.
3. Click OK.

The selected graph appears in a graph window.

8.9 Spearman Rank Order Correlation

Use Spearman Rank Order Correlation when:
• You want to measure the strength of association between pairs of variables without
specifying which variable is dependent or independent.
• The residuals (distances of the data points from the regression line) are not normally
distributed with constant variance.

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8.9.1 About the Spearman Rank Order Correlation Coefficient

If you want to assume that the value of one variable affects the other, use some form of
regression. If you need to find the correlation of normally distributed data, use the parametric
Pearson Product Moment Correlation.

8.9.1 About the Spearman Rank Order Correlation

Coefficient
When an assumption is made about the dependency of one variable on another, it affects the
computation of the regression line. Reversing the assumption of the variable dependencies
results in a different regression line.
The Spearman Rank Order Correlation coefficient does not require the variables to be assigned
as independent and dependent. Instead, only the strength of association is measured.
The Spearman Rank Order Correlation coefficient is computed by ranking all values of each
variable, then computing the Pearson Product Moment Correlation coefficient of the ranks.
Spearman Rank Order Correlation is a nonparametric test that does not require the data points
to be linearly related with a normal distribution about the regression line with constant
variance.

8.9.2 Computing the Spearman Rank Order Correlation

Coefficient

To compute the Spearman Rank Order Correlation coefficient:

1. Enter or arrange your data appropriately in the worksheet.

2. Click the Analysis tab.
3. In the Statistics group, from the Tests drop-down list, select:
Correlation→Spearman Rank Order
4. View and interpret the Spearman rank order correlation report. For more information,
see 8.9.5 Interpreting Spearman Rank Correlation Results.
5. Generate the report graph. For more information, see 8.9.6 .
6. Run the test. For more information, see 8.9.4 .

8.9.3 Arranging Spearman Rank Order Correlation

Coefficient Data
Place the data for each variable in a column. You must have at least two columns of variables,
with a maximum of 64 columns. Observations containing missing values are ignored.
However, rank order correlations require columns of equal length.

8.9.4 Running a Spearman Rank Order Correlation

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To run a Spearman Rank Order Correlation test, you need to select the data to test. The Pick
Columns dialog box is used to select the worksheet columns with the data you want to test
and to specify how your data is arranged in the worksheet.
To run a Spearman Rank Order Correlation:

1. If you want to select your data before you run the regression, drag the pointer over your
data.
2. Click the Analysis tab.
3. In the Statistics group, from the Tests drop-down list, select:
Correlation→Spearman Correlation
The Pick Columns for Spearman Correlation dialog box appears. If you selected
columns before you chose the test, the selected columns appear in the column list. If you
have not selected columns, the dialog box prompts you to pick your data.
4. Click Finish. The correlation coefficient is computed. When the test is complete, the
Spearman Rank Order Correlation Coefficient report appears.

5. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for Variable drop-down
list.

The selected columns are assigned to the Variables row in the Selected Columns list in
the order they are selected from the worksheet. The title of selected columns appears in
each row. You can select up to 64 variable columns. SigmaPlot computes the correlation
coefficient for every possible pair.
6. Click Finish. The correlation coefficient is computed. When the test is complete, the
Spearman Rank Order Correlation Coefficient report appears.

7. To change your selections, select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
8. Click Finish. The correlation coefficient is computed. When the test is complete, the
Spearman Rank Order Correlation Coefficient report appears.

8.9.5 Interpreting Spearman Rank Correlation Results

The report for a Spearman Rank Order Correlation displays the correlation coefficient r, the P
value for the correlation coefficient, and the number of data points used in the computation,
for each pair of variables.
Result Explanations
In addition to the numerical results, expanded explanations of the results may also appear. You
can turn off this text on the Options dialog box. You can also set the number of decimal places
to display in the Options dialog box. For more information, see Setting Report Options.

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8.9.5.1 Spearman Correlation Coefficient rs

8.9.5.1 Spearman Correlation Coefficient rs

The Spearman correlation coefficient rs quantifies the strength of the association between the
variables. rs varies between -1 and +1. A correlation coefficient near +1 indicates there is a
strong positive relationship between the two variables, with both always increasing together.
A correlation coefficient near -1 indicates there is a strong negative relationship between the
two variables, with one always decreasing as the other increases. A correlation coefficient of 0
indicates no relationship between the two variables.

8.9.5.2 P Value
The P value is the probability of being wrong in concluding that there is a true association
between the variables (for example, the probability of falsely rejecting the null hypothesis,
or committing a Type I error). The smaller the P value, the greater the probability that the
variables are correlated.
Traditionally, you can conclude that the independent variable can be used to predict the
dependent variable when P < 0.05.

8.9.5.3 Number of Samples

This is the number of data points used to compute the correlation coefficient. This number
reflects samples omitted because of missing values in one of the two variables used to compute
each correlation coefficient.

8.9.6 Spearman Rank Order Correlation Report Graph

The Spearman Rank Order Correlation matrix of scatter graphs is a series of scatter graphs
that plot the associations between all possible combinations of variables.
The first row of the matrix represents the first set of variables or the first column of data, the
second row of the matrix represents the second set of variables or the second data column, and
the third row of the matrix represents the third set of variables or third data column. The X and
Y data for the graphs correspond to the column and row of the graph in the matrix.
For example, the X data for the graphs in the first row of the matrix is taken from the second
column of tested data, and the Y data is taken from the first column of tested data. The X data
for the graphs in the second row of the matrix is taken from the first column of tested data,
and the Y data is taken from the second column of tested data. The X data for the graphs in
the third row of the matrix is taken from the second column of tested data, and the Y data is
taken from the third column of tested data, and so on. The number of graph rows in the
matrix is equal to the number of data columns being tested. For more information, see 11.1
Generating Report Graphs.

8.9.6.1 Creating the Spearman Correlation Report Graph

To generate the graph of Spearman Correlation report data:

1. With the Spearman Correlation report in view, click the Report tab.
2. In the Result Graphs group, click Create Result Graph.

The Create Result Graph dialog box appears displaying a Scatter Matrix graph.

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3. Click OK.

The selected graph appears in a graph window.

8.10 Deming Regression

Use Deming Regression when:
• You want to determine the slope and intercept of the best-fit line.

8.10.1 About Deming Regression

The main objective of Deming Regression is to determine the slope and intercept of the best-fit
line when there are uncertainties in both the independent and dependent variables. If the slope
of the line is denoted by b and the intercept denoted by a, then maximizing the likelihood of
obtaining the given observations is equivalent to the following minimization problem:

min (a + bx k y k) 2
a, b k 2 2
+ b2
yk xk

where, (xkyk) is the observation, σxk is the standard deviation of xk, and σyk is the standard
deviation of yk.
There are two types of Deming Regression: Simple Deming Regression and General Deming
Regression. Use Simple Deming Regression when the data errors are constant among
all measurements for each of the two variables. If the two constant error values for the
independent and dependent variables are equal to each other, then Simple Deming Regression
is often called Orthogonal Regression.
Use General Deming Regression to allow arbitrary values for the error at each observation.

8.10.2 Performing a Deming Regression

To perform a Deming Regression:

1. Enter or arrange your data in the worksheet. For more information, see 8.10.3 Arranging
Deming Regression Data.
2. If desired, set the Deming Regression options.
3. Select the Analysis tab.
4. In the Statistics group, from the Tests drop-down list, select:
Regression→Deming
5. For more information, see Generate report graphs. .

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8.10.3 Arranging Deming Regression Data

6. For more information, see Run the test. .

8.10.3 Arranging Deming Regression Data

Enter your Deming Regression data using two columns to represent pairs of observation,
where the first coordinate refers to the independent variable and second coordinate refers
to the dependent variable.

8.10.4 Setting Deming Regression Options

Report
Standard errors of parameters.
• Apply correction factor estimated by the reduced chi-square Select if all of the data
errors, for both X and Y, are only known up to some common, but unknown, scaling factor
σ. This scaling factor is estimated as the square root of the reduced chi-square statistic that
results from the fit analysis. If the best-fit parameters for the intercept and the slope are
given by a and b, respectively, and the number of observations is n, then the estimate is:

1 = (a + bk x y k) 2
= 2 2 2
n 2 k yk+ b xk

where (xk, yk) is the kth observation; σxk is the standard of the deviation of xk; and σyk is the
standard deviation of yk.
This option has no effect on the computation of the best-fit parameter values, but does affect
the computation of the standard errors of both parameters.
Add table of predicted means. Select to put a table of the predicted means (or true values)
for every observation in both the X and Y variables in the report. This table also includes the
values of the residuals between the observations and the predicted means.
Add parameter covariance matrix. Select to put the two-by-two variance-covariance matrix
for the parameters in the report.
Confidence Intervals.
• Confidence level. Set the percent confidence level for the confidence intervals for the
parameters and for the confidence bands for the regression line. The default value is 95%.
Graph
Create new graph. Select to create a result graph of Deming Regression after the report is
created. By default, the result graph consists of the regression line and the raw data. Although
this graph does not appear with error bars, you can add them later by modifying the graph. For
more information, see Modifying Error Bars.
Graph features.
• Scatter plot of predicted means. Select to place a scatter plot of the predicted means for
each data point on top of the regression line. Data for the predicted means also appears in
the worksheet.
• Confidence Bands. Select to add pair of curves on the graph that represent the lower
and upper limit of confidence intervals for the predicted means at specific values of the

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independent variable over the range of the input data. Data for the confidence bands
appears in the worksheet.

8.10.5 Running a Deming Regression

If you want to select your data before you run the test, drag the pointer over your data.

1. Click the Analysis tab, and then in the Statistics group, from the Testsdrop-down list,
select:
Regression→Deming
The Deming Regression - Data Format panel of the Regression Wizard appears
prompting you to specify a data format.
2. Click Finish to run the t-test on the selected columns. For more information, see After the
computations are completed, the report appears. .
3. For more information, see Select either XY Pair or XY Pair-Errors from the Data
Format drop-down list. .
4. Click Next to pick the data columns for the test. If you selected columns before you the
test, the selected columns appear in the Selected Columns list.
5. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for Data drop-down list.

The first selected column is assigned to the first row in the Selected Columns list, and
all successively selected columns are assigned to successive rows in the list. The title of
selected columns appears in each row. For raw and indexed data, you are prompted to
select two worksheet columns. For statistical summary data you are prompted to select
three columns.
6. To change your selections, select the assignment in the list, then select new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
7. Click Finish to run the t-test on the selected columns. For more information, see After the
computations are completed, the report appears. .

8.10.6 Interpreting Deming Regression Results

The Deming Regression report contains the numerical results of the regression analysis as well
as information on the data source used for input. It begins with the usual header information
(date, title, and data source) contained in reports for other statistical tests. The information in
the report is divided into sections as follows:
Report Title. The report is titled Simple Deming Regression if the data format XY Pair was
chosen in the wizard and titled General Deming Regression if the data format XY Pair-Errors
was chosen.
Input Data Columns. The column selections for the X- and Y- measurements are first given.
For Simple Deming Regression, the next report entries are the two constant standard deviations
for the X- and Y- measurements. If General Deming Regression is used, then instead we give
the column selections for the standard deviations of both the X and Y variables.

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8.10.7 Deming Regression Result Graph

Data Summary. This section simply shows the total number of selected observations and the
number of missing data rows. What constitutes a missing data row was discussed above in the
description of the Deming Regression Wizard.
Regression Measures. There are four values that measure the strength of association between
the two data variables and the error variance scaling used in the model.
• The correlation coefficient measures the linear correlation between the data for the
independent and dependent variables. In Simple Deming Regression, a high enough
correlation coefficient (> .975) is sometimes used as a criterion for using simple linear
regression as an alternative to Deming Regression.
• The chi-square statistic is the optimal value of the sum that was minimized to obtain the
best-fit parameters (equivalent to maximizing the log-likelihood function). If the user
provided exact (or nearly so) standard deviations of the data, then this statistic has an
approximate chi-square distribution with N-2 degrees of freedom, where N is the number
of pairs of observations.
• The reduced chi-square statistic is simply the value of the chi-square statistic divided by
the degrees of freedom. It estimates the variance scaling for the data, assuming the user
selected the option to apply a scaling factor to the data errors.
• The degrees of freedom is the integer N-2, where N is the number of pairs of observations:
N-2 = (2N observations for X and Y) – (N linear constraints on the means for both X
and Y) – (2 parameters).
Parameter Estimates. This is a table of the estimated values and statistics for the intercept
and slope parameters for the best-fit line, and asymptotic values of certain statistics. The
statistical values reported are the standard error of the parameters and their individual
confidence intervals.
The statistics are affected not only be the data set, but by options selected by the user. In the
Options dialog, the user can choose to interpret the data errors either absolutely or relative
to some scaling factor. Also, there is a setting in the program’s configuration file (spw.ini)
that allows the user to choose between two estimation methods for the standard errors - York
and Williamson’s method which is similar to the so-called delta method and is based directly
on the values of the observations, and another method based on maximum likelihood theory
(MLE method) which is based on using the predicted means.
Covariance Matrix. This is a two-by-two matrix whose diagonal entries are the variances of
the parameters and whose off-diagonal entry is the covariance between both parameters.
Hypothesis Testing. Two F-tests are used to test the hypotheses that the slope is 0 and that
the slope is 1.
Predicted Means. This is a table of the predicted (estimated) means for the distributions
from which the data is sampled. There is a two predicted means given for the X and Y
measurements in each observed data point. The residual difference between the measured
value of each variable and its predicted mean is also given.

8.10.7 Deming Regression Result Graph

The default graph for Deming Regression contains a plot of the regression line together with
a scatter plot of the raw data. There are options available in the Options dialog for creating
additional plots on the graph.
One option is to add a scatter plot of the pairs of estimated means for each observation. Since
the regression line gives the linear relationship between these means, this scatter plot will
lie on top of the regression line.

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Confidence bands for the predicted values of the dependent variable can also be added to the
graph. These bands measure the accuracy of the predicted values for Y assuming specified
values for X.

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9 Survival Analysis
Topics Covered in this Chapter
♦ Five Survival Tests
♦ Data Format for Survival Analysis
♦ Single Group Survival Analysis
♦ LogRank Survival Analysis
♦ Gehan-Breslow Survival Analysis
♦ Cox Regression
♦ Survival Curve Graph Examples
♦ Failures, Censored Values, and Ties

Survival analysis studies the variable that is the time to some event. The term survival
originates from the event death. But the event need not be death; it can be the time to any
event. This could be the time to closure of a vascular graft or the time when a mouse footpad
swells from infection. Of course it need not be medical or biological. It could be the time a
motor runs until it fails. For consistency we will use survival and death (or failure) here.
Sometimes death doesn’t occur during the length of the study or the patient dies from some
other cause or the patient relocates to another part of the country. Though a death did not
occur, this information is useful since the patient survived up until the time he or she left the
study. When this occurs the patient is referred to as censored. This comes from the expression
censored from observation – the data has been lost from view of the study. Examples of
censored values are patients who moved to another geographic location before the study ended
and patients who are alive when the study ended. Kaplan-Meier survival analysis includes
both failures (death) and censored values.

9.1 Five Survival Tests

Use the Survival statistic to obtain one of the following five tests:
• Single Group. Use this to analyze and graph one survival curve. For more information,
see 9.3 Single Group Survival Analysis.
• LogRank. Use this to compare two or more survival curves. The LogRank test assumes
that all survival time data is equally accurate and all data will be equally weighted in the
analysis. For more information, see 9.4 LogRank Survival Analysis.
• Gehan-Breslow. Use this to compare two or more survival curves when you expect the
early data to be more accurate than later. Use this, for example, if there are many more
censored values at the end of the study than at the beginning. For more information, see 9.5
Gehan-Breslow Survival Analysis.
• Cox Regression – Proportional Hazards Model. Use this to study the impact of potential
risk factors on the survival time of a population when the survival data is sampled from a
single group. For more information, see 9.6 Cox Regression.
• Cox Regression – Stratified Model. Use this to study the impact of potential risk factors
on the survival time of a population when the survival data is sampled from a multiple
groups. For more information, see 9.6 Cox Regression.

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9.2 Data Format for Survival Analysis

Survival data consists of three variables:
• Survival time
• Status
• Group
The survival times are the times when the event occurred. They must be positive and all
non-positive values will be considered missing values. Survival time or group need not sort
the data.
The status variable defines whether the data is a failure or censored value. You are allowed to
use multiple names for both failure and censored. These can be text or numeric.
The group variable defines each individual survival data set (and curve).
Arrange data in the worksheet in either of two formats:
• Raw data format. Column pairs of survival time and status value for each group. For more
information, see 9.2.1 Raw Data.
• Indexed data format. Data indexed to a group column. For more information, see 9.2.2
Indexed Data.

9.2.1 Raw Data

To enter the data in Raw data format, enter the survival time in one column and the
corresponding status in a second column. Do this for each group. If you wish, you can identify
each group with a column title in the survival time column. If you do this then these group
titles will be used in the graph and report.

Figure 9.1 Raw Data Format for a Survival Analysis with Two Groups

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9.2.2 Indexed Data

In the graph above, columns 1 and 2 are the survival time and status values for the first group -
Affected Node. Columns 3 and 4 are the same for the second group - Total Node. The report
and the survival curve graph will use the text strings (“Affected Node”, “Total Node”) found
in the survival time column titles.
Important
The worksheet columns for each group must be the same length. If not then the cells
in the longer length column will be considered missing. All non-positive survival
times will also be considered missing. All status variable values not defined as either a
failure or a censored value will be considered missing.

9.2.2 Indexed Data

Indexed data is a three-column format. The survival time and status variable in two columns
are indexed on the group names in a third column. Informative column titles are not necessary
but are useful when selecting columns in the wizard.

Figure 9.2 Indexed Data Format - a Three-Column Format Consisting of Group,

Survival Time, and Status

In the example above, group is in column 1, survival time is in column 2 and the status
variable is in column 3.
Note
The Index and Unindex transforms are not designed for converting between survival
analysis data formats. To use these features you must index and unindex the survival
time and status variables separately and then reorganize the resulting columns.

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9.3 Single Group Survival Analysis

Single Group Survival Analysis analyzes the survival data from one group, and then creates
a report and a graph with a single survival curve. There is no statistical test performed but
statistics associated with the data, such as the median survival time, are calculated and
presented in the report.

9.3.1 Performing a Single Group Survival Analysis

1. Enter or arrange you data in the worksheet. For more information, see 9.3.2 Arranging
Single Group Survival Analysis Data.
2. If desired set the Single Group options. For more information, see 9.3.3 Setting Single
Group Test Options.
3. Select the Analysis tab.
4. In the Statistics group, from the Tests drop-down list, select:
Survival→Kaplan-Meier→Single Group
5. Interpret the Single Group survival analysis report and curve. For more information,
see 9.3.5 .
6. Select the two worksheet columns with the survival times and status values in the Pick
Columns dialog box.
7. Interpret the Single Group survival analysis report and curve. For more information,
see 9.3.5 .

9.3.2 Arranging Single Group Survival Analysis Data

Two data columns are required, a column with survival times and a column with status labels.
These can be just two columns in a worksheet or two columns from a multi-group data set.
You can select a single pair of columns from the multiple groups in the Raw data format.
Tip
Use this option to analyze all groups as a single group from an indexed format data
set. For example, select the last two columns in the worksheet to analyze both groups
as one group. You cannot do this directly with Raw data format since the groups are
not concatenated in two columns. You would need to use the Stack transform in
Transforms to concatenate the columns.

9.3.3 Setting Single Group Test Options

Use the Survival Curve Test Options to:

• Specify attributes of the generated survival curve graph.
• Customize the post-test contents of the report and worksheet.
To change the Survival Curve options:

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9.3.3.1 Options for Survival Single Group: Graph Options

1. If you are going to analyze your survival curve after changing test options, and want to
select your data before you create the curve, then drag the pointer over your data.
2. Select Survival Single Group from the Tests drop-down list in the Statistics group.
3. Click Options in the Statistics group. The Options for Survival Single Group dialog
box appears with two tabs:
• Graph Options. Click the Graph Options tab to view the graph symbol, line and
scaling options. You can select additional statistical graph elements here. For more
information, see 9.3.3.1 Options for Survival Single Group: Graph Options.
• Results. Click the Results tab to specify the survival time units and to modify the
content of the report and worksheet. For more information, see 9.3.3.2 Options for
Single Group Survival: Results.
SigmaPlot saves the options settings between sessions.
4. To continue the test, click Run Test.

The Pick Columns panel appears.

5. To accept the current settings and close the dialog box, click OK.

Tip
All options in these dialog boxes are "sticky" and remain in the state that you
have selected until you change them.

9.3.3.1 Options for Survival Single Group: Graph Options

Status Symbols. All graph options apply to graphs that are created when the analysis is run.
You can use the Property Browser to modify the attributes of the survival curves after they
have been created. For more information, see Modifying Graphs Using the Property Browser.
• Censored. Click the Graph Options tab from the Options for Survival Single Group
dialog box to view the status symbols options. Censored symbols are graphed by default.
Clear this option to not display the censored symbols.
• Failures. Select Failures to display symbols at the failure times. These symbols always
occupy the inside corners of the steps in the survival curve. As such they provide redundant
information and need not be displayed.
Group Color. The color of the objects in a survival curve group may be changed with this
option. All objects (for example, survival line, symbols, confidence interval lines) are changed
to the selected color. Use the Property Browser to modify individual object colors after the
graph has been created. For more information, see Modifying Graphs Using the Property
Browser.
Survival Scale. You can display the survival graph either using fractional values
(probabilities) or percents. Select one of the following:
• Fraction. If you select this then the Y-axis scaling will be from 0 to 1.
• Percent. Selecting this will result in a Y-axis scaling from 0 to 100.
Note
The results in the report are always expressed in fractional terms no matter which
option is selected for the graph.

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Additional Plot Statistics. You can add two different types of graph elements to your survival
curve from the Type drop-down list:
• 95% Confidence Intervals. Selecting adds the upper and lower confidence lines in a
stepped line format.
• Standard Error Bars. Selecting this will add error bars for the standard errors of the
survival probability. These are placed at the failure times. All of these elements will be
graphed with the same color as the survival curve. You may change these colors, and other
graph attributes, in the Property Browser after creating the graph.

9.3.3.2 Options for Single Group Survival: Results

Report.
• Cumulative Probability Table. Clear this option to exclude the cumulative probability
table from the report. This reduces the length of the report for large data sets.
Worksheet.
• 95% Confidence Intervals. Select this to place the survival curve upper and lower 95%
confidence interval values into the worksheet. These are placed into the first empty
worksheet columns.
Time Units. Select a time unit from the drop-down list or enter a unit. These units are used in
the graph axis titles and the survival report.

9.3.4 Running a Single Group Survival Analysis

To run a single group survival analysis you need to select survival time and status data
columns to analyze. Use the Pick Columns panel to select these two columns in the worksheet.
To run a Single Group analysis:

1. Specify any options for your graph and report. For more information, see 9.3.3 Setting
Single Group Test Options.
2. If you want to select your data before you run the test then drag the pointer over your
data. The Survival Time column must precede and be adjacent to the Status column.
3. Select the Analysis tab.
4. In the Statistics group, from the Tests drop-down list, select:
Survival→Kaplan-Meier→Single Group
The Pick Columns for Survival Single Group dialog box appears prompting you to
select your data columns. If you selected columns before you chose the test, the selected
columns appear in the Selected Columns list.

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9.3.4 Running a Single Group Survival Analysis

Figure 9.3 The Pick Columns for Survival Single Group Panel Prompting You
to Select Time and Status Columns

5. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for drop-down list. The
first selected column is assigned to the first row (Time) in the Selected Columns list, and
the next selected column is assigned to the next row (Status) in the list. The number or
title of selected columns appears in each row.
6. To change your selections, select the assignment in the list and then select a new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
7. Click Next to choose the status variables. The status variables found in the columns you
selected are shown in the Status labels in selected columns window. Select these and
click the right arrow buttons to place the event variables in the Event window and the
censored variable in the Censored window.

Figure 9.4 The Pick Columns for Survival Single Group Panel Prompting You to
Select the Status Variables.

You can have more than one Event label and more than one Censored label. You must
select one Event label in order to proceed. You need not select a censored variable,
though, and some data sets will not have any censored values. You need not select all the
variables; any data associated with cleared status variables will be considered missing.

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8. Click the back arrows to remove labels from the Event and Censored windows. This
places them back in the Status labels in selected columns window.

SigmaPlot saves the Event and Censored labels that you selected for your next analysis.
If the next data set contains exactly the same status labels, or if you are re-analyzing your
present data set, then the saved selections appear in the Event and Censored windows.
9. Click Finish to create the survival graph and report. The results you obtain depend on
the Test Options that you selected. For more information, see 9.3.3 Setting Single Group
Test Options.

9.3.5 Interpreting Single Group Survival Results

The Single Group survival analysis report displays information about the origin of your
data, a table containing the cumulative survival probabilities and summary statistics of the
survival curve.
For descriptions of the derivations for survival curve statistics see Hosmer & Lemeshow
or Kleinbaum.

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9.3.5.1 Report Header Information

Results Explanations
In addition to the numerical results, expanded explanations of the results may also appear. You
can turn off this text on the Options dialog box. You can also set the number of decimal places
to display. For more information, see Setting Report Options.

9.3.5.1 Report Header Information

The report header includes the date and time that the analysis was performed. The data source
is identified by the worksheet title containing the data being analyzed and the notebook
name. The event and censor labels used in this analysis are listed. Also, the time units used
are displayed.

9.3.5.2 Survival Cumulative Probability Table

The survival probability table lists all event times and, for each event time, the number
of events that occurred, the number of subjects remaining at risk, the cumulative survival
probability and its standard error. The upper and lower 95% confidence limits are not
displayed but these may be placed into the worksheet. Failure times are not shown but you
can infer their existence from jumps in the Number at Risk data and the summary table
immediately below this table
You can turn the display of this table off by clearing this option in the Results tab of Test
Options. This is useful for large data sets.

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SigmaPlot Statistics

9.3.5.3 Data Summary Table

The data summary table shows the total number of cases. The sum of the number of events,
censored and missing values, shown below this, will equal the total number of cases.

9.3.5.4 Statistical Summary Table

The mean and percentile survival times and their statistics are listed in this table. The median
survival time is commonly used in publications.

9.3.6 Single Group Survival Graph

Visual interpretation of the survival curve is an important component of survival analysis. For
this reason SigmaPlot always generates a survival curve graph. This is different from the other
statistical tests where you select a report graph a posteriori.

Figure 9.5 A Single Group Survival Curve

You can control the graph in two ways:

• You can set the graph options to become the default values until they are changed. For
more information, see Setting Page Options .
• After the graph is created you can modify it using SigmaPlot’s Property Browser. For more
information, see Modifying Graphs Using the Property Browser.Each object in the graph
is a separate plot (for example, survival curve, failure symbols, censored symbols, upper
confidence limit, etc.) so you have considerable control over the appearance of your graph.

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9.4 LogRank Survival Analysis

9.4 LogRank Survival Analysis

LogRank Surval Analysis analyzes survival data from multiple groups and creates a report and
a graph showing multiple survival curves. Statistics associated with each group, such as the
median survival time, are calculated and presented in the report.
You can also perform the LogRank test to determine whether survival curves are significantly
different. It is a nonparametric test that uses a chi-square statistic to reject the null
hypothesis that the survival curves came from the same population. The LogRank statistic is
approximately the same as the familiar chi-square statistic, and is formed from the sum across
groups of the square of the difference of the actual and estimated number of events for each
group (censored values removed) divided by the estimated number of events

( (O i )
E i) 2/ E i

. It generates a P value that is the probability of the chance occurrence of survival curves
as different (or more so) as those observed.
The LogRank test assumes that there is no difference in the accuracy of the data at any given
time. This is different from the Gehan-Breslow test that weights the early data more since
it assumes that this data is more accurate.

9.4.1 Performing a LogRank Analysis

1. Enter or arrange your data in either Indexed or Raw data format in the worksheet. For
more information, see 9.4.2 Arranging LogRank Survival Analysis Data.
2. If desired set the LogRank options.
3. Select the Analysis tab.
4. In the Statistics group, from the Tests drop-down list, select:
Survival→Kaplan-Meier→LogRank
5. View the LogRank survival analysis graph. For more information, see 9.4.6 .

9.4.2 Arranging LogRank Survival Analysis Data

Multiple Time, Status column pairs (two or more) are required for Raw data format. Indexed
data format requires three columns for Group, Time and Status. You can preselect the data
to have the column selection panel automatically select the Time, Status column pairs if you
organize your worksheet with the Time column preceding the Status column and have all
columns be adjacent. For Indexed data format, placing the Group, Time and Status variables
in adjacent columns and in that order also allows automatic column selection.

9.4.3 Setting LogRank Survival Options

Use the Survival LogRank Test Options to:

• Specify attributes of the generated survival curve graph
• Customize the post-test contents of the report and worksheet

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SigmaPlot Statistics

• Select the multiple comparison test and its options

To change the Survival Curve options:

1. If you are going to analyze your survival curve after changing test options, and want to
select your data before you create the curve, then drag the pointer over your data.
2. Select Survival LogRank from the Tests drop-down list in the Statistics group.
3. Click Options in the Statistics group. The Survival LogRank Options for dialog box
appears with three tabs:
• Graph Options. Click the Graph Options tab to view the graph symbol, line and
scaling options. Additional statistical graph elements may also be selected here. For
more information, see 9.4.3.1 Options for Survival LogRank: Graph Options.
• Results. Click the Results tab to specify the survival time units and to modify the
content of the report and worksheet. For more information, see 9.4.3.2 Options for
Survival Log Rank: Results.
• Post Hoc Tests. Click the Post Hoc Tests tab to modify the multiple comparison
options. For more information, see 9.4.3.3 Options for Survival LogRank: Post Hoc
Tests.
SigmaPlot saves options settings between sessions.
4. To continue the test, click Run Test. For more information, see 9.4.4 Running a
LogRank Survival Analysis.
5. To accept the current settings and close the options dialog box, click OK.

9.4.3.1 Options for Survival LogRank: Graph Options

Status Symbols. All graph options apply to graphs that are created when the analysis is
run. Use the Property Browser to modify the attributes of the survival curves after they
have been created.
• Censored Symbols. Select the Graph Options tab on the Options dialog box to view the
status symbols options. Censored symbols are graphed by default. Clear this option to
not display the censored symbols.
• Failures Symbols. Selecting this box displays symbols at the failure times. These symbols
always occupy the inside corners of the steps in the survival curve. As such they provide
redundant information and need not be displayed.
Group Color. The color of the objects in a survival curve group may be changed with this
option. All objects, for example, survival line, symbols, confidence interval lines, will be
changed to the selected color or color scheme. A four density gray scale color scheme is used
as the default. You may change this to black, where all survival curves and their attributes will
be black, or incrementing that is a multi-color scheme. Use the Property Browser to modify
individual object colors after the graph has been created.
Survival Scale. You can display the survival graph either using fractional values
(probabilities) or percents.
• Fraction. If you select this then the Y axis scaling will be from 0 to 1.
• Percent. Selecting this will result in a Y axis scaling from 0 to 100.
Note
The results in the report are always expressed in fractional terms no matter which
option is selected for the graph.

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9.4.3.2 Options for Survival Log Rank: Results

Additional Plot Statistics. Two different types of graph elements may be added to your
survival curves. You can select one of two Types:
• 95% Confidence Intervals. Selecting this will add the upper and lower confidence lines
in a stepped line format.
• Standard Error Bars. Selecting this will add error bars for the standard errors of the
survival probability. These are placed at the failure times. All of these elements will be
graphed with the same color as the survival curve. You may change these colors, and other
graph attributes, in the Property Browser after the graph has been created.

9.4.3.2 Options for Survival Log Rank: Results

Report.
• Cumulative Probability Table. Clear this option to exclude the cumulative probability
table from the report. This reduces the length of the report for large data sets.
• P values for multiple comparisons. Select this to show both the P values from the pairwise
multiple comparison tests and the critical values against which the pairwise P values are
tested. The critical values for the Holm-Sidak test will vary for each pairwise test. If this is
selected for the Bonferroni test, the critical values will be identical for all pairwise tests.
Tip
You can change the critical P value for the LogRank test on the Options dialog box.
For more information, see Setting Report Options. This is a global setting for the
critical P value and affects all tests in SigmaPlot.
Time Units. Select a time unit from the drop-down list or enter a unit. These units will be
used in the graph axis titles and the survival report.
Worksheet.
• 95% Confidence Intervals. Select this to place the survival curve upper and lower 95%
confidence intervals into the first empty worksheet columns.

9.4.3.3 Options for Survival LogRank: Post Hoc Tests

Multiple Comparisons. You can select when multiple comparisons are to be computed and
displayed in the report. LogRank tests the hypothesis of no differences between survival
groups but does not determine which groups are different, or the sizes of these differences.
Multiple comparison procedures isolate these differences.
• Always Perform. Select this option to always display multiple comparison results in the
report. If the original comparison test is not significant then the multiple comparison results
will also be not significant and will just clutter the report. The multiple comparison test is a
separate computation from the original comparison test so it is possible to obtain significant
results from the multiple comparison test when the original test was insignificant.
• Only when Survival P Value is Significant. Select this to place multiple comparison
results in the report only when the original comparison test is significant. The significance
level can be set to either 0.05 or 0.01 using the Significance Value for Multiple Comparisons
drop-down list.
Tip
If multiple comparisons are triggered, the report will show the results of the
comparison. You may elect to always show them by clearing Only when Survival
P Value is Significant.

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SigmaPlot Statistics

9.4.4 Running a LogRank Survival Analysis

To run a LogRank survival analysis you need to select data in the worksheet and specify
the status variables.
To run a LogRank Survival analysis:

1. If you want to select your data before you run the test then drag the pointer over your
data. The columns must be adjacent and in the correct order (Time, Status for Raw data
and Group, Time Status for Indexed data). For more information, see 9.4.2 Arranging
LogRank Survival Analysis Data.
2. Select the Analysis tab.
3. In the Statistics group, from the Tests drop-down list, select:
Survival→Kaplan-Meier→LogRank
The Pick Columns for Survival LogRank dialog box appears.
4. From the Data Format drop-down list select either:

• Raw data format when you have groups of data in multiple Time, Status column pairs.
• Indexed data format when you have the groups specified by a column.

Figure 9.6 The Data Format Panel With Raw Data Format Selected

5. Click Next to display the Pick Columns panel that prompts you to select your data
columns. If you selected columns before you chose the test, the selected columns appear
in the Selected Columns list.

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9.4.4 Running a LogRank Survival Analysis

Figure 9.7 The Pick Columns Panel for Survival LogRank Raw Data Format
Prompting You to Select Multiple Time and Status Columns

6. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for drop-down list.

The first selected column is assigned to the first row (Time 1) in the Selected Columns
list, and the next selected column is assigned to the next row (Status 1) in the list. The
number or title of selected columns appears in each row. Continue selecting Time, Status
columns for all groups that you wish to analyze.
7. To change your selections, select the assignment in the list and then select a new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
8. Click Next to choose the status variables. The status variables found in the columns you
selected are shown in the Status labels in selected columns: box. Select these and
click the right arrow buttons to place the event variables in the Event: window and the
censored variable in the Censored: window.

Figure 9.8 The Pick Columns for Survival LogRank Panel Prompting You to
Select the Status Variables

You can have more than one Event label and more than one Censored label. You must
select one Event label in order to proceed. You need not select a censored variable,

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SigmaPlot Statistics

though, and some data sets will not have any censored values. You need not select all the
variables; any data associated with unselected status variables will be considered missing.

Figure 9.9 The Pick Columns for Survival LogRank Dialog Showing the Results
of Selecting the Status Variables

9. Click the back arrow keys to remove labels from the Event: and Censored: windows.
This places them back in the Status labels in selected columns: window.

SigmaPlot saves the Event and Censored labels that you selected for your next analysis. If
the next data set contains exactly the same status labels, or if you are re-analyzing your
present data set, then the saved selections appear in the Event: and Censored: windows.
10. Click Finish to create the survival graph and report. The results you obtain depend on the
Test Options that you selected.

If you selected Indexed data format then the Pick Columns panel asks you to select the
three columns in the worksheet for your Group, Time and Status.

Figure 9.10 The Pick Columns Panel for Survival LogRank Indexed Data Format
Prompting You to Select Group, Time and Status Columns

11. Click Next to select the groups you want to include in the analysis. If you want to analyze
all groups found in the Group column then select Select all groups. Otherwise select

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9.4.4.1 Multiple Comparison Options

groups from the Data for Group drop-down list. You can select subsets of all groups and
select them in the order that you wish to see them in the report.

Figure 9.11 The Group Selection Panel for Survival LogRank Indexed Data
Format Prompting You to Select Groups to Analyze

12. Click Next to select the status variables as described above and then continue to complete
the analysis to create the report and graph.

9.4.4.1 Multiple Comparison Options

LogRank tests the hypothesis of no differences between the several survival groups, but does
not determine which groups are different, or the sizes of the differences. Multiple comparison
tests isolate these differences by running comparisons between the experimental groups.
If you selected to run multiple comparisons only when the P value is significant, and LogRank
produces a P value equal to or less than the trigger P value, or you selected to always run
multiple comparison in the Options for LogRank dialog, the multiple comparison results
are displayed in the Report.
There are two multiple comparison tests to choose from for the LogRank survival analysis:
• Holm-Sidak. For more information, see 9.4.4.1.1 .
• Bonferroni. For more information, see 9.4.4.1.2 .

9.4.4.1.1 Holm-Sidak Test

The Holm-Sidak Test can be used for both pairwise comparisons and comparisons versus a
control group. It is more powerful than the Bonferroni test and, consequently, it is able to
detect differences that these the Bonferroni test does not. It is recommended as the first-line
procedure for pairwise comparison testing.
When performing the test, the P values of all comparisons are computed and ordered from
smallest to largest. Each P value is then compared to a critical level that depends upon the
significance level of the test (set in the test options), the rank of the P value, and the total
number of comparisons made. A P value less than the critical level indicates there is a
significant difference between the corresponding two groups.

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SigmaPlot Statistics

Figure 9.12 Holm-Sidak Multiple Comparison Results for VA Lung Cancer Study

9.4.4.1.2 Bonferroni Test

The Bonferroni test performs pairwise comparisons with paired chi-square tests. It is
computationally similar to the Holm-Sidak test except that it is not sequential (the critical
level used is fixed for all comparisons). The critical level is the ratio of the family P value
to the number of comparisons. It is a more conservative test than the Holm-Sidak test in
that the chi-square value required to conclude that a difference exists becomes much larger
than it really needs to be.
The critical level is constant at 0.05/6 = 0.00833. Since the critical level does not increase,
as it does for the Holm-Sidak test, there will tend to be fewer comparisons with significant
differences.

Figure 9.13 Bonferroni Multiple Comparison Results for VA Lung Cancer Study

9.4.5 Interpreting LogRank Survival Results

The LogRank survival analysis report displays information about the origin of your data,
tables containing the cumulative survival probabilities for each group, summary statistics for
each survival curve and the LogRank test of significance. Multiple comparison test results
will also be displayed provided significant differences were found or the Post Hoc Tests
Options were selected to display them.

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9.4.5.1 Report Header Information

Figure 9.14 The LogRank Survival Analysis Results Report

Results Explanations
In addition to the numerical results, expanded explanations of the results may also appear. You
can turn off this text on the Options dialog box. You can also set the number of decimal places
to display in the Options dialog box. For more information, see Setting Report Options.

9.4.5.1 Report Header Information

The report header includes the date and time that the analysis was performed. The data source
is identified by the worksheet title containing the data being analyzed and the notebook
name. The event and censor labels used in this analysis are listed. Also, the time units used
are displayed.

9.4.5.2 Survival Cumulative Probability Table

The survival probability table lists all event times and, for each event time, the number
of events that occurred, the number of subjects remaining at risk, the cumulative survival
probability and its standard error. The upper and lower 95% confidence limits are not
displayed but these may be placed into the worksheet. Failure times are not shown but you
can infer their existence from jumps in the Number at Risk data and the summary table
immediately below this table.
You can turn the display of this table off by clearing this option in the Results tab of Test
Options. This is useful to keep the report a reasonable length when you have large data sets.

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SigmaPlot Statistics

9.4.5.3 Data Summary Table

The data summary table shows the total number of cases. The sum of the number of events,
censored and missing values, shown below this, will equal the total number of cases.

9.4.5.4 Statistical Summary Table

The mean and percentile survival times and their statistics are listed in this table. The median
survival time is commonly used in publications.

9.4.6 LogRank Survival Graph

Visual interpretation of the survival curve is an important component of survival analysis. For
this reason SigmaPlot always generates a survival curve graph. This is different from the other
statistical tests where you select a report graph a posteriori.

Figure 9.15 LogRank Survival Curves

In the graph above, the default Test Options, gray scale colors, solid circle symbols, was
used. Squamous and large cell carcinomas do not appear to be significantly different (as
well as small cell and adenocarcinoma). This is confirmed by the LogRank test. For more
information, see 9.4.3 Setting LogRank Survival Options.
You can control the graph in two ways:
• You can set the graph options to become the default values until they are changed. For
more information, see Setting Page Options .

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9.5 Gehan-Breslow Survival Analysis

• After the graph is created you can modify it using SigmaPlot’s Property Browser. For more
information, see Modifying Graphs Using the Property Browser. Each object in the graph
is a separate plot (for example, survival curve, failure symbols, censored symbols, upper
confidence limit, etc.) so you have considerable control over the appearance of your graph.

9.5 Gehan-Breslow Survival Analysis

The Gehan-Breslow option analyzes survival data from multiple groups, creates a report and a
graph showing multiple survival curves. Statistics associated with each group, such as the
median survival time, are calculated and presented in the report.
The Gehan-Breslow test is also performed to determine whether survival curves are
significantly different. It is a nonparametric test that uses a chi-square statistic to reject the
null hypothesis that the survival curves came from the same population. It generates a P
value that is the probability of the chance occurrence of survival curves as different (or more
so) as those observed.
The Gehan-Breslow test assumes that the early survival times are known more accurately
than later times and weights the data accordingly. As an example, you would want to use
Gehan-Breslow if there were many late-survival-time censored values. This is different from
the LogRank test that assumes there is no difference in the accuracy of the survival times.

9.5.1 Performing a Gehan-Breslow Analysis

1. Enter or arrange your data in either Indexed or Raw data format in the worksheet. For
more information, see 9.5.2 Arrange Gehan-Breslow Survival Analysis Data.
2. If desired set the Gehan-Breslow options. For more information, see 9.5.3 Setting
Gehan-Breslow Survival Options.
3. Select the Analysis tab.
4. In the Statistics group, from the Tests drop-down list, select:
Survival→Kaplan-Meier→Gehan-Breslow
5. Run the test. For more information, see 9.5.4 Running a Gehan-Breslow Survival
Analysis.
6. Generate a report graph. For more information, see 9.5.6 Gehan-Breslow Survival Graph.

9.5.2 Arrange Gehan-Breslow Survival Analysis Data

Multiple Time, Status column pairs (two or more) are required for Raw data format. Indexed
data format requires three columns for Group, Time and Status. You can preselect the data
to have the column selection panel automatically select the Time, Status column pairs if
you organize your worksheet with the Time column preceding the Status column and have
all columns be adjacent.

9.5.3 Setting Gehan-Breslow Survival Options

Use the Survival Gehan-Breslow Test Options to:

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SigmaPlot Statistics

• Specify attributes of the generated survival curve graph.

• Customize the post-test contents of the report and worksheet.
• Select the multiple comparison test and its options.
To change the Survival Curve options:

1. If you are going to analyze your survival curve after changing test options, and want to
select your data before you create the curve, then drag the pointer over your data.
2. Select the Analysis tab.
3. In the Statistics group, from the Tests drop-down list, select:
Survival→Kaplan-Meier→Gehan-Breslow
4. Click Options. The Options for Survival Gehan-Breslow dialog box appears with
three tabs:
• Graph Options. Click the Graph Options tab to view the graph symbol, line and
scaling options. You can select additional statistical graph elements here. For more
information, see 9.5.3.1 Options for Survival Gehan-Breslow: Graph Options.
• Results. Click the Results tab to specify the survival time units and to modify the
content of the report and worksheet.For more information, see 9.5.3.2 Options for
Survival Gehan-Breslow: Results.
• Post Hoc Tests. Click the Post Hoc Tests tab to modify the multiple comparison
options. For more information, see 9.5.3.3 Options for Survival Gehan-Breslow: Post
Hoc Tests.
SigmaPlot saves the options settings between sessions. For more information, see 9.5.3.3
Options for Survival Gehan-Breslow: Post Hoc Tests.
5. To continue the test, click Run Test. The Pick Columns panel appears.
6. To accept the current settings, click OK.

9.5.3.1 Options for Survival Gehan-Breslow: Graph Options

Status Symbols. All graph options apply to graphs that are created when the analysis is
run. Use the Property Browser to modify the attributes of the survival curves after they
have been created.
• Censored Symbols. Select the Graph Options tab on the Options dialog box to view the
status symbols options. Censored symbols are graphed by default. Clear this option to
not display the censored symbols.
• Failures Symbols. Selecting this box displays symbols at the failure times. These symbols
always occupy the inside corners of the steps in the survival curve. As such they provide
redundant information and need not be displayed.
Group Color. The color of the objects in a survival curve group may be changed with this
option. All objects, for example, survival line, symbols, confidence interval lines, will be
changed to the selected color or color scheme. A four density gray scale color scheme is used
as the default. You may change this to black, where all survival curves and their attributes
will be black, or incrementing (a multi-color scheme). Use the Property Browser to modify
individual object colors after the graph has been created.
Survival Scale. You can display the survival graph either using fractional values
(probabilities) or percents.
• Fraction. If you select this then the Y axis scaling will be from 0 to 1.

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9.5.3.2 Options for Survival Gehan-Breslow: Results

• Percent. Selecting this will result in a Y axis scaling from 0 to 100.

Note
The results in the report are always expressed in fractional terms no matter which
option is selected for the graph.
Additional Plot Statistics. Two different types of graph elements may be added to your
survival curves. You can select one of two Types:
• 95% Confidence Intervals. Selecting this will add the upper and lower confidence lines
in a stepped line format.
• Standard Error Bars. Selecting this will add error bars for the standard errors of the
survival probability. These are placed at the failure times. All of these elements will be
graphed with the same color as the survival curve. You may change these colors, and other
graph attributes, from the Property Browser after the graph has been created.

9.5.3.2 Options for Survival Gehan-Breslow: Results

Report.
• Cumulative Probability Table. Clear this option to exclude the cumulative probability
table from the report. This reduces the length of the report for large data sets.
• P values for multiple comparisons. Select this to show both the P values from the pairwise
multiple comparison tests and the critical values against which the pairwise P values are
tested. The critical values for the Holm-Sidak test will vary for each pairwise test. If this is
selected for the Bonferroni test, the critical values will be identical for all pairwise tests.
Note
You can also change the critical P value for the Gehan-Breslow test on the Options
dialog box. For more information, see Setting Report Options. This is a global setting
for the critical P value and affects all tests in SigmaPlot.
Time Units. Select a time unit from the drop-down list or enter a unit. These units will be
used in the graph axis titles and the survival report.
Worksheet.
• 95% Confidence Intervals. Select this to place the survival curve upper and lower 95%
confidence intervals into the first empty worksheet columns.

9.5.3.3 Options for Survival Gehan-Breslow: Post Hoc Tests

Multiple Comparisons. You can select when multiple comparisons are to be computed and
displayed in the report. Gehan-Breslow tests the hypothesis of no differences between survival
groups but does not determine which groups are different, or the sizes of these differences.
Multiple comparison procedures isolate these differences.
• Always Perform. Select this option to always display multiple comparison results in the
report. If the original comparison test is not significant then the multiple comparison results
will also be not significant and will just clutter the report. The multiple comparison test is a
separate computation from the original comparison test so it is possible to obtain significant
results from the multiple comparison test when the original test was insignificant.
• Only when Survival P Value is Significant. Select this to place multiple comparison
results in the report only when the original comparison test is significant. The significance
level can be set to either 0.05 or 0.01 using the Significance Value for Multiple Comparisons
drop-down list.

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SigmaPlot Statistics

Tip
If multiple comparisons are triggered, the report shows the results of the comparison.
You may elect to always show them by clearing Only when Survival P Value is
Significant.

9.5.4 Running a Gehan-Breslow Survival Analysis

To run a Gehan-Breslow survival analysis you need to select data in the worksheet and specify
the status variables.
To run a Gehan-Breslow Survival analysis:

1. Specify any options for your graph, report and post-hoc tests. For more information, see
9.5.3 Setting Gehan-Breslow Survival Options.
2. If you want to select your data before you run the test then drag the pointer over your
data. The columns must be adjacent and in the correct order, for example: Time, Status
for Raw data and Group, Time Status for Indexed data.
3. Select the Analysis tab.
4. In the Statistics group, from the Tests drop-down list, select:
Survival→Kaplan-Meier→Gehan-Breslow
5. Click Run.

The Pick Columns for Survival Gehan-Breslow dialog box appears.

Figure 9.16 The Data Format Panel With Raw Data Format Selected

6. From the Data Format drop-down list select either:

• Raw. Select the Raw data format if you have groups of data in multiple Time, Status
column pairs.
• Indexed. Select the Indexed data format when you have the groups specified by a
column.
7. Click Next.

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9.5.4 Running a Gehan-Breslow Survival Analysis

If you selected columns before you chose the test, the selected columns appear in the
Selected Columns list.
8. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for drop-down list.

The first selected column is assigned to the first row (Time 1) in the Selected Columns
list, and the next selected column is assigned to the next row (Status 1) in the list. The
number or title of selected columns appears in each row. Continue selecting Time, Status
columns for all groups that you wish to analyze.

Figure 9.17 The Pick Columns for Survival LogRank Panel Prompting You to
Select Multiple Time and Status Columns

9. To change your selections, select the assignment in the list and then select a new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.

Figure 9.18 The Pick Columns for Survival Gehan-Breslow Panel Prompting You
to Select the Status Variables

10. Click Next to choose the status variables. The status variables found in the columns you
selected are shown in the Status labels in selected columns: window. Select these and
click the right arrow buttons to place the event variables in the Event: window and the
censored variable in the Censored: window.

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Figure 9.19 The Pick Columns for Survival Gehan-Breslow Dialog Showing the
Results of Selecting the Status Variables

You can have more than one Event: label and more than one Censored: label. Select one
Event: label to proceed. You don’t need to select a censored variable, though, and some
data sets will not have any censored values. You also don’t need to select all the variables;
any data associated with cleared status variables are considered missing.
11. Click the back arrow keys to remove labels from the Event: and Censored: windows.
This places them back in the Status labels in selected columns: window.

SigmaPlot saves the Event and Censored labels that you selected for your next analysis.
If the next data set contains exactly the same status labels, or if you are analyzing your
present data set again, then the saved selections appear in the Event and Censored
windows.
12. Click Finish to create the survival graph and report. The results you obtain will depend
on the Test Options that you selected.

If you selected Indexed data format then the Pick Columns panel asks you to select the
three columns in the worksheet for your Group, Time and Status.

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9.5.4.1 Multiple Comparison Options

Figure 9.20 The Pick Columns Panel for Survival Gehan-Breslow Indexed Data
Format Prompting You to Select Group, Time and Status Columns

13. Click Next to select the groups you want to include in the analysis. If you want to analyze
all groups found in the Group column then select Select all groups. Otherwise select
groups from the Data for Group drop-down list. You can select subsets of all groups and
select them in the order that you wish to see them in the report.

Figure 9.21 The Group Selection Panel for Survival Gehan-Breslow Indexed
Data Format Prompting You to Select Groups to Analyze

14. Click Next to select the status variables as described above and then to complete the
analysis to create the report and graph.

9.5.4.1 Multiple Comparison Options

Gehan-Breslow tests the hypothesis of no differences between the several survival groups,
but does not determine which groups are different, or the sizes of the differences. Multiple
comparison tests isolate these differences by running comparisons between the experimental
groups.
If you selected to run multiple comparisons only when the P value is significant, and
Gehan-Breslow produces a P value equal to or less than the trigger P value, or you selected to
always run multiple comparison in the Options for Gehan-Breslow dialog box, the multiple
comparison results are displayed in the Report.

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There are two multiple comparison tests to choose from for the Gehan-Breslow survival
analysis.
• Holm-Sidak.
• Bonferroni. For more information, see 9.5.4.1.2 .

9.5.4.1.1 Holm-Sidak Test

The Holm-Sidak Test can be used for both pairwise comparisons and comparisons versus a
control group. It is more powerful than the Bonferroni test and, consequently, it is able to
detect differences that Bonferroni test does not. It is recommended as the first-line procedure
for pairwise comparison testing.
When performing the test, the P values of all comparisons are computed and ordered from
smallest to largest. Each P value is then compared to a critical level that depends upon the
significance level of the test (set in the test options), the rank of the P value, and the total
number of comparisons made. A P value less than the critical level indicates there is a
significant difference between the corresponding two groups.

Figure 9.22 Holm-Sidak Multiple Comparison Results for VA Lung Cancer Study

9.5.4.1.2 Bonferroni Test

The Bonferroni test performs pairwise comparisons with paired chi-square tests. It is
computationally similar to the Holm-Sidak test except that it is not sequential (the critical
level used is fixed for all comparisons). The critical level for the Bonferroni test is the ratio
of the family P value to the number of comparisons. It is a more conservative test than the
Holm-Sidak test in that the chi-square value required to conclude that a difference exists
becomes much larger than it really needs to be.
The critical level is constant at 0.05/6 = 0.00833. Since the critical level does not increase,
as it does for the Holm-Sidak test, there will tend to be fewer comparisons with significant
differences. This occurs here with three significant comparisons as compared to four for
the Holm-Sidak case.

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9.5.5 Interpreting Gehan-Breslow Survival Results

Figure 9.23 Bonferroni Multiple Comparison Results for VA Lung Cancer Study

9.5.5 Interpreting Gehan-Breslow Survival Results

The Gehan-Breslow survival analysis report displays information about the origin of your
data, tables containing the cumulative survival probabilities for each group, summary statistics
for each survival curve and the Gehan-Breslow test of significance. Multiple comparison test
results will also be displayed provided significant differences were found or the Post Hoc
Tests Options were selected to display them.

Figure 9.24 The Gehan-Breslow Survival Analysis Results Report

Results Explanations

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The number of significant digits displayed in the report may be set in the Report Options
dialog box. For more information, see Setting Report Options.

9.5.5.1 Report Header Information

The report header includes the date and time that the analysis was performed. The data source
is identified by the worksheet title containing the data being analyzed and the notebook
name. The event and censor labels used in this analysis are listed. Also, the time units used
are displayed.

9.5.5.2 Survival Cumulative Probability Table

The survival probability table lists all event times and, for each event time, the number
of events that occurred, the number of subjects remaining at risk, the cumulative survival
probability and its standard error. The upper and lower 95% confidence limits are not
displayed but these may be placed into the worksheet. Failure times are not shown but you
can infer their existence from jumps in the Number at Risk data and the summary table
immediately below this table
You can turn the display of this table off by clearing this option in the Results tab of Test
Options. This is useful to keep the report a reasonable length when you have large data sets.

9.5.5.3 Data Summary Table

The data summary table shows the total number of cases. The sum of the number of events,
censored and missing values, shown below this, will equal the total number of cases.

9.5.5.4 Statistical Summary Table

The mean and percentile survival times and their statistics are listed in this table. The median
survival time is commonly used in publications.

9.5.6 Gehan-Breslow Survival Graph

Visual interpretation of the survival curve is an important component of survival analysis. For
this reason SigmaPlot always generates a survival curve graph. This is different from the other
statistical tests where you select a report graph a posteriori.

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9.6 Cox Regression

Figure 9.25 Gehan-Breslow Survival Curves

In the graph above, incrementing colors, percent survival and 95% confidence interval options
were selected from Test Options. For more information, see 9.5.3 Setting Gehan-Breslow
Survival Options. The Holm-Sidak test showed these two curves to be significantly different
at the 0.001 level.
You can control the graph in two ways:
• You can set the graph options to become the default values until they are changed. For
more information, see Setting Page Options .
• After the graph is created you can modify it using SigmaPlot’s Property Browser. For more
information, see Modifying Graphs Using the Property Browser. Each object in the graph
is a separate plot (for example, survival curve, failure symbols, censored symbols, upper
confidence limit, etc.) so you have considerable control over the appearance of your graph.

9.6 Cox Regression

Cox Regression is a part of Survival Analysis that studies the impact of potential risk factors
on the survival time of a population.
SigmaPlot has two Cox Regression tests:
• Proportional Hazards.
• Stratified Model.

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9.6.1 About Cox Regression

Cox Regression is a part of Survival Analysis that studies the impact of potential risk factors,
or covariates, on the survival time of a population. (The risk factors are also often called
predictors or explanatory variables.)
Consider the possible effects of gender, age, and two types of drug therapy on the survival
of a population suffering from some form of cancer. The survival time may decrease as age
increases. Death rates among males may be higher than for females. Finally, drug A may
increase survival time more than drug B. In this study, Gender, Age, and Drug Therapy are
the covariates that affect the survival experience. In Cox Regression defines the model that
describes the relationship between the covariates and survival time. This model helps to
predict the likelihood of survival at each point in time for any values of the covariates. It also
allows us to determine the significant effect of each covariate.
There are two types of covariates. The above covariates, Gender and Drug Therapy, each
have two categories of non-numeric values and are called categorical covariates. Since the
covariate Age can assume a continuous range of numeric values, it is called a continuous
covariate. Frequently, a categorical covariate has numeric values assigned to its categories, but
these values are only used for naming purposes and are not used to indicate a measurement.
The simplest way to visualize the effect of covariates on survival time is to construct a
survival curve. A survival curve plots the relationship between each value of time and the
probability of surviving beyond that value. This relationship is called the survival function (or
survivorship function). In Kaplan-Meier survival analysis, one survival function is defined
that is independent of any covariates. In Cox survival analysis, specific values for each of
the covariates lead to one estimated survival function for the population. The graph of such a
function is called a covariate-adjusted survival curve.
In Cox Regression, the primary object of study is the hazard function of the population, as
estimated from the sampled survival data. This function is closely related to the survival
function. The hazard function (sometimes known as the conditional failure rate, hazard rate,
or just the hazard) is defined as the instantaneous rate of change in the likelihood of failure at
each point in time, given survival up to that point. As an example, suppose h is the hazard
function and suppose h(t) = .1 at some time t, then an interpretation of this value is that there is
approximately a 10% chance that a subject will fail within the next unit time period, given
the subject has survived up to time t. Another function, the cumulative hazard function, is
defined at each value of time as the integral of the hazard over all previous values of time.
It provides a smoothed alternative to the hazard function as estimates of the hazard function
itself can be too “noisy” for practical use. If H denotes the cumulative hazard function, then
the above definitions can be used to show that the survival function S is defined at each time t
by: S(t)=exp(—H(t))
All of the functions discussed above are not only functions of time, but also depend upon the
covariates in the survival study. In the Cox model, the hazard function assumes a specific
form given by: )

h (t , X 1, X 2, X n) = h 0(t )·exp (b 1X 1+ b 2X 2+ +b nX n )

where X1, X2, . . ., Xn are the covariates in the study. The function h0 is called the baseline
hazard function and only depends upon time. The exponential factor on the right-hand side of
the equation involves the covariates, but does not depend on time. In our implementation of
Cox Regression, we are assuming that every covariate is time-independent and so its value for
each subject remains constant over time (it is possible, however, to extend Cox Regression to
include time-dependent covariates).

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9.6.2 Performing a Cox Regression Proportional Hazards Model

The coefficients b1, b2, bn in our model are constants, independent of both time and the
covariates, and their values are determined from the regression analysis by maximizing a
quantity known as the partial likelihood function. The resulting values of the coefficients are
called the best-fit coefficients or, sometimes, the maximum likelihood estimates. Once the
coefficients are determined, there is a procedure that estimates the values of the baseline
survival function at the sampled event times. The baseline survival function is defined by
setting all covariates to zero. Denoting this function by S0, the covariate-adjusted survival
functions and cumulative hazard functions are determined for each event time t by:

H0(t ) = log(S 0(t ))

H (t , X 0, , X n) = H0(t )exp(b 0X + +b nX n)
S (t , X 0, , X n) = S 0(t )exp(b 0X + +b nX n)

Our model of the hazard function shows that if there are two specifications for the values
of the covariates, then the corresponding values of the hazards are proportional over time.
This is the reason the Cox model is called a proportional hazards model. It is possible that
a potential covariate for the model does not satisfy this assumption. For example, suppose
we have the covariate Gender in a survival study. If males are dying at twice the rate of
females during the first month of a study, and both genders die at the same rate during the
next month of the study, then the ratio of the hazards, or the hazard ratio, for males to females
is not constant over time and the proportionality assumption fails. Such a covariate cannot
be included in the hazard model.
A covariate may also be omitted from the model because its value is based on the design of
the study and has secondary importance as a risk factor for survival. For example, when a
study is performed at two different clinics to determine the impact of age and drug therapy on
patient recovery, then the variable Clinic is such a covariate.
Any variable whose values have been included in the survival data but is not included as a
covariate in the hazard model for the reasons described above is called a stratification variable.
Each value or level of such a variable is called a stratum; collectively, the levels are the strata.
When a stratification variable is present, then the survival study is partitioned into groups, one
for each stratum, where each group has its own survival function that is determined from the
regression analysis. The best-fit coefficients are the same for each stratum, but the baseline
time-dependent factors in the model are different.

9.6.2 Performing a Cox Regression Proportional

Hazards Model
1. Enter or arrange you data in the worksheet. For more information, see 9.6.4 Arranging
Cox Regression Data.
2. If desired set the Cox Regression Proportional Hazards options. For more information,
see 9.6.5 Setting Cox Regression Proportional Hazards Options.
3. Select the Analysis tab.
4. In the Statistics group, from the Tests drop-down list, select:
Survival→Cox Regression→Proportional Hazards
5. Select the worksheet columns with the survival times, status values, and covariates in the
Select Data panel.

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6. Interpret the Cox Regression results. For more information, see 9.6.9 .

9.6.3 Performing a Cox Regression Stratified Model

1. Enter or arrange your data in the worksheet. For more information, see 9.6.4 Arranging
Cox Regression Data.
2. If desired set the Cox Regression Stratified options. For more information, see 9.6.6
Setting Cox Regression Stratified Model Options.
3. Select the Analysis tab.
4. In the Statistics group, from the Tests drop-down list, select:
Survival→Cox Regression→Stratified Model
5. Select the worksheet columns with the strata, survival times, status, and covariates in the
Select Data panel.
6. Interpret the Cox Regression results. For more information, see 9.6.9 Interpreting Cox
Regression Results.

9.6.4 Arranging Cox Regression Data

Cox Regression in SigmaPlot consists of two separate tests, Proportional Hazards and
Stratified Model. Each test requires at least three data columns: a time column, status
column, and any number of covariate columns. In the Stratified Model test, you also select
the worksheet column containing the strata.

9.6.5 Setting Cox Regression Proportional Hazards

Options

Use the Cox Regression Proportional Hazards Options to:

• Specify the type of regression analysis to perform.
• Specify which results are included in the report.
• Specify attributes for the Cox result graphs.
To change the Cox Regression Proportional Hazards options:

1. Select Cox PH Model from the Select Test drop-down list in the Statistics group on the
Analysis tab.
2. Click Options. The Options for Cox PH Model dialog box appears with three tabs:
• Criterion. Click the Criterion tab to specify variable selection and convergence
options. For more information, see 9.6.5.1 Options for Cox Regression Proportional
Hazard: Criterion.
• Results. Click the Results tab to specify the survival time units and to modify the
content of the report and worksheet. For more information, see 9.6.5.3 Options for Cox
Regression Proportional Hazard: Results.
• Graph Options. Click the Graph Options tab to view the graph symbol, line and
scaling options. You can select additional statistical graph elements here. For more

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9.6.5.1 Options for Cox Regression Proportional Hazard: Criterion

information, see 9.6.5.2 Options for Cox Regression Proportional Hazard: Graph
Options.
SigmaPlot saves the options settings between sessions.
3. To continue the test, click Run Test.

The Pick Columns panel appears.

4. To accept the current settings and close the dialog box, click OK.

Note
All options in these dialog boxes are "sticky" and remain in the state that you
have selected until you change them.

9.6.5.1 Options for Cox Regression Proportional Hazard: Criterion

Variable Selection Method. There are two methods for determining which covariates will be
included in the optimized regression model for the survival data.
• Complete. If you select Complete, the regression enters all covariates into the model and
optimizes the partial likelihood function using an iterative damped-Newton method. The
values of the likelihood function at all iterations appear in the report.
• Stepwise. If you select Stepwise, a forward stepwise procedure optimizes the partial
likelihood function using the most significant covariates. Initially, no covariates are entered
into the model. At each subsequent step, the covariate that contributes most to increasing
the value of the likelihood function is added and any previously added covariates that are
no longer significant are removed. This procedure continues until all covariates have been
entered into the model or until each covariate not in model makes no significant contribution.
P-to-Enter. This value establishes the criterion for entering a covariate into the hazard model.
A covariate enters the model only if there is a significant change in the likelihood function by
adding the covariate. A change is significant if the probability associated with this change (the
P-value) is less than the P-to-Enter value. The default value is .05.
P-to-Remove This value establishes the criterion for removing a covariate from the hazard
model. A covariate is removed from the model only if there is no significant change in the
likelihood function by adding the covariate. A change is not significant if the probability
associated with this change (the P-value) is greater than the P-to-Remove value. The default
value is .10.
To prevent the regression algorithm from cycling, the P-to-Remove value must by greater
than the P-to-Enter value.
Maximum Steps. This integer value is the largest number of steps allowed for entering
covariates. If this value is attained in the regression process, then the algorithm exits regardless
of the stopping criteria indicated above.
Convergence. These options control the behavior of the regression algorithm
• Tolerance. The Tolerance value determines the upper limit for the quantities that measure
convergence. One quantity is the coordinate of the gradient of the likelihood function with
largest absolute value. The other quantity is a distance measure of the model’s coefficients
between two consecutive iterations. The default value is 1e-008.
• Step Length. The Step Length refers to the initial value of the parameter that controls the
direction and size of the change in coefficients between two consecutive iterations. This

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value should not be changed unless there is a problem with obtaining convergence. The
default value is 1.0.
• Maximum Iterations. The Maximum Iterations value is the largest number of improved
changes in the coefficients that are allowed in order to obtain convergence. If this value
is exceeded in the regression process, then the algorithm exits regardless of whether the
convergence criterion (determined by the Tolerance) has been satisfied. The default is 20.

9.6.5.2 Options for Cox Regression Proportional Hazard: Graph Options

Status Symbols.
• Censored. Symbols for censored observations on the covariate-adjusted survival curve are
graphed by default. Clear this option to not display the censored symbols.
• Failures. Symbols for failures (events) always occupy the inside corners of the steps in the
covariate-adjusted survival curve. This option is cleared by default.
Group Color. This drop-down list box contains color options for the family of plots in
each result graph for Cox Regression. The options are Black, Grayscale, and Incrementing
Colors. The default value is Grayscale.For more information, see Modifying Graphs Using
the Property Browser.
Survival Scale. You can display the covariate-adjusted survival curve either using fractional
values (probabilities) or percents. Select one of the following:
• Fraction. If you select this then the Y-axis scaling will be from 0 to 1.
• Percent. Selecting this will result in a Y-axis scaling from 0 to 100.
Note
The results in the report are always expressed in fractional terms no matter which
option is selected for the graph.

9.6.5.3 Options for Cox Regression Proportional Hazard: Results

Descriptive Statistics for Covariates. Select this option to include a table in the report that
displays basic statistics for the covariates. This option is cleared by default.
Covariance Matrix. Select this option to display a matrix in the report that provides the values
of the inverse of the so-called Information Matrix. Its entries measure the covariance of pairs
of coefficients in the model. These values can be used to test simple contrasts, like whether
two coefficients in the model are significantly different. This option is cleared by default.
Survival Table. Select this option to include the survival table in the report. The survival table
contains six columns of results for each event time, including the covariate-adjusted survival
probabilities. Clearing this option can considerably reduce the length of the report for large
data sets. This option is selected by default.
• Covariate Values. If the Survival Table option is selected, you can select which covariate
values to use in the computations of the survival tables from this drop-down list. There
are three types of values: Mean, Median, and Baseline. If Mean is selected, then each
covariate in the model is evaluated at the mean of its data over all survival times. If Median
is selected, then each covariate is evaluated at the median of its data over all survival times.
If Baseline is selected, the each covariate is evaluated at zero. The default is Mean.
Confidence level. Set the percent confidence level that is used in computing the confidence
intervals for the best-fit coefficients, the hazard ratios, and the adjusted survival probabilities.
The default value is 95%.

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9.6.6 Setting Cox Regression Stratified Model Options

Time units. Select a time unit from the drop-down list or enter a unit. These units are used in
the graph axis titles and the survival report.

9.6.6 Setting Cox Regression Stratified Model Options

Use the Survival Curve Test Options to:

• Specify the type of regression analysis to perform.
• Specify which results are included in the report.
• Specify attributes for the Cox result graphs.
To change the Cox Regression Stratified Model options:

1. If you are going to analyze your survival curve after changing test options, and want to
select your data before you create the curve, then drag the pointer over your data.
2. Select Cox Stratified Model from the Select Test drop-down list in the Statistics group
on the Analysis tab.
3. Click Options. The Options for Cox Stratified Model dialog box appears with three
tabs:
• Criterion. Click the Criterion tab to specify variable selection and convergence
options. For more information, see 9.6.6.1 Options for Cox Regression Stratified
Model: Criterion.
• Graph Options. Click the Graph Options tab to view the graph symbol, line and
scaling options. You can select additional statistical graph elements here. For more
information, see 9.6.6.2 Options for Cox Regression Stratified Model: Graph Options.
• Results. Click the Results tab to specify the survival time units and to modify the
content of the report and worksheet. For more information, see 9.6.6.3 Options for
Cox Regression Stratified Model: Results.
SigmaPlot saves the options settings between sessions.
4. To continue the test, click Run Test.

9.6.6.1 Options for Cox Regression Stratified Model: Criterion

Variable Selection Method. There are two methods for determining which covariates will be
included in the optimized regression model for the survival data.
• Complete. When this option is selected, all covariates selected by the user in the Test
Wizard are entered into the hazard model when the regression algorithm is applied. The
optimization procedure used in this algorithm is based upon an iterative damped-Newton
type method to determine the best-fit coefficients in the hazard model. This is the default
method.
• Report likelihood values at each iteration. When this option is selected, the values of
the partial likelihood function for the Cox model are reported for all iterations of the
optimization procedure. This option is not selected by default.
• Stepwise. When this option is selected, a forward stepwise procedure is applied to optimize
the partial likelihood function using the most significant covariates. Initially, no covariates
are entered into the model. At each subsequent step, the covariate that contributes most
to increasing the value of the likelihood function is added and any previously added

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covariates that are no longer significant are removed. This procedure continues until all
covariates have been entered into the model or until each covariate not in model makes no
significant contribution.
• P-to-Enter. This value establishes the criterion for removing a covariate from the hazard
model. A covariate is removed from the model only if there is no significant change in the
likelihood function by adding the covariate. A change is not significant if the probability
associated with this change (the P-value) is greater than the P-to-Remove value. The
default value is .10.
To prevent the regression algorithm from cycling, the P-to-Remove value must by greater
than the P-to-Enter value.
• P-to-Remove. This value establishes the criterion for removing a covariate from the hazard
model. A covariate is removed from the model only if there is no significant change in the
likelihood function by adding the covariate. A change is not significant if the probability
associated with this change (the P-value) is greater than the P-to-Remove value. The
default value is .10.
To prevent the regression algorithm from cycling, the P-to-Remove value must by greater
than the P-to-Enter value.
• Maximum Steps. This integer value is the largest number of steps allowed for entering
covariates. If this value is attained in the regression process, then the algorithm exits
regardless of the stopping criteria indicated above.
Convergence. These options control the behavior of the regression algorithm.
• Tolerance. This value determines the upper limit for the two quantities that measure
convergence. One quantity is the coordinate of the gradient of the likelihood function with
largest absolute value. The other quantity is a distance measure of the model’s coefficients
between two consecutive iterations. The default value is 1e-008.
• Step Length. This value refers to the initial value of the parameter that controls the
direction and size of the change in coefficients between two consecutive iterations. This
value should not be changed unless there is a problem with obtaining convergence. The
default value is 1.0.
Maximum Iterations. This integer value is the largest number of improved changes to the
coefficients that are allowed in order to obtain convergence. If this value is exceeded in the
regression process, then the algorithm exits regardless of whether the convergence criterion
(determined by the Tolerance) has been satisfied. The default value is 20.

9.6.6.2 Options for Cox Regression Stratified Model: Graph Options

Status Symbols.
• Censored. Symbols for censored observations on the covariate-adjusted survival curves are
graphed by default. Clear this option to not display the censored symbols.
• Failures. Symbols for failures (events) always occupy the inside corners of the steps in
each covariate-adjusted survival curve. This option is cleared by default.
Group Color. This drop-down list box contains color options for the family of plots in each
result graph for Cox Regression. The options are Black, Grayscale, and Incrementing Colors.
The default value is Grayscale.
Survival Scale. You can display the covariate-adjusted survival curves either using fractional
values (probabilities) or percents. Select one of the following:
• Fraction. If you select this then the Y-axis scaling will be from 0 to 1.

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9.6.6.3 Options for Cox Regression Stratified Model: Results

• Percent. Selecting this will result in a Y-axis scaling from 0 to 100.

Note
The results in the report are always expressed in fractional terms no matter which
option is selected for the graph.

9.6.6.3 Options for Cox Regression Stratified Model: Results

Descriptive Statistics for Covariates. Select this option to include tables in the report that
display basic statistics for the covariates. There is one table for each stratum. The final
table shown gives the statistical results for the combined data over all strata. This option is
cleared by default.
Covariance Matrix. Select this option to display a matrix in the report that provides the values
of the inverse of the so-called Information Matrix. Its entries measure the covariance of pairs
of coefficients in the model. These values can be used to test simple contrasts, like whether
two coefficients in the model are significantly different. This option is cleared by default.
Survival Table. Select this option to include the survival tables in the report. There is one
table for each stratum (survival group). Each survival table contains six columns of results
for each event time, including the covariate-adjusted survival probabilities. Clearing this
option can considerably reduce the length of the report for large data sets. This option is
selected by default.
• Covariate values. If the Survival Table option is selected, you can select which covariate
values to use in the computations of the survival tables from this drop-down list. There are
three types of values: Mean, Median, and Baseline. If Mean is selected, then each covariate
in the model is evaluated at the mean of its data over all strata. If Median is selected, then
each covariate is evaluated at the median of its data over all strata. If Baseline is selected,
the each covariate is evaluated at zero. The default is Mean.
Confidence level. Set the percent confidence level that is used in computing the confidence
intervals for the best-fit coefficients, the hazard ratios, and the adjusted survival probabilities.
The default value is 95%.
Time units. Select a time unit from the drop-down list. The selected unit is displayed in the
report and on the horizontal axis of each result graph. The default unit is None.

9.6.7 Running a Cox Regression Proportional Hazards

Model

To run a Cox Regression Proportional Hazards Model analysis you need to select survival
time, status, and covariate data columns to analyze. Use the Select Data panel of the Test
Wizard to select these columns from the worksheet.
To run a Cox Regression Proportional Hazards Mode analysis:

1. Specify any options for your graph and report. For more information, see 9.6.5 Setting
Cox Regression Proportional Hazards Options.
2. If you want to select your data before you run the test then drag the pointer over your
data. Your data must be selected in contiguous columns with the (survival) Time column
first, followed by the Status column, and then one or more Covariate columns. From the
menus select:

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3. Select the Analysis tab.

4. In the Statistics group, from the Tests drop-down list, select:
Survival→Cox Regression→Proportional Hazards
The Cox PH Model - Select Data panel of the Test Wizard appears, prompting you to
select your data columns. If you selected columns before you chose the test, the selected
columns appear in the Selected Columns list.

Figure 9.26 The Pick Columns for Cox PH Model Panel Prompting You to Select
Time, Status, and Covariate Columns

5. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for drop-down list. The
first selected column is assigned to the first row (Time) in the Selected Columns list, the
next selected column is assigned to the next row (Status) in the list, and then the next
column is assigned to the next row (Covariate). The number or title of selected columns
appears in each row.
6. To change your selections, select the assignment in the list and then select a new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
7. Click Next to choose the Categorical Covariates. The drop-down list displays all of the
covariates that you had selected on the Select Data panel. To select a categorical covariate,
the clicks an item in this list and the selection will be entered in the Selected Covariates
list. If a covariate column is not listed as categorical nd it contains a non-numeric data
entry, then this entry is treated as missing. Making a selection on this panel is optional as
there may be no categorical covariates in the study.
8. Click Next to choose the status variables. The status variables found in the columns you
selected are shown in the Status labels in selected columns window. Select these and
click the right arrow buttons to place the event variables in the Event window and the
censored variable in the Censored window.

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9.6.8 Running a Cox Regression Stratified Model

Figure 9.27 The Pick Columns for Cox PH Model Panel Prompting You to Select
the Status Variables.

You can have more than one Event label and more than one Censored label. You must
select one Event label in order to proceed. You need not select a censored variable,
though, and some data sets will not have any censored values. You need not select all the
variables; any data associated with cleared status variables will be considered missing.

9. Click the back arrows to remove labels from the Event and Censored windows. This
places them back in the Status labels in selected columns window.

SigmaPlot saves the Event and Censored labels that you selected for your next analysis.
If the next data set contains exactly the same status labels, or if you are re-analyzing your
present data set, then the saved selections appear in the Event and Censored windows.
10. Click Finish to create the survival graph and report. The results you obtain depend on
the Test Options that you selected. For more information, see 9.3.3 Setting Single Group
Test Options.

9.6.8 Running a Cox Regression Stratified Model

To run a Cox Regression Stratified Model analysis you need to select strata, survival time,
status, and covariate data columns to analyze. Use the Select Data panel of the Test Wizard to
select these columns from the worksheet.

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The Strata column contains the various levels of the stratification variable that are used
separate the survival study into groups, each of with its own baseline survival curve. The term
baseline refers to computations that result when all covariates are set to zero.
To run a Cox Regression Stratified Model analysis:

1. Specify any options for your graph and report. For more information, see 9.6.6 Setting
Cox Regression Stratified Model Options.
2. If you want to select your data before you run the test then drag the pointer over your data.
Your data must be selected in contiguous columns with the Strata column first, followed
by (survival) Time column, the Status column, and then one or more Covariate columns.
3. Select the Analysis tab.
4. In the Statistics group, from the Tests drop-down list, select:
Survival→Cox Regression→Stratified Model
The Cox Stratified Model - Select Data panel of the Test Wizard appears prompting
you to select your data columns. If you selected columns before you chose the test, the
selected columns appear in the Selected Columns list.

Figure 9.28 The Pick Columns for Cox Stratified Model Panel Prompting You to
Select Time, Status, and Covariate Columns

5. To assign the desired worksheet columns to the Selected Columns list, select the
columns in the worksheet, or select the columns from the Data for drop-down list. The
first selected column is assigned to the first row (Strata) in the Selected Columns list,
the next selected column is assigned to the next row (Time) in the list, the next selected
column is assigned to the next row (Status), and then the next column is assigned to the
next row (Covariate). The number or title of selected columns appears in each row.
6. To change your selections, select the assignment in the list and then select a new column
from the worksheet. You can also clear a column assignment by double-clicking it in the
Selected Columns list.
7. Click Next to choose the Categorical Covariates. The drop-down list displays all of the
covariates that you selected on the Select Data panel. To select a categorical covariate, the
click an item in this list and the selection will be entered in the Selected Covariates list. If
a covariate column is not listed as categorical and it contains a non-numeric data entry,
then this entry is treated as missing. Making a selection on this panel is optional as there
may be no categorical covariates in the study.

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9.6.9 Interpreting Cox Regression Results

8. Click Next to choose the status variables. The status variables found in the columns you
selected are shown in the Status labels in selected columns window. Select these and
click the right arrow buttons to place the event variables in the Event window and the
censored variable in the Censored window.

You can have more than one Event label and more than one Censored label. You must
select one Event label in order to proceed. You need not select a censored variable,
though, and some data sets will not have any censored values. You need not select all the
variables; any data associated with cleared status variables will be considered missing.
9. Click Finish to create the survival graph and report. The results you obtain depend on
the Test Options that you selected. For more information, see 9.3.3 Setting Single Group
Test Options.

9.6.9 Interpreting Cox Regression Results

The Cox Regression report displays statistical information about the input data, the best-fit
results for the hazard model, the results of hypothesis testing, confidence intervals, and
covariate-adjusted survival probabilities. For more in-depth discussions of the statistics and
performance measures reported for Cox Regression see Hosmer & Lemeshow or Kleinbaum.

Results Explanations
In addition to the numerical results, expanded explanations of the results may also appear. You
can turn off this text on the Options dialog box. You can also set the number of decimal places
to display. For more information, see Setting Report Options.

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Header. This includes the name of the test, date stamp, and data source, as for all other tests.
Event and Censor Labels. is a listing of the labels that you’ve selected in the Test Wizard.
There can be more than one label of each type.
Time Unit. This information comes from a setting in the Test Options dialog box and is used
to indicate the unit of survival time on result graphs.
Stratification Variable. This is the worksheet column (by title) to stratify the data if using
the Stratified Model test. This section does not appear if you’re using the Proportional
Hazards test.
Basic summary of time-event data over strata. This is a table whose first column is a list of
the strata for the stratification variable. The remaining columns have integer entries and are
titled: Cases, Missing, Events, Censored, and % Censored. The last row of the table gives the
total over all strata. If there is no stratification variable, then the table has one row of data.
Regression analysis. This section contains the results of maximizing the partial log-likelihood
function for the Cox Proportional Hazards Model to obtain the maximum likelihood estimates
of the coefficients. The partial likelihood function is based on the Breslow method for
resolving ties.
The coefficient values found by the regression are used to represent the hazard as a function
of time and the covariates. Each categorical covariate in the model is replaced by one or
more reference coded dummy variables, each with its own coefficient, before the regression
analysis is performed. The optimization process uses an iterative Damped-Newton method
with zero as the starting value for each coefficient.
The output of the analysis depends upon the variable selection method that is specified in the
Test Options dialog, either Complete or Stepwise. The default method is Complete, where
all covariates selected by the user are used to model the hazard function. When the default
method is used, the results show the maximum value of the log-likelihood function, the
number of iterations to convergence, and the tolerance used in the criterion for convergence.
If the Stepwise method is chosen, then only the covariates that contribute most to increasing
the value of the likelihood function are included in the hazard model. The included covariates
are determined using a step-by-step procedure. More details on the stepwise-regression results
are given later.
Testing the Global Null Hypothesis. This is the hypothesis that all coefficients in the hazard
model are zero. SigmaPlot provides two tests: the (partial) Likelihood Ratio test and the Global
Chi-Square test (also called Score test). The statistic for each test has a chi-square distribution
with p degrees of freedom, where p is the number of covariates. The default significance level
of the test is .05, which can be changed on the Report tab of the Tools/Options dialog box.
A significant result means that at least one of the covariates has a significant effect on survival
time. If the result is not significant, then no covariate significantly influences the survival time
and a Kaplan-Meier analysis should be considered for computing survival probabilities.
Both tests are used by many survival software applications and they usually agree in their
determination of significance. In the event they disagree, then the result of the Likelihood
Ratio test should be used as it is more accurate.
Model Estimates. This is a table of the best-fit coefficient values and their basic statistics. It
has five columns. The first column gives the names of the covariates. If stepwise regression
is used, then only the names of the covariates included in the model will be listed. The
remaining columns will be titled Coefficient, StdErr, Wald Chi-Square, and P Value. The
Wald Chi-Square statistic measures the significance of the covariate, testing the hypothesis

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9.6.10 Cox Regression Graphs

that the coefficient is zero. The significance level is the same as the one used for testing the
Global Null Hypothesis.
Confidence. There are two sets of confidence intervals. The first set is a table with four
columns giving the confidence intervals of the coefficients for each covariate listed in the
Model Estimates section. The first two columns are the same as the Model Estimates table. The
confidence level has a default value of 95%, but can be changed in the Test Options dialog box.
The second set is a table with four columns that includes the hazard ratio for each covariate in
the model. The hazard ratio for a covariate is the proportional change in the hazard rate due to
a unit change in the value of the covariate. When the covariate represents a dummy variable
corresponding to some group in a categorical covariate, then the hazard ratio measures the
hazard rate for that group relative to the reference group. In this case, the confidence interval
in columns 3 and 4 can be used to test the hypothesis that the two groups have the same
hazard rate by testing the hypothesis the hazard ratio is 1. This can be tested by seeing if
1 lies in the confidence interval.

9.6.10 Cox Regression Graphs

There are three types of Cox Regression result graphs:
• Adjusted Survival Curves
• Adjusted Cumulative Hazard Curves
• Log- Log Survival Curves
Certain attributes affecting the appearance of these graphs can be set in the Graph Options
panel of the Test Options dialog box.
You can control the graph in two ways:
• You can set the graph options to become the default values until they are changed. For
more information, see Setting Page Options .
• After the graph is created you can modify it using SigmaPlot’s Property Browser. For
more information, see Modifying Graphs Using the Property Browser.Each object in the
graph is a separate plot (for example, survival curve, failure symbols, censored symbols,
upper confidence limit, and so on) so you have considerable control over the appearance
of your graph.

9.6.11 How to Create a Cox Regression Graph

1. Select the Report tab.
2. In the Results group, click Create Result Graph.

The Create Result Graphdialog box appears displaying the available graphs for the
Cox Regression report.
3. Select the report graph you want to create, then click OK, or double-click the graph
in the list.

The Covariate Values for Plot dialog box appears, in which you can select the covariates
values to use to specify the graph data.

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4. From the Select value type drop-down list, select either:

• Mean
• Median
• Baseline
• User-Defined
The names of the covariates appear in the first column of two in the list below. These
are the covariates that you specified earlier the Test Wizard. The values in the second
column correspond to the value type option that you selected in the Select value type
drop-down list.
If you select User-Defined, the covariate values default to all zeroes (same meaning
Baseline), and you can enter values into the Enter value: box.
To change a covariate’s value, select a covariate from the Covariate column, enter a
new value in the Enter value: box, and click Change. After selecting the value type and
completing any changes to the covariate values, click Close.
A graph appears.

9.7 Survival Curve Graph Examples

You can modify survival curve attributes using Test Options or the Property Browser. For
more information, see 9.7.1 Using Test Options to Modify Graphs.

9.7.1 Using Test Options to Modify Graphs

The examples below show four variations that can be achieved by modifying the test options
for survival curves. Once you’ve selected a test from the Statistics toolbar, you can open
this dialog box by selecting from the menus:
Statistics→Current Test Options
The options used to create the examples below appear on the Graph Options tab of any
of the Options for Survival dialog boxes.
Survival curve with censored symbols. Under Status Symbols, select Censored.

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9.7.1 Using Test Options to Modify Graphs

Figure 9.29 Survival Curve with Censored Symbols

Survival curve with censored and failure symbols. Under Status Symbols, select both
Censored and Failures.

Figure 9.30 Survival Curve with Censored and Failure Symbols

Survival curve with both symbol types and 95% confidence intervals. To add 95%
confidence intervals:

1. Select Additional Plot Statistics.

2. From the Type drop-down list, select 95% Confidence Intervals.

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Figure 9.31 Survival Curve with both Symbol Types and 95% Confidence
Intervals

Survival curve with standard error bars. To add standard error bars:
3. Select Additional Plot Statistics.
4. From the Type drop-down list, select Standard Error Bars.

Figure 9.32 Survival Curve with Standard Error Bars

9.7.2 Editing Survival Graphs Using the Property

Browser
This example shows modifications made from the Property Browser to a survival curve with
both symbol types and 95% confidence intervals. For more information, see 9.7.1 Using
Test Options to Modify Graphs.

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9.8 Failures, Censored Values, and Ties

Figure 9.33 Survival Curve with both Symbol Types and 95% Confidence
Intervals

The confidence interval lines were changed from small gray dashed to solid blue. The
censored symbol type was also changed from a solid circle to a square.

Figure 9.34 Modifications made using the Property Browser to a Survival Curve
with both Symbol Types and 95% Confidence Interval

9.8 Failures, Censored Values, and Ties

The relationship between failures, censored values and ties effects the shape of a survival
curve. Some rules that characterize survival curves are:
• A step decrease occurs at every failure

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• Larger step decreases result from multiple failures occurring at the same time (ties).
• The curve does not decrease at a censored value.
• Tied failure (and failure and censored) values superimpose at the appropriate inside corner
of the step survival curve.
• It is useful to display symbols for censored values.
• It is not necessary to display symbols for failures.
• The survival curve decreases to zero if the largest survival time is a failure.
• Censored values cause the survival curve to decrease more slowly.

Figure 9.35 A contrived survival curve with various combinations of failures,

censored values and tied data that graphically shows the effects of these rules.

Failures and censored values are shown above as open and filled circles, respectively. A single
failure is shown at time = 1.0. It is located at the inner corner of the step curve. All failures
occur at the inner corners so it is not necessary to display failure symbols. You can display
failure symbols in SigmaPlot , but by default they are not visible. Two tied failures are shown
at time = 2.0. They superimpose at the inner corner of the step that has decreased roughly
twice as much as the step for a single failure. Four censored values, two of which are tied,
are shown in the time interval between 2.0 and 8.0. Censored values do not cause a decrease
in the survival curve and nothing unusual occurs at tied censor values. Four tied values, two
failures and two censored, are shown at time = 8.0 (the censored values are slightly displaced
for clarity). They occur at the inside corner of the step since that is where failures are located.
The censored value at time = 19.0 prevents the survival curve from touching the X-axis.

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10 Computing Power and
Sample Size
Topics Covered in this Chapter
♦ About Power
♦ About Sample Size
♦ Determining the Power of a t-Test
♦ Determining the Power of a Paired t-Test
♦ Determining the Power of a z-Test Proportions Comparison
♦ Determining the Power of a One Way ANOVA
♦ Determining the Power of a Chi-Square Test
♦ Determining the Power to Detect a Specified Correlation
♦ Determining the Minimum Sample Size for a t-Test
♦ Determining the Minimum Sample Size for a Paired t-Test
♦ Determining the Minimum Sample Size for a Proportions Comparison
♦ Determining the Minimum Sample Size for a One Way ANOVA
♦ Determining the Minimum Sample Size for a Chi-Square Test
♦ Determining the Minimum Sample Size to Detect a Specified Correlation

SigmaPlot provides two experimental design aids: experimental power, and sample size
computations. Use these procedures to determine the power of an intended test or to determine
the minimum sample size required to achieve a desired level of power.
Power and sample size computations are available for:
• Unpaired and Paired t-tests
• A z-test comparison of proportions
• One way ANOVAs
• Chi-Square Analysis of Contingency Tables
• Correlation Coefficient

10.1 About Power

The power, or sensitivity, of a test is the probability that the test will detect a difference or
effect if there really is a difference or effect. The closer the power is to 1, the more sensitive
the test. Traditionally, you want to achieve a power of 0.80, which means that there is an 80%
chance of detecting a specified effect with 1– α confidence (for example, a 95% confidence
when α = 0.05). Power less than 0.001 is noted as "P = < 0.001."
The power of a statistical test depends on:
• The specific test
• The alpha (α), or acceptable risk of a false positive
• The sample size
• The minimum difference or treatment effect to detect

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• The underlying variability of the data

10.2 About Sample Size

You can estimate how big the sample size has to be in order to detect the a treatment effect or
difference with a specified level of statistical significance and power. All else being equal,
the larger the sample size, the greater the power of the test.

10.3 Determining the Power of a t-Test

You can determine the power of an intended t-test. Use unpaired t-tests to compare two
different samples from populations that are normally distributed with equal variances among
the individuals. For more information, see 5.3 Unpaired t-Test.
To determine the power for a t-test, you need to set the:
• Expected difference of the means of the groups you want to detect.
• Expected standard deviation of the groups.
• Expected sizes of the two groups.
• Alpha (α) used for power computations.
To find the power of a t-test:

1. With the worksheet in view, click the Analysis tab.

2. In the Statistics group, from the Tests drop-down list, select:
Power→t-test
The t-test Power dialog box appears.

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10.3 Determining the Power of a t-Test

Figure 10.1 The t-test Power Dialog Box

3. Enter the size of the difference between the means of the two groups you want to be able
to detect in the Expected Difference of Means box. This can be the size you expect to
see, as determined from previous samples or experiments, or just an estimate.
4. Enter the estimated size of the standard deviation for the population your data will be
drawn from in the Expected Standard Deviation box. This can be the size you expect to
see, as determined from previous samples or experiments, or just an estimate.

Note
t-Tests assume that the standard deviations of the underlying normally distributed
populations are equal.
5. Enter the expected sizes of each group in the Group 1 Size and Group 2 Size boxes.
6. If desired, change the alpha level in the Alpha box. Alpha (α) is the acceptable probability
of incorrectly concluding that there is a difference. An a error is also called a Type I error
(a Type I error is when you reject the hypothesis of no effect when this hypothesis is
true). The traditional α value used is 0.05. This indicates that a one in twenty chance of
error is acceptable, or that you are willing to conclude there is a significant difference
when P < 0.05.

Smaller values of α result in stricter requirements before concluding there is a significant

difference, but a greater possibility of concluding there is no difference when one exists (a
Type II error). Larger values of α make it easier to conclude that there is a difference, but
also increase the risk of reporting a false positive (a Type I error).

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7. Click = to see the power of a t-test at the specified conditions. The Power calculation
appears at the tip of the dialog box. If desired, you can change any of the settings and
click= again to view the new power as many times as desired.
8. Click Save to Report to save the power computation settings and resulting power to the
current report and click Close to exit from t-test power computation.

10.4 Determining the Power of a Paired

t-Test

You can determine the power of a Paired t-test. Use Paired t-tests to see if there is a change
in the same individuals before and after a single treatment or change in condition. The sizes
of the treatment effects are assumed to be normally distributed. For more information, see
6.3 Paired t-Test.
To determine the power for a Paired t-test, you need to set the:
• Expected change before and after treatment you want to detect.
• Expected standard deviation of the changes.
• Number of subjects.
• Alpha used for power computations
To find the power of a Paired t-test:

1. With the worksheet in view, click the Analysis tab.

2. In the Statistics group, from the Tests drop-down list, select:
Power→Paired t-test
The Paired t-test Power dialog box appears.

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10.4 Determining the Power of a Paired t-Test

Figure 10.2 The Paired t-test Power Dialog Box

3. Enter the size of the change before and after the treatment in the Change to be Detected
box. The size of the change is determined by the difference of the means. This can be
size of the treatment effect you expect to see, as determined from previous experiments,
or just an estimate.
4. Enter the size of standard deviation of the change in the Expected Standard Deviation
of Change box. This can be the size you expect to see, as determined from previous
experiments, or just an estimate.
5. Enter the expected (or estimated) number of subjects in the Desired Sample Size box.
6. Enter the desired alpha level. Alpha (α) is the acceptable probability of incorrectly
concluding that there is an effect. The traditional α value used is 0.05. This indicates that
a one in twenty chance of error is acceptable, or that you are willing to conclude there is a
significant treatment difference when P < 0.05.

Smaller values of α result in stricter requirements before concluding there is a significant

effect, but a greater possibility of concluding there is no effect when one exists (a Type
II error). Larger values of α make it easier to conclude that there is an effect, but also
increase the risk of reporting a false positive (a Type I error).
7. Click = to see the power of a Paired t-test at the specified conditions. If desired, you
can change any of the settings and click = again to view the new power as many times
as desired.
8. Select Save to Report to save the power computation settings and resulting power to
the current report.

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Figure 10.3 The Paired t-test Power Computation Results Viewed in the Report

9. Click Close.

10.5 Determining the Power of a z-Test

Proportions Comparison

You can determine the power of a z-test comparison of proportions. A comparison of

proportions compares the difference in the proportion of two different groups that fall within a
single category. For more information, see 7.3 Comparing Proportions Using the z-Test.
To determine the power for a proportion comparison, you need to set the:
• Expected proportion of each group that falls within the category.
• Size of each sample.
• Alpha (α) used for power computations.
To find the power of a z-test proportion comparison:

1. With the worksheet in view, click the Analysis tab.

2. In the Statistics group, from the Tests drop-down list, select:
Power→Proportions
The Proportions Power dialog box appears.

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10.5 Determining the Power of a z-Test Proportions Comparison

Figure 10.4 The Proportions Power Dialog Box

3. Enter the expected proportions that fall into the category for each group. This can be
the distribution you expect to see, as determined from previous experiments, or just an
estimate.
4. Enter the sizes of each group. This can be sample sizes you expect to obtain, or just an
estimate.
5. Enter the desired alpha level. Alpha (α) is the acceptable probability of incorrectly
concluding that there is an effect. The traditional α value used is 0.05. This indicates that
a one in twenty chance of error is acceptable, or that you are willing to conclude there is a
significant distribution difference when P < 0.05.

Smaller values of α result in stricter requirements before concluding there is a significant

difference, but a greater possibility of concluding there is no difference in distribution
when one exists (a Type II error). Larger values of α make it easier to conclude that there
is a difference, but also increase the risk of reporting a false positive (a Type I error).
6. Click = to see the power of a proportion comparison at the specified conditions. If
desired, you can change any of the settings and click = again to view the new power
as many times as desired.
Note
SigmaPlot uses the Yates correction factor if this option is selected in the Options
for z-Test dialog box. For more information, see 7.3.4 Setting z-test Options.

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7. Click Save to Report to save the power computation settings and resulting power to
the current report.

Figure 10.5 The Proportion Power Computation Results Viewed in the Report

8. Click Close to exit from proportion comparison power computation.

10.6 Determining the Power of a One Way

ANOVA

You can determine the power of a One Way ANOVA (analysis of variance). Use One Way
ANOVAs to see if there is a difference among two or more samples taken from populations that
are normally distributed with equal variances among the individuals. For more information,
see 5.5 One Way Analysis of Variance (ANOVA).
To determine the power for a One Way ANOVA, you need to specify the:
• Minimum difference between group means you want to detect.
• Standard deviation of the population from which the samples were drawn.
• Estimated number of groups.
• Estimated size of a group.
• Alpha (α) used for power computations.

To find the power of a One Way ANOVA:

1. With the worksheet in view, click the Analysis tab.

2. In the Statistics group, from the Testsdrop-down list, select:
Power→ANOVA
The ANOVA Power dialog box appears.

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10.6 Determining the Power of a One Way ANOVA

Figure 10.6 The ANOVA Power Dialog Box

3. Enter the minimum size of the expected difference of group means in the Minimum
Difference in Group Means to be Detected box. This can be size of a difference you
expect to see, as determined from previous experiments, or just an estimate.

The minimum detectable difference is the minimum difference between the largest and
smallest means.
4. Enter the estimated standard deviation of the population from which the samples will be
drawn. This can be size you expect to see, as determined from previous experiments,
or just an estimate.
5. Enter the expected number of groups and the expected size of each group.
6. Enter the desired alpha level. Alpha (α) is the acceptable probability of incorrectly
concluding that there is an effect. The traditional α value used is 0.05. This indicates that
a one in twenty chance of error is acceptable, for example, you are willing to conclude
there is a significant difference when P < 0.05.

Smaller values of α result in stricter requirements before concluding there is a significant

difference, but a greater possibility of concluding there is no difference when one exists (a
Type II error). Larger values of α make it easier to conclude that there is a difference, but
also increase the risk of reporting a false positive (a Type I error).
7. Click = to see the power of a One Way ANOVA at the specified conditions. The power
calculation appears at the top of the dialog. If desired, you can change any of the settings
and click = again to view the new power as many times as desired.

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8. Select Save to Report to save the power computation settings and resulting power to
the current report.

Figure 10.7 The ANOVA Power Computation Results Viewed in the Report

9. Click Close to exit from ANOVA power computation.

10.7 Determining the Power of a Chi-Square

Test

You can determine the power of a chi-square χ2 analysis of a contingency table. A χ2 test
compares the difference between the expected and observed number of individuals of two or
more different groups that fall within two or more categories. For more information, see 7.4
Chi-square Analysis of Contingency Tables.
The power of a χ2 analysis contingency tables is determined by the estimated relative
proportions in each category for each group. Because SigmaPlot uses numbers of observations
to compute the estimated proportions, you need to enter a contingency table in the worksheet
containing the estimated pattern in the observations before you can compute the estimated
proportions.

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10.7 Determining the Power of a Chi-Square Test

Figure 10.8 The Contingency Table with Expected Numbers of Observations

of Two Groups in Three Categories

Tip
You only need to specify the pattern (distribution) of the number of observations. The
absolute numbers in the cells do not matter, only their relative values.
To find the power of a chi-squared test:

1. Enter a contingency table into the worksheet by placing the estimated number of
observations for each table cell in a corresponding worksheet cell. These observations are
used to compute the estimated proportions.

Figure 10.9 Contingency Table Data Entered into the Worksheet

The worksheet rows and columns correspond to the groups and categories. The number of
observations must always be an integer.
Tip
The order and location of the rows or columns corresponding to the groups and
categories is not important.

2. With the worksheet in view, click the Analysis tab.

3. In the Statistics group, from the Tests drop-down list, select:
Power→Chi-Square
The Pick Columns for Chi-Square Power dialog box appears.

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Figure 10.10 The Chi-square Power Dialog Box

4. Select the columns of the contingency table from the worksheet as prompted.
5. Click Finish when you’ve selected the desired columns.

The Chi-Square Power dialog box appears.

6. Enter the total number of observation in the Sample Size box. This can be number of
observations you expect to see, as determined from previous experiments, or just an
estimate.
7. Enter the desired alpha level. Alpha (α) is the acceptable probability of incorrectly
concluding that there is a difference. The traditional α value used is 0.05. This indicates
that a one in twenty chance of error is acceptable, or that you are willing to conclude there
is a significant difference when P < 0.05.

Smaller values of α result in stricter requirements before concluding there is a significant

difference, but a greater possibility of concluding there is no effect when one exists (a
Type II error). Larger values of α make it easier to conclude that there is a difference, but
also increase the risk of reporting a false positive (a Type I error).
8. Click = to see the power of a chi-square test at the specified conditions. If desired, you
can change any of the settings and click = again to view the new power as many times as
desired. However, if you want to change the number of observations per category, you
need to click Cancel, edit the table, then repeat the sample size computation.
9. Select Save to Report to save the power computation settings and resulting power to the
current report file, and then click Cancel to exit from chi-square test power computation.

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10.8 Determining the Power to Detect a Specified Correlation

Figure 10.11 The Chi-square Power Computation Results Viewed in the Report

10.8 Determining the Power to Detect a

Specified Correlation

You can determine the power to detect a given Pearson Product Moment Correlation
Coefficient R. A correlation coefficient quantifies the strength of association between the
values of two variables. A correlation coefficient of 1 means that as one variable increases,
the other increases exactly linearly. A correlation coefficient of -1 means that as one variable
increases, the other decreases exactly linearly. For more information, see 8.8 Pearson Product
Moment Correlation.
To determine the power of a correlation coefficient, you need to specify the:
• Correlation coefficient you want to detect.
• Desired sample size.
• Alpha (α) used for power computations.
To find the power to detect a correlation coefficient:

1. With the worksheet in view, click the Analysis tab.

2. In the Statistics group, from the Tests drop-down list, select:
Power→Correlation
The Correlation Power dialog box appears.

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Figure 10.12 The Correlation Power Dialog Box

3. Enter the expected correlation coefficient. This can be the correlation coefficient you
expect to see, as determined from previous experiments, or just an estimate.
4. Enter the desired number of data points. This can be the sample size you expect to obtain,
or just an estimate.
5. Enter the desired alpha level. Alpha (α) is the acceptable probability of incorrectly
concluding that there is an association. The traditional α value used is 0.05. This indicates
that a one in twenty chance of error is acceptable, or that you are willing to conclude there
is an association when P < 0.05.

Smaller values of α result in stricter requirements before concluding there is a true

association, but a greater possibility of concluding there is no relationship when one exists
(a Type II error). Larger values of α make it easier to conclude that there is an association,
but also increase the risk of reporting a false positive (a Type I error).
6. Click = to see the power of a correlation coefficient at the specified conditions. The power
calculation appears at the top of the dialog box. If desired, you can change any of the
settings and click = again to view the new power as many times as desired.
7. Click Save to Report to save the power computation settings and resulting power to the
current report, and then click Close to exit from correlation coefficient power computation.

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10.9 Determining the Minimum Sample Size for a t-Test

Figure 10.13 The Correlation Power Dialog Box

10.9 Determining the Minimum Sample Size

for a t-Test
You can determine the minimum sample size for an intended t-test. Unpaired t-tests are used
to compare two different samples from populations that are normally distributed with equal
variances among the individuals. For more information, see 5.3 Unpaired t-Test.
To determine the sample size for a t-test, you need to specify the:
• Expected difference of the means of the groups you want to detect.
• Expected standard deviation of the underlying populations.
• Desired power of the t-test.
• Alpha level (α) used for determining the sample size.
To determine the sample size of a t-test:
1. With the worksheet in view, click the Analysis tab.
2. In the Statistics group, from the Tests drop-down list, select:
Sample Size→t-test
The t-test Sample Size dialog box appears.
3. Enter the size of the difference between the means of the two groups to be detected in the
Expected Difference in Means box. This can be size you expect to see, as determined
from previous samples or experiments, or just an estimate.
4. Enter the estimated standard deviation of the underlying population in the Expected
Standard Deviation box. This can be size you expect to see, as determined from previous
samples or experiments, or just an estimate.
Note
t-Tests assume that the standard deviations of the underlying normally distributed
populations are equal.

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5. Enter the desired power, or test sensitivity in the Desired Power box. Power is the
probability that the t-test will detect a difference if there really is a difference. The closer
the power is to 1, the more sensitive the test.
Traditionally, you want to achieve a power of 0.80, which means that there is an 80%
chance of detecting a difference with 1– α confidence (for example, a 95% confidence
when α = 0.05).
Traditionally, you want to achieve a power of 0.80, which means that there is an 80%
chance of detecting a difference with 1– α confidence (for example, a 95% confidence
when α = 0.05).
6. Enter the desired alpha level in the Alpha box. Alpha (α) is the acceptable probability of
incorrectly concluding that there is a difference.
The traditional α value used is 0.05. This indicates that a one in twenty chance of error
is acceptable, or that you are willing to conclude there is a significant difference when
P < 0.05.
Smaller values of α result in stricter requirements before concluding there is a significant
difference, but a greater possibility of concluding there is no difference when one exists (a
Type II error). Larger values of α make it easier to conclude that there is a difference, but
also increase the risk of reporting a false positive (a Type I error).
7. Click = to see the required sample size for a t-test at the specified conditions. The sample
size calculation appears at the top of the dialog. The sample size is the size of each of
the groups. If desired, you can change any of the settings and click = again to view the
new sample size as many times as desired.
8. Click Save to Report to save the sample size computation settings and resulting sample
size to the current report.

Figure 10.14 The t-test Sample Size Results Viewed in the Report

9. Click Close to exit from t-test sample size computation.

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10.10 Determining the Minimum Sample Size for a Paired t-Test

10.10 Determining the Minimum Sample

Size for a Paired t-Test

You can determine the sample size for a Paired t-test. Use Paired t-tests to see if there is a
change in the same individuals before and after a single treatment or change in condition. The
sizes of the treatment effects are assumed to be normally distributed. For more information,
see 6.3 Paired t-Test.
To determine the sample size for a Paired t-test, you need to estimate the:
• Difference of the means you wish to detect.
• Estimated standard deviation of the changes in the underlying population.
• Desired power or sensitivity of the test.
• Alpha (α) used to determine the sample size.
To find the sample size for a Paired t-test:

1. With the worksheet in view, click the Analysis tab.

2. In the Statistics group, from the Tests drop-down list, select:
Sample Size→Paired t-test
The Paired t-test Sample Size dialog box appears.

Figure 10.15 The t-test Sample Size Results Viewed in the Report

3. Enter the size of the change before and after the treatment in the Change to be Detected
box. This can be size of the treatment effect you expect to see, as determined from
previous experiments, or just an estimate.

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4. Enter the size of standard deviation of the change in Expected Standard Deviation of
Change. This can be size you expect to see, as determined from previous experiments,
or just an estimate.
5. Enter the desired power, or test sensitivity. Power is the probability that the paired t-test
will detect an effect if there really is an effect. The closer the power is to 1, the more
sensitive the test. Traditionally, you want to achieve a power of 0.80, which means that
there is an 80% chance of detecting an effect with 1– α confidence (for example, a 95%
confidence when α = 0.05).
6. Enter the desired alpha level. Alpha (α) is the acceptable probability of incorrectly
concluding that there is an effect. The traditional α value used is 0.05. This indicates that
a one in twenty chance of error is acceptable, or that you are willing to conclude there is a
significant treatment difference when P < 0.05.

Smaller values of α result in stricter requirements before concluding there is a significant

effect, but a greater possibility of concluding there is no effect when one exists (a Type
II error). Larger values of α make it easier to conclude that there is an effect, but also
increase the risk of reporting a false positive (a Type I error).
7. Click = to see the required sample size for a Paired t-test at the specified conditions. The
sample size calculation appears at the top of the dialog box. If desired, you can change
any of the settings and click = again to view the new sample size as many times as desired.
8. Click Save to Report to save the sample size computation settings and resulting sample
size to the current report.

Figure 10.16 The Paired t-test Sample Size Dialog Box

9. Click Close to exit from paired t-test sample size computation.

10.11 Determining the Minimum Sample

Size for a Proportions Comparison

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10.11 Determining the Minimum Sample Size for a Proportions Comparison

You can determine the sample size for a z-test comparison of proportions. A comparison of
proportions compares the difference in the proportion of two different groups that falls within
a single category. For more information, see 7.3 Comparing Proportions Using the z-Test.
To determine the sample size for a proportion comparison, you need to specify the:
• Proportion of each group that falls within the category.
• Desired power or sensitivity of the test.
• Alpha (α) used to determine the sample size.
To find the sample size for a z-test proportion comparison:

1. With the worksheet in view, click the Analysis tab.

2. In the Statistics group, from the Tests drop-down list, select:
Sample Size→Proportions

Figure 10.17 The Proportions Sample Size Dialog Box

The Proportions Sample Size dialog box appears.

3. Enter the expected proportions that fall into the category for each group in the Group 1
and 2 Proportion boxes. This can be the distribution you expect to see, as determined
from previous experiments, or just an estimate.
4. Enter the desired power, or test sensitivity. Power is the probability that the proportion
comparison will detect a difference if there really is a difference in proportion. The closer
the power is to 1, the more sensitive the test. Traditionally, you want to achieve a power
of 0.80, which means that there is an 80% chance of detecting an difference with 1– α
confidence (for example, a 95% confidence when α = 0.05).

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5. Enter the desired alpha level. Alpha (α) is the acceptable probability of incorrectly
concluding that there is an effect. The traditional α value used is 0.05. This indicates that
a one in twenty chance of error is acceptable, or that you are willing to conclude there is a
significant distribution difference when P < 0.05.

Smaller values of α result in stricter requirements before concluding there is a significant

difference, but a greater possibility of concluding there is no difference in distribution
when one exists (a Type II error). Larger values of α make it easier to conclude that there
is a difference, but also increase the risk of reporting a false positive (a Type I error).
6. Click = to see the required sample size for a proportion comparison at the specified
conditions. The calculated sample size appears at the top of the dialog. If desired, you
can change any of the settings and click = again to view the new sample size as many
times as desired.

Note
The Yates correction factor is used if this option was selected in the Options for
z-Test dialog box. For more information, see 7.3.4 Setting z-test Options.
7. Click Save to Report to save the sample size computation settings and resulting sample
size to the current report. The estimated sample size is the sample size for each group.

Figure 10.18 The Proportions Sample Size Results Viewed in the Report

8. Click Close to exit from proportion comparison sample size computation.

10.12 Determining the Minimum Sample

Size for a One Way ANOVA

You can determine the group sample size for a One Way ANOVA (analysis of variance). One
Way ANOVAs are used to see if there is a difference among two or more samples taken from

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10.12 Determining the Minimum Sample Size for a One Way ANOVA

populations that are normally distributed with equal variances among the individuals. For
more information, see 5.5 One Way Analysis of Variance (ANOVA).
To determine the sample size for a One Way ANOVA, you need to specify the:
• Minimum difference in between group means to be detected.
• Estimated standard deviation of the underlying populations.
• Number of groups.
• Desired power or sensitivity of the ANOVA.
• Alpha (α) used to determine the sample size.
To find the sample size for a One Way ANOVA:

1. With the worksheet in view, click the Analysis tab.

2. In the Statistics group, from the Tests drop-down list, select:
SampleSize→ANOVA
The ANOVA Sample Size dialog box appears.

Figure 10.19 The ANOVA Sample Size Dialog Box

3. Enter the size of the minimum expected difference of group means in the Minimum
Detectable Difference box. This can be size of a difference you expect to see, as
determined from previous experiments, or just an estimate.

The minimum detectable difference is the minimum difference between the largest and
smallest means.

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4. Enter the size of standard deviation of the residuals. This can be size you expect to see, as
determined from previous experiments, or just an estimate. Note that one way ANOVA
assumes that the standard deviations of the underlying normally distributed populations
are equal. Then enter the expected number of groups.
5. Enter the desired power, or test sensitivity. Power is the probability that the ANOVA will
detect a difference if there really is a difference among the groups. The closer the power
is to 1, the more sensitive the test. Traditionally, you want to achieve a power of 0.80,
which means that there is an 80% chance of detecting an difference with 1– α confidence
(for example, a 95% confidence when α = 0.05).
6. Enter the desired alpha level. Alpha (α) is the acceptable probability of incorrectly
concluding that there is an effect. The traditional α value used is 0.05. This indicates that
a one in twenty chance of error is acceptable, or that you are willing to conclude there
is a significant difference when P < 0.05.

Smaller values of α result in stricter requirements before concluding there is a significant

difference, but a greater possibility of concluding there is no difference when one exists (a
Type II error). Larger values of α make it easier to conclude that there is a difference, but
also increase the risk of reporting a false positive (a Type I error).
7. Click = to see the required sample size for a One Way ANOVA at the specified conditions.
The sample size calculation appears at the top of the dialog. The sample size is the size of
each group. If desired, you can change any of the settings and click = again to view the
new sample size as many times as desired.
8. Select Save to Report to save the sample size computation settings and resulting sample
size to the current report, and then click Close.

Figure 10.20 The ANOVA Sample Size Results Viewed in the Report

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10.13 Determining the Minimum Sample Size for a Chi-Square Test

10.13 Determining the Minimum Sample

Size for a Chi-Square Test

You can determine the sample size for a chi-square χ2 analysis of a contingency table. A
Chi-square test compares the difference between the expected and observed number of
individuals of two or more different groups that fall within two or more categories. For more
information, see 7.4 Chi-square Analysis of Contingency Tables.

The sample size for a chi-square analysis contingency table is determined by the estimated
relative proportions in each category for each group. Because SigmaPlot uses numbers of
observations to compute these estimated proportions, you need to enter a contingency table
in the worksheet containing the estimated number of observations before you can compute
the estimated proportions.
To find the sample size for a Chi-square test:

1. Enter a contingency table into the worksheet by placing the estimated number of
observations for each table cell in a corresponding worksheet cell.

Figure 10.21 Contingency Table Data Entered into the Worksheet

The worksheet rows and columns correspond to the groups and categories. The number of
observations must always be an integer.
Note that the order and location of the rows or columns corresponding to the groups
and categories is unimportant. You can use the rows for category and the columns for
group, or vice versa.

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2. Select the Analysis tab.

3. In the Statistics group, from the Tests drop-down list, select:
Sample Size→Chi-Square
The Pick Columns for Chi-Square Sample Size dialog box appears.

Figure 10.22 The Pick Columns for Chi-square Dialog Box

4. Select the columns of the contingency table from the worksheet as prompted.
5. Click Finish when you have selected all three columns.

The Chi-Square Sample Size dialog box appears.

Figure 10.23 The Chi-square Sample Size Dialog Box

6. Enter the desired power, or test sensitivity. Power is the probability that the chi-square
test will detect a difference in observed distribution if there really is a difference. The

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10.14 Determining the Minimum Sample Size to Detect a Specified Correlation

closer the power is to 1, the more sensitive the test. Traditionally, you want to achieve a
power of 0.80, which means that there is an 80% chance of detecting an difference with
1– α confidence (for example, a 95% confidence when α = 0.05).
7. Enter the desired alpha level. Alpha (α) is the acceptable probability of incorrectly
concluding that there is a difference. The traditional α value used is 0.05. This indicates
that a one in twenty chance of error is acceptable, or that you are willing to conclude there
is a significant difference when P < 0.05.

Smaller values of α result in stricter requirements before concluding there is a significant

difference, but increase the possibility of concluding there is no effect when one exists (a
Type II error). Larger values of α make it easier to conclude that there is a difference, but
also increase the possibility of concluding there is an effect when none exists.
8. Click = to see the required sample size for a Chi-Square test at the specified conditions.
The sample size calculation appears at the top of the dialog. If desired, you can change
any of the settings and click = again to view the new sample size as many times as desired.
However, if you want to change the number of observations per category, you need to
select Close, edit the table, then repeat the sample size computation.
9. Click Save to Report to save the sample size computation settings and resulting sample
size to the current report.

Figure 10.24 The Chi-square Sample Size Computation Results Viewed in the
Report

10. Click Close to exit from Chi-Square test sample size computation.

10.14 Determining the Minimum Sample

Size to Detect a Specified Correlation

You can determine the sample size necessary to detect a specified Pearson Product Moment
Correlation Coefficient R. A correlation coefficient quantifies the strength of association
between the values of two variables. A correlation coefficient of 1 means that as one variable
increases, the other increases exactly linearly. A correlation coefficient of -1 means that

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as one variable increases, the other decreases exactly linearly. For more information, see
8.8 Pearson Product Moment Correlation.
To determine the sample size necessary to detect a specified correlation coefficient, you need
to specify the:
• Expected value of the correlation coefficient.
• Desired power or sensitivity of the test.
• Alpha (α) used to determine the sample size.
To find the sample size required for a specific correlation coefficient:

1. With the worksheet in view, select the Analysis tab.

2. In the Statistics group, from the Tests drop-down list, select:
Sample Size→Correlation
The Correlation Sample Size dialog box appears.

Figure 10.25 The Correlation Sample Size Dialog Box

3. Enter the expected correlation coefficient in the Correlation Coefficient box. This can be
the correlation coefficient you expect to see, as determined from previous experiments,
or just an estimate.
4. Enter the desired power, or test sensitivity. Power is the probability that the correlation
coefficient quantifies an actual association. The closer the power is to 1, the more
sensitive the test. Traditionally, you want to achieve a power of 0.80, which means that
there is an 80% chance of detecting an association with 1– α confidence (for example, a
95% confidence when α = 0.05).
5. Enter the desired alpha level. Alpha (α) is the acceptable probability of incorrectly
concluding that there is an association. The traditional α value used is 0.05. This indicates
that a one in twenty chance of error is acceptable, or that you are willing to conclude there
is an association when P < 0.05.

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10.14 Determining the Minimum Sample Size to Detect a Specified Correlation

Smaller values of α result in stricter requirements before concluding there is a true

association, but a greater possibility of concluding there is no relationship when one exists
(a Type II error). Larger values of α make it easier to conclude that there is an association,
but also increase the risk of reporting a false positive (a Type I error).
6. Click = to see the required sample size of a correlation coefficient at the specified
conditions. The sample size calculation appears at the top of the dialog. If desired, you
can change any of the settings and click = again to view the new sample size as many
times as desired.
7. Click Save to Report to save the sample size computation settings and resulting sample
size to the current report.

Figure 10.26 The Correlation Coefficient Sample Size Results Viewed in the
Report

8. Click Close to exit from correlation coefficient sample size computation.

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11 Report Graphs
Topics Covered in this Chapter
♦ Generating Report Graphs

You can generate graphs for all test reports except rates and proportions tests, Best Subset and
Incremental Polynomial Regression, and Multiple Logistic reports.

11.1 Generating Report Graphs

To generate a report graph:

1. Click the Report tab and then in the Result Graphs group, click Create Result Graph.

The Create Result Graph dialog box appears displaying the available graphs for the
selected report.
Note
Create Result Graph and Create Result Graph are dimmed if no report is
selected or if the selected report does not generate a graph.

2. Select the report graph you want to create, then click OK, or double-click the graph
in the list.

Figure 11.1 The Create Graph Dialog Box for a Report Graph

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3. Select the desired variables, then click OK.

The selected graph appears in a graph page window with the name of the page in the
window title bar. Graph pages are named according to the type of graph created and are
numbered incrementally. The graph page is assigned to the test section of its associated
report.

11.1.1 Bar Charts of the Column Means

Bar charts to the column means are available for the following tests:
• Descriptive Statistics. The Descriptive Statistics bar chart plots the group means as vertical
bars with error bars indicating the standard deviation. For more information, see 3.3
Describing Your Data with Basic Statistics.
• t-test. The t-test bar chart plots the group means as vertical bars with error bars indicating
the standard deviation. For more information, see 5.3 Unpaired t-Test.
• One Way ANOVA. The One Way ANOVA bar chart plots the group means as vertical bars
with error bars indicating the standard deviation. For more information, see 5.5 One Way
Analysis of Variance (ANOVA).
If the graph data is indexed, the levels in the factor column are used as the tick marks for the
bar chart bars, and the column titles are used as the X and Y axis titles. If the graph data is in
raw or statistical format, the column titles are used as the tick marks for the bar chart bars and
default X Data and Y Data axis titles are assigned to the graph.

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11.1.2 Scatter Plot

11.1.2 Scatter Plot

The scatter plot is available for the following tests:
• Descriptive Statistics. For more information, see 3.3 Describing Your Data with Basic
Statistics.
• t-Test. For more information, see 5.3 Unpaired t-Test.
• One Sample t-Test. For more information, see 4.1 One-Sample t-Test.
• One Way ANOVA. For more information, see 5.5 One Way Analysis of Variance
(ANOVA).
If the graph data is indexed, the levels in the factor column are used as the tick marks for the
scatter plot points, and the column titles are used as the X and Y axis titles. If the graph data is
in raw or statistical format, the column titles are used as the tick marks for the scatter plot
points and default X Data and Y Data axis titles are assigned to the graph.

Figure 11.2 The scatter plot graphs the group means as single points with error
bars indicating the standard deviation.

11.1.3 Point Plot

The point plot is available for the following tests:
• Descriptive Statistics. For more information, see 3.3 Describing Your Data with Basic
Statistics.
• t-test. For more information, see 5.3 Unpaired t-Test.
• Rank Sum Test. For more information, see 5.4 .

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• ANOVA on Ranks. For more information, see 5.8 Kruskal-Wallis Analysis of Variance
on Ranks.
If the graph data is indexed, the levels in the factor column are used as the tick marks for the
plot points, and the column titles are used as the X and Y axis titles. If the graph data is in
raw or statistical format, the column titles are used as the tick marks for the plot points and
default X Data and Y Data axis titles are assigned to the graph.

Figure 11.3 A Point Plot of the Result Data for an ANOVA on Ranks

11.1.4 Point Plot and Column Means

The point and column means plot is only available for Descriptive Statistics. The point and
column means plot graphs all values in each column as a point on the graph with error bars
indicating the column means and standard deviations of each column. For more information,
see 3.3 Describing Your Data with Basic Statistics.

Figure 11.4 A Point and Column Means Plot of the Result Data for a Descriptive
Statistics Test

The error bars plot the column means and the standard deviations of the column data.

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11.1.5 Box Plot

11.1.5 Box Plot

The Rank Sum Test box plot graphs the percentiles and the median of column data. The
ends of the boxes define the 25th and 75th percentiles, with a line at the median and error
bars defining the 10th and 90th percentiles.
If the graph data is indexed, the levels in the factor column are used as the tick marks for the
box plot boxes, and the column titles are used as the axis titles. If the graph data is in raw
format, the column titles are used as the tick marks for the box plot boxes, and no axis titles
are assigned to the graph.
The box plot is available for the following tests:
• Descriptive Statistic. For more information, see 3.3 Describing Your Data with Basic
Statistics.
• Rank Sum Test. For more information, see 5.4 .
• ANOVA on Ranks. For more information, see 5.8 Kruskal-Wallis Analysis of Variance
on Ranks.
• Repeated Measures ANOVA on Ranks. For more information, see 6.7 Friedman Repeated
Measures Analysis of Variance on Ranks.

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Figure 11.5 A Box Plot of the Result Data for the Rank Sum Test

11.1.6 Scatter Plot of the Residuals

The 2D scatter plot of the residuals is available for all of the regressions except the Multiple
Logistic and the Incremental Polynomial Regressions.
The scatter plots of the residuals plot the raw residuals of the independent variables as points
relative to the standard deviations. The X axis represents the independent variable values, the
Y axis represents the residuals of the variables, and the horizontal lines running across the
graph represent the standard deviations of the data. For more information, see 8 Prediction
and Correlation.

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11.1.7 Bar Chart of the Standardized Residuals

Figure 11.6 Scatter Plot of the Simple Linear Regression Residuals with
Standard Deviation

11.1.7 Bar Chart of the Standardized Residuals

Bar charts of the standardized residuals are available for all regressions except the Multiple
Logistic and the Incremental Polynomial Regressions. They plot the standardized residuals
of the data in the selected independent variable column as points relative to the standard
deviations. For more information, see 8 Prediction and Correlation.

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Figure 11.7 A Multiple Linear Regression Bar Chart of the Standardized

Residuals with Standard Deviations Using One Independent Variable

11.1.8 Histogram of Residuals

The histogram plots the raw residuals in a specified range, using a defined interval set. The
residuals are divided into a number of evenly incremented histogram intervals and plotted as
histogram bars indicating the number of residuals in each interval. The X axis represents the
histogram intervals, and the Y axis represent the number of residuals in each group.
The histogram of residuals graph is available for the following tests:
• One Sample t-Test.
• t-test. For more information, see 5.3 Unpaired t-Test.
• One Way ANOVA. For more information, see 5.5 One Way Analysis of Variance
(ANOVA).
• Two Way ANOVA. For more information, see 5.6 Two Way Analysis of Variance
(ANOVA).
• Three Way ANOVA. For more information, see 5.7 Three Way Analysis of Variance
(ANOVA).
• Paired t-Test. For more information, see 6.3 Paired t-Test.
• One Way Repeated Measures ANOVA. For more information, see 6.5 One Way Repeated
Measures Analysis of Variance (ANOVA).
• Two Way Repeated Measures ANOVA. For more information, see 6.6 Two Way Repeated
Measures Analysis of Variance (ANOVA).
• Linear Regression. For more information, see 8.2 Simple Linear Regression.

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11.1.9 Normal Probability Plot

• Multiple Linear Regression. For more information, see 8.3 Multiple Linear Regression.
• Polynomial Regression. For more information, see 8.5 Polynomial Regression.
• Stepwise Regression. For more information, see 8.6 .
• Nonlinear Regression. For more information, see .
• Normality Test. For more information, see 3.9 Testing Normality.

Figure 11.8 A Histogram of the Residuals for a t-Test

11.1.9 Normal Probability Plot

The normal probability plot graphs the frequency of the raw residuals. The residuals are sorted
and then plotted as points around a curve representing the area of the GaussianSigmaPlot
plotted on a probability axis. Plots with residuals that fall along Gaussian curve indicate that
your data was taken from a normally distributed population. The X axis is a linear scale
representing the residual values. The Y axis is a probability scale representing the cumulative
frequency of the residuals.
The normal probability plot is available for the following test reports:
• One Sample t-Test.
• t-test. For more information, see 5.3 .
• One Way ANOVA. For more information, see 5.5 One Way Analysis of Variance
(ANOVA).
• Two Way ANOVA. For more information, see 5.6 Two Way Analysis of Variance
(ANOVA).
• Three Way ANOVA. For more information, see 5.7 Three Way Analysis of Variance
(ANOVA).

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• Paired t-Test. For more information, see 6.3 .

• One Way Repeated Measures ANOVA. For more information, see 6.5 One Way Repeated
Measures Analysis of Variance (ANOVA).
• Two Way Repeated Measures ANOVA. For more information, see 6.6 Two Way Repeated
Measures Analysis of Variance (ANOVA).
• Linear Regression. For more information, see 8.2 Simple Linear Regression.
• Multiple Linear Regression. For more information, see 8.3 Multiple Linear Regression.
• Polynomial Regression. For more information, see 8.5 Polynomial Regression.
• Stepwise Regression. For more information, see 8.6 .
• Nonlinear Regression. For more information, see .
• Normality Test. For more information, see 3.9 Testing Normality.

Figure 11.9 Normal Probability Plot of the Residuals

11.1.10 2D Line/Scatter Plots of the Regressions with

Prediction and Confidence Intervals
The 2D line and scatter plots of the regressions are available for all of the regression reports,
except Multiple Logistic and Incremental Polynomial Regressions. They plot the observations
of the regressions as a line/scatter plot. The points represent the data dependent variables
plotted against the independent variables, the solid line running through the points represents
the regression line, and the dashed lines represent the prediction and confidence intervals. The
X axis represents the independent variables and the Y axis represents the dependent variables.
For more information, see 8 Prediction and Correlation.

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11.1.11 3D Residual Scatter Plot

Figure 11.10 A Line/Scatter Plot of the Linear Regression Observations with a

Regression and Confidence and Prediction Interval Lines

11.1.11 3D Residual Scatter Plot

The 3D residual scatter plots are available for the following test reports:
• Two Way ANOVA Report Graphs. For more information, see 5.6 Two Way Analysis of
Variance (ANOVA).
• Two Way Repeated Measures ANOVA. For more information, see 6.6 Two Way Repeated
Measures Analysis of Variance (ANOVA).
• Multiple Linear Regression. For more information, see 8.3 Multiple Linear Regression.
• Stepwise Regression. For more information, see 8.6 Stepwise Linear Regression.
They plot the residuals of the two selected columns of independent variable data. The X and
the Y axes represent the independent variables, and the Z axis represents the residuals.

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Figure 11.11 A Multiple Linear Regression 3D Residual Scatter Plot of the Two
Selected Independent Variable Columns

11.1.12 Grouped Bar Chart with Error Bars

This graph is available for the Two Way ANOVA. For more information, see 5.6 Two Way
Analysis of Variance (ANOVA). It plots the data means with error bars indicating the standard
deviations for each level of the factor columns. The levels in the first factor column are
used as the X axis tick marks, and the title of the first factor column and the data column
are used as the X and the Y axis titles. The first bar in the group represents the first level
of the second factor column and the second bar in the group represents the second level in
the second factor column.

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11.1.13 3D Category Scatter Graph

Figure 11.12 A Two Way ANOVA Grouped Bar Chart with Error Bars

11.1.13 3D Category Scatter Graph

This graph is available for the Two Way ANOVA and the Two Way Repeated Measures
ANOVA. The 3D Category Scatter plot graphs the two factors from the independent data
columns along the X and Y axes against the data of the dependent variable column along the
Z axis. The tick marks for the X and Y axes represent the two factors from the independent
variable columns, and the tick marks for the Z axis represent the data from the dependent
variable column.

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Figure 11.13 A Two Way ANOVA 3D Category Scatter Plot

11.1.14 Before and After Line Plots

The before and after line plot uses lines to plot a subject’s change after each treatment. If the
graph plots raw data, the lines represent the rows in the column, the column titles are used as
the tick marks for the X axis and the data is used as the tick marks for the Y axis.
If the graph plots indexed data, the lines represent the levels in the subject column, the levels
in the treatment column are used as the tick marks for the X axis, the data is used as the tick
marks for the Y axis, and the treatment and data column titles are used as the axis titles.
The before and after line plot is available for the:
• Paired t-test. For more information, see 6.3 .
• Signed Rank Test. For more information, see 6.4 .
• One Way Repeated Measures ANOVA. For more information, see 6.5 One Way Repeated
Measures Analysis of Variance (ANOVA).
• Repeated Measures ANOVA on Ranks. For more information, see 6.7 Friedman Repeated
Measures Analysis of Variance on Ranks.

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11.1.15 Multiple Comparison Graphs

Figure 11.14 A Before and After Plot Displaying Data for a Paired t-Test

11.1.15 Multiple Comparison Graphs

The multiple comparison graphs are available for all ANOVA reports. They plot significant
differences between levels of a significant factor. There is one graph for every significant
factor reported by the specified multiple comparison test. If there is one significant factor
reported, one graph appears; if there are two significant factors, two graphs appear, and so on.
If a factor is not reported as significant, a graph for the factor does not appear.

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Figure 11.15 A Multiple Comparison Graph

11.1.16 Scatter Matrix

The matrix of scatter graphs is available for all the Pearson and the Spearman Correlation
reports. The matrix is a series of scatter graphs that plot the associations between all possible
combinations of variables.
The first row of the matrix represents the first set of variables or the first column of data, the
second row of the matrix represents the second set of variables or the second data column, and
the third row of the matrix represents the third set of variables or third data column. The X and
Y data for the graphs correspond to the column and row of the graph in the matrix.
For example, the X data for the graphs in the first row of the matrix is taken from the second
column of tested data, and the Y data is taken from the first column of tested data. The X data
for the graphs in the second row of the matrix is taken from the first column of tested data,
and the Y data is taken from the second column of tested data. The X data for the graphs in
the third row of the matrix is taken from the second column of tested data, and the Y data is
taken from the third column of tested data. The number of graph rows in the matrix is equal to
the number of data columns being tested.

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11.1.17 Profile Plots

Figure 11.16 A Scatter Matrix for a Pearson Correlation

11.1.17 Profile Plots

Profile plots for ANOVA designs are line plots with the levels of one factor represented on the
horizontal axis of the graph and the experiment’s data represented on the vertical axis. The
graph data used to create a profile plot comes from the least square means results found in
the Summary section of the ANOVA report.
Profile plots are useful for when you want to compare the least square means, also called
estimated marginal means, in a multifactor ANOVA model. Differences in the means, or
effects, among the levels of a specified factor, when computed over a range of levels of the
remaining factors, determine how the data is affected by that factor and its interaction with
other factors. Profile plots provide a quick qualitative assessment of the various treatment
effects so that the investigator can determine the impact of each factor on the data. The
hypothesis testing in ANOVA reports quantifies these effects to determine if any of the
differences are statistically significant.
In ANOVA analysis, the least square means are first computed for the individual cells. A
cell is defined as the collection of observations made for a particular combination of levels,
where one level is selected from each factor. Generally, the cell means are obtained as the
predicted values in a regression model that is associated with the ANOVA model. The cells
means determine the two-way interaction effects in a Two-Way ANOVA and the three-way
interaction effects in a Three-Way ANOVA. If the cell means are averaged over all levels of
one factor while fixing the levels of the remaining factors, you obtain lower-order effects. This
is how the main effects are computed in Two-Way ANOVA and the two-way interaction
effects are computed in Three-Way ANOVA. Finally, the main effects for a given factor

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in a Three-Way ANOVA are determined by averaging the cell means over all levels of the
remaining two factors while fixing each level of the given factor.

11.1.17.1 Profile Plots - Main Effects

Profile Plots - Main Effects graphs are available for the following tests:
• Two Way Analysis of Variance (ANOVA). For more information, see 3.3 Describing
Your Data with Basic Statistics.
• Three Way Analysis of Variance (ANOVA).
For Main Effects, there is one plot per graph and the number of graphs equals the number
of factors. For each graph, the levels of one factor are fixed, while cell means are averaged
over all levels of the other factors (one other factor for Two-Way ANOVA, two other factors
for Three-Way ANOVA).

11.1.17.2 Profile Plots - 2Way Effects

Profile Plots - 2Way Effects graphs are available for the following tests:
• Two Way Analysis of Variance (ANOVA). For more information, see 3.3 Describing
Your Data with Basic Statistics.
• Three Way Analysis of Variance (ANOVA).
For 2-Way Effects, there is one graph for each distinct pairwise-combination of factors (so
there will be one graph for Two-Way ANOVA and three graphs for Three-Way ANOVA).
Each of these graphs contains multiple profile plots, one for each level of one of the factors.
For Three-Way ANOVA, cell means are averaged over all levels of the remaining third factor
(whichever factor not included in the pairwise-combination for the given 2-Way Effects graph).

11.1.17.3 Profile Plots - 3Way Effects

Profile Plots - 3Way Effects graphs are available for the following test:
• Three Way Analysis of Variance (ANOVA).
For 3-Way Effects in Three-Way ANOVA, the number of graphs equals the number of levels
of the third factor (which is the last factor that was selected for running the test). Each graph
for 3-Way Effects contains multiple profile plots, one for each level of one of the second factor
(which is the factor that was selected second for running the test).

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Index
A advisor ................................................. 6
Advisor Wizard determining test to use........................... 6
calculating power.................................. 6 categories
calculating sample size...................... 3, 6 comparing .......................................... 32
data format ........................................... 9 cCorrelation procedures
defining your goals................................ 3 Spearman Rank Order ......................... 34
determining sensitivity .......................... 3 chi-square test
independent variables.......................... 10 when to use ........................................ 32
measuring data...................................... 4 chi-Square test
number of treatments ............................ 6 calculating power/sample size.............. 39
repeated observations ............................ 6 choosing
starting................................................. 3 appropriate procedure.......................... 17
using .................................................... 3 choosing column data
viewing ................................................ 3 descriptive statistics ............................ 22
alpha value coefficients
in power ............................................. 39 correlation .......................................... 34
sample size......................................... 39 compare groups procedures
ANOVA................................................... 6 determining test to use........................... 6
ANOVA on ranks compare many groups procedure
when to use .................................... 6, 27 ANOVA on ranks................................ 27
arranging data one way ANOVA...........................27–28
descriptive statistics ............................ 19 two way ANOVA...........................27–28
normality test...................................... 36 Compare many groups procedure
when to use ........................................ 27
compare two groups procedure
B when to use ........................................ 26
backward stepwise regression comparing
when to use ........................................ 33 categories ........................................... 32
bar charts comparing groups
descriptive statistics results.................. 24 choosing group comparison ................. 26
before & after procedures many.................................................. 27
paired t-test ........................................ 29 same group before and after multiple
signed rank test................................... 29 treatments......................................... 30
best subset regression same group before and after one
when to use ...................................11, 33 treatment .......................................... 29
box plots two groups ......................................... 26
descriptive statistics results.................. 24 computing.............................................. 23
calculating........................................ 402
conditions
C number of......................................... 3, 6
calculating ............................................. 23 confidence interval
N statistic ........................................... 23 descriptive statistics .......................20–21
power................................................. 39 descriptive statistics results.................. 23
calculating power ..................................... 3 for the mean ....................................... 23
advisor ................................................. 6 contingency table
determining test to use........................... 6 data format ........................................... 9
t-test ................................................ 402 continuous scale
calculating power: measuring data...................................... 4
determining test to use........................... 6 correlation................................................ 3
calculating sample size ............................. 3 correlation coefficient

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calculating power.................................. 6 nonlinear ............................................ 10

correlation coefficients removing independent variables........... 11
calculating power/sample size.............. 39
correlation procedures
Pearson Product Moment..................... 34
F
creating Fisher exact test
descriptive statistics report graph .......... 25 when to use ........................................ 32
normality test report graph................... 38 fitting
curve curve through data ................................ 9
fitting through data................................ 9 forward stepwise regression
polynomial ......................................... 10 when to use ...................................11, 33
functions
nonlinear ............................................ 10
D
data G
arranging............................................ 19
data format ......................................... 36 goals
describing....................................... 4, 10 defining................................................ 3
fitting curve through.............................. 9 predicting ............................................. 9
indexing for a Two-Way graphs
ANOVA ........................................... 53 descriptive statistics ............................ 24
measuring............................................. 4 group comparison test
plotting residuals ................................ 38 which to use ......................................... 6
data format group comparison tests
contingency table.................................. 9 choosing appropriate ........................... 26
determining .......................................... 9 when to use ........................................ 26
normality test...................................... 36 groups
observed proportions............................. 9 comparing many ................................. 27
raw data ............................................. 36 comparing two.................................... 26
data: number of............................................. 6
observing ............................................. 6
dependent variables H
predicting ......................................... 3, 9 histogram of residuals
descriptive statistics normality test results ........................... 38
arranging data for................................ 19
confidence interval.........................20–21
graphing data...................................... 24 I
interpreting results .............................. 23 independent variables
picking column data ............................ 22 adding to equations ............................. 11
results ................................................ 23 predicting dependent
setting options ...............................20, 23 variables....................................3, 9, 33
viewing ................................................ 4 removing from equations..................... 11
descriptive statistics results selecting............................................. 11
bar chart ............................................. 24 specifying........................................... 10
box plot.............................................. 24 indexing data
point and column means plot ............... 24 for a Two-Way ANOVA ...................... 53
point plot............................................ 24 intercept
descriptive statistics results: finding for line...................................... 9
scatter plot.......................................... 24 interpreting results
descriptive statistics ............................ 23
E
equations K
adding independent variables............... 11 K-S distance

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descriptive statistics results.................. 23 signed rank test................................... 29

normality test results ........................... 38 normality procedure
K-S Probability normality test...................................... 35
descriptive statistics results.................. 23 when to use ........................................ 35
kurtosis normality test
descriptive statistics results.................. 23 data format ......................................... 36
descriptive statistics results.................. 23
interpreting results .............................. 38
L normality procedure ............................ 35
line performing ......................................... 35
slope & intercept................................... 9 picking data columns .......................... 37
linear regression running .............................................. 37
predicting variables............................. 33 setting P-value .................................... 35
when to use .................................... 9, 33 when to use ........................................ 35
normality test results............................... 38
creating graphs ................................... 38
M histogram of residuals ......................... 38
maximum value K-S distance ....................................... 38
descriptive statistics results.................. 23 normal probability plot of
McNemar’s test residuals ........................................... 38
when to use ........................................ 32 P value ............................................... 38
mean report graphs ...................................... 38
descriptive statistic results ................... 23 normally distributed populations
measuring data ......................................... 4 testing .......................... 26–27, 29–30, 34
continuous scale ................................... 4 numeric values
nominal/ordinal scale ............................ 4 measuring data...................................... 4
median
descriptive statistics results.................. 23
minimum value O
descriptive statistics results.................. 23 observations
missing values data...................................................... 6
descriptive statistic results ................... 23 repeated ............................................... 6
multiple comparison options Odds Ratio Test
setting ...........................................28, 31 when to use ........................................ 32
multiple linear regression one way ANOVA
when to use ........................................ 33 calculating power/sample size.............. 39
multiple logistic regression when to use ......................... 6, 27–28, 31
when to use ........................................ 33 one way repeated measures ANOVA
when to use .................................... 6, 30
one-sample signed rank test..................... 49
N about.................................................. 49
N statistic arranging data..................................... 49
descriptive statistic results ................... 23 One-Sample t-test
nominal (category) scale about.................................................. 41
measuring data...................................... 4 arranging data..................................... 42
non-normal populations options
testing ..................................... 26, 29, 34 descriptive statistics ............................ 20
nonlinear equation multiple comparison.......................28, 31
describing data.................................... 10 ordinal (rank) scale
fitting curve through data..................... 10 measuring data...................................... 4
when to use ........................................ 10
nonlinear regression
when to use ........................................ 33 P
nonparametric tests P value

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normality test results ........................... 38 descriptive statistics results.................. 23

P-value rank sum test:
normality test...................................... 35 when to use .......................................... 6
paired t-test rank, ordinal scale
when to use ........................................ 29 measuring data...................................... 4
parametric tests raw data
paired t-test ........................................ 29 in normality tests ................................ 36
Pearson Product Moment Correlation regression
when to use .................................... 9, 34 best subset.......................................... 11
Pearson Product Moment correlation: defined ............................................... 33
when to use ........................................ 34 forward stepwise................................. 11
percentiles linear ................................................... 9
descriptive statistics results.................. 23 nonlinear ............................................ 10
performing polynomial ......................................... 10
normality test...................................... 35 stepwise ............................................. 11
power/sample size procedures............ 401 Relative Risk Test
procedure ........................................... 13 when to use ........................................ 32
point and column means plots repeated measures ANOVA on ranks
descriptive statistics results.................. 24 when to use .................................... 6, 30
point plots repeated observations................................ 6
descriptive statistics results.................. 24 repeating
polynomial curve procedures.......................................... 17
fitting through data.............................. 10 report graphs
polynomial regression normality test results ........................... 38
when to use ...................................10, 33 plotting residuals ................................ 38
power probability plots.................................. 38
alpha value ......................................... 39 residuals
calculating...................................3, 6, 39 defined ............................................... 33
performing procedure........................ 401 plotting .............................................. 38
sample size....................................... 402 probability plots.................................. 38
t-test ................................................ 402 rests
when to use ........................................ 39 measuring sensitivity......................... 401
predicting results
goals .................................................... 9 descriptive statistics ............................ 23
variables and trends............................... 3 normality test...................................... 38
variables/trends............................... 9, 33 running
probability plots descriptive test.................................... 22
normality test results ........................... 38 normality test...................................... 37
procedures procedures.......................................... 13
choosing appropriate ........................... 17
compare many groups ......................... 27
compare two groups ............................ 26 S
multiple comparison............................ 28 sample size
normality............................................ 35 alpha value ......................................... 39
performing ......................................... 13 calculating...................................3, 6, 39
power..........................................39, 401 calculating for Chi-Square test ............. 39
repeating ............................................ 17 calculating for correlation
sample size..................................39, 401 coefficients ....................................... 39
proportions calculating for one way ANOVA .......... 39
measuring data by ................................. 4 calculating for unpaired t-tests ............. 39
calculating for z-tests .......................... 39
defined ............................................. 402
R performing procedure........................ 401
ranges when to use ........................................ 39

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scale test goals

continuous............................................ 4 defining................................................ 3
nominal (category)................................ 4 predicting ............................................. 9
ordinal (rank)........................................ 4 testing
scatter plots: non-normal populations..................26, 34
descriptive statistics results.................. 24 normally distributed
selecting data columns populations ................. 26–27, 29–30, 34
descriptive statistics ............................ 22 Testing
normality test...................................... 37 non-normal populations....................... 29
sensitivity tests
alpha value ......................................... 39 choosing appropriate ........................... 17
settings defining goals ....................................... 3
descriptive statistics options ................ 20 group comparison ............................... 26
multiple comparison measuring effect ................................... 3
options ........................................28, 31 measuring strength of association
Shapiro-Wilk Probability. between a treatment and an event .......... 3
descriptive statistics results.................. 23 normality............................................ 35
Shapiro-Wilk W rank sum .............................................. 6
descriptive statistics results.................. 23 repeating ............................................ 17
signed rank test signed rank........................................... 6
when to use ........................................ 29 three way ANOVA
signed rank test: when to use ........................................ 28
when to use .......................................... 6 treatments
skewness number of......................................... 3, 6
descriptive statistics results.................. 23 trends
slope predicting ............................................. 3
finding for line...................................... 9 two way ANOVA
Spearman Rank Order Correlation when to use ............................... 6, 27–28
when to use ........................................ 34 two way repeated measures ANOVA
standard deviation when to use .................................... 6, 30
descriptive statistics results.................. 23 two way RM ANOVA:
standard error when to use ........................................ 31
descriptive statistic results ................... 23 Two-Way ANOVA
statistics indexing data ...................................... 53
descriptive............................................ 4
Statistics menu
power............................................... 401 U
sample size....................................... 401 unpaired t-test
stepwise regression calculating power/sample size.............. 39
backward............................................ 33 power............................................... 402
forward .............................................. 33
when to use ...................................11, 33
sum V
descriptive statistics results.................. 23
values
sum of squares
alpha .................................................. 39
descriptive statistics results.................. 23
variables
survival analysis:
measuring strength................................ 9
when to use ........................................ 34
predicting ....................................3, 9, 33
quantifying strength of
T association........................................ 34
t-tests selecting independent .......................... 11
paired................................................. 29 specifying independent........................ 10
power............................................... 402 viewing

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descriptive statistics .............................. 4

W
Wilcoxon signed rank test
signed rank test................................... 29

Z
z-test
calculating power/sample size.............. 39
when to use ........................................ 32

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