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Assumptions
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“Essentially, all models are wrong, but some are useful” George E.P. Box Your model has to be wrong… … but that’s o.k. if it’s illuminating!
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Linear Model Assumptions Absence of Collinearity Normality of Errors Homoskedasticity of Errors No influential data points Independence
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Linear Model Assumptions Absence of Collinearity Normality of Errors Homoskedasticity of Errors No influential data points Independence
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Absence of Collinearity Baayen (2008: 182)
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Absence of Collinearity Baayen (2008: 182)
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Where does collinearity come from? …most often, correlated predictor variables Demo
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What to do?
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Linear Model Assumptions Absence of Collinearity Normality of Errors Homoskedasticity of Errors No influential data points Independence
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Baayen (2008: 189-190)
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DFbeta (…and much more) Leave-one-out Influence Diagnostics
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Winter & Matlock (2013)
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Linear Model Assumptions Absence of Collinearity Normality of Errors Homoskedasticity of Errors No influential data points Independence
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Normality of Error The error (not the data!) is assumed to be normally distributed So, the residuals should be normally distributed
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xmdl = lm(y ~ x) hist(residuals(xmdl)) ✔
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qqnorm(residuals(xmdl)) qqline(residuals(xmdl)) ✔
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qqnorm(residuals(xmdl)) qqline(residuals(xmdl)) ✗
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Linear Model Assumptions Absence of Collinearity Normality of Errors Homoskedasticity of Errors No influential data points Independence
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Homoskedasticity of Error The error (not the data!) is assumed to have equal variance across the predicted values So, the residuals should have equal variance across the predicted values
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✔
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✗
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WHAT TO IF NORMALITY/HOMOSKEDASTI CITY IS VIOLATED? Either: nothing + report the violation Or: report the violation + transformations
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Two types of transformations Linear Transformations Nonlinear Transformations Leave shape of the distribution intact (centering, scaling) Do change the shape of the distribution
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Before transformation
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After transformation Still bad…. …. but better!! Still bad…. …. but better!!
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Assumptions Absence of Collinearity Normality of Errors Homoskedasticity of Errors No influential data points Independence
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Normality of Errors Homoskedasticity of Errors (Histogram of Residuals) Q-Q plot of Residuals Residual Plot Assumptions
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Absence of Collinearity No influential data points Independence Normality of Errors Homoskedasticity of Errors Assumptions
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Absence of Collinearity Normality of Errors Homoskedasticity of Errors No influential data points Independence Assumptions
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What is independence?
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Rep 1 Rep 2 Rep 3 Item #1 Subject Common experimental data Item...
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Rep 1 Rep 2 Rep 3 Item #1 Subject Common experimental data Pseudoreplication = Disregarding Dependencies Pseudoreplication = Disregarding Dependencies Item...
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Subject1Item1 Subject1Item2 Subject1Item3… Subject2Item1 Subject2Item2 Subject3Item3 ….… Machlis et al. (1985) “ pooling fallacy ” Hurlbert (1984) “pseudoreplication”
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Hierarchical data is everywhere Typological data (e.g., Bell 1978, Dryer 1989, Perkins 1989; Jaeger et al., 2011) Organizational data Classroom data
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Germa n French English Spanish Italian Swedish Norwegian Finnish Hungarian Turkish Romanian
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Germa n French English Spanish Italian Swedish Norwegian Finnish Hungarian Turkish Romanian
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Class 1Class 2 Hierarchical data is everywhere
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Class 1Class 2 Hierarchical data is everywhere
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Class 1Class 2 Hierarchical data is everywhere
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Intraclass Correlation (ICC) Hierarchical data is everywhere
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Simulation for 16 subjects pseudoreplication items analysis Type I error rate
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Interpretational Problem: What’s the population for inference? Interpretational Problem: What’s the population for inference?
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Violating the independence assumption makes the p-value… …meaningless
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S1 S2
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S1 S2
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That’s it (for now)
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