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|STAT Statistical Data Analysis
Free Data Analysis Programs for UNIX and DOS
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| by Gary Perlman |
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Home | | | Preface | | | Intro | | | Example | | | Conventions | | | Manipulation | | | Analysis | | | DM | | | Calc | | | Manuals | | | History |
Last updated: Accesses since 2001-12-20:
| Descriptive | Inferential | Graphical | |
|---|---|---|---|
| Univariate | |||
| stats | simple stats | ||
| desc | many stats | t-test | histogram |
| ts | summary | auto-correlation | bar plot |
| Multilevel | |||
| oneway | group stats | (un)weighted between anova | error barplots |
| rankind | rank stats | Mann-Whitney, Kruskal-Wallis | fivenum plots |
| Bivariate | |||
| pair | column stats, correlation | paired t-test, simple regression | scatter plot |
| Multivariate | |||
| regress | variable stats, correlation | linear regression, partial correlation | residual output |
| rankrel | rank stats, correlation | Wilcoxon, Friedman | |
| Multifactor | |||
| anova | cell stats | mixed model ANOVA | error bar plots |
| contab | crosstabs | chi-square, Fisher exact test | |
stats prints summary statistics for its input. Its input is a free format series of strings from which it extracts only numbers for analysis. When a full analysis is not needed, the following names request specific statistics.
n min max sum ss mean var sd skew kurt se NA
prompt: stats stats: reading input from terminal 1 2 3 4 5 6 7 8 9 10 EOF
n = 10 NA = 0 min = 1 max = 10 sum = 55 ss = 385 mean = 5.5 var = 9.16667 sd = 3.02765 se = 0.957427 skew = 0 kurt = 1.43836
prompt: series 1 100 | dm logx1 | stats min mean max
0 3.63739 4.60517
desc describes a single distribution. Summary statistics, modifiable format histograms and frequency tables, and single distribution t-tests are supported. desc reads free format input, with numbers separated by any amount of white space (blank spaces, tabs, newlines). When order statistics are being printed, or when a histogram or frequency table is being printed, there is a limit to the number of input values that must be stored. Although system dependent, usually several thousand values can be stored.
An example input to desc is shown below.
3 3 4 4 7 7 7 7 8 9 1 2 3 4 5 6 7 8 9 9 8 7 6 5 4 3 2 4 5 6 1 2 3 4 3 1 7 7The call to desc includes many options: -o for Order statistics, - hcfp respectively for a Histogram, and a table with Cumulative Frequencies and Proportions, -m 0.5 to set the Minimum allowed value to 0.5, -M 8 to set the Maximum allowed value to 8, -i 1 to set the Interval width in the histogram and table to 1, and -t 5 to request a t-test with null mean equal to 5.
desc -o -hcfp -m 0.5 -M 8 -i 1 -t 5The output follows.
------------------------------------------------------------
Under Range In Range Over Range Missing Sum
0 35 3 0 164.000
------------------------------------------------------------
Mean Median Midpoint Geometric Harmonic
4.686 4.000 4.500 4.055 3.296
------------------------------------------------------------
SD Quart Dev Range SE mean
2.193 2.000 7.000 0.371
------------------------------------------------------------
Minimum Quartile 1 Quartile 2 Quartile 3 Maximum
1.000 3.000 4.000 7.000 8.000
------------------------------------------------------------
Skew SD Skew Kurtosis SD Kurt
-0.064 0.414 1.679 0.828
------------------------------------------------------------
Null Mean t prob (t) F prob (F)
5.000 -0.848 0.402 0.719 0.402
------------------------------------------------------------
Midpt Freq Cum Prop Cum
1.000 3 3 0.086 0.086 ***
2.000 3 6 0.086 0.171 ***
3.000 6 12 0.171 0.343 ******
4.000 6 18 0.171 0.514 ******
5.000 3 21 0.086 0.600 ***
6.000 3 24 0.086 0.686 ***
7.000 8 32 0.229 0.914 ********
8.000 3 35 0.086 1.000 ***
ts performs simple analyses and plots for time series data. Its input is a free format stream of at most 1000 numbers. It prints summary statistics for the time series, allows rescaling of the size of the time series so that time series of different lengths can be compared, and optionally computes auto-correlations of the series for different lags. Auto-correlation analysis detects recurring trends in data. For example, an auto-correlation of lag 1 of a time series pairs each value with the next in the series. ts is best demonstrated on an oscillating sequence, the output from which is shown below. The call to ts includes several options: -c 5 requests autocorrelations for lags of 1 to 5, the -ps options request a time-series plot and statistics, and the -w 40 option sets the width of the plot to 40 characters.
ts -c 5 -ps -w 40
1 2 3 4 5 4 3 2 1 2 3 4 5 4 3 2 1
n = 17
sum = 49
ss = 169
min = 1
max = 5
range = 4
midpt = 3
mean = 2.88235
sd = 1.31731
Lag r r^2 n' F df p
0 0.000 0.000 17 0.000 15 1.000
1 0.667 0.444 16 11.200 14 0.005
2 -0.047 0.002 15 0.028 13 0.869
3 -0.701 0.491 14 11.590 12 0.005
4 -1.000 1.000 13 0.000 11 0.000
5 -0.698 0.487 12 9.507 10 0.012
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1.000 5.000
oneway performs a between-groups one-way analysis of variance. It is partly redundant with anova, but is provided to simplify analysis of this common experimental design. The input to oneway consists of each group's data, in free input format, separated by a special value called the splitter. Group sizes can differ, and oneway uses a weighted or unweighted (Keppel, 1973) means solution. At most 20 groups can be compared. When two groups are being compared, the -t option prints the significance test as a t-test. The program is based on a method of analysis described by Guilford and Fruchter (1978).
An example interactive session with oneway is shown below. The call to oneway includes the -s option with 999 as the value of the Splitting value between groups. The -u option request the unweighted means solution rather than the default weighted means solution. The - w 40 option requests an error bar plot of width 40. Meaningful names are given to the groups.
prompt: oneway -s 999 -u -w 40 less equal more oneway: reading input from terminal: 1 2 3 4 5 4 3 2 1 999 3 4 5 4 3 4 5 4 3 999 7 6 5 7 6 5 EOF
Name N Mean SD Min Max
less 9 2.778 1.394 1.000 5.000
equal 9 3.889 0.782 3.000 5.000
more 6 6.000 0.894 5.000 7.000
Total 24 4.000 1.642 1.000 7.000
less |<-======(==#==)=======----> |
equal | <===(=#)====-> |
more | <===(==#=)===>|
1.000 7.000
Unweighted Means Analysis:
Source SS df MS F p
Between 41.333 2 20.667 17.755 0.000 ***
Within 24.444 21 1.164
rankind prints rank-order summary statistics and compares independent group data using non-parametric methods. It is the non-parametric counterpart to the normal theory oneway program, and the input format to rankind is the same as for oneway. Each group's data are in free input format, separated by a special value, called the splitter. Like oneway, there are plots of group data, but rankind's show the minimum, 25th, 50th, and 75th percentiles, and the maximum. Significance tests include the median test, Fisher's exact test, Mann-Whitney U test for ranks, and the Kruskal-Wallis analysis of variance of ranks.
The following example is for the same data as in the example with oneway. The options to set the splitter and plot width are the same for both programs. Meaningful names are given to the groups.
prompt: rankind -s 999 -w 40 less equal more rankind: reading input from terminal: 1 2 3 4 5 4 3 2 1 999 3 4 5 4 3 4 5 4 3 999 7 6 5 7 6 5 EOF
N NA Min 25% Median 75% Max
less 9 0 1.00 1.75 3.00 4.00 5.00
equal 9 0 3.00 3.00 4.00 4.25 5.00
more 6 0 5.00 5.00 6.00 7.00 7.00
Total 24 0 1.00 3.00 4.00 5.00 7.00
less |< ---------#------ > |
equal | <-----#-- > |
more | <------#----->|
1.000 7.000
Median-Test:
less equal more
above 1 2 6 9
below 6 3 0 9
7 5 6 18
WARNING: 6 of 6 cells had expected frequencies less than 5
chisq 9.771429 df 2 p 0.007554
Kruskal-Wallis:
H (not corrected for ties) 13.337778
Tie correction factor 0.965652
H (corrected for ties) 13.812197
chisq 13.812197 df 2 p 0.001002
pair analyzes paired data by printing summary statistics and significance tests for two input variables in columns and their difference, correlation and simple linear regression, and plots. The test of the difference of the two columns against zero is equivalent to a paired t-test. The input consists of a series of lines, each with two paired points. When data are being stored for a plot, at most 1000 points can be processed.
An example input to pair is generated using the series and dm programs connected by pipes. The input to pair are the numbers 1 to 100 in column 1, and the square roots of those numbers in column 2. The dm built-in variable INLINE is used in a condition to switch the sign of the second column for the second half of the data. pair reads X-Y points and predicts Y (in column 2) with X (in column 1). The significance test of the difference of the columns against 0.0 is equivalent to a paired-groups t-test. The call to pair includes several options: -sp requests Statistics and a Plot, -w 40 sets the Width of the plot to 40 characters, and -h 15 sets the Height of the plot to 15 characters.
series 1 100 | dm x1 "(INLINE>50?-1:1)*x1^.5" | pair -sp -w 40 -h 15
Column 1 Column 2 Difference
Minimums 1.0000 -10.0000 0.0000
Maximums 100.0000 7.0711 110.0000
Sums 5050.0000 -193.3913 5243.3913
SumSquares 338350.0000 5049.9989 395407.6303
Means 50.5000 -1.9339 52.4339
SDs 29.0115 6.8726 34.8845
t(99) 17.4069 -2.8140 15.0307
p 0.0000 0.0059 0.0000
Correlation r-squared t(98) p
-0.8226 0.6767 -14.3219 0.0000
Intercept Slope
7.9070 -0.1949
|----------------------------------------|7.07107
| 323232 |
| 123232 |
| 2322 |
| 223 |
|221 |
|1 |
| |
| |Column 2
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| 2322 |
| 123232321 |
| 223232323|
|----------------------------------------|-10
1.000 100.000
Column 1 r=-0.823
rankrel prints rank-order summary statistics and compares data from related groups. It is the non-parametric counterpart to parts of the normal theory pair and regress programs. Each group's data are in a column, separated by whitespace. Instead of normal theory statistics like mean and standard deviation, the median and other quartiles are reported. Significance tests include the binomial sign test, the Wilcoxon signed-ranks test for matched pairs, and the Friedman two-way analysis of variance of ranks.
The following (transposed) data are contained in the file siegel.79, and are based on the example on page 79 of Siegel (1956). The astute analyst will notice that the last datum in column 2 in Siegel's book is misprinted as 82.
82 69 73 43 58 56 76 65 63 42 74 37 51 43 80 62When the output contains a suggestion to consult a table of computed exact probability values, it is because the continuous chi-square or normal approximation may not be adequate. Siegel (1956) notes that the normal approximation for the probability of the computed Wilcoxon T statistic is excellent even for small samples such as the one above. Once again, the astute analyst will see the flaw in Siegel's analysis when he uses a normal approximation; he fails to use a correction for continuity.
prompt: rankrel control prisoner < siegel.79
N NA Min 25% Median 75% Max
control 8 0 43.00 57.00 67.00 74.50 82.00
prisoner 8 0 37.00 42.50 56.50 68.50 80.00
Total 16 0 37.00 47.00 62.50 73.50 82.00
Binomial Sign Test:
Number of cases control is above prisoner: 6
Number of cases control is below prisoner: 2
One-tail probability (exact) 0.144531
Wilcoxon Matched-Pairs Signed-Ranks Test:
Comparison of control and prisoner
T (smaller ranksum of like signs) 4.000000
N (number of signed differences) 8.000000
z 1.890378
One-tail probability approximation 0.029354
NOTE: Yates' correction for continuity applied
Check a table for T with N = 8
Friedman Chi-Square Test for Ranks:
Chi-square of ranks 2.000000
chisq 2.000000 df 1 p 0.157299
Check a table for Friedman with N = 8
Spearman Rank Correlation (rho) [corrected for ties]:
Critical r (.05) t approximation 0.706734
Critical r (.01) t approximation 0.834342
Check a table for Spearman rho with N = 8
rho 0.785714
regress performs a multiple linear correlation and regression analysis. Its input consists of a series of lines, each with an equal number of columns, one column per variable. In the regression analysis, the first column is predicted with all the others. There are options to print the matrix of sums of squares and the covariance matrix. There is also an option to perform a partial correlation analysis to see the contribution of individual variables to the whole regression equation. The program is based on a method of analysis described by Kerlinger & Pedhazur (1973). Non-linear regression models are possible using transformations with |STAT utilities like dm. The program can handle up to 20 input columns, but the width of the output for more than 10 is awkward.
The following artificial example predicts a straight line with a log function, a quadratic, and an inverse function. The input to regress is created with series and dm. The call to regress includes the -p option to request a partial correlation analysis and meaningful names for most of the variables in the analysis. The output from regress includes summary statistics for each variable, a correlation matrix, the regression equation and the significance test of the multiple correlation coefficient, and finally, a partial correlation analysis to examine the contribution of individual predictors, after the others are included in the model.
series 1 20 | dm x1 logx1 x1*x1 1/x1 | regress -p linear log quad inverse
Analysis for 20 cases of 4 variables:
Variable linear log quad inverse
Min 1.0000 0.0000 1.0000 0.0500
Max 20.0000 2.9957 400.0000 1.0000
Sum 210.0000 42.3356 2870.0000 3.5977
Mean 10.5000 2.1168 143.5000 0.1799
SD 5.9161 0.8127 127.9023 0.2235
Correlation Matrix:
linear 1.0000
log 0.9313 1.0000
quad 0.9713 0.8280 1.0000
inverse -0.7076 -0.9061 -0.5639 1.0000
Variable linear log quad inverse
Regression Equation for linear:
linear = 5.539 log + 0.02245 quad + 6.764 inverse + -5.66305
Significance test for prediction of linear
Mult-R R-Squared SEest F(3,16) prob (F)
0.9996 0.9993 0.1707 7603.7543 0.0000
Significance test(s) for predictor(s) of linear
Predictor beta b Rsq se t(16) p
log 0.7609 5.5389 0.9684 0.2709 20.4478 0.0000
quad 0.4854 0.0225 0.8795 0.0009 25.4555 0.0000
inverse 0.2555 6.7638 0.9314 0.6688 10.1139 0.0000
anova performs analysis of variance with one random factor and up to nine independent factors. Both within-subjects and unequal-cells between- subjects factors are supported. Nested factors, other than those involving the random factor, are not supported. The input format is simple: each datum is preceded by a description of the conditions under which the datum was obtained. For example, if subject 3 took 325 msec to respond to a loud sound on the first trial, the input line to anova might be:
s3 loud 1 325From input lines of this format, anova infers whether a factor is within- or between-subjects, prints cell means for all main effects and interactions, and prints standard format F tables with probability levels. The computations done in anova are based on a method of analysis described by Keppel (1973), however, for unequal cell sizes on between-groups factors, the weighted-means solution is used instead of Keppel's preferred unweighted solution. The weighted-means solution requires that sample sizes must be in constant proportions across rows and columns in interactions of between- subjects factors or else the analysis may be invalid.
An example input to anova is shown below. The call to anova gives meaningful names to the columns of its input. The output from anova contains cell statistics for all systematic sources (main effects and interactions), a summary of the design, and an F-table.
anova subject noise trial RT
s1 loud 1 259 s1 loud 2 228 s2 soft 1 526 s2 soft 2 480 s3 loud 1 325 s3 loud 2 315 s4 soft 1 418 s4 soft 2 397
SOURCE: grand mean
noise trial N MEAN SD SE
8 368.5000 104.8713 37.0776
SOURCE: noise
noise trial N MEAN SD SE
loud 4 281.7500 46.1257 23.0629
soft 4 455.2500 58.8749 29.4374
SOURCE: trial
noise trial N MEAN SD SE
1 4 382.0000 116.0603 58.0302
2 4 355.0000 108.1943 54.0971
SOURCE: noise trial
noise trial N MEAN SD SE
loud 1 2 292.0000 46.6690 33.0000
loud 2 2 271.5000 61.5183 43.5000
soft 1 2 472.0000 76.3675 54.0000
soft 2 2 438.5000 58.6899 41.5000
FACTOR: subject noise trial RT
LEVELS: 4 2 2 8
TYPE : RANDOM BETWEEN WITHIN DATA
SOURCE SS df MS F p
=====================================================
mean 1086338.0000 1 1086338.0000 145.111 0.007 **
s/n 14972.5000 2 7486.2500
noise 60204.5000 1 60204.5000 8.042 0.105
s/n 14972.5000 2 7486.2500
trial 1458.0000 1 1458.0000 10.942 0.081
ts/n 266.5000 2 133.2500
nt 84.5000 1 84.5000 0.634 0.509
ts/n 266.5000 2 133.2500
contab supports the analysis of multifactor designs with categorical data. Contingency tables (also called crosstabs) and chi-square test of independence are printed for all two-way interactions of factors. The method of analysis comes from several sources, especially Bradley (1968), Hays (1973), and Siegel (1956). The input format is similar to that of anova: each cell count is preceded by labels indicating the level at which that frequency count was obtained. Below are fictitious data of color preferences of boys and girls:
boys red 3 boys blue 17 boys green 4 boys yellow 2 boys brown 10 girls red 12 girls blue 10 girls green 5 girls yellow 8 girls brown 1
contab sex color
FACTOR: sex color DATA
LEVELS: 2 5 72
color count
red 15
blue 27
green 9
yellow 10
brown 11
Total 72
chisq 15.222222 df 4 p 0.004262
SOURCE: sex color
red blue green yellow brown Totals
boys 3 17 4 2 10 36
girls 12 10 5 8 1 36
Totals 15 27 9 10 11 72
Analysis for sex x color:
WARNING: 2 of 10 cells had expected frequencies < 5
chisq 18.289562 df 4 p 0.001083
Cramer's V 0.504006
Contingency Coefficient 0.450073
dprime computes d' (a measure of discrimination of stimuli) and beta (a measure of response bias) using a method of analysis discussed in Coombs, Dawes, & Tversky (1970). The input to dprime can be a series of lines, each with two paired indicators: the first tells if a signal was present and the second tells if the observer detected a signal. From that, dprime computes the hit-rate (the proportion of times the observer detected a signal that was present), and the false-alarm-rate (the proportion of times the observer reported a signal that was not present). If the hit-rate and the false-alarm-rate are known, then they can be supplied directly to the program:
prompt: dprime .7 .4
hr far dprime beta 0.70 0.40 0.78 0.90The input in raw form, with the true stimulus (Was a signal present or just noise?) in column 1 and the observer's response (Did the observer say there was a signal?) in column 2, is followed by the output.
signal yes signal yes signal yes signal yes signal yes signal yes signal yes signal no signal no signal no noise yes noise yes noise no noise no noise nodprime would produce for the above data:
signal noise
yes 7 2
no 3 3
hr far dprime beta
0.70 0.40 0.78 0.90
| © 1986 Gary Perlman |