On 16 Nov 2001 09:34:52 -0800, [EMAIL PROTECTED] (S.) wrote:

> I performed the following experiment:
> 
> Each user (U) used several interfaces (I). Both U and I are to be
> treated as random factors. For each U and I combination, time (T),
> errors (E) and satisfaction (S) were measured. The data looks
> something like:
> 
> U         I         T         E         S
> ---       ---       ---       ---       ---
> U1        I1        100       10        90
> U1        I2        200       20        80
> U1        I3        300       30        70
> U1        I4        400       40        60
> U2        I1        102       11        91
> U2        I2        198       18        81
> U2        I5        500       50        50
> U2        I6        600       60        40
> .
> .
> .
> etc.
> 
> Please note that NOT all the users used all the interfaces.
> 
> The question is: I wish to find the correlations between T, E and S
> (viz., nullify the effects of U and I). What is the best statistical
> method of doing this? I think something along the lines of Anova or

For the little bit of data shown, the variable *I*  has a huge effect,
with R-squared of maybe 0.99 with each of the three variables, T, E
and S, and that happens while I call it a continuous variable.  
So it would be just as important, with a waste of degrees of freedom,
if it is used as categories; the table shows it coded as categories,
I-1 to I-6.  

High R-squared puts you into the situation where subtle choices
of model can make a difference.  Is it appropriate to remove the
effect of *I*  by subtraction, or by division? - by category, or by 
treating it as continuous?

> Variance Components should do that trick... I have SPSS, so any advice
> on how to interpret the output will be most appreciated (please bear
> in mind that I do not have a degree in statistics).

If it is strictly correlation that you want, you can ask for the 
intercorrelations, while partial ling out the U and I variables.
If *I*  and U  are to be partialled-out as categories, you can create
a set of dummy variables, and partial-out those.  

The result that you get will  *not*  be robust against scaling
variations (linear versus multiplicative, for instance).  That is
a consequence of the high R-squared and the range of numbers
that you have.  I suspect that the observed R-squared values
might vary in a major way if you just change the raw data by a few
points, too -- Note that prediction with an R-squared of 0.99  
has *twice*  the error of an R-squared of 0.995, and so on; 
that is approximately the same as the difference between 0.1 
and 0.2, in certain, practical consequences.

If it will please you to reduce the eventual intercorrelations to
zero, a proper strategy *might*  be to try alternative models to 
see if you can produce that result.

Of course, in practice, it should be a great deal of help
to know what the variables actually, are, and how they
are scored, etc., to know what transformations are logical
and appropriate.  I suspect that data, as stated, leave out
some conventional standardization, and so the observed
correlations are mainly artifacts.

-- 
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html


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