Multiple Linear Regression Using Rank-Based Test of Asymptotic Free Distribution

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1 Multiple Linear Regression Using Rank-Based Test of Asymptotic Free Distribution Kuntoro Department of Biostatistics and Population Study, Airlangga University School of Public Health, Surabaya 60115, Indonesia ( Abstract An experimental design is a classical approach for proving causal relationship. Sometime a study in the field of public health including maternal child health study is difficult to control experimental conditions properly beside an ethical reason for doing an experiment. A multiple regression approach that involves a dependent variable and a number of independent variables in its model could be an alternative solution for proving causal relationship in a non experimental study. In maternal child health study that involves variables in ordinal scales such knowledge, attitude and practice, an ordinary regression model is not the best choice for analyzing those variables. A rank-based test of asymptotic free distribution is the better alternative solution than that one. The Jaeckel - Hettmansperger- McKean, HM is used to demonstrate the effect of knowledge about safe water and attitude upon drinking unboiled water on practice of drinking unboiled water. The data obtained from sample of mothers having under five yrears children in 14 districts in East Java Province, Indonesia. The results show that Hodges - Lehmann estimate of tau is The Jaeckal distribution measure is The HM statistic for testing the null hypothesis, Beta1 = Beta2 = 0 is Under null hypothesis, HM statistic has a sampling distribution that approximates to Chi Square distribution. Since the result is less than critical point of 5.99 (degree of freedom = 2 and level of significance of 0.05), the alternative hypothesis fails to be rejected. That means there are no effect of konwledge and attitude on practice. It is concluded that the procedure is quite simple compared to ordinary regression procedure, no assumption is made. It is easy to use. It is recommended to use HM statistic in analyizing data obtainded from public health study as well as social study. Keywords: non experimental study ordinal scale HM statistic 1 Introduction Over years the procedure of multiple linear regression analysis have been used for analyzing the data collected from survey research (Fowler, Jr., 1984) in which a researcher is willing to demonstrate the causal relationship between the independent variables and the dependent variable. Unlike an experimental research, a survey research has weakness in demontrasting causal relationship because it can not hold internal validity. It is believed that an internal validity is conditio sine qua non for demonstrating that relationship. A researcher who implements survey research can not overcome the factors that affect internal validity such as history, maturation, instrumentation, experimental mortality, testing and regression artifact as well as time ordering of events (Campbell, 1966; Nachmias, 1987) In a situation in which the experimental conditions can not be obtained, a researcher tends to use a regression model for demonstrating causal relationship. It could be a linear or a nonlinear regression model, a simple or a multiple regression model. A researcher considers that the model to some extent can be used to connect between X variable as

2 276 Collection of Presented Papers ICMA-MU 2007 independent variable and Y variable as dependent variable. A regression model as a statistical tool looks like an experimental model as a research methodology tool in which they connect between the independent variable and the dependent variable (Joreskorg and Sorgom, 1988). Today many researchers from the areas of social sciences and economics as well as the behavioral sciences implement the regression model to demonstrate causal relationship in the nonexperimental conditions. They use the quantitative approach for collecting the data. Most data have an ordinal scale such as motivation, attitude, knowledge, practice, performance. Hence, one of the classical assumptions of ordinary regression model related to the scale of the data is violated. Researchers who are not statisticians argue that a statistical method is just a tool for support their findings no matter it violates or it does not violates the assumptions. They considers that a statistical tool is not an objective of the research process. A statistician should explain to them that the results of the research are valuable optimally when they are analyzed by mean of an appropriate statistical method. Over years statisticians have developed statistical methods that are expected to support the researchers in analyzing their data properly. This paper discusses the application of regression model when the data do not have an interval or a ratio scale. The first section discusses basic concept of nonparametric multiple linear regression. The second one implements that statistical method in the data collected from health research. 2 Basic Concept The basic concept to be discussed includes the data to be used, the asumption of the multiple regression model, the hypothesis to be formulated, the procedure for computing the statistic, and in the case where ties exist. 2.1 Data Suppose, x = x 1 x 2... x p is a row vector of p independent variables, and x 1 = (x 11, x 21,..., x p1 ),..., x n = (x 1n, x 2n,..., x pn ) are n fixed values of this vector. From each vector x 1, x 2,..., x n the value of the single response random dependent variable Y is observed. Hence, a set of observations Y 1, Y 2,..., Y n is obtained, in which Y i is the value of the dependent variable when x = x i. 2.2 Assumptions First of all, the following equation represents the multiple regression model: Y i = ξ + β 1 x 1i + β 2 x 2i β p x pi + ɛ i = ξ + x iβ (1) where i = 1, 2,..., n; x 1 = (x 11, x 21,..., x p1 ),..., x n = (x 1n, x 2n,..., x pn ) are known constant vectors; is the unknown intercept parameter, and β = [β 1 β 2... β p ] is a row vector of unknown parameters that is usually referred to as the set of regression coefficients. To make simple understanding, equation 1 can be written in matrix notation. Suppose Y = [Y 1 Y 2... Y n ] and ξ = [ξ ξ... ξ] and set X = x 11 x 21 x p1 x 12 x 22 x p2 x 1,n 1 x 2,n 1 x p,n 1 x 1n x 2n x pn Moreover, equation 1 can be expressed in matrix notation as follows. (2) Y = ξ + Xβ (3)

3 Collection of Presented Papers ICMA-MU Secondly, the error random variables ɛ 1, ɛ 2,..., ɛ n are a random sample from a continuous distribution which is symmetric about its Median 0. It has cumulative distribution function F ( ) and has probability density function f( ) that satisfies the mild condition that + f 2 (t)dt <. 2.3 Hypothesis In this regression model, it is emphasized to test the null hypothesis that a specific subset β q of the regression parameters β are equal to zero. Without loss of generality (because the ordering of (x 1, β 1 ), (x 2, β 2 ),..., (x p, β p ) pairs in the equation 1 is arbitrary), this subset β q is taken to be the first q components of β, that is, β q = [β 1 β 2... β q ] is taken. Hence, the hypothesis to be tested is H 0 : [ β q = 0; β p q = (β q+1 β q+2 ;... β p ) and ξ not specified ] (4) The statement mentioned above tells that the null hypothesis accepts that the independent variables x 1, x 2,..., x q do not have the significant roles in determining the value of the dependent variable Y. (In many setting, the interest is to assess the effect of all the independent variables simultaneously, which is appropriate to taking q = p in the null hypothesis (4). 2.4 Procedure In order to compute the Jaeckel - Hettmansperger - McKean, test statistic HM, it is processed in several steps clearly. The first step is to obtain an unrestricted estimator for the vector of regression parameters. Suppose R i (β) is the rank of Y i x i β among Y 1 x 1β, Y 2 x 2β,..., Y n x nβ as a function of β, for = 1, 2,..., n. The unrestricted estimator for β is appropriate to a special case of a class of estimator proposed by Jaeckel (1972). Hence, the estimator of the value of β, say, ˆβ minimizes the measure of dispersion: D J (Y Xβ) = (12) 1 2 (n + 1) 1 n [R i (β) 1 2 (n + 1)](Y i x iβ) (5) In general, the estimator ˆβ does not have an expression of closed-form and methods of iterative computer is generally needed to obtain numerical solution. It can be accomplished by using command of RREG in MINITAB program to obtain that value. The second step is to involve repeating the steps in order to obtain ˆβ. Except that minimization of the measure of dispersion Jaeckel D J (Y Xβ) is obtained under the condition that the null hypothesis is true, say, β q = 0, with β p q unspecified. Suppose ˆβ 0 represents the value of β which minimizes D J (Y Xβ) in equation (5) under the null constraint that β q = 0. Once again, ˆβ0 will not be available in an expression of closed-form. It will be used command of RREG in MINITAB program to obtain its value. Suppose D J (Y X ˆβ) and D J (Y X ˆβ 0 ) respectively represent the overall minimum and the minimum under the null constraint that β q = 0 of the measure of dispersion of Jaeckel D J (Y Xβ). Furthermore, it is set that: i=1 D J = D J (Y X ˆβ 0 ) D J (Y X ˆβ) (6) where DJ is the reduction in dispersion of Jaeckel from fitting the full model as opposed to the reduced model which is appropriate to the null hypothesis (4) constraint that β q = 0. The third step is to compute a consistent estimator of the parameter: τ = [12] 1 2 [ + f 2 (t)dt] 1 (7) Once again, by using command of RREG in MINITAB program, this consistent estimator, say, ˆτ of τ can be obtained.

4 278 Collection of Presented Papers ICMA-MU 2007 By combining the results of the three steps, the Jaeckel - Hettmansperger - McKean test statistic HM is expressed by equation as follows: HM = 2D J (8) ˆτ If the null hypothesis (4) is true, and n tends to be infinite, HM statistic has an asymptotic chi square distribution (χ 2 ) with q degree of freedom which is appropriate to the q constraints placed on β under the null hypothesis. To test the null hypothesis, H 0 : [ β q = 0; β p q = (β q+1 β q+2 ;... β p ) and ξ not specified ] against the alternative hypothesis, H 0 : [ β q = 0; β p q (β q+1 β q+2 ;... β p ) and ξ not specified ] by selecting the level of significance of α, Reject the null hypothesis if Accept the null hypothesis if HM χ 2 q,α HM < χ 2 q,α where χ 2 q,α is the upper α percentile point of chi square distribution with the q degree of freedom. The value of χ 2 q,α can be obtained from the statistical table which is available in the text-books of statististics. Hettmansperger and McKean (1977) and McKean and Sheather (1991) remind that in application using small to moderate sample size, the chi square distribution is often too light-tailed. They suggest to replace the percentile of chi square χ 2 q,α by: (9) qf q,n p 1;α where F q,n p 1;α is the upper α percentile of the F distribution with q numerator degree of freedom and n - p - 1 denominator degree of freedom. TIES : when the ties exist among Y 1 x 1β, Y 2 x 2β,..., Y n x nβ, use the rank average to break the ties in computing the minimum of D J (Y Xβ). Similarly when the ties exist among Y 1 x 1β 0, Y 2 x 2β 0,..., Y n x nβ 0, use the rank average to break the ties in computing the minimum of D J (Y Xβ 0 ).

5 Collection of Presented Papers ICMA-MU Material And Method 3.1 Material To show the computation of the Jaeckel - Hettmansperger - McKean, test statistic HM, the secondary data collected by Kuntoro (2001) are used in this paper. The data were collected from 2804 students of the elementary schools who lived in 14 districts in East Java Province, Indonesia. The variables of knowledge about safe water, attitude upon drinking unboiled water, and practice of drinking unboiled water are selected. The level of knowledge about safe water is scored 2 for good knowledge and scored 1 for bad knowledge. The level of attitude upon drinking unboiled water is scored 5 for strongly disagree, scored 4 for diagree, scored 3 for doubtful, scored 2 for agree, and scored 1 for strongly agree. The level of practice of drinking uboiled water is scored 3 for never, scored 2 for ever, scored 1 for always. The unit of analysis is district. For each unit of analysis, the selection of score of variable based on the highest percentage of level of variable. For example, district of Ponorogo, the highest percentage of level of knowledge is bad. Then the score for knowledge is 1, The highest percentage of level of attitude is strongly disagree. Then the score for attitude is 5. The highest percentage of level of practice is never. Then the score for practice is 3.

6 280 Collection of Presented Papers ICMA-MU 2007 The following table shows the highest percentage of level of knowledge, attitude, and practice and their scores. Table 1. The Highest Percentage of Level of Knowledge, Attitude, and Practice Knowledge About Safe Water Attitude Upon Drinking Unboiled Water Practice of Drinking Unboiled Water District % Level and Score % Level and Score % Kategori/Skor Ponorogo 79.9 Bad 69.4 Strongly Disagree 64.9 Never Blitar 80.0 Good 50.0 Strongly Disagree 64.5 Never Kediri 81.3 Bad 46.1 Disagree 53.5 Never Malang 65.6 Good 42.5 Disagree 59.0 Never Lumajang 61.7 Good 48.2 Disagree 54.8 Ever Jember 74.0 Good 53.4 Strongly Disagree 52.5 Never Bondowoso 69.1 Good 49.7 Strongly Disagree 51.7 Ever Probolinggo 65.3 Good 73.7 Disagree 50.7 Never Mojokerto 74.1 Good 55.7 Disagree 58.6 Never Bojonegoro 0.2 Good 48.6 Disagree 63.6 Never Tuban 52.0 Bad 51.0 Disagree 63.3 Ever Lamongan 64.0 Good 49.6 Strongly Disagree 58.8 Ever Sampang 50.9 Bad 45.7 Disagree 49.1 Ever Sumenep 68.6 Bad 37.9 Agree 42.4 Ever 1 2 2

7 Collection of Presented Papers ICMA-MU Method By applying Secondary Data Analysis Method (Nachmias, 1987) The scores of three variables are analyzed by mean of MINITAB program in order to compute HM statistic. First of all : Enter the scores of variables of knowledge (knowl), attitude(attit), and practice (pract) to the spreadsheet of MINITAB as follows. Row Knowl Attit Pract Second : Create matrices of M1, M2, and M3 that state the null hypothesis 1, the null hypothesis 2, and the null hypothesis 3 respectively. The null hypothesis 1: H 01 [β 1 = β 2 = 0; ξ unspecified] MTB > READ C4-C5 DATA> 1 0 DATA> 0 1 DATA> END 2 rows read. MTB > COPY C4-C5 M1 MTB > PRINT M1 Data Display Matrix M MTB > Then M1 = [ ] The null hypothesis 2: H 02 [β 1 = 0; ξ unspecified] MTB > READ C6-C7 DATA> 1 0 DATA> END 1 rows read. MTB > COPY C6-C7 M2 MTB > PRINT M2 Data Display Matrix M2 1 0 MTB > Then M2 = [ 1 0 ] The null hypothesis 2: H 03 [β 2 = 0; ξ unspecified] MTB > READ C8-C9 DATA> 0 1 DATA> END 1 rows read. MTB > COPY C8-C9 M3 MTB > PRINT M3 Data Display

8 282 Collection of Presented Papers ICMA-MU 2007 Matrix M3 0 1 MTB > Then M3 = [ 0 1 ] Third: Operate the command of Rank Regression (RREG) to obtain the value that can be used to compute measure of dispersion Jaeckel,HM statistic and to obtain the equation of rank regression. To test the null hypothesis 1: SUBC> HYPOTHESIS M1. To test the null hypothesis 2: SUBC> HYPOTHESIS M2. To test the null hypothesis 3: SUBC> HYPOTHESIS M3. 4 Result And Discussion 4.1 To test the null hypothesis : β 1 = β 2 = 0 The statement of the null hypothesis is the independent variable of knowledge about safe water and the independent variable of attitude upon drinking unboiled water do not affect the dependent variable of practice of drinking unboiled water. SUBC> HYPOTHESIS M1. This is the print out of MINITAB : The regression equation is Pract = Attit Knowl Coefficient Coefficient Predictor Rank Least-sq Rank Least-sq Constant Attit Knowl Hodges-Lehmann estimate of tau = Least-squares S = %2 ANOVA for hypothesis matrix M1 Dispersion Reduced model Full model DF F Denom DF Approx F Rank Least-sq Unusual observations Observation Attit Pract Pseudo Fit SE Fit Residual X X denotes an observation whose X value gives it large influence. Moreover, compute measure of dispersion Jaeckel as follows. D J = D J (Y X ˆβ 0 ) D J (Y X ˆβ) = 5, , = 0, q = degreesoffreedom = 2, ˆτ = 0, 5329 HM = 2D J/ˆτ = 2 0, /0, 5329 = 0, Furthermore, the result is compared to the critical point in Chi Square table. When we choose level of significance of α = 0,05 with 2 degree of freedom, the critical point is 5,99. Since HM statistic < 5,99 then the null hypothesis that states β 1 = β 2 = 0 is to be accepted. Hence, it can be concluded that knowledge about safe water and attitude upon drinking unboiled water simultaneously do not affect practice of drinking unboiled water.

9 Collection of Presented Papers ICMA-MU To test the null hypothesis : β 1 = 0 The statement of the null hypothesis is the independent variable of knowledge about safe water does not affect practice of drinking unboiled water. SUBC> HYPOTHESIS M2. This is the "print out " of MINITAB : Pract = Knowl Attit Coefficient Coefficient Predictor Rank Least-sq Rank Least-sq Constant Knowl Attit Hodges-Lehmann estimate of tau = Least-squares S = %2 ANOVA for hypothesis matrix M2 Dispersion Reduced model Full model DF F Denom DF Approx F Rank Least-sq Unusual observations Observation Knowl Pract Pseudo Fit SE Fit Residual X X denotes an observation whose X value gives it large influence. MTB > 4.3 To test the null hypothesis : β 2 = 0 The statement of the null hypothesis is the independent variable of attitude upon drinking unboiled water does not affect practice of drinking unboiled water. SUBC> HYPOTHESIS M3. This is the print out of MINITAB : The regression equation is PRAKT = Knowl Attit Coefficient Coefficient Predictor Rank Least-sq Rank Least-sq Constant Knowl Attit Hodges-Lehmann estimate of tau = Least-squares S = %2 ANOVA for hypothesis matrix M3 Dispersion Reduced model Full model DF F Denom DF Approx F Rank Least-sq Unusual observations Observation Knowl Pract Pseudo Fit SE Fit Residual X X denotes an observation whose X value gives it large influence. MTB > To test the null hypotheses 2 and 3, the results of computing measure of dispersion for both full model and reduced model seems to be similar. The results of ˆτ and HM statistic also seem to be similar. They give the same conclusion: The independent variable of knowledge

10 284 Collection of Presented Papers ICMA-MU 2007 about safe water does not affect the dependent variable of practice of drinking unboiled water, and also the independent variable of attitude upon drinking unboiled water does not affect the dependent variable of practice of drinking unboiled water. Like parametric multiple regression model, rank regression model also requires the assumption that there is no collinearity among independent variables. MINITAB will drop the independent variable which is highly correlated with other independent variable and there is no hypothesis to be tested. Before doing RR command in MINITAB, collinearity among independent variables can be detected by computing correlation coefficient for ordinal scale such as Spearman rank correlation coefficient. 5 Conclusion And Recommendation It is concluded that knowledge about safe water and attitude upon drinking unboiled water simultaneously do not affect practice of drinking unboiled water. Each independent variable does not affect practice of drinking water. The procedure is quite simple compared to ordinary regression procedure. The assumption made is no collinearity among independent variables. It is easy to use. It is recommended to use HM statistic in analyzing the data having ordinal scale obtained from public health study as well as social study. References [1] Campbell, D.T., and Stanley, J.C. (1966). Experimental and Quasi-Experimental Designs for Research. Rand McNally College Publishing Company. Chicago. [2] Fowler, Jr., F.J. (1984). Survey Research Methods. Sage Publications.Beverly Hills. [3] Hollander, M., and Wolfe, D.A. (1999). Nonparametric Statistical Methods. John Wiley & Sons, Inc.New York. [4] Jöreskog, K.G., and Sörgbom, D. (1988). LISREL 7 A Guide to the Program and Applications 2nd Edit. SPSS, Inc.Chicago. [5] Kuntoro, Sulisyorini, L., Mahmudah, Soenarnatalina, Puspitasari, N., Indawati, R., Qomaruddin, M.B. and Wibowo, A. (2001). Baseline Survey About Knowledge, Practice of Hygiene and Sanitation in East Java. Cooperation Between Airlangga University and Regional Development Planning Board of East Java Province. Surabaya. [6] Nachmias, D, and C.Nachmias Research Methods in the Social Sciences. New York. St. Martin s Press.