分类变量调节效应估计中误差方差齐性假设的评估及多元回归替代方法

Appraisal of the Homogeneity of Error Variance Assumption and Alternatives to Multiple Regression for Estimating Moderating Effects of Categorical Variables

ORGANIZATIONAL RESEARCH METHODS · 1999
被引 75
人大 A-ABS 4

中文导读

研究发现40%-60%的管理与心理学研究中误差方差不齐,导致多元回归结论有误;为此开发了ALTMMR程序,可检验异质性并提供替代统计检验。

Abstract

Homogeneity of within-subgroup error variance is a necessary condition for using multiple regression to estimate moderating effects of categorical variables. A 12-year review of Academy of Management Journal, Journal of Applied Psychology , and Personnel Psychology indicates that the assumption is violated in 40% to 60% of cases. The authors reanalyze published research to illustrate how violating the assumption may change substantive conclusions. To remedy this situation, they develop and present a computer program (i.e., ALTMMR) that (a) assesses whether a data set suffers from heterogeneity of error variance and (b) computes alternative inferential statistics to the traditional multiple regression F test when heterogeneity exists. ALTMMR, which can also be used as a teaching tool, was written in Java and is executable using an Internet Web browser or as a standalone application.

管理学应用心理学统计学计量经济学