Appropriate Uses of Multivariate Analysis: James A. Hanley
Appropriate Uses of Multivariate Analysis: James A. Hanley
Appropriate Uses of Multivariate Analysis: James A. Hanley
4:155-80
Copyright 1983 by Annual Reviews Inc. All rights reserved
APPROPRIATE USES OF
MULTIVARIATE ANALYSIS
James A. Hanley
Department of Epidemiology and Health. McGill University. Montreal. Quebec.
Canada H3A 2B4
INTRODUCTION
Comparison of the articles in today's biomedical literature with those of
twenty years ago reveals many changes. In particular, there seem to have
been large increases over time in three indices: the number of authors per
article, the number of data-items considered, and the use of multivariate
statistical methods. While cause and effect among these three indices is
unclear, there is little doubt that the growth in a fourth factor, namely,
computing power and resources, has made it much easier to assemble larger
and larger amounts of data. Packaged collections of computer programs,
driven by simple keywords and mUltiple options, allow investigators to
manage, edit, transform, and summarize these data and fit them to a wide
array of complicated multivariate statistical "models." In addition to mak
ing it easy for the investigator to include a larger number of variables in
otherwise traditional methods of statistical analysis, the increased speed and
capacity of computers have also been partly responsible for the new meth
ods being developed by contemporary statisticians. For example, some of
the survival analysis techniques discussed below can involve several million
computations.
How do these trends in the availability and use of multivariate statistical
methods affect the health researcher who must decide what data to collect
and how to analyze and present them? How does the reader of the research
report get some feeling for what the writer is attempting to do when he uses
some of these complex-sounding statistical techniques? Are these methods
helping or are they possibly confusing the issue?
Unfortunately one cannot look to one central source for guidance about
these newer methods. Descriptions of many of them are still largely scat155
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MULTIVARIATE ANALYSIS
Table 1 A taxonomy of parametric statistical methods
Response variable(s)
Multivariate
Univariate
Stimulus
Discrete
Continuous
Discrete
Continuous
variable(s)
[1]
[2]
[3]
[4 ]
Univariate
Discrete
Contingency table
t-test
Multi-dimensional
Discriminant analysis
contingency table
ogistic regression
One-way analysis of
variance (Anova)
Continuous
Logistic regression
Correlation
Discriminant analysis
Simple regression
Multi-dimensional
Multi-way Anova
Multivariate regression
Multivariate
Discrete
contingen cy table
Continuous
Mixed
Multi-dimensional
Multivariate Anova
contingency table
(Manova)
Logistic regression
Partial correlation
Multivariate regression
Discriminant analysis
Multiple regression
Canonical analysis
Analysis of
Multivariate regression
Logistic regression
covariance (Ancova)
Discriminant analysis
Canonical analysis
Types of Analyses
Multivariate statistical techniques may be conveniently divided into those
in which the variables involved (a ) are all of "equal status" or (b) fall
naturally (or with some gentle pushing) into two sets, those which are
influenced (response variables) and those which influence (stimulus vari
ables)_
In the first group of techniques, which includes Principal Components
Analysis, Factor Analysis, and Cluster Analysis, the emphasis is on the
internal structure of the data-items in a single sample.
Principal Components Analysis (PCA) asks whether a large number of
quantitative data items on each subject can be combined and reduced to a
single (or at most a few) new variables (principal components) without
losing much of the original information. In other words, the aim is to
describe the subjects in terms of their scores (weighted sums of the original
variables) on a much smaller number of new variables. These new variables
(components) are built to be uncorrelated with each other, so as to avoid
any redundancy. Also, they are arranged in decreasing order of "informa
tion" so that subjects are furthest apart from each other on the first compo
nent, less far apart on the second, and so on. If the total information in the
original variables is "compressible," the subjects will not vary very much
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MULTIVARIATE ANALYSIS
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MULTIVARIATE ANALYSIS
161
to
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How might one investigate whether and in what way breast cancer inci
dence rates have changed over time, using the available incidence data from
1935 to 1980 collected by the Connecticut tumor registry? This is an exam
ple of a single target variable, binary in nature (cancer or not), and the
influence of two "stimulus" variables, age and year of birth. Suppose we
know the numbers of cancers in each of nine five-year periods from 1935
to 1980 for each of 12 five-year age groups, along with numbers at risk in
each of these 9 X 12 = 108 "cells."
As a first step, one could plot the 108 observed age specifi c incidence rates
against age and use lines of different colors to connect together the data
points to form age-specific incidence curves for the different birth cohorts.
Some of these plots, derived from the data published i Reference (60), are
given in Figure 1 (left); they show that although there seem to be cohort
effects, it is difficult to measure them very precisely from these "raw" data
points. Most would believe that the jagged pattern of straight-line segments
has no special meaning, and would think of it only as noise that is obscuring
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HANLEY
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Left: observed rates in five selected cohorts. Right: smoothed rates obtained from a multiplica
Figure 1
tive model.
MULTIVARIATE ANALYSIS
163
3. The raw plots generated from the earliest and latest cohorts are based
on fewer data points (age groups) and are the most difficult to judge,
whereas the corresponding synthetic plots are generated from parame
ters that were estimated from the entire data set. This concept of borrow
ing strength from neighboring data points is a central one in multivariate
analysis.
To some, the idea that it takes 20 + 12 32 numbers to describe 20 plots
is still unappealing. Surely, they might argue, the parent plot (12 parame
ters) is not in reality so complicated that it could not be described by a truly
smooth, two or three parameter curve or possibly by separate curve seg
ments for pre- and post-menopause. Likewise, they would consider it quite
likely that the 20 proportionality factors by which this incidence curve
changes from cohort to cohort themselves form a smoothly changing series
that could be described by many fewer parameters. Others would argue that
one should "leave well enough alone" and that any further smoothing or
modeling might do more harm than good. In this example, with the rela
tively large amount of data, the additional reduction might indeed be un
necessary; however, had the data been scarcer, it is likely that the further
smoothing would have been required.
There are two more serious objections to the approach just described.
First, for any one cohort, the entire parent curve is multiplied through by
the same value. This does not allow for cohort effects that are age-specific,
e.g. changes in the age at which women in different cohorts completed their
first full-term pregnancy might affect the risk of premenopausal breast
cancer differently than they would the risk of postmenopausal cancer. This
is an example of what statisticians call an interaction: an effect of one factor
(age) that is not constant across different values or levels of another (year
of birth). Second, the actual goodness of fit of the smoothed curves to the
raw data points needs to be evaluated. Before it is, any other expected or
suspected patterns can be built into the fitted curves (provided that there
are not so many assumptions and exceptions that one ends up with almost
as many parameters as data points) and their "fit" tested by examining
whether in fact the fitted curves come closer to the raw data points than
before, and whether the discrepancies (residuals) are more or less haphaz
ard and unexplainable. See (51) for a nice account of the use of regression
models in studying regional variations in cardiovascular mortality.
As already mentioned, the assumption of smoothness and of orderly
patterns of change is a central one in multivariate analysis. It stems from
the belief (or maybe just the hope) that nature is basically straightforward,
and that if there are no good biologic or other reasons to the contrary,
relationships tend to be linear rather than quadratic, quadratic rather than
=
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cubic, etc. [For a description of this principle of "Occam's Razor," see Ref.
(54).] In the breast cancer example just described, however, the changes in
some possible risk factors have been "man-made" and more sudden, e.g.
world wars, shifts in childbearing habits, oral contraceptives, etc, and it may
indeed be some sudden changes in incidence (as it was with liver cancer)
that alert us to newly introduced causative (or protective) agents.
Purpose 2: To Make Comparisons Fair
MULTIVARIATE ANALYSIS
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This is especially true if the numbers in the two groups are so small that
it is impossible to balance them adequately, or if the study is an observa
tional one and the groups have already been formed. For example, in a
recent study (42) comparing the ventilatory function, as measured by forced
expiratory volume (FEY), of workers who had worked in a vanadium
factory for at least four months with that of an unexposed reference group,
investigators matched the subjects for two variables known to influence lung
function: age (to within two years) and cigarette smoking (to within five
cigarettes daily). However, since the two groups differed by an average of
3.4 cm in height, a variable with a very strong relationship to FEY, some
standardization or adjustment was required. The authors achieved this
using the finding of Cole (17) that past age 20, the predicted FEY for a man
of a certain age and height is approximately of the form
FEY
height-squared X (a + b X age)
Both members of each matched pair were already concordant for age and
smoking; thus, if one simply divided each man's recorded FEY by his
squared height, the resulting paired values could be taken as FEY's that
were adjusted for one member being taller or shorter than the other. Since
the effect was as though the pairs had been also matched for height, the
comparison was carried out using a straightforward paired t-test on the
differences in the pairs of adjusted FEY's. Although the task will often be
more difficult than in this elegant example, the principle generally remains
the same: one calculates what each subject's response would be expected to
be if all of the variables that distort or bias the comparison were held equal,
say at the mean of each covariable. The term analysis of covariance (3, 4)
has generally been applied to adjustments of a simple additive nature, but
as we have just seen, if some other relationship more appropriately and
more accurately describes the way in which the covariate(s) affect the
response, and if it is easy to derive, it is certainly preferable. Usually this
relationship between response and confounders is estimated "internally"
from the data at hand, unless the study is small and some outside norms
(e.g. weight and height charts, dental maturity curves) are deemed better.
Researchers generally feel safer using internal standardization; by doing so,
they avoid problems of different measurement techniques, inappropriate
reference samples, etc. In the vanadium study just cited, one could actually
test Cole's FEY internally in the group of nonexposed workers. If the study
did not have a pure unexposed group, and relied instead on the within
group variation in the amount of exposure, one would probably treat the
exposure more as a continuous variable and use a multiple regression ap
proach.
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MULTIVARIATE ANALYSIS
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size (three groups shown).
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HANLEY
for shorter lengths of time. Faced with this, it is clear that the smaller
subjects should be compared with other smaller subjects and larger ones
with other larger ones. This way, within each size category the within-group
variation would be considerably less, thereby allowing systematic between
group differences to "shine through" more easily. Thus, the strong relation
ship between longevity and size would become irrelevant. Indeed, the
experiment could have been planned very tightly by matching on size and
analyzing the intergroup comparisons by paired t-tests or other techniques
for matched sUbjects.
However, this would pose problems if subjects were to be individually
matched, since it might not be possible to obtain perfect matches. Moreover,
in human studies, with fewer cooperative subjects to subdivide along a wide
scale, with many variables to match on, with the difficulty of obtaining all
matching data before forming study groups or (in the observational study)
with groups who had formed themselves well before any study was contem
plated, the difficulties become formidable. To understand how a multivari
ate analysis can help to overcome these practical problems and allow the
researcher to still benefit from a more tightly controlled study, imagine for
the moment that the longevity study had been performed not with 25 but
10 subjects per group. Figure 3a illustrates one such possibility. At this
point, any efforts at forming size categories, as in Figure 3b, would lead to
a certain amount of "trading," i.e. it might be that a slight advantage for
one group in the "small-size" category could be balanced off against a
disadvantage for that group in the "next size up" category. However, one
might not be so lucky, and in any case the within-group responses in the
now broader size-categories will be larger. Intuitively, one would like to
"homogenize" the subjects within each category by making them all the
same size. One way to do this would be to forcibly "slide" the points
laterally until they coincide on the size scale as in Figure 3c; to compensate
for this change, one would likewise slide the responses vertically by corre
sponding increments, using an appropriate "exchange ratio" or slope. The
slope could be estimated from the data by regression methods. This simple
concept of equalization, which is the basis for analysis of covariance, is
largely obscured by the all-in-one computational packages that fit the slope
and calculate the between and within group variation in a single step. To
perform an analysis of covariance for two extraneous variables Xl and X
2, one might imagine responses plotted as vertical bars standing on a
two-dimensional grid of (XI, X2) points. To homogenize the responses with
respect to Xl and X2, one would first slide the bars diagonally along the
grid to a single (Xl, X2) point and adjust each vertical height (response)
by the sum of BI X shift in Xl and B2 X shift in X2, where B I arid B2
are regression coefficients describing how the response changes with each
variable (while holding all other variables constant).
MULTIVARIATE ANALYSIS
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Figure 3 Longevity of ten fruitfiies in each of two groups: (0) longevity shows wide within
group variation; (b) subjects cannot be easily matched on thorax size; (c) "matching" pro
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each subject's thorax length been 0.82 mm (adjustment process shown for six subjects).
Analysis (i) corrects imbalance of 0.40 mm in average thorax lengths of two groups and (ii)
reduces within-group variation.
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HANLEY
Change
7%
5%
4%
3%
It is mistaken to interpret this kind of output as evidence that the last four
factors account for "only 19%" of the variance, when in fact they account
for 19 out of the 57 percentage points (100 minus 43) that remain after age
has already been accounted for. Because the crude or total variation in
caries in this study could have been arbitrarily widened or narrowed by
simply studying a wider or narrower age range, and because the real interest
is in why two individuals, of the same age, have had different caries experi
ence, the variation introduced by studying children of different ages is quite
irrelevant. It can be removed either by actually subtracting from each
response an amount attributable to age and analyzing the residuals or, as
was indicated above, by a conceptual subtraction in which age is left in the
analysis of variance table but all further explanations of variance are mea
sured out of 57 rather than out of 100. A formal statistical test of whether
MULTIVARIATE ANALYSIS
171
these latter variables are really explaining any variation does in fact judge
their contribution relative to what is left to explain, rather than to what has
already been explained. [See Reference (15) for a useful discussion of the
appropriate terminology for variables such as age and sex.]
The third point deals with SUbmitting our caries study, with its multitude
of explanatory variables, some of them demographic, such as language
group, race and place of residence, and some that are more "basic" (includ
ing life style characteristics such as diet and quality of dental care) to a
multiple regression. Because either set of variables, or a combination of
variables from the two sets, might do well in explaining the observed
variation in caries, one needs to be careful and be guided by the purpose
of the analysis. Broad demographic labels, e.g. language spoken at home,
that are only predictive through their association with more causal vari
ables, are more relevant for using the results locally to identify those with
greater dental care needs. However, the results of an analysis that focuses
on direct or proximal variables, e.g. mother's knowledge of oral hygiene
practice, are more likely to be transportable to other settings and to uncover
mechanisms governing caries. If one does not separate these two sets of
variables, but instead submits them all to a regression analysis, the resulting
picture may be quite blurred: part of the variance associated with a certain
factor may be correctly credited to that factor, whereas part of it may be
credited to some demographic variable that is only a proxy for the factor.
For the results to make sense, the variables offered to a regression must first
make sense.
SELECTED MULTIVARIATE TECHNIQUES
In this section I discuss a number of multivariate techniques for analyzing
discrete responses, techniques that have become popular in the last ten
years.
Discriminant Analysis
Discriminant Analysis (4, 47) began as a method of predicting to which of
several categories an individual belonged, using several pieces of informa
tion collected about him and similar information collected about past indi
viduals known to belong to the various categories. It has come to have three
main uses (see Table 1): (a) as a way of carrying out a multivariate t-test
comparing two or more samples on several continuous-type responses si
multaneously and as a means of controlling the false-positive results asso
ciated with separate analyses (33); (b) more in its original spirit, in
screening, diagnosis and prognosis (32, 64); (c) as a form of multiple regres
sion for categorical responses (43).
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Logit and probit curves (21) have been used for several years to study a
binary response to a single stimulus variable. However, it was only in the
early 1970s after the publication of three signal articles (2, 62, 65) and a
comprehensive monograph (2 1) that the "logistic model" began to be used
for studying multiple stimuli. It was not until the 1980s that the technique
was integrated into biostatistics textbooks (3) and took its place as the
primary method for analyzing the relationship between a binary response
and several discrete or continuous stimulus variables. It now stands in the
same relation to binary response data as classical regression does to continu
ous response data.
To these descriptions of the "logic" oflogistic regression, I add one point
dealing with its historical evolution. If one works with the odds (rather than
the probability) of a yes/no event in relation to a series of explanatory
variables Xl, X2, . . . , the logistic model implies that the logarithm of this
odds can be written as
log (odds of yes/no)
If one thinks of the right-hand side of the equation as a score S, then it will
have different distributions in the "yes" and "no" groups, just as in a
discriminant analysis. The first justification for the mUltiple logistic model
was that ifthe Xs in the "yes" and "no" populations follow two multivariate
normal distributions, then the Ss will have univariate normal distributions.
Then, if these two univariate normal distributions have equal variances, one
obtains the logistic curve (62). It is still not well recognized that although
these conditions are indeed sufficient to produce the logistic relationship,
they are not necessary. First, one does not need multivariate normal Xs in
MULTIVARIATE ANALYSIS
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MULTIVARIATE ANALYSIS
175
log-linear regression, approach include the fact that it tends to treat the
response variable the same way as the stimulus variables, that it worries
about reproducing the interrelationships among the stimulus variables, and
that variables that are not categorical have to be made so.
Regressio n Me thods fo r Life- Table Analysis
Although the life-table (used in the broad sense for techniques that analyze
the time until events happen) has long been an essential epidemiologic tool,
it is only in the last decade that it has been adapted into a multivariate
method (22, 46). As are most of the other methods described in this section,
it is log-linear, with the log of the time-specific "mortality" rate (hazard)
linked to the "average" hazard and to the explanatory variables through a
linear regression. The main differences from logistic regression are that the
"average" hazard is not a single quantity but a function of time and that
it is estimated nonparametrically. In the simplest case, the relationship
between the hazard and the explanatory variables is assumed to remain
constant over time. This constancy does not seem to hold always (45, 55)
and statistical tests based on this "proportional hazards" model (58) can be
quite misleading. Fortunately, some work has emerged (44, 57) and more
is under way to produce diagnostic tests for checking the appropriateness
of the assumed model, and suggesting when effects of variables should be
allowed to vary over time.
POSSIBLE PITFALLS IN MULTI V ARIATE ANALYSIS
This section deals with potential risks in the use of multivariate analyses.
I do not discuss the risks of specific techniques, details of which will be
found in the appropriate textbooks, but rather the issues that cut across
techniques, and that arise simply because data are multivariate. Indeed the
main message is that the more multivariate the data, the greater the oppor
tunities for problems.
Adding Noise
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almost certainly will not), any "adjustments" to the responses on the basis
of this variable will actually add unwanted variation. Although users try to
guard against such occurrences by first testing whether the slope of the
observed relationship is real rather than random, they often use a lax
criterion (e.g. a p-value less than, say, 0.20). This, together with the often
large numbers of "possibly explanatory" variables "offered" to a regression,
adds to the chances of decreasing rather than increasing the precision of a
comparison. One way to avoid this artifact of chance is first to split one's
data set into two or more smaller sets and retain only those variables that
are influential in each subset.
Overoptimism Regarding Fu ture Performance
The performance of discriminant functions or prediction equations con
structed from a data-set is often judged by "resimulation" or by seeing how
well the system "would have done" ifit were used to classify the individuals
in the data set. The results are generally overoptimistic for two reasons.
First, because the weights were chosen on the very basis of doing well in
this data set, they may well have "chased" or been fooled by any data
patterns that were peculiar to that dataset. The random variation in a new
dataset is unlikely to match the random peCUliarities of the "training"
dataset. As a result, knowing only a finite sample, but thinking of it as a
universe, the system will be surprised a little more (16). Second, if one has
enough candidate predictors to choose from, one is bound to find some
coincidences. Similarly, if one builds an equation with enough variables, one
will also get an irreproducibly good fit. There are a number of techniques
for obtaining less optimistically biased estimates of future misclassification
rates without actually doing a prospective test (27). However, they do not
apply to the second bias mentioned above. In this latter situation, one needs
to evaluate the system on a separate dataset. A number of studies that
claimed high prediction accuracy solely on the basis of resimulation have
"regressed toward the mean" (8, 24, 49, 63). Others have recognized this
danger and have included the validation as an integral part of the task (53);
one has even subjected the prediction system, which incidentally was con
structed by logistic regression, to a comparative trial (52).
There has been speculation that there is some "natural law" that no
matter how many variables are available for prediction, only four or five will
finally remain in any stepwise regression ( 1 8). This claim would need to be
examined more carefully, especially with regard to the influence of typical
sample sizes. It does emphasize one point, namely that prediction of binary
outcomes is a considerable task, given the considerable nonreducible uncer
tainty inherent in an all or nothing event. A method of measuring the
attainable discrimination in a dataset and of deciding whether the search
for predictors might be worth the effort is given in (32).
MULTIVARIATE ANALYSIS
1 77
In the dental caries survey mentioned above, one would probably collect
information on the frequency of visits to a dentist, and one might be tempted
to take this variable into account in a multiple regression, when studying
the effects of other risk factors on caries. If more caries result in more visits,
then including the number of visits as an "explanatory" variable will lessen
the observed impact of the other (real) risk factors: it will be one of the first
variables to enter the regression equation and wiil thus "explain away"
whatever variance might have been more appropriately accounted for by the
risk factors being studied. Similar misinterpretations can arise if one in
cludes as an explanatory variable one which is intermediate in the stimulus
response chain, as for example if one allowed for the amounts of medication
given in a study comparing the lengths of stay following an operation
performed in two different ways. Although it probably draws the correct
conclusion, a recent study (39) shows just how easy it is to adjust away a
difference, especially if other factors are not held constant. The authors state
that the "data are in agreement with the hypothesis" that differences in
weight, rather than in p02 (Partial Oxygen Pressure), explain most if not
all of the observed differences in blood pressure between children of the
same age living at different altitudes. What is alarming is that the data might
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CONCLUDING REMARKS
I would like to thank my colleagues for their help with this article.
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