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REGRESSION ANALYSIS
A N D ITS APPLICATION
 STATISTICS: Textbooks and Monographs

A SERIES EDITED BY

D. B. OWEN, Coordinating Editor

Department o f Statistics
Southern Methodist University
Dallas, Texas

Volume 1: The Generalized Jackknife Statistic, H. L. Gray and W. R. Schucany

Volume 2: Multivariate Analysis, Anant M. Kshirsagar
Volume 3: Statistics and Society, Walter T. Federer
Volume 4: Multivariate Analysis: A Selected and Abstracted Bibliography, 1957-1972,
Kocherlakota Subrahmaniam and Kathleen Subrahmaniam (out o f print)
Volume 5: Design of Experiments: A Realistic Approach, Virgil L, Anderson and Robert A.
McLean
Volume 6: Statistical and Mathematical Aspects of Pollution Problems, John W. Pratt
Volume 7: Introduction to Probability and Statistics (in two parts)
Part 1: Probability; Part II: Statistics, Narayan C. Giri
Volume 8: Statistical Theory of the Analysis of Experimental Designs, J. Ogawa
Volume 9: Statistical Techniques in Simulation (in two parts). Jack P. C. Kleijnen
Volume 10: Data Quality Control and Editing, Joseph I. Naus (out o f print)
Volume 11: Cost of Living Index Numbers: Practice, Precision, and Theory, Kali S. Banerjee
Volume 12: Weighing Designs: For Chemistry, Medicine, Economics, Operations Research,
Statistics, Kali S. Banerjee
Volume 13: The Search for Oil: Some Statistical Methods and Techniques, edited by
D. B. Owen
Volume 14: Sample Size Choice: Charts for Experiments with Linear Models, Robert E. Odeh
and Martin Fox
Volume 15: Statistical Methods for Engineers and Scientists, Robert M. Bethea, Benjamin S.
Duran, and Thomas L. Boullion
Volume 16: Statistical Quality Control Methods, Irving W. Burr
Volume 17: On the History of Statistics and Probability, edited by D. B. Owen
Volume 18: Econometrics, Peter Schmidt
Volume 19: Sufficient Statistics: Selected Contributions, Vasant S. Huzurbazar (edited by
Anant M. Kshirsagar)
Volume 20: Handbook of Statistical Distributions, Jagdish K. Patel, C. H. Kapadia, and
D. B. Owen
Volume 21: Case Studies in Sample Design, A. C. Rosander
Volume 22: Pocket Book of Statistical Tables, compiled by R. E. Odeh, D. B. Owen, Z. W.
Birnbaum, and L Fisher
Volume 23: The Information in Contingency Tables, D. V. Gokhale and Solomon Kullback
Volume 24: Statistical Analysis of Reliability and Life-Testing Models: Theory and Methods,
Lee J. Bain
Volume 25: Elementary Statistical Quality Control, Irving W. Burr
Volume 26: An Introduction to Probability and Statistics Using BASIC,
Richard A. Groeneveld
Volume 27: Basic Applied Statistics, B. L. Raktoe and J. J. Hubert
Volume 28: A Primer in Probability, Kathleen Subrahmaniam
Volume 29: Random Processes: A First Look, R. Syski
Volume 30: Regression Methods: A Tool for Data Analysis,
R u d o lf J. Freund and Paul D. Minton
Volume 31: Randomization Tests, Eugene S. Edgington
Volume 32i Tables for Normal Tolerance Limits, Sampling Plans, and Screening,
Robert E. Odeh and D. B. Owen
Volume 33: Statistical Computing, William J. Kennedy, Jr. and James E. Gentle
Volume 34: Regression Analysis and Its Application: A Data-Oriented Approach,
Richard F. Gunst and Robert L. Mason

OTHER VOLUMES IN PREPARATION

R egression A nalysis
AND ITS A pplication
A Data-Oriented Approach

R i c h a r d F. G unst R o b e r t L. M a s o n
Departmeiit o f Statistics Automotive Research Division
Southern Methodist I tiiversity Southwest Research Institute
Dallas, Texas San Antonio, Texas

CRC Press
Taylor & Francis C ro up
Boca Raton London New York

CRC Press is an Imprint of the

Taylor & Francis Group, an Inform a business
Library of Congress Cataloging in Publication Data
Gunst, Richard F
Regression analysis and its application.

(Statistics, textbooks and monographs ; 34)

Bibliography : p
Includes index.
I. Regression analysis. 1. Mason, Robert Lee, joint author
II. Title.
QA278.2.G85 519.5’36 80-18101
ISBN 0-8247-6993-7

COPYRIGHT© 1980 by MARCEL DEKKER, INC.

Neither this book nor any part may be reproduced or transmitted in any form or by
any means, electronic or mechanical, including photocopying, microfilming, and
recording, or by any information storage and retrieval system, without permission
in writing from the publisher.
MARCEL DEKKER, INC.

270 Madison Avenue, New York, New York 10016

Current printing (last digit):

109 8 7
PRINTED IN THE UNITED STATES OF AMERICA
To Ann and Carmen
PREFACE
Regression analysis is considered indispensable as a data analysis technique
in a variety of disciplines. In recent years many research articles dealing
with new techniques for regression analysis have appeared in the statistical
and applied literature but few of these recent advances have appeared in re­
gression textbooks written for data analysts. Regression Analysis and Its
Application: A Data-Oriented Approach bridges the gap between a purely
theoretical coverage of regression analysis and the needs of the data analyst
who requires a working knowledge of regression techniques. Data analysts,
consultants, graduate and upper-level undergraduate students, faculty
members, research scientists, and employees of governmental data-collec-
tion agencies comprise only a few of the groups whose research activities
can benefit from the material in this book.
The main prerequisites for reading this book are a first course in statisti­
cal methods and some college-level mathematics. A first course in statistical
methods is required so that summation notation, basic probability distribu­
tions (normal, i, chi-square, T)» hypothesis testing, and confidence interval
estimation are already familiar to the reader. Some mathematical knowl­
edge of algebra, functional relationships [f{x) = x'K ln(x)], and solving
equations is also important to an appreciation of the material covered in the
text. Although manipulation of vectors and matrices are essential to the un­
derstanding of the topics covered in the last two-thirds of this book, we do
not presume that readers have had a course in vector algebra. Rather, we
include an introduction to the properties and uses of vectors and matrices in
Chapter 4.
VI PREFACE

Regression Analysis and Its Application: A Data-Oriented Approach

contains two features which set it apart from other books on the same sub­
ject. As the title indicates, regression analysis is viewed in the general con­
text of data analysis rather than strictly in the classical parametric model
formulation. Understanding the implications of how data are collected, re­
strictions on the data, and the consequences of ignoring these characteristics
of regression data are stressed prior to discussions of how to define regres­
sion models and they are restressed throughout the remainder of the book.
The data base, model specification, estimation of parameters, and inferen­
tial procedures are thus seen to be inseparable components of a thorough
regression analysis.
A second distinguishing feature of this book is its emphasis on the analy­
sis of real data sets. Throughout every chapter of the text data sets are used
to illustrate and justify the procedures being discussed. No contrived exam­
ples are used. In addition to several small data sets presented in the text, ten
larger data sets are contained in Appendices A and B. All the data sets were
selected because they illustrate either actual uses of regression analysis or
concepts involved in interpreting the results of such analyses, and because
no special background is needed to understand the purposes of the analyses.
The data sets are not specifically oriented toward any discipline and are
small enough to be implemented for classroom or private use. They are suf­
ficiently complex, however, that they exhibit many of the analytic difficul­
ties likely to be faced in practice.
Turning to the subject-matter content, this text is not written to be a
“ cookbook” just as it is not written as a theoretical treatise. Some theoreti­
cal derivations are necessary for a complete understanding of the proper uti­
lization of regression techniques. Our goal, however, is not to comprehensi­
vely cover theoretical derivations and properties of regression estimators
but only to employ them when they provide insight to the topics being dis­
cussed. For this reason, most chapters contain technical appendices which
can be skipped without losing essential understanding of the topical cover­
age. This blend of a minimum of theoretical derivation in the body of the
text and supplemental theory in the chapter appendices enables readers with
different mathematical and statistical backgrounds to gain an appreciation
of regression analysis that is suited to their backgrounds and needs. On the
other hand, the absence of any theoretical derivations too often tends to re­
legate regression analysis on the stature of a “ black box” : mystical and me­
chanical.
The topical coverage of regression analysis is structured into ten chapters,
of which Chapters 3 to 8 would be similar to a standard one-semester regres­
sion course. Chapters 1 and 2 stress the importance of data-collection and
initial model specification prior to discussions of formal regression analysis.
Chapter 3 is a comprehensive treatment of single-variable regression, in­
cluding intercept and no-intercept models, assumptions underlying the use
PREFACE VII

of single-variable models, and estimation of models. Chapter 4 is an intro­

duction to vector and matrix algebra which is intended to be a preparation
for the discussion of multiple-variable regression models and estimation in
Chapter 5. Inferential techniques for single- and multiple-variable regres­
sion models is the subject of Chapter 6. Following a discussion of model
assumptions, both tests of hypothesis and interval estimation techniques for
regression models are presented in this chapter.
Beginning with Chapter 7, topics of a more specialized nature are cov­
ered. Chapter 7 treats residual analysis with a special emphasis on the
assessment of model assumptions. Variable selection techniques, including
forward selection and backward elimination, is the subject of Chapter 8.
The effects of multicollinearities on estimation of model parameters and
inference procedures is detailed in Chapter 9. Finally, three of the more
popular biased regression estimators are briefly introduced in Chapter 10.
Much of the content of these last four chapters is taken from recent statisti­
cal literature and reflects popular current trends in regression analysis.
A book of this nature must invariably fail to include topics that are of
interest to readers. Our emphasis is on presenting classical regression analy­
sis, updated with many of the newer analysis techniques, and with major at­
tention devoted to the problems and possible solutions associated with mul-
ticollinear predictor variables. Nonliner regression, path analysis, simulta­
neous equation systems, two- and three-stage least squares, random
coefficient models, and Bayesian modelling are some of the topics that are
beyond the intended scope of this text. To have included treatment of these
other topics would have required elimination of some of the classical
material or a cutback in the data analysis, both of which we were reluctant
to do.
Many individuals have contributed to the successful completion of this ef­
fort. Professionally we are deeply indebted to Professor J. T.Webster who
kindled our interest in regression analysis and continues to provide advice
and stimulating critiques of our joint efforts. A special thanks is also due
Dr. I. N. Shimi and the U. S. Air Force Office of Scientific Research for
research support over the past several years that led to the development of
some of the techniques presented in this book. Similarly, Mr. George Law-
rason, Southwest Research Institute, provided staff assistance and personal
encouragement without which our efforts would have been exceedingly
more difficult.
Early drafts of this manuscript were greatly improved by the suggestions
offered by Dr. Alan Agresti, University of Florida, and Dr. Dallas John­
son, Kansas State University. The final version of this text is substantially
altered from the first one thanks to the incisive critiques of both these re­
viewers. Numerous corrections in the text, especially the numerical exam­
ples, were made after careful checking by Messrs. Michael Conerly and Tsu-
Shung Hua, graduate students at Southern Methodist University.
v ili PREFACE

Typing of this manuscript was painstakingly accomplished by Mrs. Mari­

lyn Reeves and Mrs. Dee Patterson. All authors who have published manu­
scripts containing a large amount of technical typing know that this is a la­
borious and often thankless task. Mr. Michael Scofield also contributed
substantially to the quality of the manuscript by making initial drafts of all
figures.
The final copy of this manuscript was designed and typeset on a word
processor by Ms. Billie Jean Ford, an editorial coordinator at Southwest
Research Institute. Her many extra hours of labor and effort in setting the
text and her congenial spirit throughout our text corrections are most appre­
ciated.
We wish to express our appreciation to the Biometrika Trustees for per­
mission to reproduce Tables C.4, C.5, and C.6. Other acknowledgements
for tables and data sets appear in the text.
Finally, we could not conclude these acknowledgements without express­
ing our deepest appreciation to our families. To both our parents who pro­
vided us with a love for learning (and many other gifts) and our wives and
children who sacrificed many hours over the last few years without us, we
can only offer our heartfelt thanks.
Robert L. Mason
San Antonio, Texas

Richard F. Gunst
Dallas, Texas
CONTENTS
INTRODUCTION 1
1.1 DATA COLLECTION 2
1.1.1 Data Base Limitations 3
1.1.2 Data-Conditioned Inferences 5
1.2 REGRESSION ANALYSIS 6
1.2.1 Linear Regression Models 6
1.2.2 Regression vs. Correlation 8
1.3 USES OF REGRESSION ANALYSIS 9
1.3.1 Prediction 9
1.3.2 Model Specification 10
1.3.3 Parameter Estimation 11
1.4 ABUSES OF REGRESSION ANALYSIS 12
1.4.1 Extrapolation 12
1.4.2 Generalization 15
1.4.3 Causation 17

2. INITIAL DATA EXPLORATION 19

2.1 PRELIMINARY DATA EDITING 23
2.1.1 Obvious Anomalies 23
2.1.2 Descriptive Statistics 26
2.1.3 Graphical Aids 28
2.2 INITIAL MODEL SPECIFICATION 33
2.2.1 Categorical Predictor Variables 33
2.2.2 Interactions 37
2.2.3 Smoothing 39

IX
 CONTENTS

2.3 REEXPRESSING VARIABLES 42

2.3.1 Special Functions 42
2.3.2 Predictor Variable Transformations 45
2.3.3 Linearization of the Response 47
2.3.4 Prediction Versus Model Building 48
EXERCISES 50

3. SINGLE-VARIABLE LEAST SQUARES 52

3.1 APPROPRIATENESS 56
3.1.1 Theoretical Validity 57
3.1.2 Approximations in Restricted Regions 61
3.1.3 No-Intercept Models 63
3.2 LEAST SQUARES PARAMETER ESTIMATION 66
3.2.1 The Principle of Least Squares 66
3.2.2 Model Assumptions 71
3.2.3 Standardization 72
3.3 ADDITIONAL MEASURES OF FIT 77
3.3.1 Partitioning Variability 78
3.3.2 Coefficient of Determinado 82
3.3.3 Residual Variability 83
APPENDIX 85
3.A Derivation of Least Squares Estimators 85
3.B Coefficient Estimates for Standardized Variables 87
3.C Partitioning the Total Sum of Squares 88
3.D Calculation of the Coefficient of Determination 89
EXERCISES 90

4. MULTIPLE-VARIABLE PRELIMINARIES 92
4.1 REVIEW OF MATRIX ALGEBRA 94
4.1.1 Notation 94
4.1.2 Vector and Matrix Operations 96
4.1.3 Model Definition 103
4.1.4 Latent Roots and Vectors 104
4.1.5 Rank of a Matrix 106
4.2 CARE IN MODEL BUILDING 108
4.2.1 Misspecification Bias 108
4.2.2 Overspecification Redundancy no
4.3 STANDARDIZATION 111
4.3.1 Benefits 112
4.3.2 Correlation Form of X 'X 114
CONTENTS XI

4.4 MULTICOLLINEARITY 115

4.4.1 Definition 115
4.4.2 Detection 118
4.4.3 Sample vs. Population Multicollinearities 120
APPENDIX 122
4.A Determinants and Inverse Matrices 122
4.B Determinants and Inverses Using Latent Roots and
Latent Vectors 124
EXERCISES 126

5. MULTIPLE-VARIABLE LEAST SQUARES 128

5.1 PARAMETER ESTIMATION 131
5.1.1 Matrix Algebra Formulation 132
5.1.2 Fitting by Stages 135
5.1.3 Orthogonal Predictor Variables 140
5.1.4 Standardization 142
5.1.5 No-Intercept Models 148
5.2 INTERPRETATION OF FITTED MODELS 149
5.2.1 General Interpretation 150
5.2.2 Adjustment Computations 152
5.2.3 Special Case: Indicator Variables 153
5.3 INITIAL ASSESSMENT OF FIT 154
5.3.1 Analysis of Variance Table 154
5.3.2 Error Variance 158
APPENDIX 160
5.A Derivation of Least Squares Estimators 160
5.B Algebraic Derivation of Fitting by Stages 161
5.C Calculating SSR 164
5.D Equivalence of Residual Expressions 165
EXERCISES 166

. INFERENCE 167
6.1 MODEL DEFINITION 169
6.1.1 Four Key Assumptions 169
6.1.2 Alternative Assumptions 172
6.2 ESTIMATOR PROPERTIES 174
6.2.1 Geometrical Representation 174
6.2.2 Expectation 178
6.2.3 Variances and Covariances 183
6.2.4 Probability Distributions 187
XII CONTENTS

6.3 TESTS OF HYPOTHESIS 189

6.3.1 Tests on Individual Parameters 190
6.3.2 Analysis of Variance Tests 195
6.3.3 Repeated Predictor Variable Values (Lack of Fit Test) 198
6.4 INTERVAL ESTIMATION 202
6.4.1 Confidence Intervals and Regions 202
6.4.2 Response Intervals 206
APPENDIX 210
6. A Expectation of Least Squares Estimators 210
6.B Variances and Covariances of Least Squares Estimators 213
6.C Distribution of Least Squares Estimators 216
EXERCISES 218

1. RESIDUAL ANALYSIS 220

7.1 TYPES OF RESIDUALS 223
7.1.1 Distinction Between Residuals and Errors 224
7.1.2 Raw and Scaled Residuals 225
7.1.3 Deleted Residuals 229
7.2 VERIFICATION OF ERROR ASSUMPTIONS 231
7.2.1 Checks for Random Errors 232
7.2.2 Test for Serial Correlation 234
7.2.3 Detecting Heteroscedasticity 236
7.2.4 Normal Probability Plots 239
7.3 MODEL SPECIFICATION 241
7.3.1 Plots of Residuals Versus Predictor Variables 242
7.3.2 Partial Residual Plots 247
7.4 OUTLIER DETECTION 252
7.4.1 Plotting Techniques 252
7.4.2 Statistical Measures 255
APPENDIX 258
7.A Derivation of Deleted Residual 258
EXERCISES 259

8. VARIABLE SELECTION TECHNIQUES 262

8.1 BASIC CONSIDERATIONS 264
8.1.1 Problem Formulation 265
8.1.2 Additional Selection Criteria 267
8.2 SUBSET SELECTION METHODS 268
8.2.1 All Possible Regressions 269
8.2.2 Best Subset Regression 270
8.2.3 Plots 272
8.2.4 Additional Search Routines 275
CONTENTS XIII

8.3 STEPWISE SELECTION METHODS 278

8.3.1 Forward Selection Method 278
8.3.2 Backward Elimination Method 282
8.3.3 Stepwise Procedure 284
APPENDIX 286
8.A Derivation of Equation (8.3.4) 286
EXERCISES 288
9. MULTICOLLINEARITY EFFECTS 290
9.1 COEFFICIENT ESTIMATORS 293
9.1.1 Variances and Covariances 293
9.1.2 Estimator Effects 299
9.2 INFERENCE PROCEDURES 302
9.2.1 t Statistics 302
9.2.2 Other Selection Criteria 304
9.2.3 Effects on Subset Selection Methods 306
9.3 POPULATION-INHERENT MULTICOLLINEARITIES 308
9.3.1 Var iable Selection 308
9.3.2 Prediction 310
EXERCISES 313

10. BIASED REGRESSION ESTIMATORS 315

10.1 PRINCIPAL COMPONENT REGRESSION 317
10.1.1 Motivation 318
10.1.2 Analysis of Variance 322
10.1.3 Inference Techniques 326
10.2 LATENT ROOT REGRESSION ANALYSIS 329
10.2.1 Motivation 330
10.2.2 Predictive Multicollinearities 332
10.2.3 Analysis of Variance 335
10.2.4 Inference Techniques 338
10.3 RIDGE REGRESSION 340
10.3.1 Motivation 341
10.3.2 Selecting Ridge Parameters 343
10.3.3 Analysis of Variance 346
10.4 FINAL REMARKS 348
EXERCISES 350

APPENDIX A. DATA SETS ANALYZED IN THIS TEXT 352

A. 1 Selected Demographic Characteristics of Countries of the
World 358
A.2 Final High School Average Grades and First Year of
College Average Grades 359
XIV CONTENTS

A.3 Homicides in Detroit, 1961-1973 360

A.4 Educational Status Attainment 361
A.5 Nitrous Oxide Emissions Modelling 362
A.6 Anthropometric and Physical Fitness Measurements on
Police Department Applicants 363
A.7 Housing Rent Study 365
A.8 Body Measurements on Police Department Applicants 367

APPENDIX B. DATA SETS FOR FURTHER STUDY 368

B. 1 Mortality and Pollution Study 370
B.2 Solid Waste Data 372

APPENDIX C. STATISTICAL TABLES 373

C. 1 Cumulative Standard Normal Distribution 376
C.2 Cumulative Student t Distribution 377
C.3 Cumulative Chi-Square Distribution 378
C.4 Cumulative FDistribution 380
C.5 Critical Values for Runs Test 386
C.6 Critical Values for Durbin-Watson Test Statistic 388

BIBLIOGRAPHY 389

INDEX 398
REGRESSION ANALYSIS
A N D ITS APPLICATION
CHAPTER 1

INTRODUCTION
Data analysis of any kind, including a regression analysis, has the
potential for far-reaching consequences. Conclusions drawn from small
laboratory experiments or extensive sample surveys might only influence
one’s colleagues and associates or they could form the basis for policy deci­
sions by governmental agencies which could conceivably affect millions of
people. Data analysts must, therefore, have an adequate knowledge of and
a healthy respect for the procedures they utilize.
Consider as an illustration of the potential for far-reaching effects of a
data analysis one of the most massive research projects ever undertaken, the
Salk polio vaccine trials (Meier, 1972). The conclusions drawn from the
results of this study ultimately culminated in a nationwide polio immuniza­
tion program and virtual elimination of this tragic disease in the United
States. The foresight and competence of the principal investigators of the
study prevented ambiguity of the results and possible criticism of the con­
clusions. The handling of this experiment provides valuable lessons in the
overall role of data analysis and the care with which it must be approached.
Polio in the early 1950’s was a mysterious disease. No one could predict
where or when it would strike. It did not affect a large segment of any com­
munity but those it did strike, mostly children, were often left paralyzed. Its
crippling effect on young children and the sporadic nature of its occurrence
led to demands for a major effort in eradicating the disease. Salk’s vaccine
was one of the most promising ones available, but it had not been suffi­
ciently tested.

1
2 INTRODUCTION

Since the occurrence of polio in any specific community could not be pre­
dicted and only a small portion of the population actually contracted the
disease in any year, a large-scale experiment including many communities
was necessitated. In the end over one million children participated in the
study, some receiving the vaccine and others just a placebo.
In allowing their children to participate, many parents insisted on know­
ing whether their child received the vaccine or the placebo. These children
constituted the “ observed-placebo” group (Meier, 1972). The planners of
the experiment, realizing potential difficulties in the interpretation of the
results, insisted that there be a large number of communities for which
neither child, parent, nor diagnosing physician knew whether the child
received the vaccine or the placebo. This group of children made up the
“ placebo-control” group.
For both groups of children the incidence of polio was lower for those
vaccinated than for those who were not vaccinated. The conclusion was
unequivocal: the Salk vaccine proved effective in preventing polio. This
conclusion would have been compromised, however, had the planners of
the study not insisted that the placebo-control group be included. Doubts
that the observed-placebo group could reliably indicate the effectiveness of
the vaccine were raised both before and after the experiment. The indicators
of polio are so similar to those of some other diseases that the diagnosing
physician might tend to diagnose polio if he knew the child had not been
vaccinated and diagnose one of the other diseases if he knew the child had
been vaccinated. After the experiment was conducted, analysis of the data
for the observed-control group indicated that the vaccine was effective but
the differences were not large enough to prevent charges of (unintentional)
physician bias. Differences in the incidence of polio between vaccinated and
nonvaccinated children in the placebo-control group were larger than those
in the observed-control group and the analysis of this data provided the
definitive conclusion. Thus due to the careful planning and execution of this
study, including the data collection and analysis, the immunization pro­
gram that was later implemented has resulted in almost complete eradica­
tion of polio in the United States.

1.1 DATA COLLECTION

Data can be compiled in a variety of ways. For specific types of informa­

tion, the U. S. Bureau of the Census can rely on nearly complete enumera­
tions of the U. S. population or on data collected using sophisticated sample
survey designs. The Bureau of the Census can insure that all segments of the
population are represented in most of the analyses that they desire to per­
form. Many research endeavors, however, are conducted on a relatively
DATA COLLECTION 3

smaller scale and are limited by time, manpower, or economics. Character­

istic of these studies is a data base that is restricted by the data-collection
techniques.
So important is the data base to a regression analysis that we begin our
development of multiple linear regression with the data-collection phase.
The emphasis of this section is on an understanding of the benefits associ­
ated with a good data collection effort and the influence on the interpreta­
tion of fitted models when the data base is restricted. While it may not
always be possible to build a data base as large or as representative as one
might desire, knowledge of the limitations of a data base can prevent many
incorrect applications of regression methodology.

1.1.1 Data-Base Limitations

Regression analysis provides information on relationships between a

response variable and one or more predictor variables but only to the degree
that such information is contained in the data base. Whether the data are
compiled from a complete enumeration of a population, an appropriate
sample survey, a haphazard tabulation, or by simply inventing data, regres­
sion coefficients can be estimated and conclusions can be drawn from the
fitted model. The quality of the fit and accuracy of conclusions, however,
depend on the data used: data that are not representative or not properly
compiled can result in poor fits and erroneous conclusions.
One of many studies that illustrates the problems that arise when one is
forced to draw inferences from a potentially nonrepresentative sample is
found in Crane (1965). In her attempt to assess the influence of graduate
school prestige and current academic affiliation on productivity and peer
recognition of university professors, she surveyed faculty members in three
disciplines from three universities on the east coast of the United States. The
responses were voluntary and presumably not all professors in these disci­
plines participated in the study. Although Crane’s study did not call for a
regression analysis, the interpretation problems that occur as a result of her
data-collection effort are applicable regardless of the type of analysis per­
formed.
Questions naturally arise concerning any conclusions that would be
drawn from a study with the data-base limitations of this one. Do these
three disciplines truly represent all academic disciplines? Can these three
universities be said to be typical of all universities in the United States? If
some professors chose not to participate in the study, are the responses
thereby biased? These questions cannot be answered from Crane’s data.
Only if additional studies provide results similar to hers for other disciplines
and other schools can global conclusions be drawn concerning the influence
 INTRODUCTION

of graduate school and current academic affiliation on recognition and pro­

ductivity of university professors. No amount of statistical analysis can
compensate for these data-base limitations.
Criticisms of limited data bases and disagreements with conclusions
drawn from the analysis of them are common. Nevertheless, the choice is
often between conducting no investigations at all or analyzing restricted sets
of data. We do not advocate the former position; however, it is the obliga­
tion of the data analyst to investigate the data-collection process, discover
any limitations in the data collected, and restrict conclusions accordingly.
Another example will stress these points and the consequences of underrat­
ing their importance.
A well-publicized study on male sexuality (Kinsey et al., 1948) evoked
widespread criticism both because of its controversial subject matter and
because of its data-collection procedures. Responses were solicited from
males belonging to a large number of groups in order to make the sam­
pling more feasible. About 5,300 males were interviewed in prisons, mental
institutions, rooming houses, etc. By interviewing volunteers from groups
such as this, a large sample of responses could be obtained without exhaus­
tive effort and expense. The convenience of selecting responses in this fash­
ion is the primary factor contributing to the debate over the results of the
study.
Among the criticisms raised about the Kinsey report, most centered on
the data-collection process. Some groups (such as college men) were over­
represented while others (such as Catholics) were underrepresented and still
others (such as Blacks) were completely excluded. The subjects were all vol­
unteers and this fact led to further charges of unrepresentativeness. Addi­
tional criticisms centered on the interview technique which relied solely on
an individual’s ability to recall events in his past.
The statistical methodology used in the Kinsey report was highly praised
although it was descriptive and relatively simple (Cochran, Mosteller, and
Tukey, 1954). In response to the criticisms of the Kinsey report, moreover,
the investigators argued that this study was just a pilot study for a much
larger sexual attitude survey. Nevertheless, in numerous instances the con­
clusions drawn from the study went beyond bounds that could be substanti­
ated by the data. Actually, the conclusions are quite limited in generality.
The two examples just discussed demonstrate the problems that can arise
from the absence of an adequately representative data base. Regardless of
the sophistication of statistical analyses of the data, deficiencies in the data
base can preclude valid conclusions. In particular, interpreting fitted regres­
sion models and comparing estimated model parameters in a regression
analysis can lead to erroneous inferences if problems with the data go unde­
tected or are ignored.
DATA COLLECTION

1.1.2 Data-Conditioned Inferences

Of particular relevance to a discussion of data-collection problems is the

nature of the inferences that can be drawn once the data are collected. Data
bases are generally compiled to be representative of a wide range of condi­
tions but they can fail to be as representative as intended even when good
data-collection techniques are employed. One can be led to believe that
broad generalizations from the data are possible because of a good data-
collection effort when a closer inspection of the data might reveal that defi­
ciencies exist in the data base.
Equality o f Educational Opportunity, also known as the Coleman report
(Coleman et al., 1966), suffers from problems associated with the data actu­
ally collected rather than the data-collection plan. It is generally agreed that
the plan for the data collection was adequate. Under severe time constraints
mandated by the Civil Rights Act of 1964 that authorized the study, how­
ever, the data had to be analyzed without sufficient time to correct imper­
fections. Only 59^0 of the high schools surveyed responded and these were
mainly in suburban areas of the country. The survey was further criticized
for poor choices of measures of school resources and facilities. Measures of
social background were also lacking in the final analysis (see Mosteller and
Moynihan, 1972).
Each of these particular problems of the Coleman report were noted dur­
ing or after the data-analysis phase of the study and are not specifically
attributable to poor planning of the data collection. Given additional time,
the nonresponse rate certainly could have been lessened and perhaps some
of the other problems just mentioned could have been rectified. The inabil­
ity to correct these data inadequacies cancels much of the beneficial effect
of the planning phase. Unknown biases incurred by the large nonresponse
rate and the imprecise measures of school resources, facilities, and socio­
economic factors cast doubt on the conclusions just as forcefully as poor
planning of the data collection would have.
Unlike the Coleman report wherein the nature of possible nonrepresenta­
tiveness is unknown (again, due to unknown biases from the nonrespon­
dents and the absence of the other measures mentioned above), known
characteristics of a set of data can allow modified inferences to be drawn
when the nature of the nonrepresentativeness can be identified. For exam­
ple, it is known that Crane only surveyed professors from three disciplines
at three universities on the east coast. This information is acknowledged in
her article and can form the basis for inferences for a population of profes­
sors from these three disciplines who teach at universities similar in nature
to the three she surveyed. Thus these inferences are conditioned on known
characteristics of her data base. In this conditional framework her data and
6 INTRODUCTION

conclusions can be of great value, provided that either the nonresponse rate
is small enough to be ignored or that it can be ascertained that the nonre­
spondents would reply similarly to those who did respond (this latter point
holds true also for Coleman’s data but the large nonresponse rate cannot be
ignored).
Deficiencies in the data base that can be identified, therefore, may enable
conditional inferences or conclusions to be drawn. Poor data-collection
procedures that result in suspected data deficiencies of an unknown nature
can render any attempt at analysis of the data fruitless.

1.2 REGRESSION ANALYSIS

Regression analysis consists of graphic and analytic methods for exploring

relationships between one variable, referred to as a response variable, and
one or more other variables, called predictor variables. Regression analysis
is distinguished from other types of statistical analyses in that the goal is to
express the response variable as a function of the predictor variables. Once
such an expression is obtained the relationship can be utilized to predict
values of the response variable, identify which variables most affect the
response, or verify hypothesized causal models of the response.
This section is devoted to formal definition of the types of regression
models that are to be discussed in this book. Following an example of a cur­
rent application of regression analysis, the next subsection presents an alge­
braic definition of a regression model. The subsequent one briefly distin­
guishes regression analysis from correlation analysis.

1.2.1 Linear R egression Models

A recent application of regression analysis to a contemporary problem of
considerable interest illustrates one of the uses of a regression analysis. Lave
and Seskin (1979) studied the relationship between mortality (deaths per
100,(XX) population) and air pollution. The complexity of the task is appar­
ent when one realizes that mortality can be influenced by many factors, only
one of which might be air pollution. Among the groups of variables men­
tioned by the authors as potentially influential on mortality are:
Physical: Age, Sex, Race
Socioeconomic: Income, Occupation, Housing Density, Migration
Personal: Smoking Habits, Medical Care, Exercise Habits,
Nutrition, Genetics
Environmental: Air Pollution Levels, Radiation Levels, Climate,
Domestic Factors.
REGRESSION ANALYSIS 7

In this Study mortality would be regarded as the response variable and the
above characteristics as possible predictor variables.
A host of difficulties must be addressed before the technical details of a
regression analysis can be performed to examine the relationship between
mortality and these predictor variables. Among the problems addressed by
Lave and Seskin are the lack of adequate information on many of the varia­
bles, ambiguity in the definition of others, errors in measurement, and the
controversy over causal assumptions; e.g., if air pollution levels are found
to be beneficial as predictor variables does this imply that air pollution
causes increases in mortality? Putting these questions aside for the moment,
the authors obtained prediction equations (“ fitted” or estimated regression
models) for mortality using air pollution and socioeconomic variables. One
of the equations, using 1960 data from the 117 largest Standard Metropol­
itan Statistical Areas (SMSA’s), is

Mortality Rate = 301.205 -f 0.631 (Minimum Sulfate Level) -f

0.452 •(Mean Particulate Level) -f 0.089 •(Population per square
mile) -l- other terms.

Using this fitted regression model, mortality rates for SMSA’s can be esti­
mated by inserting values for minimum sulfate level, etc., and performing
the multiplications and additions indicated in the prediction equation. The
value of each predictor variable can be assessed through statistical tests on
the estimated coefficients (multipliers) of the predictor variables. These pro­
cedures and other evaluations of the prediction equation will be detailed in
later chapters. We now turn to a formal algebraic definition of a regression
model.
All applications of linear regression methodology involve the specifica­
tion of a linear relationship between the response and predictor variables.
Denoting the response variable by V and the p predictor variables by X],X2,
Xpy the linear relationship takes the form

r = a -K p i X i + p2^2 + ••• + Pp^p + ( 1. 2 . 1)

In expression (1.2.1), a, pi, ..., Pp are unknown model parameters called

regression coefficients. The last term, £, of this relationship is inserted to
reflect the fact that observed responses are subject to variability and cannot
be expressed exactly as a linear combination of the predictor variables. The
error, £, can be due to only random fluctuation of the responses, to predic­
tor variables that have erroneously been left out of the relationship, to
incorrect specification of the relationship [e.g., if Xj should actually appear
in eqn. (1.2.1) as Xj^], or to some combination of these.
8 INTRODUCTION

In a study of student achievement, for instance, one might postulate that

test scores on a national achievement exam (V) are a linear function of high
school grade point average (Xj) and a student’s I.Q. score (X2). One could
then model the test scores as

Y = a + PiX{ + p2^2 ^

where e measures the error in determining Y from only Xj and X2. Numeri­
cal procedures discussed in later chapters allow a, and P2 to be estimated
as well as the probable size of the error.
The term “ linear” is used to distinguish the type of regression models
that are analyzed in this book: the unknown parameters in eqn. (1.2.1)
occur as simple multipliers of the predictor variables or, in the case of a, as
additive constants. If one assigns numerical values to any (p - 1) of the pre­
dictor variables, the relationship between the response variable and the
remaining predictor variable is, apart from the error term, a straight line.
For example, in the model

Y= 10 4- 5Xi + 3X2-4X3 4- £

assigning values Xj = 2 and X3 = 1 results in a straight line relationship

between Y and X2 (again, apart from the error term):

r = 16 + 3X2+ £.

Models in which functions of the predictor variables are incorporated can

also be linear regression models. This is true for models such as the follow­
ing:

Y = a + piXi + piXf + P3X2 + p4 ^ i X 2 + e.

It is important to realize that in this model functions of predictor variables

such as X\ or X1X2 are not themselves functions of unknown parameters,
only of other predictor variables.

1,2.2 Regression vs. Correlation

Regression analysis has been loosely described as a study of the

relationships between one variable, the response variable, and one or more
other variables, the predictor variables. Implied in these discussions is the
notion that regression analysis specifically addresses how the predictor vari­
ables influence, describe, or control the response. The relationship is
Exploring the Variety of Random
Documents with Different Content
end before this week was over. "We are going in procession
to-morrow to the west end; we must let the rich see what
hunger means, and I am pretty sure more help will come in.
We shall have a good allowance of bread and cheese served
out to us before we start, and so we sha'n't hurt."

"But I can get you some breakfast to-morrow," said his

wife.

Such a luxury as breakfast had not been known since

the strike began, and Chaplin decided that if they could
afford this, he need not be a burden on the strike fund even
to the extent of the bread and cheese.

It had been decided to have collecting boxes taken

round with the procession of starving dockers, and Chaplin
was one of those chosen for this duty, so that it was well he
had had a good meal before he started, for he had to be on
his feet all day, and could not return home even if he had
felt tired until the march was over.

When they got back late in the afternoon, he had a

ticket for a shilling given to him, and each man had the
same who could prove he was out of work through the
strike. It was more than some of them earned even when
the dock gates were open. But there was this to be
considered, that wives and daughters who could often earn
a little in ordinary times, were unable to earn a farthing
now, for every branch of industry in this quarter of the town
was almost at a stand-still, and people usually well provided
with everyday comforts stood on the verge of ruin.

It was sad to see the silent deserted streets, for men

and women seemed to have no heart for anything, they
were all so hungry.
 Subscriptions came pouring in faster than ever as the
days went on; but to give even a shilling a day needed
some thousands of pounds should be sent daily, but happily
there was sufficient to keep men and women too from
actual starvation, near as it might come to a good many.

Mrs. Rutter thought more of Winny than she did of

anybody else during this time, for Winny had spoken kindly
and pityingly of her husband, when everybody else had
nothing but hard words for all of them. So Lizzie was sent to
see her very often, and always took something in her little
basket for Winny's dinner or tea. Sometimes she carried the
remains of a joint they had had the day before, for Mrs.
Rutter seemed to grow less and less miserly as time went
on, and more rent had to be remitted.

"I do believe it is doing mother good, if it don't anybody

else," said Lizzie one day as she took the remnants of a
meat pie from her basket and set it on the table. "I began
to be afraid mother would get to be a regular old miser, for
she was so afraid to touch a penny of the money in the
bank; but now that she is obliged to draw some out every
week, she seems to be more cheerful and happy than she
has been since father died. It is funny; I can't understand it
at all," concluded Lizzie with a little laugh.

"Perhaps it is God making her happy because she is

helping the poor people about the rent," suggested Winny;
"I heard mother say it was a great thing to have the rent
settled like this, for so many people worry more about that
than they do about food, that as your mother is helping
them in this way, it was a blessing to so many."

"Yes, and a blessing to herself as well, I am sure; for

you know, Winny, father did make it a little unfairly, I'm
afraid. I never understood about it till the other day, when I
heard a man speaking about it, and I am sure it is not a fair
plan the way they work now. I wish somebody had made a
stir about it before. People did hate poor father, and it was
not so much his fault after all. I don't say that your friend
Brown pushed him into the basin, because he was here all
the time, and so he couldn't. But there were lots of others
who would, and I can't be sure that somebody didn't push
him in that day."

It was the first time Lizzie had mentioned her father

lately, and the tears stood in her eyes now as she spoke of
him. "I shall never be able to think of my father as you can
of yours, for he was always too busy with his money to
have time to be kind to me. If somebody had only thought
of altering things before, he might be alive now. That is
what I am always thinking of, Winny, and why I hope the
men will get what they want."

"Poor Lizzie!" said Winny, tenderly stroking the hand

she held in hers. What could she say to comfort such a grief
as this? She pitied poor Lizzie from the bottom of her heart,
and yet no word beyond this: "God knows all about it,
dear," could she say. Nothing to comfort the sorrowing girl.

She thought of her own father, and what he was to her,

and then of Annie Brown—rough and thoughtless and
uncontrolled—Annie who yet loved her father so dearly,
while he could think of nothing but in its relation to his
"little un."

Surely a man like poor Rutter was to be pitied that he

had learned to love money so much that he had no room in
his heart for anything else, and the system that encouraged
this was greatly to be blamed for the result. And therefore if
it could be amended, the foremen ought to be as grateful as
the poor dockers in whose behalf the work had been
undertaken.

Something of this she could tell to Lizzie, and the girls

sat and talked until her mother came in to get tea ready.

She had been out in the vain hope of being able to find
a little work for herself, for although they were better off
than many of the neighbours, it was hard work to provide
for all their wants even with the help they got from the
strike fund.

That things had so far gone on quietly was a great

cause for thankfulness to all true friends of the men on
strike. But as days passed into weeks, and nearly a month
went by, those who had refused to consent to make any
alteration at first began to see that they would have to give
way on some points at least, and so at last they consented
to do away with the contract system; but they would not
pay the men more than fivepence an hour, and the men
determined to hold out until the sixpence was granted.

Some few among them had been taken up for

assaulting men who wanted to go to work in the empty
docks, for all who went in while the strike lasted were
looked upon as traitors by the rest. It was for interfering
with these that two or three men got sent to prison; but for
the most part they acted in as orderly and becoming a
manner as any company of men could do, and the example
of brotherly kindness and helpfulness that Chaplin and
Brown learned to practise towards each other beforehand,
they and their companions learned to extend to those
beyond their immediate circle, so that each man restrained
his own selfish impulses and greed for revenge for the sake
of others, and in memory of help so freely given to them in
their hour of need.
 CHAPTER VIII.
CONCLUSION.

THE closing of the dock gates put a stop to every other

industry as well as that of the dock labourers, for all the
smaller trades and occupations were dependent, more or
less, upon the shipping of the port of London, and with that
practically closed, these came to an end.

It was a sore trial to those usually so busy to have to sit

at home with folded hands and look at their denuded
homes, or wander aimlessly about the dull streets, for after
the procession of men had gone by on their usual
perambulations, there was nothing to break the monotony
of their lives, and it was a hard test of their patience to sit
dumb and idle. And yet, the women felt that if they broke
out into loud-voiced complaints, there was danger that the
men might be goaded into some act of violence, and if once
this was done there was no telling what the end might be.

So every woman did her best to bear uncomplainingly

the hardship of her lot, and when father, brother, or
husband came home, to make the place as bright and
cheery as they could. In this way, women like Mrs. Chaplin
and weak girls like Winny, saved London from riot and
bloodshed, and gained for themselves a name of
imperishable honour, setting the whole world an example of
patient endurance and the divine might of doing the duty
that lay nearest to them.
 Every mission room was busy from morning till night,
for meals, free or a farthing each, for the starving women
and children, were going on all day and half the night too.
These cheap meals made the Chaplins better off than most
of their neighbours, and practically independent of the
strike fund, for although Mrs. Chaplin only got one day's
work a fortnight with Mrs. Rutter now, still, with the money
sent every week by Annie Brown to help them through the
trouble, they were able to get along fairly well. And when
Mrs. Chaplin got a little to do in helping Miss Lavender with
the meals and entertainments at the mission room, she was
a good deal more content.

The coming of Annie Brown's letter every week came to

be looked forward to as the red-letter day of the seven, for
besides the words of cheerful hope the girl always sent
herself, it often contained a kindly message and a few
pence from some of her fellow-workers.

But one day there came a letter with news that set the
little household in a quiver of excitement.

"My master wants a carpenter," she wrote, "a man who

can turn his hand to anything—make boxes, put up shelves,
or build a shed. I told him about Winny's father, and about
Winny too, and he says if he would not mind living in the
country, and could do the work, there would be steady
wages for him all the year round."

"Mother, mother, what does it mean?" asked Letty when

she heard the letter read, while Winny lay with clasped
hands and shining eyes, too deeply moved to utter her
thoughts to anyone but God, in the swift uprising of
thanksgiving for this fresh proof of his love.
 "Letty, we must go and find father!" exclaimed Mrs.
Chaplin, as soon as she could find her tongue. "Mr. Brown,
do you know where he is?" she exclaimed turning to him,
for he had brought the letter and still stood looking from
one to the other, for he knew that to get work in the
country had long been his friend's wish for the sake of poor
Winny.

He shook his head to Mrs. Chaplin's question, and

turning to the invalid on the couch, he said: "Well, what do
you think of it, my dear?"

"Oh, I am so glad!" she replied. "It was kind of Annie to

think of father and send to tell him."

"I wouldn't own her for my 'little un' again if she didn't
do all she could for you, Winny," he replied. "But we shall
miss you, my dear; we shall all miss you. But look here, if
you hadn't give my gal the chance you did, why she
couldn't have done this for you, so you see after all, it's just
your own kindness coming back to you again. The seed you
sowed is just bearing the right kind of fruit. That's what it
is, my lass, you may depend upon that. We heard
something like it down at the mission-hall the other day,
when Miss Lavender give us that tea. She stood up
afterwards and warned us against losing our patience or our
temper, telling us in good plain words that the seed we
sowed would bring the same kind of fruit to us."

"I wish I could have heard Miss Lavender speak like

that," said Winny with glowing cheeks.

The girl almost worshipped her teacher, and now, as the

thought crossed her mind that if her father got this work in
the country, it would separate her from this dear friend, the
tears rose to her eyes tears of regret this time, not of
thankfulness and she wondered how she could have
forgotten for a moment what going to live in the country
would mean to her.

Meanwhile Letty had gone one way and her mother

another in search of Chaplin, to tell him the good news. But
they both came back in the course of a quarter of an hour
to see if he had returned, as neither of them had been able
to find him.

Brown had gone upstairs to perform the laborious task

of answering Annie's letter, for she always insisted that he
should do this, as she could not read any writing but his;
and he said that Chaplin would come and see the master at
once, and that Winny was very glad.

There was no more to tell according to the way Brown

looked at things, and even this was a difficult task to him,
and took him a long time to perform, so that he knew very
little of what was going on downstairs.

Mrs. Chaplin, having failed to find her husband close at

hand, put on her bonnet to go to the mission room, for she
thought he might be doing something for Miss Lavender, as
there was always so much going on. But as she hurried
down the street, tying her bonnet strings as she went
along, a neighbour asked: "Are you looking for your
husband, Mrs. Chaplin?"

"Yes. Have you seen him? I want him at once."

"You'll find him down by the dock gates, I think," replied

her friend; "he was there a few minutes ago."

"Thank you," called Mrs. Chaplin, and she hurried along

the street as fast as she could, for fear her husband should
be gone before she should find him.
 But as soon as she came within sight of the gates, she
saw him talking to a man on the opposite side of the road.
Her business was of too much importance, she thought, to
brook any delay, and so she went up to him and tapped him
on the shoulder.

"Wait a minute, mother," he said, turning to the

stranger again and resuming his talk in an undertone.

She waited a minute, but not more, and then she went
to her husband again. "You must come home at once," she
said a little sharply, for she did not like to be put off for a
stranger like this.

Chaplin looked at her anxiously. "Is anybody ill?" he

asked.

"No, no, it isn't that; but we've had a letter from Annie
Brown, and she says there is constant work for you in the
country if you like to go and see about it."

This would make him give up his talk with the stranger
and go home with her, she thought. She had not meant to
tell him so quickly, but she wanted to get him away, and
thought that this would do it, if everything else failed.

But to her surprise, he only said in a low tone, "Thank

God for his goodness," and then went to the stranger again
and resumed his talk once more.

Mrs. Chaplin thought he must be mad not to hurry back

with her, and stood there impatiently enough until the
stranger went away, and then she went to her husband
again.

"Are you coming?" she asked in a cross tone.

 "I can't, mother; didn't they tell you I am on picket
duty?"

"Picket nonsense!" exclaimed Mrs. Chaplin, losing all

patience with her husband now. "Come along home and let
us arrange how you are to go down to the country. You
ought to go this afternoon or to-morrow morning early."

"To-morrow morning will do, I should think," said

Chaplin anxiously. "You see, I can't get away from here until
someone comes to take my place."

"Well, there are plenty to do that, I should think,"

replied his wife, who was anxious that her husband should
go and secure this good fortune for himself.

"Yes, yes, there are plenty of men about as you say;

but look here, we want to keep strangers from going to take
our work, and to do that somebody must be at hand to talk
to any stranger who would go in, just to tell them what we
are holding out for and persuade them to go home again.
But, don't you see, we have to be very careful how we do
this, for if we got in a passion over it, there might be
fighting, and then we should get into the hands of the
police. They know what we are doing well enough, but so
long as we are peaceable, they don't interfere; but if we
gave them any trouble, we should get three months, and
that might be the beginning of a row all round. The
committee know the men pretty well by this time, and as
they have appointed me to this duty till four o'clock this
afternoon, here I must stay."

"I'll send Brown down to take your place," said Mrs.

Chaplin.

"Brown won't come, and I shouldn't leave if he did,"

replied the man with something like a smile parting his thin
lips.

"Do you want this work at all, Tom Chaplin?" asked his
wife.

She could not see that just lounging about the dock
gates, walking up and down, speaking occasionally to the
policeman, taking with a smile some ugly epithet thrown at
them by the dock foreman who might be passing, was by
any means so important as her husband seemed to think,
and she was more angry with him than ever she had been
in her life before.

Tears of vexation stood in her eyes as she turned to go

home again, and as she went by the mission room she
thought she would go in and see if Miss Lavender was there,
to tell her what had happened, and how her husband was
neglecting this opportunity of benefiting all of them.

The lady heard the poor woman's story, and could well
sympathize with her impatience at what seemed like her
husband's apathy. But having done so, she said, "He could
not have left his post without leave from those who placed
him there. You see it is not every man who could be trusted
to do such duty, for these pickets must be careful, steady
men. No, no, Mrs. Chaplin, he could not leave such a post
as that for anything," added the lady.

"And yet he may lose a good chance of work through

it," said the poor woman with a gasp.

"We must take care he does not do that," said the lady.
"I will write a telegram and give you the money to send it to
the country." And as she spoke, the lady took a pencil from
her pocket, and wrote on the leaf of her pocket-book:
 "Chaplin will come to-morrow—cannot leave
post of duty."

"There, that will be enough, if the gentleman is a

reasonable man," she said. "Now go and get the address,
and send it off." And she gave her the message and a
shilling as she spoke.

Mrs. Chaplin was not long performing her errand, and

felt greatly relieved when it was done.

Chaplin came home soon after four, very tired but full of
eager expectation.

How he was to go into the country decently attired had

been thought of by their friend Miss Lavender. And soon
after Chaplin got home, Letty ran in with a large bundle in
her arms.

"It's new clothes for daddy," she announced, setting her

burden down on the table and beginning to untie the
handkerchief.

But Mrs. Chaplin soon took it from her, for she was all
eagerness to see whether her husband had a chance of
making a decent appearance at the place he was going to.
To see him once more clad like a decent carpenter was the
highest ambition of her life. Her friend knew this, and felt
that the man would stand a much better chance of success
in his new venture, if he could go down in trim, tidy clothes
instead of the poor rags he wore as a dock labourer. So she
had managed to get a decent gray suit about his size, and a
clean white shirt, and a pair of boots, so that nothing was
wanting to complete his attire.
 To see them all when these were laid out for inspection
can better be imagined than described. Letty danced round
the table, bumping her head against the bedstead in the
process, while Winny clapped her hands, and insisted that
her father should dress himself in them at once that they
might have time to admire him in them before he went
away the next day.

Then Brown must be fetched to see them, and he must

walk with Letty to the mission room for the loaf of bread
that was to be given out at six o'clock.

Never was a family so elated, for, to crown their joy,

instead of having to tramp to this new place of work as he
had made up his mind to do, one of the men brought him
the price of the railway fare from the strike committee, and
a promise to look after his family until he could send up
money to take them down to him, if he was likely to stay.

When her mother went out with Letty to get something

for breakfast in the morning, Winny contrived to have a
word or two with her father.

"Do you remember the talk we had a long time ago,

daddy?" she said. "Don't you know, when we talked about it
first, I said God would help us somehow, that he would help
people put things right if they were wrong?"

"Ah! My girl, I do remember something about it; but it

seems a long time ago, as you say, for so much has
happened since then."

"Yes, God has been busy in a good many people's

hearts. I asked him that very night about it, and I have
prayed to him every night since, for the old way seemed
wrong for everybody. Men like Rutter could not help getting
hard and cross, it seemed. But now that will be done away
at least, and the men may get a penny an hour more, and
the four hours' work a day, for they won't be able to make
twenty or thirty men do the work of sixty."

"I hope that's over, my lass, though it won't make the

difference to us I thought it would, if I get this work at my
old trade."

"What would have been the difference, daddy?" asked

the girl.

"Why, we might have had a front room as well as this

one, and you might have been able to look out into the
street sometimes and see the children at play when they
came home from school. That's what Brown and I used to
talk about, and when he found out that you had given up
your holiday ticket for Annie, he set himself to give up the
drink, and be as steady and sober as he could, so that he
might be able to keep the rest steady too, when the strike
came, that nothing might spoil it, and prevent you from
having a front window to look out of."

"How kind of him!" exclaimed Winny smiling through

her tears. "But God is kinder, father, for he is going to let us
live in the country, which is ever so much better than
having a front window even."

"Yes, dear, I hope we may be able to live in the country

for your sake. We owe this good fortune to you, my girl, for
if Annie Brown had not gone to work at this jam factory, we
should not have heard of this."

"You will take it, father? Though I am sure Mr. Brown

will be very sorry if we go away."

"But more sorry if we stayed, my lass, after having such

a chance as this. Don't you see every one who leaves this
overcrowded London for work in the country gives those
who stay a better chance, and so I hope I shall be able to
do this work, though what I am going to do without tools is
rather a puzzle, for of course they will expect me to take
them with me."

"Oh, daddy! We never thought of that," said Winny in a

tone of dismay. "I thought when you had got those nice
clothes you had got all you wanted."

But before they went to bed, this want was supplied.

Brown knew a man who wanted to sell a basket of
carpenter's tools, and went to see him about them. Money
was scarce enough just now with everybody, but he had
found a friend who was willing to lend the price of these to
be repaid in small instalments, if somebody would be
responsible for the debt, and this Brown promised to do
himself.

So before they were in bed, Brown brought the basket

of tools ready for him to take in the morning. But the
pleasure of handling the old familiar things was too keen for
Chaplin to be content with just looking at them. They were
a little rusty in places, and this was enough for an excuse.
He must sit up for an hour to clean them, and never did a
duchess handle her diamonds more tenderly and lovingly,
than Chaplin did the planes and gimlets, screw-drivers and
hammers. They must all be rubbed and cleaned before he
could go to bed, and Winny lay in her little bed watching her
father and thanking God for his great goodness to them.

Early the next morning, Chaplin started on his journey,

bearing all sorts of kind messages to Annie Brown, for
everybody was willing to forget and forgive her offence now.
 A day or two afterwards came the eagerly expected
letter from the traveller. Chaplin could write better than
Annie or her father, and so the letter was quite a long one,
or seemed so to the little family who gathered round to
hear it read.

First he told them he had begun work, and thought he

should get on very well. His master was satisfied with him,
and to get back to his old trade with regular work and
regular wages more than satisfied himself. He never felt so
thankful for anything in his life as to get back to the country
again, and he hoped to get a place ready for them to come
into in the course of a day or two. Annie Brown was looking
so well, so rosy and happy at her work of fruit-picking, that
he hardly knew her, and she quite failed to recognize him in
his smart new suit and the carpenter's basket over his
shoulder. It was plain enough that he was proud of being
regarded as a carpenter again, and his wife shared his
feeling, and told her neighbours how well her husband was
getting on down in the country.

No one grudged the Chaplins their good fortune, for

among the men he had proved himself steady and reliable,
and was therefore chosen for the most difficult and delicate
work picketing which no man coveted, but which Chaplin
was always ready to do, and never known to forsake a post
when once he had taken it.

Among their more immediate neighbours there was

genuine rejoicing, for now Winny would get the chance of
growing strong which she had given up to Annie Brown.
This action of hers had not met with the unqualified
approval of her friends and neighbours. They could not
understand the high standard Winny set before her—even
that of the Lord Jesus Christ himself, who came to give up
his life for those who were ignorant and out of the way, that
they might be brought to a knowledge of the love of the
Father, thus leaving all who would call themselves his
disciples an example that they should follow in his steps.

They had thought such a sacrifice as Winny had made

was altogether too much for a girl like Annie Brown. If she
had been respectable now, they could have understood it,
but for a girl who had been to prison, and who felt ashamed
to meet her neighbours when she came back, well, it was
altogether too much.

Now, however, everything had turned out so well for

everybody, and Annie had proved to be worthy of the help
given to her, why, it was just what might be expected to
happen.

Some said Annie Brown would stop in the country now

she liked it so well, and Letty came and told Brown what
had been said.

He did not seem to be at all pleased at the suggestion.

"I hope my 'little un' won't leave her old dad," he said. "The
country is all very well for some people, but I was bred and
born in London, and I could never do without its noise and
bustle. No, no, my gal must come home to me when the
strike is over; I can't do without her much longer."

The next letter that came from Annie had almost the
same words.

"I can't do without you much longer, daddy. I

should like to come home at once, but of course
I must wait till the strike is over. The rooms that
the Chaplins are to have are almost ready, and
Winny will be coming here next week I expect,
so I shall wait and see her and help Mrs.
 Chaplin get things straight, and then I can tell
you all how she is when I come home."

This plan of Annie's was adopted as being the best that

could be devised, and the very Monday that the men went
back to work in the docks again, Mrs. Chaplin, Winny, and
Letty set out on their journey to their country home.

All sorts of little comforts had been provided by Miss

Lavender to lighten the invalid's journey, and give her
strength to endure what she feared would be a very painful
experience to the girl.

It certainly did try her very much, and, in spite of all

her mother's care and her teacher's forethought, she
fainted two or three times before she got to her journey's
end. But when at last the station was reached, her troubles
were over, for there was her father, looking so stout and
strong, ready to lift her out of the carriage to a little swing-
bed he had contrived for her between some boxes in the
wagon his master had lent him to fetch them home in.

The furniture had been sent on from London the week

before, and Annie had been all day getting things
comfortable for the travellers.

Letty fairly screamed with delight when she saw her

new home, but Winny was too tired to do more than look
round at the sunny fields and up at the window which her
father told her was to be her own, and then with a feeble
smile at Annie she said: "God is very good to everybody. I
shall have a front window after all."
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