JSS Journal of Statistical Software

August 2006, Volume 16, Book Review 6. http://www.jstatsoft.org/

Reviewer: Joseph M. Hilbe

Arizona State University

A Handbook of Statistical Analyses Using R

Brian S. Everitt and Torsten Hothorn

Chapman & Hall/CRC, Boca Raton, Florida, 2006.
ISBN 1-58488-539-4. 304 pp. USD 49.95.
http://CRAN.R-project.org/src/contrib/Descriptions/HSAUR.html

Introductory comments
This text is one of a series of five handbooks that present an overview on how to use a major
statistical software package. Handbooks include S-PLUS, Stata, SPSS, SAS, and R. Although
R is not strictly speaking a statistical package, it is a currently popular statistical language
that is downloaded into ones computer from various mirror sites. It is similar in logic to the
S language of the 1980s, which later became transformed to the S-PLUS commercial package.
Brian Everitt, an Emeritus Professor with the Department of Biostatistics and Computing at
King’s College, London, is the primary author of the series. He is a co-author of each book
in the series, serving as the lead author in several, including the subject text of this review.
Other series authors are uniquely competent in the use of the particular statistical package
of the title.
As other handbooks, this text on R comes in both hardback and paperback. Libraries tend
to purchase the hardback editions, all other tend to prefer the paperback. The list price of
the paperback edition is USD 49.95, but it can be purchased through Amazon or Barnes &
Noble for USD 44.95. This is a reasonable cost for an academic text of 304 pages.
The book has fifteen chapters, each devoted to particular aspect of the software. Each chapter
ends with a list of three to five exercise questions, based on the subject of the related chapter.
The bibliography contains in excess of two hundred entries, providing the reader with an
excellent resource of primary readings.
R’s higher-level computing language and statistical, data management, and graphical capa-
bilities are outlined in the text. Useful examples are presented to assist understanding. In
addition, examples incorporate the R commands which produce the output of interest. A
package containing the data sets used for examples can be downloaded from the Compre-
hensive R Archive Network (CRAN). I shall outline the contents of each chapter, offering
comments along the way.
2 A Handbook of Statistical Analyses Using R

Chapter 1: An introduction to R
This chapter introduces the reader to the R language. Hints are given regarding installation
of R from mirror sites, and examples are provided about using the R help and documentation
facility. In addition, the authors give a summary on how to understand R data objects, how to
import and export data, how to engage in simple data manipulation, and how to produce both
summary statistics and essential graphical plots, e.g., histograms, bar graphs, and so forth.
Chapter 1 should be considered as necessary reading for those without a prior knowledge of
R. Those with competency using R can quickly skim the chapter.

Chapter 2: Simple inference

After presenting several data sets that will be used later in the chapter, as well as in several
subsequent chapters, the authors review the theory of t tests, simple non-parametric tests,
and tests of contingency tables. Discussion is set at the introductory course level. Examples
of most of the discussed tests are then given using R. together with related graphical support.
Interpretation of the tests and graphical results are discussed, which greatly adds to the value
of the chapter.
I suggest that the first two chapters be read by all who purchase the book, no matter what
the level of statistical expertise. The authors do a fine job in guiding the reader through the
use of R in analyzing and graphically representing data. If the basics are well understood,
more advanced applications of R with data will be better easier to handle.

Chapter 3: Conditional inference

This chapter can be thought of as a follow-up to Chapter 2, presenting more detailed use of
R in structuring tables of data. To this end the authors give an analysis of a randomized
clinical trial which requires the use of conditional inference procedures. Emphasized in this
chapter are various techniques of randomization and assignment to data to treatment groups.
Several worked out examples are given, which can later be used by the reader as paradigms
for their own work.
This chapter is essential reading for those readers involved in clinical trials and experimental
designs. I must give a caveat however. The discussion is tight, without a lot of reiteration of
points made. It is best read while simultaneously working out the examples on the computer.
It will be easy to forget the many techniques used if one does not also incorporate other
modalities in the learning process. This is especially the case for readers new to the R
language.

Chapter 4: Analysis of variance

Following a brief overview of ANOVA theory, the authors use four example data sets to
demonstrate the use of R in designing appropriate ANOVA tables. Included are examples
for evaluating weight gain, deciding on the benefits of foster feeding in rats, testing water
hardness, and classifying male Egyptian skulls. For each example, the data is read into
memory, summarized, and subjected to the appropriate ANOVA or MANOVA command.
The authors also show how to use R to effect Tukey’s honest significant differences procedure
 Journal of Statistical Software – Book Reviews 3

in evaluating factor levels. Other tests demonstrated include Hotelling-Lawley, Wilks, Pillai,
and so forth. The authors also show how R can be used to develop scatterplot matrices and
comparison graphs to accompany ANOVA results.

Chapter 5: Multiple linear regression

The chapter is devoted to showing readers how R can be used for multiple linear regression
(OLS). A cloud seeding example is used to demonstrate the procedure. Data is read into
memory, and the model is fit. Special emphasis is given to model diagnostics, including
residual plots and statistical tests. As usual, an overview of the chapter subject matter is
given.
The authors cover most traditional areas related to performing OLS regression, but really
nothing is discussed about variable selection techniques. This would be a drawback if the
book is adopted as a primary text for an introduction to statistics course. However, I would
hope that the book is not used in this manner. It is best used to acquaint those already having
a solid background in statistics with the R language, and how it can be used to analyze and
graph data. Although some theory is presented, it is merely ancillary to the purpose of the
text.

Chapter 6: Logistic regression and generalized linear models

I have argued for the last ten years or more that logistic regression be discussed in introduction
to statistics courses. Previously the procedure was not available in all major software packages.
But as computing power became ever more enhanced, procedures requiring iterations to fit
the model were made more widely available. The fact that so many data modeling situations
involve a binary response, or dependent variable, makes it vital that anyone completing an
introductory level course have a basic knowledge of the procedure. Fortunately, at some
institutions, traditional introductory texts are being augmented by materials outlining logistic
regression.
Everitt and Hothorn do an excellent job of presenting an overview of logistic regression in the
space of only eighteen pages. Although the logistic or logit model may be estimated using
maximum likelihood (ML), it can also be estimated within the framework of generalized linear
models (GLM). The authors choose the GLM approach. They do not tell us why they chose
this method over ML, but I suspect that it is because subjects discussed later in the book
depend on GLM methodology, e.g., GEE, GLMM, and so forth.
The authors give a brief review of GLM and show how both normal (or Gaussian) regression
and logistic regression are members of the GLM family. Very little GLM theory is given.
I would have liked to see a bit more, especially since GLMs are used later in the text as
well. I also think that it would have been helpful to explain a bit about the two types of
estimation, and why logistic regression is discussed from the GLM viewpoint. I don’t find
fault with this approach – not at all. I simply think that it needs more explanation. I would
also like there to be some mention of GLM family members aside from binomial – of which
logistic is a member – normal, Poisson, and quasi-Poisson. A novice reader may be left
with the impression that these are the only GLM families, which is not the case (there are
also the gamma, inverse Gaussian, and negative binomial, which incorporates the geometric).
Moreover, traditional GLM theory has no quasi-Poisson family. The authors correctly state
4 A Handbook of Statistical Analyses Using R

that the multiplication of a value to the variance function makes a quasi-likelihood model.
However, the quasi-Poisson “family” function used by R is not a quasi-likelihood model. All
that was done to the original Poisson model shown on page 105 was to apply a χ2 scaling
factor to the variance. The χ2 scale is based on the χ2 dispersion, or the Pearson χ2 statistic
divided by the residual degrees of freedom (model observations minus predictors, including
constant). The model standard errors are multiplied by the inverse square of the dispersion
statistic after the model parameters have been estimated. It is not a quasi-likelihood model,
rather, it is traditonally termed a model with scaled standard errors. The authors are aware
of these distinctions, yet did not point them out in the chapter.
Another shortcoming of the chapter relates to logistic regression diagnostics. Most major
software packages incorporate Hosmer & Lemeshow diagnostics into their logistic regression
procedure. Usually these diagnostics follow when using ML methods of estimation – however,
this does not need to be the case. Regardless, Hosmer & Lemeshow diagnostics are now
considered somewhat as a standard when dealing with logistic regression models. Yet nothing
at all is mentioned of these diagnostics, nor does it appear that R has this capability. If
another R function allows it, the authors should mention it.

Chapter 7: Density estimation

Chapter 7 deals with kernal density estimation. Various methods and theory are discussed
and examples are presented. Waiting times for the Yellowstone Park geyser “Old Faithful”
eruptions are used as the first example. The authors show how to use R to employ a variety
of different kernels to derive density estimates of eruption times. They also show the use of
contour plots and bivariate plots with the data.
The authors conclude the chapter with a description of how to do bootstrapping in R, together
with the production of so-called “bootplots”. I found this topic to be well written and quite
interesting.

Chapter 8: Recursive partitioning

Recursive partitioning is also known as “classification trees”. This capability was an important
feature of the S language, and its subsequent commercial version, S-PLUS. The authors explain
how to use R in pruning trees and in using procedures such as the random forest method and
conditional inference tree. The graphic produced on Glaucoma data using a conditional
inference tree is quite spectacular. All of the commands required to produce the graphs and
statistical output are included.

Chapter 9: Survival analysis

More space is given to theory in this chapter than any previous chapter in the book. A good
overview of survivor and hazard functions is presented, together with a discussion of the logic
of Cox regression.
A fully worked out survival analysis example is given for Glioma radioimmunotherapy data.
Graphs are developed and interpretation given. The authors even tie in recursive partitioning
techniques learned in the previous chapter to survivor function data, producing another very
 Journal of Statistical Software – Book Reviews 5

nice graph. Diagnostics, e.g., martingale residuals, are discussed and plotted.

Chapter 10: Analyzing longitudinal data I

This is the first of two chapters dealing with longitudinal and clustered data. The first one
deals with how R can be used with 1) linear mixed effects for repeated measures data, and 2)
random effects models. Of particular interest are discussions of empirical Bayes estimates and
the problem of dropouts. Dropouts are a major problem when dealing with longitudinal data.
The book explores different tactics, and shows how R can be used to handle the problem.
The chapter is one of the most demanding of the book. A prior knowledge of the area is
required in order to fully appreciate how R can be used to engage in these models. The
chapter is well written, but the code is rather advanced.

Chapter 11: Analyzing longitudinal data II

Generalized estimating equations (GEE) is the sole model discussed in this chapter. There is
more space devoted to this single topic than to any other in the book. Correlation structures
are examined and several models are developed as examples. Code is shown on how to present
graphical representations across time periods – which I found quite helpful. The only downside
is the lack of good references.

Chapter 12: Meta-analysis

One of the shorter chapters, the theory of meta-analysis is discussed at some length. Examples
using both fixed and random effects models are used to show how R can be used as a meta-
analytic tool. The authors take a good amount of space in describing how graphics can assist
in meta-analysis, and provide complete code to replicate the examples given in the text. This
is a subject area not discussed in other handbook texts. It is also rarely discussed in other
introductory level statistics texts. I applaud the authors for showing how R can be used in
such analysis.

Chapter 13: Principal components analysis

Principal components analysis, on the other hand, is a commonly discussed theme in the
handbook series. Little theory is presented, but an example using results from the 1988
Olympic Heptathlon competition provides an interesting application of the method. I found
the results quite consistent with my experience in the area (as a US Olympic Decathlon Trials
competitor, 2-time national Pentathlon champion, and lead competition official at the 1984
Los Angeles Olympic Games decathlon and heptathlon). The example spurred my interest
to further examine the data. Complete R code is provided to allow the reader to follow and
expand on the analysis.

Chapter 14: Multidimensional scaling

The authors discuss both classical and non-parametric multidimensional scaling techniques.
6 A Handbook of Statistical Analyses Using R

One of the two examples used relates to how members of the New Jersey US House of rep-
resentatives voted on some 19 environmental bills. The other dealt with a comparison of 13
characteristics of British and continental water voles. Although both example data sets were
used to demonstrate the use of R code, primary emphasis was given to the water vole data.
In any case, theory is presented, including a good discussion of measurement distances, e.g.,
Euclidian distance.

Chapter 15: Cluster analysis

Cluster analysis is the final topic of the text. A brief, but satisfactory account of the many
concepts involved in cluster analysis is presented. Emphasis is given to k-means clustering,
model-based clustering, and classification maximum likelihood. For an example, the authors
selected data from exoplanet classification study. This is timely, given the many planets
now being discovered each year around stars in our galactic vicinity. Having an interest in
astrostatistics, I found this example not only interesting, but extremely well presented. The
use of R to produce associated graphics should be of value to anyone interested in the area.

Summary
Everitt and Hothorn have written an excellent tutorial on using R to analyze data using a
wide range of standard statistical methods. They use numerous examples throughout the
text, present 100 figures, and show 54 tables to augment discussion. And this is all done in a
book of only 275 pages in length.
I highly recommend the text or anyone learning R, and who want to use it for the sophisticated
analysis of data. No knowledge of R is presumed, but it is expected that the reader have a
basic well-rounded knowledge of statistics.

Reviewer:
Joseph M. Hilbe
Emeritus Professor, University of Hawaii, and
Adjunct Professor, Sociology and Statistics, Arizona State University
Tempe, Arizona, United States of America
E-mail: [email protected] or [email protected]

Journal of Statistical Software http://www.jstatsoft.org/

published by the American Statistical Association http://www.amstat.org/
Volume 16, Book Review 6 Published: 2006-08-12
August 2006