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This page intentionally left blank
Introduction to the Mathematical and Statistical Foundations
of Econometrics

This book is intended for use in a rigorous introductory Ph.D.-level course in econo-
metrics or in a field course in econometric theory. It covers the measure–theoretical
foundation of probability theory, the multivariate normal distribution with its ap-
plication to classical linear regression analysis, various laws of large numbers,
and central limit theorems and related results for independent random variables
as well as for stationary time series, with applications to asymptotic inference of
M-estimators and maximum likelihood theory. Some chapters have their own ap-
pendixes containing more advanced topics and/or difficult proofs. Moreover, there
are three appendixes with material that is supposed to be known. Appendix I con-
tains a comprehensive review of linear algebra, including all the proofs. Appendix II
reviews a variety of mathematical topics and concepts that are used throughout the
main text, and Appendix III reviews complex analysis. Therefore, this book is
uniquely self-contained.

Herman J. Bierens is Professor of Economics at the Pennsylvania State Univer-

sity and part-time Professor of Econometrics at Tilburg University, The Nether-
lands. He is Associate Editor of the Journal of Econometrics and Econometric
Reviews, and has been an Associate Editor of Econometrica. Professor Bierens
has written two monographs, Robust Methods and Asymptotic Theory in Nonlin-
ear Econometrics and Topics in Advanced Econometrics (Cambridge University
Press 1994), as well as numerous journal articles. His current research interests
are model (mis)specification analysis in econometrics and its application in empir-
ical research, time series econometrics, and the econometric analysis of dynamic
stochastic general equilibrium models.
 Themes in Modern Econometrics

Managing editor
PETER C. B. PHILLIPS ,
Yale University
Series editors
RICHARD J. SMITH,
University of Warwick
ERIC GHYSELS, University of North Carolina, Chapel Hill

Themes in Modern Econometrics is designed to service the large and grow-

ing need for explicit teaching tools in econometrics. It will provide an orga-
nized sequence of textbooks in econometrics aimed squarely at the student
population and will be the first series in the discipline to have this as its
express aim. Written at a level accessible to students with an introduc-
tory course in econometrics behind them, each book will address topics
or themes that students and researchers encounter daily. Although each
book will be designed to stand alone as an authoritative survey in its own
right, the distinct emphasis throughout will be on pedagogic excellence.

Titles in the series

Statistics and Econometric Models: Volumes 1 and 2
CHRISTIAN GOURIEROUX and ALAIN MONFORT
Translated by QUANG VUONG
Time Series and Dynamic Models
CHRISTIAN GOURIEROUX and ALAIN MONFORT
Translated and edited by GIAMPIERO GALLO
Unit Roots, Cointegration, and Structural Change
G. S. MADDALA and IN-MOO KIM

Generalized Method of Moments Estimation

Edited by LÁSZLÓ MÁTYÁS
Nonparametric Econometrics
ADRIAN PAGAN and AMAN ULLAH
Econometrics of Qualitative Dependent Variables
CHRISTIAN GOURIEROUX
Translated by PAUL B. KLASSEN
The Econometric Analysis of Seasonal Time Series
ERIC GHYSELS and DENISE R. OSBORN

Semiparametric Regression for the Applied Econometrician

ADONIS YATCHEW
INTRODUCTION
TO THE MATHEMATICAL AND
STATISTICAL FOUNDATIONS
OF ECONOMETRICS

HERMAN J. BIERENS
Pennsylvania State University
CAMBRIDGE UNIVERSITY PRESS
Cambridge, New York, Melbourne, Madrid, Cape Town, Singapore, São Paulo

Cambridge University Press

The Edinburgh Building, Cambridge CB2 8RU, UK
Published in the United States of America by Cambridge University Press, New York

www.cambridge.org
Information on this title: www.cambridge.org/9780521834315
© Herman J. Bierens 2005

This publication is in copyright. Subject to statutory exception and to the

provision of relevant collective licensing agreements, no reproduction of any part
may take place without the written permission of Cambridge University Press.
First published in print format 2005

ISBN-13 978-0-511-20644-3 eBook (ebrary)

ISBN-13 978-0-521-83431-5 hardback

ISBN-13 978-0-521-54224-1 paperback

Cambridge University Press has no responsibility for the persistence or accuracy

of urls for external or third-party internet websites referred to in this publication,
and does not guarantee that any content on such websites is, or will remain,
accurate or appropriate.
 Contents

Preface page xv

1 Probability and Measure 1

1.1 The Texas Lotto 1
1.1.1 Introduction 1
1.1.2 Binomial Numbers 2
1.1.3 Sample Space 3
1.1.4 Algebras and Sigma-Algebras of Events 3
1.1.5 Probability Measure 4
1.2 Quality Control 6
1.2.1 Sampling without Replacement 6
1.2.2 Quality Control in Practice 7
1.2.3 Sampling with Replacement 8
1.2.4 Limits of the Hypergeometric and Binomial
Probabilities 8
1.3 Why Do We Need Sigma-Algebras of Events ? 10
1.4 Properties of Algebras and Sigma-Algebras 11
1.4.1 General Properties 11
1.4.2 Borel Sets 14
1.5 Properties of Probability Measures 15
1.6 The Uniform Probability Measure 16
1.6.1 Introduction 16
1.6.2 Outer Measure 17
1.7 Lebesgue Measure and Lebesgue Integral 19
1.7.1 Lebesgue Measure 19
1.7.2 Lebesgue Integral 19
1.8 Random Variables and Their Distributions 20
1.8.1 Random Variables and Vectors 20
1.8.2 Distribution Functions 23
1.9 Density Functions 25
vii
viii Contents

1.10 Conditional Probability, Bayes’ Rule,

and Independence 27
1.10.1 Conditional Probability 27
1.10.2 Bayes’ Rule 27
1.10.3 Independence 28
1.11 Exercises 30
Appendix 1.A – Common Structure of the Proofs of Theorems
1.6 and 1.10 32
Appendix 1.B – Extension of an Outer Measure to a
Probability Measure 32

2 Borel Measurability, Integration, and Mathematical

Expectations 37
2.1 Introduction 37
2.2 Borel Measurability 38
2.3 Integrals of Borel-Measurable Functions with Respect
to a Probability Measure 42
2.4 General Measurability and Integrals of Random
Variables with Respect to Probability Measures 46
2.5 Mathematical Expectation 49
2.6 Some Useful Inequalities Involving Mathematical
Expectations 50
2.6.1 Chebishev’s Inequality 51
2.6.2 Holder’s Inequality 51
2.6.3 Liapounov’s Inequality 52
2.6.4 Minkowski’s Inequality 52
2.6.5 Jensen’s Inequality 52
2.7 Expectations of Products of Independent Random
Variables 53
2.8 Moment-Generating Functions and Characteristic
Functions 55
2.8.1 Moment-Generating Functions 55
2.8.2 Characteristic Functions 58
2.9 Exercises 59
Appendix 2.A – Uniqueness of Characteristic Functions 61

3 Conditional Expectations 66
3.1 Introduction 66
3.2 Properties of Conditional Expectations 72
3.3 Conditional Probability Measures and Conditional
Independence 79
3.4 Conditioning on Increasing Sigma-Algebras 80
 Contents ix

3.5 Conditional Expectations as the Best Forecast Schemes 80

3.6 Exercises 82
Appendix 3.A – Proof of Theorem 3.12 83

4 Distributions and Transformations 86

4.1 Discrete Distributions 86
4.1.1 The Hypergeometric Distribution 86
4.1.2 The Binomial Distribution 87
4.1.3 The Poisson Distribution 88
4.1.4 The Negative Binomial Distribution 88
4.2 Transformations of Discrete Random Variables and
Vectors 89
4.3 Transformations of Absolutely Continuous Random
Variables 90
4.4 Transformations of Absolutely Continuous Random
Vectors 91
4.4.1 The Linear Case 91
4.4.2 The Nonlinear Case 94
4.5 The Normal Distribution 96
4.5.1 The Standard Normal Distribution 96
4.5.2 The General Normal Distribution 97
4.6 Distributions Related to the Standard Normal
Distribution 97
4.6.1 The Chi-Square Distribution 97
4.6.2 The Student’s t Distribution 99
4.6.3 The Standard Cauchy Distribution 100
4.6.4 The F Distribution 100
4.7 The Uniform Distribution and Its Relation to the
Standard Normal Distribution 101
4.8 The Gamma Distribution 102
4.9 Exercises 102
Appendix 4.A – Tedious Derivations 104
Appendix 4.B – Proof of Theorem 4.4 106

5 The Multivariate Normal Distribution and Its Application

to Statistical Inference 110
5.1 Expectation and Variance of Random Vectors 110
5.2 The Multivariate Normal Distribution 111
5.3 Conditional Distributions of Multivariate Normal
Random Variables 115
5.4 Independence of Linear and Quadratic Transformations
of Multivariate Normal Random Variables 117
x Contents

5.5 Distributions of Quadratic Forms of Multivariate

Normal Random Variables 118
5.6 Applications to Statistical Inference under Normality 119
5.6.1 Estimation 119
5.6.2 Confidence Intervals 122
5.6.3 Testing Parameter Hypotheses 125
5.7 Applications to Regression Analysis 127
5.7.1 The Linear Regression Model 127
5.7.2 Least-Squares Estimation 127
5.7.3 Hypotheses Testing 131
5.8 Exercises 133
Appendix 5.A – Proof of Theorem 5.8 134

6 Modes of Convergence 137

6.1 Introduction 137
6.2 Convergence in Probability and the Weak Law of Large
Numbers 140
6.3 Almost-Sure Convergence and the Strong Law of Large
Numbers 143
6.4 The Uniform Law of Large Numbers and Its
Applications 145
6.4.1 The Uniform Weak Law of Large Numbers 145
6.4.2 Applications of the Uniform Weak Law of
Large Numbers 145
6.4.2.1 Consistency of M-Estimators 145
6.4.2.2 Generalized Slutsky’s Theorem 148
6.4.3 The Uniform Strong Law of Large Numbers
and Its Applications 149
6.5 Convergence in Distribution 149
6.6 Convergence of Characteristic Functions 154
6.7 The Central Limit Theorem 155
6.8 Stochastic Boundedness, Tightness, and the Op and op
Notations 157
6.9 Asymptotic Normality of M-Estimators 159
6.10 Hypotheses Testing 162
6.11 Exercises 163
Appendix 6.A – Proof of the Uniform Weak Law of
Large Numbers 164
Appendix 6.B – Almost-Sure Convergence and Strong Laws of
Large Numbers 167
Appendix 6.C – Convergence of Characteristic Functions and
Distributions 174
 Contents xi

7 Dependent Laws of Large Numbers and Central Limit

Theorems 179
7.1 Stationarity and the Wold Decomposition 179
7.2 Weak Laws of Large Numbers for Stationary Processes 183
7.3 Mixing Conditions 186
7.4 Uniform Weak Laws of Large Numbers 187
7.4.1 Random Functions Depending on
Finite-Dimensional Random Vectors 187
7.4.2 Random Functions Depending on
Infinite-Dimensional Random Vectors 187
7.4.3 Consistency of M-Estimators 190
7.5 Dependent Central Limit Theorems 190
7.5.1 Introduction 190
7.5.2 A Generic Central Limit Theorem 191
7.5.3 Martingale Difference Central Limit Theorems 196
7.6 Exercises 198
Appendix 7.A – Hilbert Spaces 199

8 Maximum Likelihood Theory 205

8.1 Introduction 205
8.2 Likelihood Functions 207
8.3 Examples 209
8.3.1 The Uniform Distribution 209
8.3.2 Linear Regression with Normal Errors 209
8.3.3 Probit and Logit Models 211
8.3.4 The Tobit Model 212
8.4 Asymptotic Properties of ML Estimators 214
8.4.1 Introduction 214
8.4.2 First- and Second-Order Conditions 214
8.4.3 Generic Conditions for Consistency and
Asymptotic Normality 216
8.4.4 Asymptotic Normality in the Time Series Case 219
8.4.5 Asymptotic Efficiency of the ML Estimator 220
8.5 Testing Parameter Restrictions 222
8.5.1 The Pseudo t-Test and the Wald Test 222
8.5.2 The Likelihood Ratio Test 223
8.5.3 The Lagrange Multiplier Test 225
8.5.4 Selecting a Test 226
8.6 Exercises 226
I Review of Linear Algebra 229
I.1 Vectors in a Euclidean Space 229
I.2 Vector Spaces 232
xii Contents

I.3 Matrices 235

I.4 The Inverse and Transpose of a Matrix 238
I.5 Elementary Matrices and Permutation Matrices 241
I.6 Gaussian Elimination of a Square Matrix and the
Gauss–Jordan Iteration for Inverting a Matrix 244
I.6.1 Gaussian Elimination of a Square Matrix 244
I.6.2 The Gauss–Jordan Iteration for Inverting a
Matrix 248
I.7 Gaussian Elimination of a Nonsquare Matrix 252
I.8 Subspaces Spanned by the Columns and Rows
of a Matrix 253
I.9 Projections, Projection Matrices, and Idempotent
Matrices 256
I.10 Inner Product, Orthogonal Bases, and Orthogonal
Matrices 257
I.11 Determinants: Geometric Interpretation and
Basic Properties 260
I.12 Determinants of Block-Triangular Matrices 268
I.13 Determinants and Cofactors 269
I.14 Inverse of a Matrix in Terms of Cofactors 272
I.15 Eigenvalues and Eigenvectors 273
I.15.1 Eigenvalues 273
I.15.2 Eigenvectors 274
I.15.3 Eigenvalues and Eigenvectors of Symmetric
Matrices 275
I.16 Positive Definite and Semidefinite Matrices 277
I.17 Generalized Eigenvalues and Eigenvectors 278
I.18 Exercises 280

II Miscellaneous Mathematics 283

II.1 Sets and Set Operations 283
II.1.1 General Set Operations 283
II.1.2 Sets in Euclidean Spaces 284
II.2 Supremum and Infimum 285
II.3 Limsup and Liminf 286
II.4 Continuity of Concave and Convex Functions 287
II.5 Compactness 288
II.6 Uniform Continuity 290
II.7 Derivatives of Vector and Matrix Functions 291
II.8 The Mean Value Theorem 294
II.9 Taylor’s Theorem 294
II.10 Optimization 296
 Contents xiii

III A Brief Review of Complex Analysis 298

III.1 The Complex Number System 298
III.2 The Complex Exponential Function 301
III.3 The Complex Logarithm 303
III.4 Series Expansion of the Complex Logarithm 303
III.5 Complex Integration 305

IV Tables of Critical Values 306

References 315
Index 317
 Preface

This book is intended for use in a rigorous introductory Ph.D.-level course in

econometrics or in a field course in econometric theory. It is based on lec-
ture notes that I developed during the period 1997–2003 for the first-semester
econometrics course “Introduction to Econometrics” in the core of the Ph.D.
program in economics at the Pennsylvania State University. Initially, these lec-
ture notes were written as a companion to Gallant’s (1997) textbook but have
been developed gradually into an alternative textbook. Therefore, the topics
that are covered in this book encompass those in Gallant’s book, but in much
more depth. Moreover, to make the book also suitable for a field course in
econometric theory, I have included various advanced topics as well. I used to
teach this advanced material in the econometrics field at the Free University of
Amsterdam and Southern Methodist University on the basis of the draft of my
previous textbook (Bierens 1994).
Some chapters have their own appendixes containing the more advanced top-
ics, difficult proofs, or both. Moreover, there are three appendixes with material
that is supposed to be known but often is not – or not sufficiently. Appendix
I contains a comprehensive review of linear algebra, including all the proofs.
This appendix is intended for self-study only but may serve well in a half-
semester or one-quarter course in linear algebra. Appendix II reviews a variety
of mathematical topics and concepts that are used throughout the main text, and
Appendix III reviews the basics of complex analysis, which is a subject needed
to understand and derive the properties of characteristic functions.
At the beginning of the first class, I always tell my students, “Never ask
me how. Only ask me why.” In other words, don’t be satisfied with recipes.
Of course, this applies to other economics fields as well – in particular if the
mission of the Ph.D. program is to place its graduates at research universities.
First, modern economics is highly mathematical. Therefore, in order to be
able to make original contributions to economic theory, Ph.D. students need to
develop a “mathematical mind.” Second, students who are going to work in an

xv
xvi Preface

applied econometrics field like empirical Industrial Organization (IO) or labor

need to be able to read the theoretical econometrics literature in order to keep
up-to-date with the latest econometric techniques. Needless to say, students
interested in contributing to econometric theory need to become professional
mathematicians and statisticians first. Therefore, in this book I focus on teaching
“why” by providing proofs, or at least motivations if proofs are too complicated,
of the mathematical and statistical results necessary for understanding modern
econometric theory.
Probability theory is a branch of measure theory. Therefore, probability the-
ory is introduced in Chapter 1 in a measure-theoretical way. The same applies
to unconditional and conditional expectations in Chapters 2 and 3, which are
introduced as integrals with respect to probability measures. These chapters are
also beneficial as preparation for the study of economic theory – in particular
modern macroeconomic theory. See, for example, Stokey, Lucas, and Prescott
(1989).
It usually takes me three weeks (on a schedule of two lectures of one hour
and fifteen minutes per week) to get through Chapter 1 with all the appendixes
omitted. Chapters 2 and 3 together, without the appendixes, usually take me
about three weeks as well.
Chapter 4 deals with transformations of random variables and vectors and
also lists the most important univariate continuous distributions together with
their expectations, variances, moment-generating functions (if they exist), and
characteristic functions. I usually explain only the change-of-variables formula
for (joint) densities, leaving the rest of Chapter 4 for self-tuition.
The multivariate normal distribution is treated in detail in Chapter 5 far be-
yond the level found in other econometrics textbooks. Statistical inference (i.e.,
estimation and hypotheses testing) is also introduced in Chapter 5 in the frame-
work of the classical linear regression model. At this point it is assumed that
the students have a thorough understanding of linear algebra. This assumption,
however, is often more fiction than fact. To test this hypothesis, and to force
the students to refresh their linear algebra, I usually assign all the exercises in
Appendix I as homework before starting with Chapter 5. It takes me about three
weeks to get through this chapter.
Asymptotic theory for independent random variables and vectors – in partic-
ular the weak and strong laws of large numbers and the central limit theorem – is
discussed in Chapter 6 together with various related convergence results. More-
over, the results in this chapter are applied to M-estimators, including nonlinear
regression estimators, as an introduction to asymptotic inference. However, I
have never been able to get beyond Chapter 6 in one semester, even after skip-
ping all the appendixes and Sections 6.4 and 6.9, which deal with asymptotic
inference.
 Preface xvii

Chapter 7 extends the weak law of large numbers and the central limit theorem
to stationary time series processes, starting from the Wold (1938) decomposi-
tion. In particular, the martingale difference central limit theorem of McLeish
(1974) is reviewed together with preliminary results.
Maximum likelihood theory is treated in Chapter 8. This chapter is differ-
ent from the standard treatment of maximum likelihood theory in that special
attention is paid to the problem of how to set up the likelihood function if the
distribution of the data is neither absolutely continuous nor discrete. In this
chapter only a few references to the results in Chapter 7 are made – in partic-
ular in Section 8.4.4. Therefore, Chapter 7 is not a prerequisite for Chapter 8,
provided that the asymptotic inference parts of Chapter 6 (Sections 6.4 and 6.9)
have been covered.
Finally, the helpful comments of five referees on the draft of this book,
and the comments of my colleague Joris Pinkse on Chapter 8, are gratefully
acknowledged. My students have pointed out many typos in earlier drafts, and
their queries have led to substantial improvements of the exposition. Of course,
only I am responsible for any remaining errors.
Introduction to the Mathematical and Statistical Foundations
of Econometrics
1 Probability and Measure

1.1. The Texas Lotto

1.1.1. Introduction
Texans used to play the lotto by selecting six different numbers between 1
and 50, which cost $1 for each combination.1 Twice a week, on Wednesday and
Saturday at 10 .., six ping-pong balls were released without replacement from
a rotating plastic ball containing 50 ping-pong balls numbered 1 through 50.
The winner of the jackpot (which has occasionally accumulated to 60 or more
million dollars!) was the one who had all six drawn numbers correct, where the
order in which the numbers were drawn did not matter. If these conditions were
still being observed, what would the odds of winning by playing one set of six
numbers only?
To answer this question, suppose first that the order of the numbers does
matter. Then the number of ordered sets of 6 out of 50 numbers is 50 possibilities
for the first drawn number times 49 possibilities for the second drawn number,
times 48 possibilities for the third drawn number, times 47 possibilities for the
fourth drawn number, times 46 possibilities for the fifth drawn number, times
45 possibilities for the sixth drawn number:

50


5

50
k 50!
(50 − j) = k = 50−6
k=1
= .
j=0 k=45 k=1 k (50 − 6)!

1
In the spring of 2000, the Texas Lottery changed the rules. The number of balls was
increased to fifty-four to create a larger jackpot. The official reason for this change was
to make playing the lotto more attractive because a higher jackpot makes the lotto game
more exciting. Of course, the actual intent was to boost the lotto revenues!

1
2 The Mathematical and Statistical Foundations of Econometrics

The notation n!, read “n factorial,” stands for the product of the natural numbers
1 through n:

n! = 1 × 2 × · · · × (n − 1) × n if n > 0, 0! = 1.

The reason for defining 0! = 1 will be explained in the next section.

Because a set of six given numbers can be permutated in 6! ways, we need
to correct the preceding number for the 6! replications of each unordered set
of six given numbers. Therefore, the number of sets of six unordered numbers
out of 50 is
 
50 def. 50!
= = 15,890,700.
6 6!(50 − 6)!
Thus, the probability of winning such a lotto by playing only one combination
of six numbers is 1/15,890,700.2

1.1.2. Binomial Numbers

In general, the number of ways we can draw a set of k unordered objects out of
a set of n objects without replacement is
n  n!
def.
= . (1.1)
k k!(n − k)!

These (binomial) numbers,3 read as “n choose k,” also appear as coefficients in

the binomial expansion
n  
n k n−k
(a + b)n = a b . (1.2)
k=0
k

The reason for defining 0! = 1 is now that the first and last coefficients in this
binomial expansion are always equal to 1:
n  n  n! 1
= = = = 1.
0 n 0!n! 0!

For not too large an n, the binomial numbers (1.1) can be computed recursively
by hand using the Triangle of Pascal:

2
Under the new rules (see Note 1), this probability is 1/25,827,165.
3
These binomial numbers can be computed using the “Tools → Discrete distribution
tools” menu of EasyReg International, the free econometrics software package de-
veloped by the author. EasyReg International can be downloaded from Web page
http://econ.la.psu.edu/∼hbierens/EASYREG.HTM
 Probability and Measure 3

1
1 1
1 2 1
1 3 3 1 (1.3)
1 4 6 4 1
1 5 10 10 5 1
1 ... ... ... ... ... 1

Except for the 1’s on the legs and top of the triangle in (1.3), the entries are
the sum of the adjacent numbers on the previous line, which results from the
following easy equality:
     
n−1 n−1 n
+ = for n ≥ 2, k = 1, . . . , n − 1. (1.4)
k−1 k k
Thus, the top 1 corresponds to n = 0, the second row corresponds to n = 1, the
third row corresponds to n = 2, and so on, and for each row n + 1, the entries
are the binomial numbers (1.1) for k = 0, . . . , n. For example, for n = 4 the
coefficients of a k bn−k in the binomial expansion (1.2) can be found on row 5
in (1.3): (a + b)4 = 1 × a 4 + 4 × a 3 b + 6 × a 2 b2 + 4 × ab3 + 1 × b4 .

1.1.3. Sample Space

The Texas lotto is an example of a statistical experiment. The set of possible
outcomes of this statistical experiment is called the sample space and is usually
denoted by . In the Texas lotto case,  contains N = 15,890,700 elements:
 = {ω1 , . . . , ω N }, where each element ω j is a set itself consisting of six dif-
ferent numbers ranging from 1 to 50 such that for any pair ωi , ω j with i = j,
ωi = ω j . Because in this case the elements ω j of  are sets themselves, the
condition ωi = ω j for i = j is equivalent to the condition that ωi ∩ ω j ∈ / .

1.1.4. Algebras and Sigma-Algebras of Events

A set {ω j1 , . . . , ω jk } of different number combinations you can bet on is called
an event. The collection of all these events, denoted by ö, is a “family” of
subsets of the sample space . In the Texas lotto case the collection ö consists
of all subsets of , including  itself and the empty set ∅.4 In principle, you
could bet on all number combinations if you were rich enough (it would cost
you $15,890,700). Therefore, the sample space  itself is included in ö. You
could also decide not to play at all. This event can be identified as the empty
set ∅. For the sake of completeness, it is included in ö as well.

4
Note that the latter phrase is superfluous because  ⊂  signifies that every element of 
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 CHAPTER III
LEE had no friends of her own age. The large private school she
attended was not patronised by the aristocracy of the city, and Mrs.
Tarleton had so thoroughly imbued her daughter with a sense of the
vast superiority of the gentle-born Southerner over the mere
American, that Lee found in the youthful patrons of the Chambers
Institute little likeness to her ideals. The children of her mother’s old
friends were educated at home or at small and very expensive
schools, preparatory to a grand finish in New York and Europe. Lee
had continued to meet several of these fortunate youngsters during
the first two of the five years which had followed her father’s death,
but as she outgrew her fine clothes, and was put into ginghams for
the summers and stout plaids for the winters, she was obliged to
drop out of fashionable society. Occasionally she saw her former
playmates sitting in their parents’ carriages before some shop in
Kearney Street. They always nodded gaily to her with the loyalty of
their caste; the magic halo of position survives poverty, scandal and
exile.
“When you are grown I shall put my pride in my pocket, and ask Mrs.
Montgomery to bring you out, and Jack Belmont to give you a party
dress,” said Mrs. Tarleton one day. “I think you will be pretty, for your
features are exactly like your father’s, and you have so much
expression when you are right happy, poor child! You must
remember never to frown, nor wrinkle up your forehead, nor eat hot
cakes, nor too much candy, and always wear your camphor bag so
you won’t catch anything; and do stand up straight, and you must
wear a veil when these horrid trade winds blow. Beauty is the whole
battle of life for a woman, honey, and if you only do grow up pretty
and are properly lancée, you will be sure to marry well. That is all I
am trying to live for.”
Lee donned the veil to please her mother, although she loved to feel
the wind in her hair. But she was willing to be beautiful, as beauty
meant servants and the reverse of boarding-house diet. She hoped
to find a husband as handsome and devoted as her father, and was
quite positive that the kidney flourished within the charmed circle of
society. But she sometimes regarded her sallow little visage with
deep distrust. Her black hair hung in lank strands; no amount of
coaxing would make it curl, and her eyes, she decided, were
altogether too light a blue for beauty; her mother had saved
Tarleton’s small library of standard novels from the wreck, and Lee
had dipped into them on rainy days; the heroine’s eyes when not
black “were a dark rich blue.” Her eyes looked the lighter for the
short thick lashes surrounding them, and the heavy brows above.
She was also very thin, and stooped slightly; but the maternal eye
was hopeful. Mrs. Tarleton’s delicate beauty had vanished with her
happiness, but while her husband lived she had preserved and made
the most of it with many little arts. These she expounded at great
length to her daughter, who privately thought beauty a great bore,
unless ready-made and warranted to wear, and frequently permitted
her mind to wander.
“At least remember this,” exclaimed Mrs. Tarleton impatiently one
day at the end of a homily, to which Lee had given scant heed, being
absorbed in the adventurous throng below, “if you are beautiful you
rule men; if you are plain, men rule you. If you are beautiful your
husband is your slave, if you are plain you are his upper servant. All
the brains the blue-stockings will ever pile up will not be worth one
complexion. (I do hope you are not going to be a blue, honey.) Why
are American women the most successful in the world? Because
they know how to be beautiful. I have seen many beautiful American
women who had no beauty at all. What they want they will have, and
the will to be beautiful is like yeast to dough. If women are flap-jacks
it is their own fault. Only cultivate a complexion, and learn how to
dress and walk as if you were used to the homage of princes, and
the world will call you beautiful. Above all, get a complexion.”
“I will! I will!” responded Lee fervently. She pinned her veil all round
her hat, squared her shoulders like a young grenadier, and went
forth for air.
Although debarred from the society of her equals, she had friends of
another sort. It was her private ambition at this period to keep a little
shop, one half of which should be gay and fragrant with candies, the
other sober and imposing with books. This ambition she wisely
secluded from her aristocratic parent, but she gratified it vicariously.
Some distance up Market Street she had discovered a book shop,
scarcely wider than its door and about eight feet deep. Its presiding
deity was a blonde young man, out-at-elbows, consumptive and
vague. Lee never knew his name; she always alluded to him as
“Soft-head.” He never asked hers; but he welcomed her with a slight
access of expression, and made a place for her on the counter.
There she sat and swung her legs for hours together, confiding her
ambitions and plans, and recapitulating her lessons for the
intellectual benefit of her host. In return he told her the histories of
the queer people who patronised him, and permitted her to “tend
shop.” He thought her a prodigy, and made her little presents of
paper and coloured pencils. Not to be under obligations, she
crocheted him a huge woollen scarf, which he assured her greatly
improved his health.
She also had a warm friend in a girl who presided over a candy
store, but her bosom friend and confidante was a pale weary-looking
young woman who suddenly appeared in a secondhand book shop
in lowly Fourth Street, on the wrong side of Market. Lee was
examining the dirty and disease-haunted volumes on the stand in
front of the shop one day, when she glanced through the window and
met the eager eyes and smile of a stranger. She entered the shop at
once, and, planting her elbows on the counter, told the newcomer
hospitably that she was delighted to welcome her to that part of the
city, and would call every afternoon if she would be permitted to tend
shop occasionally. If the stranger was amused she did not betray
herself; she accepted the overture with every appearance of
gratitude, and begged Lee to regard the premises as her own. For
six months the friendship flourished. The young woman, whose
name was Stainers, helped Lee with her sums, and had a keenly
sympathetic ear for the troubles of little girls. Of herself she never
spoke. Then she gave up her own battle, and was carried to the
county hospital to die. Lee visited her twice, and one afternoon her
mother told her that the notice of Miss Stainers’ death had been in
the newspaper that morning.
Lee wept long and heavily for the gentle friend who had carried her
secrets into a pauper’s grave.
“You are so young, and you have had so much trouble,” said Mrs.
Tarleton with a sigh, that night. “But perhaps it will give you more
character than I ever had. And nothing can break your spirits. They
are your grandmother’s all over; you even gesticulate like her
sometimes and then you look just like a little creole. She was a
wonderful woman, honey, and had forty-nine offers of marriage.”
“I hope men are nicer than boys,” remarked Lee, not unwilling to be
diverted. “The boys in this house are horrid. Bertie Reynolds pulls
my hair every time I pass him, and calls me ‘Squaw;’ and Tom
Wilson throws bread balls at me at the table and calls me ‘Broken-
down-aristocracy.’ I’m sure they’ll never kiss a girl’s slipper.”
“A few years from now some girl will be leading them round by the
nose. You never can tell how a boy will turn out; it all depends upon
whether girls take an interest in him or not. These are probably
scrubs.”
“There’s a new one and he’s rather shy. They say he’s English. He
and his father came last night. The boy’s name is Cecil; I heard his
father speak to him at the table to-night. The father has a funny
name; I can’t remember it. Mrs. Hayne says he is very distingué, and
she’s sure he’s a lord in disguise, but I think he’s very thin and ugly.
He has the deepest lines on each side of his mouth, and a big thin
nose, and a droop at the corner of his eyes. He’s the stuck-uppest
looking thing I ever saw. The boy is about twelve, I reckon, and looks
as if he wasn’t afraid of anything but girls. He has the curliest hair
and the loveliest complexion, and his eyes laugh. They’re hazel, and
his hair is brown. He looks much nicer than any boy I ever saw.”
“He is the son of a gentleman—and English gentlemen are the only
ones that can compare with Southerners, honey. If you make friends
with him you may bring him up here.”
“Goodness gracious!” exclaimed Lee. Her mother had encouraged
her to ignore boys, and disliked visitors of any kind.
“I feel sure he is going to be your next friend, and you are so lonely,
honey, now that poor Miss Stainers is gone. So ask him up if you
like. It makes me very sad to think that you have no playmates.”
Lee climbed up on her mother’s lap. Once in a great while she laid
aside the dignity of her superior position in the family, and demanded
a petting. Mrs. Tarleton held her close and shut her eyes, and strove
to imagine that the child in her arms was five years younger, and that
both were listening for a step which so often smote her memory with
agonising distinctness.
 CHAPTER IV
LEE sat limply on the edge of her cot wishing she had a husband to
button her boots. Mrs. Tarleton had been very ill during the night, and
her daughter’s brain and eyes were heavy. Lee had no desire for
school, for anything but bed; but it was eight o’clock, examinations
were approaching, and to school she must go. She glared resentfully
at the long row of buttons, half inclined to wear her slippers, and
finally compromised by fastening every third button. The rest of her
toilette was accomplished with a like disregard for fashion. She was
not pleased with her appearance and was disposed to regard life as
a failure. At breakfast she received a severe reprimand from Mrs.
Hayne, who informed her and the table inclusively that her hair
looked as if it had been combed by a rake, and rebuttoned her frock
there and then with no regard for the pride of eleven. Altogether,
Lee, between her recent affliction, her tired head, and her wounded
dignity, started for school in a very depressed frame of mind.
As she descended the long stair leading from the first floor of the
boarding-house to the street she saw the English lad standing in the
door. They had exchanged glances of curiosity and interest across
the table, and once he had offered her radishes, with a lively blush.
That morning she had decided that he must be very nice indeed, for
he had turned scarlet during Mrs. Hayne’s scolding and had scowled
quite fiercely at the autocrat.
He did not look up nor move until she asked him to let her pass; he
was apparently absorbed in the loud voluntary of Market Street, his
cap on the back of his head, his hands in his pockets, his feet well
apart. When Lee spoke, he turned swiftly and grabbed at her school-
bag.
“You’re tired,” he said, with so desperate an assumption of ease that
he was brutally abrupt, and Lee jumped backward a foot.
“I beg pardon,” he stammered, his eyes full of nervous tears. “But—
but—you looked so tired at breakfast, and you didn’t eat; I thought I’d
like to carry your books.”
Lee’s face beamed with delight, and its fatigue vanished, but she
said primly: “You’re very good, I’m sure, and I like boys that do things
for girls.”
“I don’t usually,” he replied hastily, as if fearful that his dignity had
been compromised. “But, let’s come along. You’re late.”
They walked in silence for a few moments. The lad’s courage
appeared exhausted, and Lee was casting about for a brilliant
remark; she was the cleverest girl in her class and careful of her
reputation. But her brain would not work this morning, and fearing
that her new friend would bolt, she said precipitately:
“I’m eleven. How old are you?”
“Fourteen and eleven months.”
“My name’s Lee Tarleton. What’s yours?”
“Cecil Edward Basil Maundrell. I’ve got two more than you have.”
“Well you’re a boy, anyhow, and bigger, aren’t you? I’m named after
a famous man—second cousin, General Lee. Lee was my father’s
mother’s family name.”
“Who was General Lee?”
“You’d better study United States history.”
“What for?”
The question puzzled Lee, her eagle being yet in the shell. She
replied rather lamely, “Well, Southern history, because my mother
says we are descended from the English, and some French. It’s the
last makes us creoles.”
“Oh! I’ll ask father.”
“Is he a lord?” asked Lee, with deep curiosity.
“No.”
The boy answered so abruptly that Lee stood still and stared at him.
He had set his lips tightly; it would almost seem he feared something
might leap from them.
“Oh—h—h! Your father has forbidden you to tell.”
The clumsy male looked helplessly at the astute female. “He isn’t a
lord,” he asserted doggedly.
“You aren’t telling me all, though.”
“Perhaps I’m not. But,” impulsively, “perhaps I will some day. I hate
being locked up like a tin box with papers in it. We’ve been here two
weeks—at the Palace Hotel before we came to Mrs. Hayne’s—and
my head fairly aches thinking of everything I say before I say it. I
hate this old California. Father won’t present any letters, and the
boys I’ve met are cads. But I like you!”
“Oh, tell me!” cried Lee. Her eyes blazed and she hopped excitedly
on one foot. “It’s like a real story. Tell me!”
“I’ll have to know you better. I must be sure I can trust you.” He had
all at once assumed a darkly mysterious air. “I’ll walk every morning
to school with you, and in the afternoons we’ll sit in the drawing-room
and talk.”
“I never tell secrets. I know lots!”
“I’ll wait a week.”
“Well; but I think it’s horrid of you. And I can’t come down this
afternoon; my mother is ill. But to-morrow I have a holiday, and if you
like you can come up and see me at two o’clock; and you shall carry
my bag every morning to school.”
“Indeed!” He threw up his head like a young racehorse.
“You must,”—firmly. “Else you can’t come. I’ll let some other boy
carry it.” Lee fibbed with a qualm, but not upon barren soil had the
maternal counsel fallen.
“Oh—well—I’ll do it; but I ought to have offered. Girls ought not to tell
boys what to do.”
“My mother always told her husband and brothers and cousins to do
everything she wanted, and they always did it.”
“Well, I’ve got a grandmother and seven old maid aunts, and they
never asked me to do a thing in their lives. They wait on me. They’d
do anything for me.”
“You ought to be ashamed of yourself. Boys were made to wait on
girls.”
“They were not. I never heard such rot.”
Lee considered a moment. He was quite as aristocratic as any
Southerner; there was no doubt of that. But he had been badly
brought up. Her duty was plain.
“You’d be just perfect if you thought girls were more important than
yourself,” she said wheedlingly.
“I’ll never do that,” he replied stoutly.
“Then we can’t be friends!”
“Oh, I say! Don’t rot like that. I won’t give you something I’ve got in
my pockets, if you do.”
Lee glanced swiftly at his pockets. They bulged. “Well, I won’t any
more to-day,” she said sweetly. “What have you got for me? You are
a nice boy.”
He produced an orange and a large red apple, and offered them
diffidently.
Lee accepted them promptly. “Did you really buy these for me?” she
demanded, her eyes flashing above the apple. “You are the best
boy!”
“I didn’t buy them on purpose, but my father bought a box of fruit
yesterday and I saved these for you. They were the biggest.”
“I’m ever so much obliged.”
“You’re welcome,” he replied, with equal concern for the formalities.
“This is my school.”
“Well, I’m sorry.”
“You’ll come up at two to-morrow? Number 142, third floor.”
“I will.”
They shook hands limply. He glanced back as he walked off,
whistling. Lee was standing on the steps hastily disposing of her
apple. She nodded gaily to him.
 CHAPTER V
THE next afternoon Lee made an elaborate toilette. She buttoned
her boots properly, sewed a stiff, white ruffle in her best gingham
frock, and combed every snarl out of her hair. Mrs. Tarleton, who
was sitting up, regarded her with some surprise.
“It’s nowhere near dinner time, honey,” she said, finally. “Why are
you dressing up?”
Lee blushed, but replied with an air: “I expect that little boy I told you
about, to come to see me—the English one. He carried my bag to
school yesterday, and gave me an apple and an orange. I’ve kept
the orange for you when you’re well. His name’s Cecil Maundrell.”
“Ah! Well, I hope he is a nice boy, and that you will be great friends.”
“He’s nice enough in his way. But he’d just walk over me if I’d let him.
I can see that.”
Mrs. Tarleton looked alarmed. “Don’t let him bully you, darling.
Englishmen are dreadfully high and mighty.”
There was a faint and timid rap upon the door.
“That’s him,” whispered Lee. “He’s afraid of me all the same.”
She opened the door. Young Maundrell stood there, his cheeks
burning, his hands working nervously in his pockets. He looked
younger than most lads of his age, and had all that simplicity of
boyhood so lacking in the precocious American youth.
“Won’t you come in?” asked Lee politely.
“Oh—ah—won’t you come out?”
“Come in—do,” said Mrs. Tarleton. She had a very sweet voice and a
heavenly smile. The boy walked forward rapidly, and took her hand,
regarding her with curious intensity. Mrs. Tarleton patted his hand.
“You miss the women of your family, do you not?” she said. “I
thought so. You must come and see us often. You will be always
welcome.”
His face was brilliant. He stammered out that he’d come every day.
Then he went over to the window with Lee, and with their heads
together they agreed that Mrs. Tarleton was a real angel.
But Cecil quickly tired of the subdued atmosphere, and of the crowd
below. He stood up abruptly and said:
“Let’s go out if your mother doesn’t mind. We’ll take a walk.”
Mrs. Tarleton looked up from her book and nodded. Lee fetched her
hat and jacket, and they went forth.
“My father took me to the Cliff House one day. We’ll go there,”
announced the Englishman.
“I was going to take you to a candy store—”
“Nasty stuff! It’s a beautiful walk to the Cliff House, and there are big
waves and live seals.”
“Oh, I’d love to go, but I’ve heard it’s a queer kind of a place, or
something.”
“I’ll take care of you. Can you walk a lot?”
“Of course!”
But like all San Franciscans, she was a bad walker, and she felt very
weary as they tramped along the Cliff House road. However, she
was much interested in the many carriages flashing past, and too
proud to confess herself unequal to the manly stride beside her.
Cecil did not suit his pace to hers. He kept up a steady tramp—his
back very erect, his head in the air. Lee forgot her theories, and
thought him adorable. His shyness wore off by degrees, and he
talked constantly, not of his family life, but of his beloved Eton, from
which he appeared to have been ruthlessly torn, and of his feats at
cricket. He was a champion “dry bob,” he assured her proudly. Lee
was deeply interested, but would have liked to talk about herself a
little. He did not ask her a question; he was charmed with her
sympathy, and confided his school troubles, piling up the agony, as
her eyes softened and flashed. When she capped an anecdote of
martyrdom with one from her own experience, he listened politely,
but when she finished, hastened on with his own reminiscences, not
pausing to comment. Lee experienced a slight chill, and the spring
day seemed less brilliant, the people in the carriages less fair. But
she was a child, the impression quickly passed, and her interest
surrendered once more.
“We’ll be there in two minutes,” said Cecil. “Then we’ll have a cup of
tea.”
“My mother doesn’t let me drink tea or coffee. She hopes I’ll have a
complexion some day and be pretty.”
She longed for the masculine assurance that her beauty was a
foregone conclusion, but Cecil replied:
“Oh! the idea of bothering about complexion. I like you because
you’re not silly like other girls. You’ve got a lot of sense—just like a
boy. Of course you mustn’t disobey your mother, but you must have
something after that walk. You’ve got a lot of pluck, but I can see
you’re blown a bit. Would she mind if you had a glass of wine? I’ve
got ten dollars. My stepmother sent them to me.”
“My!—I don’t think she’d mind about the wine, I’ve never tasted it.
Oh, goodness!”
They had mounted one of the rocks, and faced the ocean. Lee had
thought the bay, girt with its colourous hills very beautiful, as they
had trudged along the cliffs, but she had had glimpses of it many
times from the heights of San Francisco. She had never seen the
ocean before. Its roar thrilled her nerves, and the great green waves,
rolling in with magnificent precision from the grey plain beyond, to
leap abruptly over the outlying rocks, their spray glittering in the
sunlight like a crust of jewels, filled her brain with new and
inexpressible sensations. She turned suddenly to Cecil. His eyes
met hers with deep impersonal sympathy; their souls mingled on the
common ground of nervous exaltation. He moved closer to her and
took her hand.
“That’s the reason I wanted to come again,” he said. “I love it.”
The words shook his nerves down, and he added: “But let’s go and
freshen up.”
She followed him up the rocks to the little shabby building set into
the cliff and overhanging the waves. She knew nothing of its secrets;
no suspicion crossed her innocent mind that if its walls could speak,
San Francisco, highly seasoned as it was, would shake to its roots,
and heap up its record of suicide and divorce; but she wondered why
two women, who came out and passed her hurriedly, were so heavily
veiled, and why others, sitting in the large restaurant, had such
queer-looking cheeks and eyes. Some inherited instinct forbade her
to comment to Cecil, who did not give the women a glance. He led
her to a little table at the end of the piazza, and ordered claret and
water, tea, and a heaping plate of bread and butter.
It was some time before they were served, and they gazed
delightedly at a big ship going out, and wished they were on it; at the
glory of colour on the hills opposite; and at the seals chattering on
the rocks below.
“It’s heavenly, perfectly heavenly,” sighed Lee. “I never had such a
good time in all my life.”
She forgot her complexion and took off her hat. The salt breeze
stung the blood into her cheeks, and her eyes danced with joy.
The waiter brought the little repast. The children sipped and nibbled
and chattered. Cecil scarcely took his eyes off the water. He and his
father went off on sailing and fishing excursions every summer, he
told Lee, and he was so keen on the water that it had taken him fully
three months after he entered Eton to decide whether he would be a
“wet bob,” or a “dry bob.” Cricket had triumphed, because he loved
to feel his heels fly.
Lee gave him a divided attention: her brain was fairly dancing, and
seemed ready to fly off in several different directions at once. “Oh!”
she cried suddenly, “I’m not a bit tired any more. I feel as if I could
walk miles and miles. Let’s have an adventure. Wouldn’t it be just
glorious if we could have an adventure?”
The boy’s eyes flashed. “Oh, would you. I’ve been thinking about it—
but you’re a girl. But you’re such a jolly sort! We’ll get one of those
fishing-boats to take us out to sea, and climb up and down those big
waves. Oh, fancy! I say!—will you?”
“Oh, won’t I? Youbetcherlife I will.”
Cecil paid his reckoning, and the children scrambled along the rocks
to a cove where a fishing smack was making ready for sea. Lee
wondered why her feet glanced off the rocks in such a peculiar
fashion, but she was filled with the joy of exhilaration, of a reckless
delight in doing something of which the entire Hayne boarding-house
would disapprove.
Cecil made a rapid bargain with the man, an ugly Italian, who gave
him scant attention. A few moments later they were skimming up and
down the big waves and making for the open sea. At first Lee clung
in terror to Cecil, who assured her patronisingly that it was an old
story with him, and there was no danger. In a few moments the
exhilaration returned five-fold, and she waved her arms with delight
as they shot down the billows into the emerald valleys. Out at sea
the boat skimmed along an almost level surface, and the children
became absorbed in the big fish nets, and very dirty. Lee thought the
flopping fish nasty and drew up her feet, but Cecil’s very nostrils
quivered with the delight of the sport, although his surly hosts had
snubbed his offer to lend a hand.
Suddenly Lee rubbed her eyes. The sun had gone. He had been well
above the horizon the last time she had glanced across the waters.
Had he slipped his moorings? She pointed out the phenomenon to
Cecil. He stared a moment, then appealed to the Italians.
“Da fogga, by damn!” exclaimed the Captain to his mate. “What for
he coming so soon? Com abouta.”
The little craft turned and raced with the breeze for land. The
children faced about and watched that soft stealthy curtain swing
after. It was as white as cloud, as chill as dawn, as eerie as sound in
the night. It took on varying outlines, breaking into crags and
mountain peaks and turrets. It opened once and caught a wedge of
scarlet from the irate sun. For a moment a ribbon of flame ran up
and down its length, then broke into drops of blood, then hurried
whence it came. Through the fog mountain came a long dismal
moan, the fog-horn of the Farallones, warning the ships at sea.
The children crept close together. Lee locked her arm in Cecil’s.
Neither spoke. Suddenly the boat jolted heavily and they scrambled
about, thinking they were on the rocks. But the Italians were tying the
boat to a little wharf, and unreefing her. The dock was strangely
unfamiliar. Cecil glanced hastily across the bay. San Francisco lay
opposite.
“Oh, I say!” he exclaimed. “Aren’t you going across before that fog
gets here?”
“Si you wanta crossa that bay you swimming,” remarked the Captain,
stepping ashore.
Cecil jumped after him with blazing eyes and angry fists. “You know I
thought you were going back there,” he cried. “Why, you’re a villain!
And a girl too! I’ll have you arrested.”
The man laughed. Cecil, through tears of mortification, regarded that
large bulk, and choked back his wrath.
“My father will pay you well if you take us back,” he managed to
articulate.
“No crossa that bay to-night,” replied the man.
“But how are we to get back?”
“Si you walka three, four, five miles—no can remember—you finda
one ferra-boat.” And he sauntered away.
Cecil returned to the boat and helped Lee to land. “I’m awfully sorry,”
he said. “What a beastly mess I’ve got you into!”
“Oh, never mind,” said Lee cheerfully. “I reckon I can walk.”
“You are a jolly sort. Come on then.” But his brow was set in gloom.
Lee took his hand. “You looked just splendid when you talked to that
horrid man,” she said. “I am sure he was afraid of you!”
Cecil’s brow shot forth the nimbus of the conqueror.
“Lee,” he said in a tone of profound conviction, “you have more
sense than all the rest of the girls in the world put together. Come on
and I’ll help you along.”
They climbed the bluff. When they reached the top the world was
white and impalpable about them.
Cecil drew Lee’s hand through his arm. “Never mind,” he said, “I
think I have a good bump of locality, and one can see a little way
ahead.”
Lee leaned heavily on his arm. “I can’t think why I feel so sleepy,”
she murmured. “I never am at this time of day.”
“Oh, for mercy’s sake don’t go to sleep. Let’s run.”
They ran headlong until they were out of breath. Then they stopped
and gazed into the fog ahead of them. Tall dark objects loomed
there. They seemed to touch the unseen stars, and they were black
even in that gracious mist.
“They’re trees. They’re redwoods,” said Cecil. “I know where we are
now—at least I think I do. Father and I came over to this side one
day and drove about. It’s a regular forest. I do hope——” He glanced
uneasily about. “It’s too bad we can’t walk along the edge of the
cliffs. But if we keep straight ahead I suppose it’ll be all right.”
They trudged on. The forest closed about them. Those dark rigid
shafts that no storm ever bends, no earthquake ever sways, whom
the fog feeds and the trade winds love, looked like the phantasm of
themselves in the pale hereafter. The scented underbush and infant
redwoods grew high above the heads of the children, and there were
a hundred paths. The roar of the sea grew faint.
Lee gave a gasping yawn and staggered. “Oh, Cecil,” she
whispered, “I’m asleep. I can’t go another step.”
Cecil was also weary, and very much discouraged. He sat down
against a tree and took Lee in his arms. She was asleep in a
moment, her head comfortably nestled into his shoulder.
He was a brave boy, but during the two hours that Lee slept his
nerves were sorely tried. High up, in the unseen arbours of the
redwoods, there was a faint incessant whisper: the sibilant tongues
of moisture among the brittle leaves. From an immeasurable
distance came the long, low, incessant moan of the Farallones’
“syren.” There was no other sound. If there were four-footed
creatures in the forest they slept. Just as Cecil’s teeth began to
chatter, whether from cold or fear he did not care to scan, Lee
moved.
“Are you awake?” he asked eagerly.
Lee sprang to her feet. “I didn’t know where I was for a minute. Let’s
hurry as fast as we can. Memmy will be wild—she might be
dreadfully ill with fright——”
“And father’s got all the policemen in town out after me,” said Cecil
gloomily. “We can’t hurry or we’ll run into trees; but we can go on.” In
a few minutes he exclaimed: “I say! We’re going up hill, and it’s jolly
steep too.”
“Well?”
“That Italian didn’t say anything about hills.”
“Then I suppose we’re lost again,” said Lee, with that resignation so
exasperating to man.
“Well, if we are I don’t see who’s to help it in the fog at night in a
forest. Perhaps the ferry is over the hill, and as this is the only path
we’ll have to go on.”
“I wouldn’t mind the hill being perpendicular if memmy was at the
top.”
Cecil softened at once. “Don’t you worry; we’ll get there soon. I’ll get
behind and push you.”
They toiled and panted up the hill, which grew into a mountain. The
forest dropped behind and a low dense shrubbery surrounded them.
They were obliged to rest many times, and once they ate a half-
dozen crackers Lee found in her pocket and were hungrier
thereafter. But they forebore to discourse upon their various
afflictions; in fact, they barely spoke at all. Their clothes were torn,
their hats lost, their hands and faces scratched. When they paused
to rest and the vague disturbances of night smote their ears, they
clung together and were glad to hasten on. Lee longed to cry, but
panted to be a heroine in Cecil’s eyes, and win the sweets of
masculine approval; and Cecil, whose depression was even more
profound, never forgot that the glory of the male is to be invincible in
the eyes of the female. So did the vanity of sex mitigate the terrors of
night and desolation and the things that devour.
The fog was far below them, an ocean of froth, pierced by the black
tips of the redwoods. On either side the children could see nothing
but the great shoulders of the mountain. They seemed climbing to
the vast cold glitter above.
Gradually they left the brush, and their way fell among stones, rocks,
and huge boulders. Not a shrub grew here, not a blade of grass.
They climbed on for a time, they reached level ground, then the point
of descent. They could see nothing but rocks, brush, and an ocean
of fog. Their courage took note of its limitations.
“I’m not going to cry,” said Lee sharply. “But I think we’d better talk till
the sun gets up and that fog melts. Besides, if we talk we won’t feel
so hungry. Tell me that thing about yourself—your father—I suppose
you can trust me now?”
“We’re friends for life, and I like you better than my chum. You’re a
brick. Hold up your right hand and swear that you’ll never tell.”
Lee took the required oath, and the two battered travellers made
themselves as comfortable as they could in the hollow of an upright
rock.
“There ain’t so much to tell. My father and my stepmother don’t hit it
off—quarrel all the time. But my stepmother has the money and is
awfully keen on me, so they live together usually. Besides, until two
years ago my stepmother thought she’d be a bigger somebody, and
my father thought he’d have money of his own one day because his
uncle was old and had never married. But Uncle Basil—I’m named
for him—married two years ago and his wife got a little chap right off.
So that knocked my father out, and my stepmother was just like a
hornet. I love her, and she’s seldom been nasty to me, but I have
seen her so that when you spoke to her she’d scream at you; and
when she’s in a real nasty temper I always go out. Once I got mad
because she was abusing Uncle Basil—I always spent my vacations
at Maundrell Abbey, and he was good to me and gave me a gun and
lots of tips—and I told her she was nasty to abuse him and I
shouldn’t like her unless she stopped. Then she cried and kissed me
—she’s great on kissing—and said she loved me better than any one
in the world, and would do anything I wanted. Did I tell you she is an
American? My father says the Americans are very excitable, and my
stepmother is, and no mistake. But she dotes on me—I suppose
because she hasn’t any children of her own, and no one else to dote
on, for that matter; so I like her, whatever she does.
“One day, she and my father got into a terrible rage. I was in the
room, but they didn’t pay any attention to me. Father wanted a lot of
money, and she wouldn’t give it to him. She said he could ask his
mother to pay his gambling debts. (Granny has money and is going
to leave me some of it.) He said he’d asked her and she wouldn’t.
Granny and father don’t hit it off, either, only granny never quarrels
with anybody. Then my stepmother—her first name’s Emily and I call
her Emmy—called him dreadful names, and said she’d leave him
that minute if it wasn’t for me. And my father said she was the
greatest snob in London and had gone off her head because she’d
lost her hopes of a title. Then he said he’d get even with her; he
couldn’t stay in London any longer, so he’d go as far away from her
as he could get and then she’d see what her position amounted to
without him. ‘You’re an outsider—you’re on sufferance,’ he said, and
he went out and banged the door. She went off into hysterics, but
she didn’t think he’d do it. He did though. He bolted the next day, and
took me with him to spite her and granny. He’s always been decent
to me, so I wouldn’t mind, only I’d rather be at Eton. He came here
because it wouldn’t cost him much to live, and he’s keen on sport
and knows some Englishmen that have ranches. He hopes Emmy’ll
repent, but she hasn’t written him a line. She wrote to me, and sent
me two pounds, but she never mentioned his name.”