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Applied Univariate, Bivariate, and Multivariate Statistics Using Python

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ffirs.indd 2 08-04-2021 17:20:11
Applied Univariate, Bivariate, and Multivariate
Statistics Using Python

A Beginner’s Guide to Advanced Data Analysis

Daniel J. Denis

ffirs.indd 3 08-04-2021 17:20:11


This edition first published 2021
© 2021 John Wiley & Sons, Inc.

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The right of Daniel J. Denis to be identified as the author of this work has been asserted in accordance with
law.

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Names: Denis, Daniel J., 1974- author. | John Wiley & Sons, Inc., publisher.
Title: Applied univariate, bivariate, and multivariate statistics using Python Subtitle: A beginner’s guide to
advanced data analysis / Daniel J. Denis, University of Montana, Missoula, MT.
Description: Hoboken, NJ : John Wiley & Sons, Inc., 2021. | Includes bibliographical
references and index.
Identifiers: LCCN 2020050202 (print) | LCCN 2020050203 (ebook) | ISBN 9781119578147 (hardback) |
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Cover image: © MR.Cole_Photographer/Getty Images


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Set in 9.5/12.5 STIXTwoText by Integra Software Services, Pondicherry, India

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To Kaiser

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vii

Contents

Prefacexii

1 A Brief Introduction and Overview of Applied Statistics 1


1.1 How Statistical Inference Works 4
1.2 Statistics and Decision-Making 7
1.3 Quantifying Error Rates in Decision-Making: Type I and Type II Errors 8
1.4 Estimation of Parameters 9
1.5 Essential Philosophical Principles for Applied Statistics 11
1.6 Continuous vs. Discrete Variables 13
1.6.1 Continuity Is Not Always Clear-Cut 15
1.7 Using Abstract Systems to Describe Physical Phenomena:
Understanding Numerical vs. Physical Differences 16
1.8 Data Analysis, Data Science, Machine Learning, Big Data 18
1.9 “Training” and “Testing” Models: What “Statistical Learning”
Means in the Age of Machine Learning and Data Science 20
1.10 Where We Are Going From Here: How to Use This Book 22
Review Exercises 23

2 Introduction to Python and the Field of Computational Statistics 25


2.1 The Importance of Specializing in Statistics and Research,
Not Python: Advice for Prioritizing Your Hierarchy 26
2.2 How to Obtain Python 28
2.3 Python Packages 29
2.4 Installing a New Package in Python 31
2.5 Computing z-Scores in Python 32
2.6 Building a Dataframe in Python: And Computing Some Statistical
Functions 35
2.7 Importing a .txt or .csv File 38
2.8 Loading Data into Python 39
2.9 Creating Random Data in Python 40
2.10 Exploring Mathematics in Python 40
2.11 Linear and Matrix Algebra in Python: Mechanics of
Statistical Analyses 41
2.11.1 Operations on Matrices 44
2.11.2 Eigenvalues and Eigenvectors 47
Review Exercises  48

ftoc.indd 7 07-04-2021 10:32:00


viii Contents

3 Visualization in Python: Introduction to Graphs and Plots 50


3.1 Aim for Simplicity and Clarity in Tables and Graphs:
Complexity is for Fools! 52
3.2 State Population Change Data 54
3.3 What Do the Numbers Tell Us? Clues to Substantive Theory 56
3.4 The Scatterplot 58
3.5 Correlograms 59
3.6 Histograms and Bar Graphs 61
3.7 Plotting Side-by-Side Histograms 62
3.8 Bubble Plots 63
3.9 Pie Plots 65
3.10 Heatmaps 66
3.11 Line Charts 68
3.12 Closing Thoughts 69
Review Exercises 70

4 Simple Statistical Techniques for Univariate and Bivariate Analyses 72


4.1 Pearson Product-Moment Correlation 73
4.2 A Pearson Correlation Does Not (Necessarily) Imply
Zero Relationship 75
4.3 Spearman’s Rho 76
4.4 More General Comments on Correlation:
Don’t Let a Correlation Impress You Too Much! 79
4.5 Computing Correlation in Python 80
4.6 T-Tests for Comparing Means 84
4.7 Paired-Samples t-Test in Python 88
4.8 Binomial Test 90
4.9 The Chi-Squared Distribution and Goodness-of-Fit Test 91
4.10 Contingency Tables 93
Review Exercises 94

5 Power, Effect Size, P-Values, and Estimating Required


Sample Size Using Python 96
5.1 What Determines the Size of a P-Value? 96
5.2 How P-Values Are a Function of Sample Size 99
5.3 What is Effect Size? 100
5.4 Understanding Population Variability in the Context of
Experimental Design 102
5.5 Where Does Power Fit into All of This? 103
5.6 Can You Have Too Much Power? Can a Sample Be Too Large? 104
5.7 Demonstrating Power Principles in Python: Estimating
Power or Sample Size 106
5.8 Demonstrating the Influence of Effect Size 108
5.9 The Influence of Significance Levels on Statistical Power 108
5.10 What About Power and Hypothesis Testing in the Age of “Big Data”? 110
5.11 Concluding Comments on Power, Effect Size, and Significance Testing 111
Review Exercises 112

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Contents ix

6 Analysis of Variance 113


6.1 T-Tests for Means as a “Special Case” of ANOVA 114
6.2 Why Not Do Several t-Tests? 116
6.3 Understanding ANOVA Through an Example 117
6.4 Evaluating Assumptions in ANOVA 121
6.5 ANOVA in Python 124
6.6 Effect Size for Teacher 125
6.7 Post-Hoc Tests Following the ANOVA F-Test 125
6.8 A Myriad of Post-Hoc Tests 127
6.9 Factorial ANOVA 129
6.10 Statistical Interactions 131
6.11 Interactions in the Sample Are a Virtual Guarantee:
Interactions in the Population Are Not 133
6.12 Modeling the Interaction Term 133
6.13 Plotting Residuals 134
6.14 Randomized Block Designs and Repeated Measures 135
6.15 Nonparametric Alternatives 138
6.15.1 Revisiting What “Satisfying Assumptions” Means:
A Brief Discussion and Suggestion of How to Approach
the Decision Regarding Nonparametrics 140
6.15.2 Your Experience in the Area Counts 140
6.15.3 What If Assumptions Are Truly Violated? 141
6.15.4 Mann-Whitney U Test 144
6.15.5 Kruskal-Wallis Test as a Nonparametric Alternative to ANOVA 145
Review Exercises 147

7 Simple and Multiple Linear Regression 148


7.1 Why Use Regression? 150
7.2 The Least-Squares Principle 152
7.3 Regression as a “New” Least-Squares Line 153
7.4 The Population Least-Squares Regression Line 154
7.5 How to Estimate Parameters in Regression 155
7.6 How to Assess Goodness of Fit? 157
7.7 R2 – Coefficient of Determination 158
7.8 Adjusted R2 159
7.9 Regression in Python 161
7.10 Multiple Linear Regression 164
7.11 Defining the Multiple Regression Model 164
7.12 Model Specification Error 166
7.13 Multiple Regression in Python 167
7.14 Model-Building Strategies: Forward, Backward, Stepwise 168
7.15 Computer-Intensive “Algorithmic” Approaches 171
7.16 Which Approach Should You Adopt? 171
7.17 Concluding Remarks and Further Directions:
Polynomial Regression 172
Review Exercises 174

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x Contents

8 Logistic Regression and the Generalized Linear Model 176


8.1 How Are Variables Best Measured? Are There Ideal
Scales on Which a Construct Should Be Targeted? 178
8.2 The Generalized Linear Model 180
8.3 Logistic Regression for Binary Responses: A Special
Subclass of the Generalized Linear Model 181
8.4 Logistic Regression in Python 184
8.5 Multiple Logistic Regression 188
8.5.1 A Model with Only Lag1 191
8.6 Further Directions 192
Review Exercises 192

9 Multivariate Analysis of Variance (MANOVA) and


Discriminant Analysis 194
9.1 Why Technically Most Univariate Models
are Actually Multivariate 195
9.2 Should I Be Running a Multivariate Model? 196
9.3 The Discriminant Function 198
9.4 Multivariate Tests of Significance: Why They Are
Different from the F-Ratio 199
9.4.1 Wilks’ Lambda 200
9.4.2 Pillai’s Trace 201
9.4.3 Roy’s Largest Root 201
9.4.4 Lawley-Hotelling’s Trace 202
9.5 Which Multivariate Test to Use? 202
9.6 Performing MANOVA in Python 203
9.7 Effect Size for MANOVA 205
9.8 Linear Discriminant Function Analysis 205
9.9 How Many Discriminant Functions Does One Require? 207
9.10 Discriminant Analysis in Python: Binary Response 208
9.11 Another Example of Discriminant Analysis: Polytomous Classification 211
9.12 Bird’s Eye View of MANOVA, ANOVA, Discriminant Analysis, and
Regression: A Partial Conceptual Unification 212
9.13 Models “Subsumed” Under the Canonical Correlation Framework 214
Review Exercises 216

10 Principal Components Analysis 218


10.1 What Is Principal Components Analysis? 218
10.2 Principal Components as Eigen Decomposition 221
10.3 PCA on Correlation Matrix 223
10.4 Why Icebergs Are Not Good Analogies for PCA 224
10.5 PCA in Python 226
10.6 Loadings in PCA: Making Substantive Sense Out of an Abstract
Mathematical Entity 229
10.7 Naming Components Using Loadings: A Few Issues 230
10.8 Principal Components Analysis on USA Arrests Data 232
10.9 Plotting the Components 237
Review Exercises 240

ftoc.indd 10 07-04-2021 10:32:00


Contents xi

11 Exploratory Factor Analysis 241


11.1 The Common Factor Analysis Model 242
11.2 Factor Analysis as a Reproduction of the Covariance Matrix 243
11.3 Observed vs. Latent Variables: Philosophical Considerations 244
11.4 So, Why is Factor Analysis Controversial? The Philosophical
Pitfalls of Factor Analysis 247
11.5 Exploratory Factor Analysis in Python 248
11.6 Exploratory Factor Analysis on USA Arrests Data 250
Review Exercises 254

12 Cluster Analysis 255


12.1 Cluster Analysis vs. ANOVA vs. Discriminant Analysis 258
12.2 How Cluster Analysis Defines “Proximity” 259
12.2.1 Euclidean Distance 260
12.3 K-Means Clustering Algorithm 261
12.4 To Standardize or Not? 262
12.5 Cluster Analysis in Python 263
12.6 Hierarchical Clustering 266
12.7 Hierarchical Clustering in Python 268
Review Exercises 272

References 273
Index 276

ftoc.indd 11 07-04-2021 10:32:00


xii

Preface

This book is an elementary beginner’s introduction to applied statistics using


Python. It for the most part assumes no prior knowledge of statistics or data analysis,
though a prior introductory course is desirable. It can be appropriately used in a
16-week course in statistics or data analysis at the advanced undergraduate or begin-
ning graduate level in fields such as psychology, sociology, biology, forestry, edu-
cation, nursing, chemistry, business, law, and other areas where making sense of
data is a priority rather than formal theoretical statistics as one may have in a more
specialized program in a statistics department. Mathematics used in the book is mini-
mal and where math is used, every effort has been made to unpack and explain it as
clearly as possible. The goal of the book is to obtain results using software rather
quickly, while at the same time not completely dismissing important conceptual and
theoretical features. After all, if you do not understand what the computer is produc-
ing, then the output will be quite meaningless. For deeper theoretical accounts, the
reader is encouraged to consult other sources, such as the author’s more theoretical
book, now in its second edition (Denis, 2021), or a number of other books on univari-
ate and multivariate analysis (e.g., Izenman, 2008; Johnson and Wichern, 2007). The
book you hold in your hands is merely meant to get your foot in the door, and so long
as that is understood from the outset, it will be of great use to the newcomer or begin-
ner in statistics and computing. It is hoped that you leave the book with a feeling of
having better understood simple to relatively advanced statistics, while also experienc-
ing a little bit of what Python is all about.
Python is used in performing and demonstrating data analyses throughout the
book, but it should be emphasized that the book is not a specialty on Python itself.
In this respect, the book does not contain a deep introduction to the software and nor
does it go into the language that makes up Python computing to any significant
degree. Rather, the book is much more “hands-on” in that code used is a starting
point to generating useful results. That is, the code employed is that which worked for
the problem under consideration and which the user can amend or adjust afterward
when performing additional analyses. When it comes to coding with Python, there
are usually several ways of accomplishing similar goals. In places, we also cite code
used by others, assigning proper credit. There already exist a plethora of Python texts
and user manuals that feature the software in much greater depth. Those users wish-
ing to learn Python from scratch and become specialists in the software and aspire to
become an efficient and general-purpose programmer should consult those sources

Applied Univariate, Bivariate, and Multivariate Statistics Using Python: A Beginner’s Guide to
Advanced Data Analysis, First Edition. Daniel J. Denis.
© 2021 John Wiley & Sons, Inc. Published 2021 by John Wiley & Sons, Inc.

fpref.indd 12 02-04-2021 11:24:13


Preface xiii

(e.g. see Guttag, 2013). For those who want some introductory exposure to Python on
generating data-analytic results and wish to understand what the software is
producing, it is hoped that the current book will be of great use.
In a book such as this, limited by a fixed number of pages, it is an exceedingly dif-
ficult and challenging endeavor to both instruct on statistics and software simultane-
ously. Attempting to cover univariate, bivariate, and multivariate techniques in a book
of this size in any kind of respectable depth or completeness in coverage is, well, an
impossibility. Combine this with including software options and the impossibility fac-
tor increases! However, such is the nature of books that attempt to survey a wide vari-
ety of techniques such as this one – one has to include only the most essential of
information to get the reader “going” on the techniques and advise him or her to
consult other sources for further details. Targeting the right mix of theory and software
in a book like this is the most challenging part, but so long as the reader (and instruc-
tor) recognizes that this book is but a foot-in-the-door to get students “started,” then I
hope it will fall in the confidence band of a reasonable expectation. The reader wishing
to better understand a given technique or principle will naturally find many narratives
incomplete, while the reader hoping to find more details on Python will likewise find
the book incomplete. On average, however, it is hoped that the current “mix” is of
introductory use for the newcomer. It can be exceedingly difficult to enter the world of
statistics and computing. This book will get you started. In many places, references are
provided on where to go next.
Unfortunately, many available books on the market for Python are nothing more
than slaps in the face to statistical theory while presenting a bunch of computer code
that otherwise masks a true understanding of what the code actually accomplishes.
Though data science is a welcome addition to the mathematical and applied scien-
tific disciplines, and software advancements have made leaps and bounds in the area
of quantitative analysis, it is also an unfortunate trend that understanding statistical
theory and an actual understanding of statistical methods is sometimes taking a back
seat to what we will otherwise call “generating output.” The goal of research and
science is not to generate software output. The goal is, or at least should be, to
understand in a deeper way whatever output that is generated. Code can be
looked up far easier than can statistical understanding. Hence, the goal of the book is
to understand what the code represents (at least the important code on which tech-
niques are run) and, to some extent at least, the underlying mathematical and philo-
sophical mechanisms of one’s analysis. We comment on this important distinction a
bit later in this preface as it is very important. Each chapter of this book could easily be
expanded and developed into a deeper book spanning more than 3–4 times the size of
the book in entirety.

The objective of this book is to provide a pragmatic introduction to data analysis


and statistics using Python, providing the reader with a starting point foot-in-the-
door to understanding elementary to advanced statistical concepts while affording
him or her the opportunity to apply some of these techniques using the Python language.

The book is the fourth in a series of books published by the author, all with Wiley.
Readers wishing a deeper discussion of the topics treated in this book are encouraged
to consult the author’s first book, now in its second (and better) edition titled Applied

fpref.indd 13 02-04-2021 11:24:13


xiv Preface

Univariate, Bivariate, and Multivariate Statistics: Understanding Statistics


for Social and Natural Scientists, with Applications in SPSS and R (2021). The
book encompasses a much more thorough overview of many of the techniques fea-
tured in the current book, featuring the use of both R and SPSS software. Readers
wishing a book similar to this one, but instead focusing exclusively on R or SPSS, are
encouraged to consult the author’s other two books, Univariate, Bivariate, and
Multivariate Statistics Using R: Quantitative Tools for Data Analysis and Data
Science and SPSS Data Analysis for Univariate, Bivariate, and Multivariate
Statistics. Each of these texts are far less theory-driven and are more similar to the
current book in this regard, focusing on getting results quickly and interpreting find-
ings for research reports, dissertations, or publication. Hence, depending on which
software is preferred, readers (and instructors) can select the text best suited to their
needs. Many of the data sets repeat themselves across texts. It should be emphasized,
however, that all of these books are still at a relatively introductory level, even if sur-
veying relatively advanced univariate and multivariate statistical techniques.
Features used in the book to help channel the reader’s focus:
■■ Bullet points appear throughout the text. They are used primarily to detail and
interpret output generated by Python. Understanding and interpreting output is a
major focus of the book.

■■ “Don’t Forget!”

Brief “don’t forget” summaries serve to emphasize and reinforce that which is most
pertinent to the discussion and to aid in learning these concepts. They also serve to
highlight material that can be easily misunderstood or misapplied if care is not prac-
ticed. Scattered throughout the book, these boxes help the reader review and empha-
size essential material discussed in the chapters.
■■ Each chapter concludes with a brief set of exercises. These include both conceptu-
ally-based problems that are targeted to help in mastering concepts introduced in
the chapter, as well as computational problems using Python.
■■ Most concepts are implicitly defined throughout the book by introducing them in
the context of how they are used in scientific and statistical practice. This is most
appropriate for a short book such as this where time and space to unpack definitions
in entirety is lacking. “Dictionary definitions” are usually grossly incomplete any-
way and one could even argue that most definitions in even good textbooks often fail
to capture the “essence” of the concept. It is only in seeing the term used in its proper
context does one better appreciate how it is employed, and, in this sense, the reader
is able to unpack the deeper intended meaning of the term. For example, defining a
population as the set of objects of ultimate interest to the researcher is not enlighten-
ing. Using the word in the context of a scientific example is much more meaning-
ful. Every effort in the book is made to accurately convey deeper conceptual
understanding rather than rely on superficial definitions.
■■ Most of the book was written at the beginning of the COVID-19 pandemic of 2020
and hence it seemed appropriate to feature examples of COVID-19 in places through-
out the book where possible, not so much in terms of data analysis, but rather in
examples of how hypothesis-testing works and the like. In this way, it is hoped

fpref.indd 14 02-04-2021 11:24:13


Preface xv

examples and analogies “hit home” a bit more for readers and students, making the
issues “come alive” somewhat rather than featuring abstract examples.
■■ Python code is “unpacked” and explained in many, though not all, places. Many
existing books on the market contain explanations of statistical concepts (to varying
degrees of precision) and then plop down a bunch of code the reader is expected to
simply implement and understand. While we do not avoid this entirely, for the most
part we guide the reader step-by-step through both concepts and Python code used.
The goal of the book is in understanding how statistical methods work, not
arming you with a bunch of code for which you do not understand what is behind it.
Principal components code, for instance, is meaningless if you do not first under-
stand and appreciate to some extent what components analysis is about.

Statistical Knowledge vs. Software Knowledge

Having now taught at both the undergraduate and graduate levels for the better part of
fifteen years to applied students in the social and sometimes natural sciences, to the
delight of my students (sarcasm), I have opened each course with a lecture of sorts on
the differences between statistical vs. software knowledge. Very little of the warn-
ing is grasped I imagine, though the real-life experience of the warning usually sur-
faces later in their graduate careers (such as at thesis or dissertation defenses where
they may fail to understand their own software output). I will repeat some of that ser-
mon here. While this distinction, historically, has always been important, it is perhaps
no more important than in the present day given the influx of computing power avail-
able to virtually every student in the sciences and related areas, and the relative ease
with which such computing power can be implemented. Allowing a new teen driver to
drive a Dodge Hellcat with upward of 700 horsepower would be unwise, yet newcom-
ers to statistics and science, from their first day, have such access to the equivalent in
computing power. The statistician is shaking his or her head in disapproval, for good
reason. We live in an age where data analysis is available to virtually anybody with a
laptop and a few lines of code. The code can often easily be dug up in a matter of sec-
onds online, even with very little software knowledge. And of course, with many soft-
ware programs coding is not even a requirement, as windows and GUIs (graphical
user interfaces) have become very easy to use such that one can obtain an analysis in
virtually seconds or even milliseconds. Though this has its advantages, it is not always
and necessarily a good thing.
On the one hand, it does allow the student of applied science to “attempt” to conduct
his or her data analyses. Yet on the other, as the adage goes, a little knowledge can
be a dangerous thing. Being a student of the history of statistics, I can tell you that
before computers were widely available, conducting statistical analyses were available
only to those who could drudge through computations by hand in generating their
“output” (which of course took the form of paper-and-pencil summaries, not the soft-
ware output we have today). These computations took hours upon hours to perform,
and hence, if one were going to do a statistical analysis, one did not embark on such
an endeavor lightly. That does not mean the final solution would be valid necessar-
ily, but rather folks may have been more likely to give serious thought to their analy-
ses before conducting them. Today, a student can run a MANOVA in literally 5 minutes

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xvi Preface

using software, but, unfortunately, this does not imply the student will understand
what they have done or why they have done it. Random assignment to conditions
may have never even been performed, yet in the haste to implement the software rou-
tine, the student failed to understand or appreciate how limiting their output would
be. Concepts of experimental design get lost in the haste to produce computer out-
put. However, the student of the “modern age” of computing somehow “missed” this
step in his or her quickness to, as it were, perform “advanced statistics.” Further, the
result is “statistically significant,” yet the student has no idea what Wilks’s lambda is
or how it is computed, nor is the difference between statistical significance and
effect size understood. The limitations of what the student has produced are not
appreciated and faulty substantive (and often philosophically illogical) conclusions
follow. I kid you not, I have been told by a new student before that the only problem
with the world is a lack of computing power. Once computing power increases, experi-
mental design will be a thing of the past, or so the student believed. Some incoming
students enter my class with such perceptions, failing to realize that discovering a cure
for COVID-19, for instance, is not a computer issue. It is a scientific one. Computers
help, but they do not on their own resolve scientific issues. Instructors faced with these
initial misconceptions from their students have a tough road to hoe ahead, especially
when forcing on their students fundamental linear algebra in the first two weeks of the
course rather than computer code and statistical recipes.
The problem, succinctly put, is that in many sciences, and contrary to the opinion
you might expect from someone writing a data analysis text, students learn too
much on how to obtain output at the expense of understanding what the out-
put means or the process that is important in drawing proper scientific con-
clusions from said output. Sadly, in many disciplines, a course in “Statistics” would
be more appropriately, and unfortunately, called “How to Obtain Software Output,”
because that is pretty much all the course teaches students to do. How did statistics
education in applied fields become so watered down? Since when did cultivating
the art of analytical or quantitative thinking not matter? Faculty who teach such
courses in such a superficial style should know better and instead teach courses with
a lot more “statistical thinking” rather than simply generating software output. Among
students (who should not necessarily know better – that is what makes them students),
there often exists the illusion that simply because one can obtain output for a multiple
regression, this somehow implies a multiple regression was performed correctly in
line with the researcher’s scientific aims. Do you know how to conduct a multiple
regression? “Yes, I know how to do it in software.” This answer is not a correct
answer to knowing how to conduct a multiple regression! One need not even
understand what multiple regression is to “compute one” in software. As a consultant,
I have also had a client or two from very prestigious universities email me a bunch of
software output and ask me “Did I do this right?” assuming I could evaluate their code
and output without first knowledge of their scientific goals and aims. “Were the statis-
tics done correctly?” Of course, without an understanding of what they intended to do
or the goals of their research, such a question is not only figuratively, but also literally
impossible to answer aside from ensuring them that the software has a strong repu-
tation for accuracy in number-crunching.
This overemphasis on computation, software or otherwise, is not right, and
is a real problem, and is responsible for many misuses and abuses of applied statistics
in virtually every field of endeavor. However, it is especially poignant in fields in the

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Preface xvii

social sciences because the objects on which the statistics are computed are often sta-
tistical or psychometric entities themselves, which makes understanding how sta-
tistical modeling works even more vital to understanding what can vs. what cannot be
concluded from a given statistical analysis. Though these problems are also present in
fields such as biology and others, they are less poignant, since the reality of the objects
in these fields is usually more agreed upon. To be blunt, a t-test on whether a COVID-
19 vaccine works or not is not too philosophically challenging. Finding the vaccine is
difficult science to be sure, but analyzing the results statistically usually does not
require advanced statistics. However, a regression analysis on whether social distanc-
ing is a contributing factor to depression rates during the COVID-19 pandemic is not
quite as easy on a methodological level. One is so-called “hard science” on real objects,
the other might just end up being a statistical artifact. This is why social science
students, especially those conducting non-experimental research, need rather
deep philosophical and methodological training so they do not read “too much” into a
statistical result, things the physical scientist may never have had to confront due to
the nature of his or her objects of study. Establishing scientific evidence and support-
ing a scientific claim in many social (and even natural) sciences is exceedingly diffi-
cult, despite the myriad of journals accepting for publication a wide variety of incorrect
scientific claims presumably supported by bloated statistical analyses. Just look at the
methodological debates that surrounded COVID-19, which is on an object that is rela-
tively “easy” philosophically! Step away from concrete science, throw in advanced sta-
tistical technology and complexity, and you enter a world where establishing evidence
is philosophical quicksand. Many students who use statistical methods fall into these
pits without even knowing it and it is the instructor’s responsibility to keep them
grounded in what the statistical method can vs. cannot do. I have told students count-
less times, “No, the statistical method cannot tell you that; it can only tell you this.”
Hence, for the student of empirical sciences, they need to be acutely aware and
appreciative of the deeper issues of conducting their own science. This implies a heav-
ier emphasis on not how to conduct a billion different statistical analyses, but on
understanding the issues with conducting the “basic” analyses they are performing. It
is a matter of fact that many students who fill their theses or dissertations with applied
statistics may nonetheless fail to appreciate that very little of scientific usefulness has
been achieved. What has too often been achieved is a blatant abuse of statistics
masquerading as scientific advancement. The student “bootstrapped standard
errors” (Wow! Impressive!), but in the midst of a dissertation that is scientifically
unsound or at a minimum very weak on a methodological level.
A perfect example to illustrate how statistical analyses can be abused is when per-
forming a so-called “mediation” analysis (you might infer by the quotation marks
that I am generally not a fan, and for a very good reason I may add). In lightning speed,
a student or researcher can regress Y on X, introduce Z as a mediator, and if statisti-
cally significant, draw the conclusion that “Z mediates the relationship between Y and X.”
That’s fine, so long as it is clearly understood that what has been established is statis-
tical mediation (Baron and Kenny, 1986), and not necessarily anything more. To say
that Z mediates Y and X, in a real substantive sense, requires, of course, much more
knowledge of the variables and/or of the research context or design. It first and fore-
most requires defining what one means by “mediation” in the first place. Simply
because one computes statistical mediation does not, in any way whatsoever, justify

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xviii Preface

somehow drawing the conclusion that “X goes through Z on its way to Y,” or any-
thing even remotely similar. Crazy talk! Of course, understanding this limitation
should be obvious, right? Not so for many who conduct such analyses. What would
such a conclusion even mean? In most cases, with most variables, it simply does not
even make sense, regardless of how much statistical mediation is established. Again,
this should be blatantly obvious, however many students (and researchers) are una-
ware of this, failing to realize or appreciate that a statistical model cannot, by itself,
impart a “process” onto variables. All a statistical model can typically do, by
itself, is partition variability and estimate parameters. Fiedler et al. (2011)
recently summarized the rather obvious fact that without the validity of prior assump-
tions, statistical mediation is simply, and merely, variance partitioning. Fisher,
inventor of ANOVA (analysis of variance), already warned us of this when he said of
his own novel (at the time) method that ANOVA was merely a way of “arranging the
arithmetic.” Whether or not that arrangement is meaningful or not has to come from
the scientist and a deep consideration of the objects on which that arrangement is
being performed. This idea, that the science matters more than the statistics on which
it is applied, is at risk of being lost, especially in the social sciences where statistical
models regularly “run the show” (at least in some fields) due to the difficulty in many
cases of operationalizing or controlling the objects of study.
Returning to our mediation example, if the context of the research problem lends
itself to a physical or substantive definition of mediation or any other physical process,
such that there is good reason to believe Z is truly, substantively, “mediating,” then the
statistical model can be used as establishing support for this already-presumed rela-
tion, in the same way a statistical model can be used to quantify the generational trans-
mission of physical qualities from parent to child in regression. The process itself,
however, is not due to the fitting of a statistical model. Never in the history of science
or statistics has a statistical model ever generated a process. It merely, and poten-
tially, has only described one. Many students, however, excited to have bootstrapped
those standard errors in their model and all the rest of it, are apt to draw substantive
conclusions based on a statistical model that simply do not hold water. In such cases,
one is better off not running a statistical model at all rather than using it to draw inane
philosophically egregious conclusions that can usually be easily corrected in any intro-
duction to a philosophy of science or research methodology course. Abusing and
overusing statistics does little to advance science. It simply provides a cloak of
complexity.
So, what is the conclusion and recommendation from what might appear to be a
very cynical discussion in introducing this book? Understanding the science and
statistics must come first. Understanding what can vs. cannot be concluded from a
statistical result is the “hard part,” not computing something in Python, at least not at
our level of computation (at more advanced levels, of course, computing can be excep-
tionally difficult, as evidenced by the necessity of advanced computer science degrees).
Python code can always be looked up for applied sciences purposes, but “statistical
understanding” cannot. At least not so easily. Before embarking on either a statistics
course or a computation course, students are strongly encouraged to take a rigorous
research design course, as well as a philosophy of science course, so they might
better appreciate the limitations of their “claims to evidence” in their projects.
Otherwise, statistics, and the computers that compute them, can be just as easily

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Preface xix

misused and abused as used correctly, and sadly, often are. Instructors and supervisors
need to also better educate students on the reckless fitting of statistical models and
computing inordinate amounts of statistics without careful guidance on what can vs.
cannot be interpreted from such numerical measures. Design first, statistics
second.

Statistical knowledge is not equivalent to software knowledge. One can become


a proficient expert at Python, for instance, yet still not possess the scientific
expertise or experience to successfully interpret output from data analyses. The
difficult part is not in generating analyses (that can always be looked up). The most
important thing is to interpret analyses correctly in relation to the empirical objects
under investigation, and in most cases, this involves recognizing the limitations of what
can vs. cannot be concluded from the data analysis.

Mathematical vs. “Conceptual” Understanding

One important aspect of learning and understanding any craft is to know where and
why making distinctions is important, and on the opposite end of the spectrum,
where divisions simply blur what is really there. One area where this is especially true
is in learning, or at least “using,” a technical discipline such as mathematics and statis-
tics to better understand another subject. Many instructors of applied statistics strive
to teach statistics at a “conceptual” level, which, to them at least, means making the
discipline less “mathematical.” This is done presumably to attract students who may
otherwise be fearful of mathematics with all of its formulas and symbolism. However,
this distinction, I argue, does more harm than good, and completely misses the point.
The truth of the matter is that mathematics are concepts. Statistics are likewise
concepts. Attempting to draw a distinction between two things that are the same does
little good and only provides more confusion for the student.
A linear function, for example, is a concept, just as a standard error is a concept.
That they are symbolized does not take away the fact that there is a softer, more mal-
leable “idea” underneath them, to which the symbolic definition has merely attempted
to define. The sooner the student of applied statistics recognizes this, the sooner he or
she will stop psychologically associating mathematics with “mathematics,” and instead
associate with it what it really is, a form of conceptual development and refine-
ment of intellectual ideas. The mathematics is usually in many cases the “packaged
form” of that conceptual development. Computing a t-test, for instance, is not mathe-
matics. It is arithmetic. Understanding what occurs in the t-test as the mean differ-
ence in the numerator goes toward zero (for example) is not “conceptual understanding.”
Rather, it is mathematics, and the fact that the concepts of mathematics can be
unpacked into a more verbal or descriptive discussion only serves to delineate the
concept that already exists underneath the description. Many instructors of applied
statistics are not aware of this and continually foster the idea to students that mathe-
matics is somehow separate from the conceptual development they are trying to
impart onto their students. Instructors who teach statistics as a series of recipes
and formulas without any conceptual development at all do a serious (almost

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xx Preface

“malpractice”) disservice to their students. Once students begin to appreciate that


mathematics and statistics is, in a strong sense, a branch of philosophy “rigorized,”
replete with premises, justifications, and proofs and other analytical arguments, they
begin to see it less as “mathematics” and adopt a deeper understanding of what they
are engaging in. The student should always be critical of the a priori associations
they have made to any subject or discipline. The student who “dislikes” mathe-
matics is quite arrogant to think they understand the object enough to know they dis-
like it. It is a form of discrimination. Critical reflection and rebuilding of knowledge
(i.e. or at least what one assumes to already be true) is always a productive endeavor.
It’s all “concepts,” and mathematics and statistics have done a great job at rigorizing
and symbolizing tools for the purpose of communication. Otherwise, “probability,” for
instance, remains an elusive concept and the phrase “the result is probably not due to
chance” is not measurable. Mathematics and statistics give us a way to measure those
ideas, those concepts. As Fisher again once told us, you may not be able to avoid
chance and uncertainty, but if you can measure and quantify it, you are on to some-
thing. However, measuring uncertainty in a scientific (as opposed to an abstract) con-
text can be exceedingly difficult.

Advice for Instructors

The book can be used at either the advanced undergraduate or graduate levels, or for
self-study. The book is ideal for a 16-week course, for instance one in a Fall or Spring
semester, and may prove especially useful for programs that only have space or desire
to feature a single data-analytic course for students. Instructors can use the book as a
primary text or as a supplement to a more theoretical book that unpacks the con-
cepts featured in this book. Exercises at the end of each chapter can be assigned weekly
and can be discussed in class or reviewed by a teaching assistant in lab. The goal of the
exercises should be to get students thinking critically and creatively, not simply
getting the “right answer.”
It is hoped that you enjoy this book as a gentle introduction to the world of applied
statistics using Python. Please feel free to contact me at [email protected]
or [email protected] should you have any comments or corrections. For data files
and errata, please visit www.datapsyc.com.

Daniel J. Denis
March, 2021

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1

A Brief Introduction and Overview of Applied Statistics

CHAPTER OBJECTIVES
■■ How probability is the basis of statistical and scientific thinking.
■■ Examples of statistical inference and thinking in the COVID-19 pandemic.
■■ Overview of how null hypothesis significance testing (NHST) works.
■■ The relationship between statistical inference and decision-making.
■■ Error rates in statistical thinking and how to minimize them.
■■ The difference between a point estimator and an interval estimator.
■■ The difference between a continuous vs. discrete variable.
■■ Appreciating a few of the more salient philosophical underpinnings of applied statistics
and science.
■■ Understanding scales of measurement, nominal, ordinal, interval, and ratio.
■■ Data analysis, data science, and “big data” distinctions.

The goal of this first chapter is to provide a global overview of the logic behind statisti-
cal inference and how it is the basis for analyzing data and addressing scientific prob-
lems. Statistical inference, in one form or another, has existed at least going back to the
Greeks, even if it was only relatively recently formalized into a complete system. What
unifies virtually all of statistical inference is that of probability. Without probability,
statistical inference could not exist, and thus much of modern day statistics would not
exist either (Stigler, 1986).
When we speak of the probability of an event occurring, we are seeking to know the
likelihood of that event. Of course, that explanation is not useful, since all we have
done is replace probability with the word likelihood. What we need is a more precise
definition. Kolmogorov (1903–1987) established basic axioms of probability and was
thus influential in the mathematics of modern-day probability theory. An axiom in
mathematics is basically a statement that is assumed to be true without requiring any
proof or justification. This is unlike a theorem in mathematics, which is only consid-
ered true if it can be rigorously justified, usually by other allied parallel mathematical
results. Though the axioms help establish the mathematics of probability, they surpris-
ingly do not help us define exactly what probability actually is. Some statisticians,

Applied Univariate, Bivariate, and Multivariate Statistics Using Python: A Beginner’s Guide to
Advanced Data Analysis, First Edition. Daniel J. Denis.
© 2021 John Wiley & Sons, Inc. Published 2021 by John Wiley & Sons, Inc.

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2 1 A Brief Introduction and Overview of Applied Statistics

scientists and philosophers hold that probability is a relative frequency, while others
find it more useful to consider probability as a degree of belief. An example of a rela-
tive frequency would be flipping a coin 100 times and observing the number of heads
that result. If that number is 40, then we might estimate the probability of heads on the
coin to be 0.40, that is, 40/100. However, this number can also reflect our degree of
belief in the probability of heads, by which we based our belief on a relative frequency.
There are cases, however, in which relative frequencies are not so easily obtained or
virtually impossible to estimate, such as the probability that COVID-19 will become a
seasonal disease. Often, experts in the area have to provide good guesstimates based on
prior knowledge and their clinical opinion. These probabilities are best considered
subjective probabilities as they reflect a degree of belief or disbelief in a theory
rather than a strict relative frequency. Historically, scholars who espouse that proba-
bility can be nothing more than a relative frequency are often called frequentists,
while those who believe it is a degree of belief are usually called Bayesians, due to
Bayesian statistics regularly employing subjective probabilities in its development and
operations. A discussion of Bayesian statistics is well beyond the scope of this chapter
and book. For an excellent introduction, as well as a general introduction to the rudi-
ments of statistical theory, see Savage (1972).
When you think about it for a moment, virtually all things in the world are probabil-
istic. As a recent example, consider the COVID-19 pandemic of 2020. Since the start of
the outbreak, questions involving probability were front and center in virtually all
media discussions. That is, the undertones of probability, science, and statistical infer-
ence were virtually everywhere where discussions of the pandemic were to be had.
Concepts of probability could not be avoided. The following are just a few of the ques-
tions asked during the pandemic:
■■ What is the probability of contracting the virus, and does this probability vary as
a function of factors such as pre-existing conditions or age? In this latter case, we
might be interested in the conditional probability of contracting COVID-19 given
a pre-existing condition or advanced age. For example, if someone suffers from heart
disease, is that person at greatest risk of acquiring the infection? That is, what is the
probability of COVID-19 infection being conditional on someone already suffering
from heart disease or other ailments?
■■ What proportion of the general population has the virus? Ideally, researchers wanted
to know how many people world-wide had contracted the virus. This constituted a
case of parameter estimation, where the parameter of interest was the proportion
of cases world-wide having the virus. Since this number was unknown, it was typi-
cally estimated based on sample data by computing a statistic (i.e. in this case, a
proportion) and using that number to infer the true population proportion. It is
important to understand that the statistic in this case was a proportion, but it could
have also been a different function of the data. For example, a percentage increase
or decrease in COVID-19 cases was also a parameter of interest to be estimated via
sample data across a particular period of time. In all such cases, we wish to estimate
a parameter based on a statistic.
■■ What proportion of those who contracted the virus will die of it? That is, what is the
estimated total death count from the pandemic, from beginning to end? Statistics
such as these involved projections of death counts over a specific period of time

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1 A Brief Introduction and Overview of Applied Statistics 3

and relied on already established model curves from similar pandemics. Scientists
who study infectious diseases have historically documented the likely (i.e. read:
“probabilistic”) trajectories of death rates over a period of time, which incorporates
estimates of how quickly and easily the virus spreads from one individual to the
next. These estimates were all statistical in nature. Estimates often included confi-
dence limits and bands around projected trajectories as a means of estimating the
degree of uncertainty in the prediction. Hence, projected estimates were in the
opinion of many media types “wrong,” but this was usually due to not understand-
ing or appreciating the limits of uncertainty provided in the original estimates. Of
course, uncertainty limits were sometimes quite wide, because predicting death
rates was very difficult to begin with. When one models relatively wide margins
of error, one is protected, in a sense, from getting the projection truly wrong.
But of course, one needs to understand what these limits represent, otherwise they
can be easily misunderstood. Were the point estimates wrong? Of course they were!
We knew far before the data came in that the point projections would be off.
Virtually all point predictions will always be wrong. The issue is whether the
data fell in line with the prediction bands that were modeled (e.g. see Figure 1.1). If
a modeler sets them too wide, then the model is essentially quite useless. For
instance, had we said the projected number of deaths would be between 1,000 and
5,000,000 in the USA, that does not really tell us much more than we could have
guessed by our own estimates not using data at all! Be wary of “sophisticated mod-
els” that tell you about the same thing (or even less!) than you could have guessed
on your own (e.g. a weather model that predicts cold temperatures in Montana in
December, how insightful!).

Figure 1.1 Sample death predictions in the United States during the COVID-19 pandemic in
2020. The connected dots toward the right of the plot (beyond the break in the line) represent
a point prediction for the given period (the dots toward the left are actual deaths based on
prior time periods), while the shaded area represents a band of uncertainty. From the current
date in the period of October 2020 forward (the time in which the image was published), the
shaded area increases in order to reflect greater uncertainty in the estimate. Source: CDC
(Centers for Disease Control and Prevention); Materials Developed by CDC. Used with Permission.
Available at CDC (www.cdc.gov) free of charge.

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4 1 A Brief Introduction and Overview of Applied Statistics

■■ Measurement issues were also at the heart of the pandemic (though rarely addressed
by the media). What exactly constituted a COVID-19 case? Differentiating between
individuals who died “of” COVID-19 vs. died “with” COVID-19 was paramount, yet
was often ignored in early reports. However, the question was central to everything!
“Another individual died of COVID-19” does not mean anything if we do not know the
mechanism or etiology of the death. Quite possibly, COVID-19 was a correlate to death
in many cases, not a cause. That is, within a typical COVID-19 death could lie a virtual
infinite number of possibilities that “contributed” in a sense, to the death. Perhaps one
person died primarily from the virus, whereas another person died because they already
suffered from severe heart disease, and the addition of the virus simply complicated the
overall health issue and overwhelmed them, which essentially caused the death.
To elaborate on the above point somewhat, measurement issues abound in scientific
research and are extremely important, even when what is being measured is seem-
ingly, at least at first glance, relatively simple and direct. If there are issues with how
best to measure something like “COVID death,” just imagine where they surface else-
where. In psychological research, for instance, measurement is even more challeng-
ing, and in many cases adequate measurement is simply not possible. This is why
some natural scientists do not give much psychological research its due (at least in
particular subdivisions of psychology), because they are doubtful that the measure-
ment of such characteristics as anxiety, intelligence, and many other things is even
possible. Self-reports are also usually fraught with difficulty as well. Hence, assessing
the degree of depression present may seem trivial to someone who believes that a self-
report of such symptoms is meaningless. “But I did a complex statistical analysis using
my self-report data.” It doesn’t matter if you haven’t sold to the reader what you’re
analyzing was successfully measured. The most important component to a house is its
foundation. Some scientists would require a more definite “marker” such as a bio-
logical gene or other more physical characteristic or behavioral observation before
they take your ensuing statistical analysis seriously. Statistical complexity usually does
not advance a science on its own. Resolution of measurement issues is more often the
paramount problem to be solved.
The key point from the above discussion is that with any research, with any scien-
tific investigation, scientists are typically interested in estimating population parame-
ters based on information in samples. This occurs by way of probability, and hence one
can say that virtually the entire edifice of statistical and scientific inference is based on
the theory of probability. Even when probability is not explicitly invoked, for instance
in the case of the easy result in an experiment (e.g. 100 rats live who received COVID-
19 treatment and 100 control rats die who did not receive treatment), the elements of
probability are still present, as we will now discuss in surveying at a very intuitive level
how classical hypothesis testing works in the sciences.

1.1 How Statistical Inference Works

Armed with some examples of the COVID-19 pandemic, we can quite easily illustrate
the process of statistical inference on a very practical level. The traditional and classi-
cal workhorse of statistical inference in most sciences is that of null hypothesis

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1.1 How Statistical Inference Works 5

significance testing (NHST), which originated with R.A. Fisher in the early 1920s.
Fisher is largely regarded as the “father of modern statistics.” Most of the classical
techniques used today are due to the mathematical statistics developed in the early
1900s (and late 1800s). Fisher “packaged” the technique of NHST for research workers
in agriculture, biology, and other fields, as a way to grapple with uncertainty in evalu-
ating hypotheses and data. Fisher’s contributions revolutionized how statistics are
used to answer scientific questions (Denis, 2004).
Though NHST can be used in several different contexts, how it works is remarkably
the same in each. A simple example will exemplify its logic. Suppose a treatment is
discovered that purports to cure the COVID-19 virus and an experiment is set up to
evaluate whether it does or not. Two groups of COVID-19 sufferers are recruited who
agree to participate in the experiment. One group will be the control group, while the
other group will receive the novel treatment. Of the subjects recruited, half will be
randomly assigned to the control group, while the other half to the experimental
group. This is an experimental design and constitutes the most rigorous means
known to humankind for establishing the effectiveness of a treatment in science.
Physicists, biologists, psychologists, and many others regularly use experimental
designs in their work to evaluate potential treatment effects. You should too!
Carrying on with our example, we set up what is known as a null hypothesis,
which in our case will state that the number of individuals surviving in the control
group will be the same as that in the experimental group after 30 days from the start of
the experiment. Key to this is understanding that the null hypothesis is about popula-
tion parameters, not sample statistics. If the drug is not working, we would expect,
under the most ideal of conditions, the same survival rates in each condition in the
population under the null hypothesis. The null hypothesis in this case happens to
specify a difference of zero; however, it should be noted that the null hypothesis does
not always need to be about zero effect. The “null” in “null hypothesis” means it is the
hypothesis to be nullified by the statistical test. Having set up our null, we then
hypothesize a statement contrary to the null, known as the alternative hypothesis.
The alternative hypothesis is generally of two types. The first is the statistical alter-
native hypothesis, which is essentially and quite simply a statement of the comple-
ment to the null hypothesis. That is, it is a statement of “not the null.” Hence, if the
null hypothesis is rejected, the statistical alternative hypothesis is automatically
inferred. For our data, suppose after 30 days, the number of people surviving in the
experimental group is equal to 50, while the number of people surviving in the control
group is 20. Under the null hypothesis, we would have expected these survival rates to
be equal. However, we have observed a difference in our sample. Since it is merely
sample data, we are not really interested in this particular result specifically. Rather,
we are interested in answering the following question:

What is the probability of observing a difference such as we have observed


in our sample if the true difference in the population is equal to 0?
The above is the key question that repeats itself in one form or another in virtually
every evaluation of a null hypothesis. That is, state a value for a parameter, then evalu-
ate the probability of the sample result obtained in light of the null hypothesis. You
might see where the argument goes from here. If the probability of the sample result is

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6 1 A Brief Introduction and Overview of Applied Statistics

relatively high under the null, then we have no reason to reject the null hypothesis in
favor of the statistical alternative. However, if the probability of the sample result is
low under the null, then we take this as evidence that the null hypothesis may be false.
We do not know if it is false, but we reject it because of the implausibility of the data in
light of it. A rejection of the null hypothesis does not necessarily mean the null
is false. What it does mean is that we will act as though it is false or potentially
make scientific decisions based on its presumed falsity. Whether it is actually false or
not usually remains an unknown in many cases.
For our example, if the number of people surviving in each group in our sample were
equal to 50 spot on, then we definitely would not have evidence to reject the null
hypothesis. Why not? Because a sample result of 50 and 50 lines up exactly with what
we would expect under the null hypothesis. That is, it lines up perfectly with expecta-
tion under the null model. However, if the numbers turned up as they did earlier, 50
vs. 20, and we found the probability of this result to be rather small under the null,
then it could be taken as evidence to possibly reject the null hypothesis and infer the
alternative that the survival rates in each group are not the same. This is where the
substantive or research alternative hypothesis comes in. Why were the survival
rates found to be different? For our example, this is an easy one. If we did our experi-
ment properly, it is hopefully due to the treatment. However, had we not performed a
rigorous experimental design, then concluding the substantive or research hypoth-
esis becomes much more difficult. That is, simply because you are able to reject a null
hypothesis does not in itself lend credit to the substantive alternative hypothesis of
your wishes and dreams. The substantive alternative hypothesis should naturally drop
out or be a natural consequence of the rigorous approach and controls implemented
for the experiment. If it does not, then drawing a substantive conclusion becomes very
much more difficult if not impossible. This is one reason why drawing conclu-
sions from correlational research can be exceedingly difficult, if not impossi-
ble. If you do not have a bullet-proof experimental design, then logically it becomes
nearly impossible to know why the null was rejected. Even if you have a strong experi-
mental design such conclusions are difficult under the best of circumstances, so if you
do not have this level of rigor, you are in hot water when it comes to drawing strong
conclusions. Many published research papers feature very little scientific support for
purported scientific claims simply based on a rejection of a null hypothesis. This is due
to many researchers not understanding or appreciating what a rejection of the null
means (and what it does not mean). As we will discuss later in the book, rejecting a
null hypothesis is, usually, and by itself, no big deal at all.

The goal of scientific research on a statistical level is generally to learn about population
parameters. Since populations are usually quite large, scientists typically study statistics
based on samples and make inferences toward the population based on these samples.
Null hypothesis significance testing (NHST) involves putting forth a null hypothesis and then
evaluating the probability of obtained sample evidence in light of that null. If the probability of
such data occurring is relatively low under the null hypothesis, this provides evidence against
the null and an inference toward the statistical alternative hypothesis. The substantive
alternative hypothesis is the research reason for why the null was rejected and typically is
known or hypothesized beforehand by the nature of the research design. If the research design
is poor, it can prove exceedingly difficult or impossible to infer the correct research alternative.
Experimental designs are usually preferred for this (and many other) reasons.

c01.indd 6 09-04-2021 10:40:22


1.2 Statistics and Decision-Making 7

1.2 Statistics and Decision-Making

We have discussed thus far that a null hypothesis is typically rejected when the prob-
ability of observed data in the sample is relatively small under the posited null. For
instance, with a simple example of 100 flips of a presumably fair coin, we would for
certain reject the null hypothesis of fairness if we observed, for example, 98 heads.
That is, the probability of observing 98 heads on 100 flips of a fair coin is very small.
However, when we reject the null, we could be wrong. That is, rejecting fairness
could be a mistake. Now, there is a very important distinction to make here. Rejecting
the null hypothesis itself in this situation is likely to be a good decision. We have
every reason to reject it based on the number of heads out of 100 flips. Obtaining 98
heads is more than enough statistical evidence in the sample to reject the null.
However, as mentioned, a rejection of the null hypothesis does not necessarily mean
the null hypothesis is false. All we have done is reject it. In other words, it is entirely
possible that the coin is fair, but we simply observed an unlikely result. This is the
problem with statistical inference, and that is, there is always a chance of being
wrong in our decision to reject a null hypothesis and infer an alternative.
That does not mean the rejection itself was wrong. It means simply that our decision
may not turn out to be in our favor. In other words, we may not get a “lucky out-
come.” We have to live with that risk of being wrong if we are to make virtually any
decisions (such as leaving the house and crossing the street or going shopping during
a pandemic).
The above is an extremely important distinction and cannot be emphasized enough.
Many times, researchers (and others, especially media) evaluate decisions based not
on the logic that went into them, but rather on outcomes. This is a philosophically
faulty way of assessing the goodness of a decision, however. The goodness of the deci-
sion should be based on whether it was made based on solid and efficient decision-
making principles that a rational agent would make under similar circumstances,
not whether the outcome happened to accord with what we hoped to see. Again,
sometimes we experience lucky outcomes, sometimes we do not, even when our deci-
sion-making criteria is “spot on” in both cases. This is what the art of decision-making
is all about. The following are some examples of popular decision-making events and
the actual outcome of the given decision:
■■ The Iraq war beginning in 2003. Politics aside, a motivator for invasion was presum-
ably whether or not Saddam Hussein possessed weapons of mass destruction. We
know now that he apparently did not, and hence many have argued that the inva-
sion and subsequent war was a mistake. However, without a proper decision anal-
ysis of the risks and probabilities beforehand, the quality of the decision should not
be based on the lucky or unlucky outcome. For instance, if as assessed by experts in
the area the probability of finding weapons of mass destruction (and that they would
be used) were equal to 0.99, then the logic of the decision to go to war may have been
a good one. The outcome of not finding such weapons, in the sense we are discuss-
ing, was simply an “unlucky” outcome. The decision, however, may have been cor-
rect. However, if the decision analysis revealed a low probability of having such
weapons or whether they would be used, then regardless of the outcome, the actual
decision would have been a poor one.

c01.indd 7 09-04-2021 10:40:22


8 1 A Brief Introduction and Overview of Applied Statistics

■■ The decision in 2020 to essentially shut down the US economy in the month of
March due to the spread of COVID-19. Was it a good decision? The decision should
not be evaluated based on the outcome of the spread or the degree to which it
affected people’s lives. The decision should be evaluated on the principles and logic
that went into the decision beforehand. Whether a lucky outcome or not was
achieved is a different process to the actual decision that was made. Likewise, the
decision to purchase a stock then lose all of one’s investment cannot be based on the
outcome of oil dropping to negative numbers during the pandemic. It must be
instead evaluated on the decision-making criteria that went into the decision. You
may have purchased a great stock prior to the pandemic, but got an extremely
unlucky and improbable outcome when the oil crash hit.
■■ The launch of SpaceX in May of 2020, returning Americans to space. On the day of
the launch, there was a slight chance of lightning in the area, but the risk was low
enough to go ahead with the launch. Had lightning occurred and it adversely
affected the mission, it would not have somehow meant a poor decision was made.
What it would have indicated above all else is that an unlucky outcome occurred.
There is always a measure of risk tolerance in any event such as this. The goal in
decision-making is generally to calibrate such risk and minimize it to an acceptable
and sufficient degree.

1.3 Quantifying Error Rates in Decision-Making: Type I


and Type II Errors

As discussed thus far, decision-making is risky business. Virtually all decisions are
made with at least some degree of risk of being wrong. How that risk is distributed and
calibrated, and the costs of making the wrong decision, are the components that must
be considered before making the decision. For example, again with the coin, if we start
out assuming the coin is fair (null hypothesis), then reject that hypothesis after obtain-
ing a large number of heads out of 100 flips, though the decision is logical, reality itself
may not agree with our decision. That is, the coin may, in reality, be fair. We simply
observed a string of heads that may simply be due to chance fluctuation. Now, how are
we ever to know if the coin is fair or not? That’s a difficult question, since according to
frequentist probabilists, we would literally need to flip the coin forever to get the true
probability of heads. Since we cannot study an infinite population of coin flips, we are
always restricted on betting based on the sample, and hoping our bet gets us a lucky
outcome.
What may be most surprising to those unfamiliar with statistical inference, is that
quite remarkably, statistical inference in science operates on the same philosophical
principles as games of chance in Vegas! Science is a gamble and all decisions have
error rates. Again, consider the idea of a potential treatment being advanced for
COVID-19 in 2020, the year of the pandemic. Does the treatment work? We hope so,
but if it does not, what are the risks of it not working? With every decision, there are
error rates, and error rates also imply potential opportunity costs. Good decisions are
made with an awareness of the benefits of being correct or the costs of being wrong.
Beyond that, we roll the proverbial dice and see what happens.

c01.indd 8 09-04-2021 10:40:22


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remember, and it was sung as we walked. I was now far forward and
did not see the Spirit. When we came to Capt. Millar’s, the Spirit
rapped there, and Capt. Millar with Capt. Paul Blaisdel and some
others, went into the cellar, and I heard them talk, but could not
understand what was said to them. Then word came to us that we
must stand out in the field before the house—that she would appear
before us, and walk with Mrs. Butler, that the people might be
convinced that Mrs. Butler had told the truth in relating that she had
walked with her before. Then we all stood before the house. Mrs.
Butler put on a black cloak, and when she had walked a little
distance from us, as before directed by the Spirit, I heard her groan
bitterly, and soon after I saw the appearance of a woman in white,
walking with her. Suddenly Mrs. Butler sung a part of that hymn
called New Jerusalem. Then she came to us and we all went back in
order to Mr. Blaisdel’s. I then looked back and saw a person in white
walking with Mrs. Butler. After we returned to the house, Mrs. Butler
appeared very weary and exhausted. I asked her at what time the
Spirit came to her. She told me it was after she had walked a little
distance from the people. “When you heard me groan, said she,
then I saw it coming toward me. I am always more afraid when I
only see it, than I am after it has spoken to me:[26] and she now
told me not to be scared; that she was not come to hurt me, and
that if I would sing a hymn, it would expel my fears.”
HANNAH GATCOMB.

TESTIMONY II.

Testimony of Mr. Paul Simson, Jun.


August 9, 1800. I was at Mr. A. Blaisdel’s, with many more, and
heard the sound of knocking. It was addressed, and a voice
answered, but I could not understand it. Several persons spoke, but
received no satisfactory answer. The people generally concluded that
the whole affair was some deception. Therefore they went off and I
among them. But my reflections on that singular knocking, induced
me to say to two young men, “If you will go back, I will, and find out
something more, if possible; for I am no more satisfied now, than I
was before I went to that house.” We went back. Mr. Blaisdel asked
us why we returned. I told him that we had all gone off with the
opinion that the whole affair was a scheme contrived by his
daughters, and nothing more, and I meant if possible, to find them
out. “You must think as you please,” said he, “I am clear, and I
believe my family is.” I told him I wished to see all his family sitting
in one part of the room. They complied. Then I took a candle and
stood in the midst of the room. After several minutes, something
rapped near where two of us stood, and from thence removed to
several parts of the house. “What do you think of it,” said Mr.
Blaisdel? “It appears, said I, to be strange.” “We will go into the
cellar,” said Mr. Blaisdel, “and, if you think any body is there, search
the cellar through with a candle;” we did so. I came out last and was
careful and watched, so that I was sure that no person went down.
Also the outer door was fast. Then again we heard the sound of
knocking. It was addressed, and conversation followed, in the midst
of which Mr. Blaisdel said to me, “If you think any living person talks,
go forward and grasp that person.” I went forward a few steps, but
was so convinced that no body was there, that I considered all
further attempts as useless.
After much discourse, which I cannot remember, the Spirit told us
that we must go up and come down again in order, two and two,
and she would appear to us. We did so, and I saw the apparition at
first about two feet in height; but, as it drew nearer to me, it
appeared as tall as a person. I saw this appearance passing close by
me and from me five or six times. At last it diminished to about a
foot in height and then vanished. PAUL SIMSON, Jun.
TESTIMONY III.

Testimony of Miss Sally Martin.


August 13, 1800, I was at Mr. Blaisdel’s house, with more than
forty people, besides their own family, and heard knockings. We all
wondered, when we heard a sound on one side or corner of the
house; the next sound on the opposite side or corner, and a third
sound equally distant from the second, and so on for a number of
sounds, while the succession was as rapid as one sound could be
clearly distinguished from another. We were sure that no person, nor
even several persons, could make sounds so distant from each other
in such quick succession, even were it possible for them to be in or
near the places of these sounds, without discovery. By the desire of
the Spirit and Mr. Blaisdel, we went into the cellar. Mr. Blaisdel told
the people to stand back and give the Spirit room, and not crowd so
near her, “don’t crowd her,” said he, “she cannot talk if you crowd
her.”
When we were placed, Mr. Blaisdel ordered the candle to be
blown out, and stood before the company next to the Spirit.[27]
When these things were done, the affair was become as dark to me,
as the cellar was. I heard much conversation with several people by
a voice which I never heard before. This voice at last told us to go
up and go to a certain house and she would go with us. We did as
the voice told us: and, as we went, I saw a personal form, as white
as any thing could possibly appear, walking by Mrs. Butler’s side,
with locked arms. When we came to the only outer door of the
house, I saw this form at a distance from me, abroad, though near
the house, I went in and heard a knocking immediately under the
floor. In two or three minutes I heard the same voice that I had
heard before, talking with Capt. Millar.
By the desire of the voice, we stood before the house that she
might appear to us. There I saw the personal form as plainly as ever
I saw a living person: and I saw the same form vanish before me in
a moment. SALLY MARTIN.
On this testimony a few observations must detain the reader. We are liable to
be deceived two ways: by the appearance of truth where it is not, and by the
appearance of deception where it is not.
Did not such an occasion as this require order? The Spectre was about to
communicate to the assembly an important message. Could they enjoy the best
advantage to hear and attend to it, while they were changing places,—crowding
and interrupting one another? Is not a voice better understood by any auditory, if
there be some intermediate space between the speaker and hearer? What did
they want a candle for, unless they wanted to be deceived? The Spectre was
white; so is a deceiver by a candle. The Spectre told them the exact time of night;
so could a deceiver by a candle. Did they want a candle in order to see her? They
had learned, or might have learned already, that she could make herself as visible
without a candle, as any person living could with it. Four nights before this, she
appeared to fourteen persons in this very place, and six persons saw the hand
pass through the apparition.
Two nights before this, she appeared to about twenty people, forming an
ellipsis, within which she slowly passed round so near the circumference several
times, that every one of them might have handled her with deliberation, and she
had also expressed her desire to give satisfaction by this experiment.
Therefore it was not because she was afraid to be seen or handled, that Mr.
Blaisdel made this arrangement; but for reasons possibly unknown to us. But
probably one of them was this: On the night of this testimony, August 13, it was
one design of the Spectre to confirm what was past, by conducting as she had
before, May 28.[28] That is: by appearing only to two or three persons, while to all
others in the assembly, though conversing with her, she should remain invisible.
This, we are assured, by testimony 11 and 14, part 2nd, was now performed. On
the above May 28, a third person thought he saw her, but was not sure; for he
supposed he might be deceived by some change of the candle light.
Hence we easily see that those two persons who saw her on this night of
August 13, while she invisibly discoursed with the assembly, obtained more
satisfaction for others, if not for themselves, that what they saw was reality, than
if there had been a candle; especially if we consider that several women of the
assembly were dressed in white.

TESTIMONY IV.
Testimony of Capt. James Millar.
August 7. Mr. Blaisdel came to my house and desired me to go to
his own, where I might hear and see for myself. He also went to
Capt. Samuel Simson’s with the same request. Capt. Simson and his
wife, S—— B——, and N—— G——, who were there, came with him
to my house, and we all went to Mr. Blaisdel’s. When we had been
there some minutes, Capt. Simson, by desire, prayed. His prayer was
immediately followed by a knocking, and we all went into the cellar.
Mr. Blaisdel asked what was wanted, and who it was. It answered, “I
was once N. H.” I asked, “How was man made?” “Out of the dust,”
said the voice, “Dust thou art, and unto dust thou shalt return. You
have the Bible, and that is God’s truth, and do you abide by it. Love
God and keep his commandments.” After some conversation with
Mrs. Simson and others, she said, “I must go,” and we heard no
more. It was now broad day-light, the outer cellar door being open,
and utterly impossible that any living person should be there, but
those whom we could see and know. The voice was about six feet
from me.
August 9. I went to that house with many people, among whom I
observed much disorderly behaviour. The Spirit spake but little, and I
returned with a resolution to go no more to that house on such an
errand.
August 14. Just before day-light, I heard singing, as I lay in bed,
approaching to my house. Presently, by my leave, my house was
filled with people, and I heard knockings on the floor. By the desire
of certain persons, I went into the cellar with Capt. P—— B——.
After some discourse of the voice with him, which I understood not,
I heard sounds of knocking near me. I asked, what do you want of
me. It answered, “I have come to let you know that I can speak in
this cellar as well as in the other.[29] Are you convinced?” I
answered, “I am.” “Now,” said the voice, “the company must be
solemn and stand in order before your door, I am going to appear.
Now do you remember that I was once N. H.” We went up and
complied with her direction, and I saw a personal shape coming
toward us, white as the light. By the Spectre’s order, as I was
informed, Mrs. Butler went toward her. “Lydia,” said the Spectre,
“you are scared. You must sing.” Then she sung an hymn. The Spirit
came almost to us; then turned, and Mrs. Butler with her, and went
several rods towards Capt. Simson’s and appeared to take her by the
hand to urge her on further; and disappeared in our sight.
Mrs. Butler returned and informed the company, as I was told,
that if they would walk to Mr. Blaisdel’s solemnly as to a funeral, the
Spirit would walk with Mrs. Butler behind them. The company did so.
But I being far forward, saw nothing. Mrs. Butler had expressed her
unwillingness to go to Capt. Simson’s, and was excused, as she
afterwards told us. JAMES MILLAR.

TESTIMONY V.

Testimony of Mrs. M. G.
On the 4th of August, 1800, about two hours before day-light,
while I slept in Mr. Blaisdel’s house, I was waked by the sound of
knocking. I got up, and with about twenty others went into the
cellar. There I heard such a voice speaking to us as I never heard
before nor since. It was shrill, but very mild and pleasant.
Mr. Blaisdel, in addressing the voice, said that several persons, (of
whom I was one) had come from a distance to obtain satisfaction,
and desired that she would tell us who she was, and the design of
her coming. She answered, “I was once N. H. and after I was
married, I was N. B.” After much conversation upon the design of
her coming, she appeared to us. At first the apparition was a mere
mass of light: then grew into personal form, about as tall as myself.
We stood in two ranks about four or five feet apart. Between these
ranks she slowly passed and repassed, so that any of us could have
handled her. When she passed by me, her nearness was that of
contact; so that if there had been a substance, I should have
certainly felt it. The glow of the apparition had a constant tremulous
motion. At last the personal form became shapeless—expanded
every way, and then vanished in a moment.
Then I examined my own white gown and handkerchief, but I
could no more see them than if they had been black.
Nothing more being now seen or heard, we were moving to go
up, when the voice spake again and desired us to tarry longer. We
did so, and the Spirit talked with us another hour, even till broad
day-light. She mentioned to us the ill treatment which Mr. Blaisdel’s
family had suffered by reproach and false accusation, and told us
that they would, on her account, be more despised and ridiculed in
time to come, than they had been already.
Her discourse concluded by a solemn exhortation to the old, the
middle aged and the young. The present life, she said, was but a
moment, in which we must be renewed or be miserable forever.
In her address to the youth she observed that it was now the
Lord’s day, and that we must retire to our homes, read the Bible,
pray and keep the day holy. It was then she uttered these lines of
Dr. Watts.
“This is the day when Christ arose
So early from the dead;
Why should I keep my eyelids closed,
And waste my hours in bed?”
After speaking much more which I cannot remember, she sang
praises and left us.
Her notes were very pleasant. Her words were in no higher style
than common, yet were they exceedingly impressive.
MARY GORDON.

TESTIMONY VI.
Testimony of Mrs. Sally Wentworth.
On the 2d of January 1800, Hannah Blaisdel came to Mr. Butler’s
house and informed me that the extraordinary voice which they had
heard, had declared itself to be that of my sister, and that I must go
to her father’s house.
I told her to her face that I did not believe it.
The next day I received the same message by three other
persons, two of which belonged to two other families, and returned
the same answer. Nevertheless, to give satisfaction, Capt. Butler, Mr.
Wentworth and I went with them to that house. Capt. Butler and I
examined the cellar with a candle, and in a few minutes after, Lydia
and I went down there. Capt. S——n and some others, went with
us, but none of them stood before us. While I held Lydia by the arm,
we heard the sound of knocking. Lydia spoke, and a voice answered,
the sound of which brought fresh to my mind that of my sister’s
voice, in an instant; but I could not understand it at all; though it
was within the compass of my embrace, and, had it been a creature
which breathed, it would have breathed in my face, and I had no
impediment of hearing. But Lydia told me that it said, “We must live
in peace and be united.” Then we came up. But Capt. S——n with
Lydia and others, went down again. I passed through the room
which led to the cellar into another room, and there I was much
surprised when I plainly understood by the same kind of voice, still
speaking in the cellar, these words, “I am the voice of one crying in
the wilderness;” and other sentences, which I cannot remember.
This is testified by several others who were with me.[30]
From this time I cleared Lydia as to the voice, and accused the
devil.
August 8, I was there again with about thirty others, and heard
much conversation. Her voice was still hoarse and thick, like that of
my sister on her death bed,[31] but more hollow. Sometimes it was
clear, and always pleasant. A certain person did, in my opinion very
unwisely, ask her whether I was a true Christian. The reply was,
“She thinks she is, she thinks she is. She is my sister.”
August 13-14, I heard the same voice in the same place, and did
then believe it was that of my sister. She talked much with Capt. S
——n, and exhorted the people. Mr. Sp——r asked her if I believed
that she was my sister. The answer was, “She believes now.” By the
direction of the Spirit we went to Capt. M——r’s, but I never saw her.
Sometime after this, Mr. Butler brought to me from the Spectre,
the private conversation which I know I had with my sister in her
lifetime, at a certain hour, when we were alone together, and which
he declares he never knew before; as a token that I was her sister.
It is true I had never revealed it to any person, and I do not believe
that my sister ever did; but could not some evil spirit hear that
conversation, and afterwards personate my sister, and reveal it to
Capt. Butler? For what purpose should my sister become visible to
us?—There was certainly no dispute nor difficulty in my father’s
family or that of Mr. Butler’s, which could be any reason for her
coming. SALLY WENTWORTH.

Mrs. Wentworth had now an opportunity to hear the voice of Lydia and the
voice of the Spectre in the same time and place, that she might have the best
advantage to judge whether or not there was the least agreement between them.
And that Lydia had never learned to utter two voices in the same minute, the one
her natural voice, the other the dying voice of this woman’s sister, appears from
the certainty that through all the time of the Spectre’s last sickness and death,
Lydia was two hundred miles distant from her.
When Mrs. Wentworth heard in the east room that sentence of the ghost, “I am
the voice of one crying in the wilderness;” this was the only time in which the
ghost uttered these words for that day, as several witnesses (nem. con.) declare.
Hence it follows that this was the exact minute when Captain Simson, in the cellar,
within eight feet of the voice, and free from deafness, heard only a sound, while
they who stood by him understood the words plainly. (Compare this with a
sentence in Test. 4, 2d part.)
The reality of the token appears from the undoubted veracity of Mrs. W., her
inflexible opposition and the oath of Capt. Butler, the reputed dupe of the whole
business.
TESTIMONY VII.

Testimony of Mr. Jeremiah Bunker.


On August 9, 1800, I went to Mr. Blaisdel’s, where there were
about twelve people.
After hearing the discourse of the Spectre, she appeared before
us and disappeared several times. She came close by me and three
or four others several times, so that each of us could have handled
her. The personal shape, when it disappeared, first changed to a
substance, without form, and then vanished in a moment where it
was: and after a short space, the full personal form appeared again
in a moment. These changes I observed several times. I thought
then and ever since that the whole was a deception. For I cannot
see how there could be such a clear personal shape, where no living
person was. She was in the shape of a person as much as any
person could be. JEREMIAH BUNKER.
The second part presents the attestation of those who favor the cause, or at
least have not appeared openly against it.

TESTIMONY I.

Testimony of Mr. Abner Blaisdel.


May 29, 1800. The Spectre conversed with three of my family. To
dispel their fears, she introduced her conversation by these words:
“I have come again,[32] be not afraid, I will not hurt you, I did not
come here to hurt you, I am a friend to you all.” One of them
answered, “I cannot help being afraid.” “You need not be,” said the
Spectre, “you need not be. I never did hurt you, did I?” No: it was
answered: “And I shall not hurt you,” said the Spectre. “Put your
things in place.[33] Conduct as formerly: for nothing will hurt you.”
To Capt. Butler the Spectre said, “Be kind to your wife: for she
will not be with you long. She will have but one child and then die.”
It was now that the Spirit sent a token to Mrs. Hooper, her mother,
by which Mrs. Hooper declares she must have been her daughter.
August 6. I had for some time heard that my father was sick, but
had since received no news from him. I ventured to ask how my
father did; “He is in heaven,” said she, “praising God with the
angels.” I afterwards found by other means, that my father died
seven days before this. He lived two hundred miles from me.
When she left us at this time, the voice sounded in the air further
and further from us, uttering these words: “I am in heaven, praising
God and the Lamb with angels, archangels, cherubim and seraphim.
Glory, glory, glory to God and the Lamb. I am going, I am going, I
am going to Christ.”
August 8. About thirty people came to my house. That night the
Spectre had much solemn conversation with them on religious
subjects. Mr. N. H——n expressed his desire to handle her, and she
gave him liberty. Some times the inimitable voice would sound ten or
twelve feet from us, then close to our face, then again at a distance:
and these changes were instantaneous. After broad day-light, the
outer door being open, when we could plainly see each other, the
voice spake to all, and said, “Let any one who pleases, come and
handle me: for Christ says that a spirit hath not flesh and bones.”
Some person then said to Mr. H——n, “Now if you want to handle
her why don’t you go?”
Then he crowded through the people to the place where the voice
was still speaking, and said, “I find nothing here to handle.”
August 9, 1800. We placed ourselves in order, according to the
direction of the Spectre; and a white appearance, at first very small,
rose before me and grew to a personal stature and form. It stood
directly before Capt. Butler, while he and his wife stood beside each
other. I saw him put his hand on the apparition, and I saw his hand
pass through it. Then it vanished. There were now about twelve
persons here.
On August 11, she discoursed with about twenty persons, of
whom I was one. “I come,” said she, “to warn you against sin, and if
there is not a change before the soul leaves the body, you will be
forever miserable.”
After the Spirit had spoken many things of this nature, Mr. U.
expressed his desire to see her, “You shall see me,” said she, “I will
appear to you all.” She appeared and disappeared before us several
times, and talked while she appeared. She came close to us, and
some said they saw the child in her arms. My son P. observed it, and
said, “Her child is now in her arms;” “So it is,” said she, “so it is.”
When it was day-light, she told us that this was the day when
Christ rose from the dead—that it was God’s precious time and must
be kept holy, and that she must return to carry on the work of
praise, and then sang praises and left us.
Next morning, while I was at work in my field, I was told that the
Spirit had sent for me. I went into my house, heard a voice, but saw
nothing.
This voice, which declared itself to be N. H. said, “Call for my
parents, P. S. S. C., his wife and others, who appear to you to know
Christ, that they may hear and see; for they will tell the truth.” I
performed the errand, and those persons came with more than forty
others that night. I went into the cellar and asked who should come.
“They must all come,” said she, “leave not a soul behind.” I gave the
information and they complied. The Spirit first asked her parents
whether they believed she was her daughter: and they said, “yes.”
“Do you want to see me?” said she. And they said, “No.” She asked
her father if he was ready to go with her, if the Lord should call him.
“I am afraid I am not,” said he, “but the Lord can make me willing.”
“That is right,” she answered. Then after conversing with her
mother, in a very affecting manner, she said to both, “You were my
dear parents once; but now you are no more to me than others.”
Then to Capt. P. S. she said, “You have become hard against me.”
“So I have,” said he. “Do you love Christ?” “Yes, I do,” said she, “yes
I do.” P. S. “Then you love me.” “Yes, I do. Do you not remember
that soon after I was married, you told me that I was married to G.
B. and how happy I should be, if I was married to Christ: and I said
I was not; but I wished I was.” P. S. “Yes, I remember it very well.”
“Now I am married to Christ,” said she, “now I am married to Christ,
now I am married to Christ.”
“You used to meet with us at my house, and once, at the time of
a certain prayer, I observed you to be much affected.” “Yes, I was,”
said she, “and the Lord was then breaking my heart.”
I then spake to her myself, and said, I never knew that you
experienced a change of nature before you died, and I should be
glad if you would tell when you experienced it. It was, said she,
when I laid upon my death bed. Then she spake to her parents, and
reminded them of the conversation which had passed between them
at that time, respecting the loss of her child. Then it was, said she,
that I received my change.
After much other conversation, which I do not remember, the
Spirit said to us, “There is one of this family, who is not here.” Some
person asked if we should go and call him. She said, “No; I am
going where he is. They say I can appear no where but here; but I
mean to convince them that I can appear in other places. I must
appear before you all this night, and go to the next house and to
another. You must all go up and be ready to walk with me. But you
must walk in order, two and two, solemnly, as if you were following a
friend to the grave. For the Lord is a God of peace and not of
confusion. Sing a Psalm as you walk, and I will walk with Lydia after
you.” We all went up, and in about an hour after, we heard the
token, and placed ourselves before the door, and hearing it again,
we walked on to Capt. M’s, and the Spirit knocked under his floor. He
and my son went down and, after conversing with my son, she told
Capt. M. who she was, and the purpose of her coming to his house,
and asked him if he was satisfied, and he told her that he was. Then
she directed him to go up and tell the people to stand in order
before the door and she would appear before them in the field. They
did so, and she appeared to them and disappeared, as some of them
informed me. By her direction we walked back to my house in the
same order, and then I saw her plainly about thirty feet from me, in
the form and stature of a person; white as the light and moving
after us like a cloud, without ambulatory motion.
ABNER BLAISDEL.
I have discoursed with all these persons, except two or three, whose names are
mentioned in this testimony, and they all attest to almost all the facts which are
here related, as being known to them.

TESTIMONY II.
Testimony of Miss Mary Card.
I am not only a witness to many things in the preceding relation,
but I further declare that, on August 13, about two o’clock in the
day, while Mr. Blaisdel was gone for evidence, the Spirit knocked,
and M. M. and I went near to the place of the sound and asked what
was wanted.
The Spirit answered “I have come, I have come. Make room for I
am coming among you.”[34] I pleaded that she would not. I must, I
must, said she, don’t be scared. I answered we were poor sinful
creatures, and could not help it, and again earnestly entreated her
not to come.
I now plainly saw her appear in shining white; and she asked me
if any person in the house wanted to see her. I then called on Miss P.
C. who in the same hour had said that “though she had heard the
voice speak, she would not believe it was that of a ghost.” I asked
her now to come and see her, and she did. Now, said the ghost,
satisfy yourselves. Here I am, here I am, satisfy yourselves. Miss P.
C. answered that she was satisfied.[35] The ghost then spake several
other things which I cannot remember. M. CARD.

TESTIMONY III.

Testimony of Miss Margaret Miller.


I was present at the same time, and heard all that is here
declared by Miss Mary Card. I saw the apparition, and heard her
speak at the same time. M. MILLER.

TESTIMONY IV.
Testimony of Capt. Paul Simson.
January 3, 1800, I was at the house of Mr. Blaisdel. His son P.
desired me to go with him into the cellar. I went down with him and
his two sisters, and Mrs. C. M.
I heard a rapping, and asked in the name of Christ what it
wanted. I heard a voice considerably loud, but could not understand
it. But some who were present, told me that it said, “I am the voice
of one crying in the wilderness. Prepare ye the way of the Lord.
Make his paths strait. Seek ye the Lord, while he may be found; call
upon him while he is near.”
After some silence it rapped again. I spake to it in the name of
Christ, and said, if there was any thing it could utter for peace, to
utter it. It answered, “I am not to be trifled with. I am not to be
trifled with. I am not to be trifled with. Peace, peace, peace.”[36]
Then they all went up, except Lydia and myself, and I held her by
the hand. She was much terrified, and said, “I feel so I cannot stay:
I must go up.” Stay awhile, said I, perhaps it will speak again. “I
cannot,” said she, and began to urge me away. I consented, and
when we had come up, she told me what I had myself perceived,
that the cellar began to grow light, where the voice was uttered and
that she heard a rushing noise.
Sometime after I was in the same cellar with a number of people
and heard a plain voice; clearly understood by others, but not at all
by myself, though as near to it as others and free from deafness.
The voice appeared to me inimitable.
August 8, I was there again with thirty others and heard the
conversation of the Spectre with several persons. Mr. N. H.
mentioned his desire to handle her. “Handle me and see,” said she,
“for Christ tells you that a spirit is not flesh and bones.”
Mr. T. U. said, “if you are a happy soul, intercede for me.” The
reply was, “None but Christ intercedes.” “There are among us,” said
Mr. U., “several denominations of Christians: Presbyterians,
Congregationalists, Baptists, and Methodists. Which of all these are
right?” The voice answered, “There are good and bad of all these
sorts for the elect’s sake.”[37]
In August 13-14, while I was at the same house, the Spirit
informed us that she could not speak freely in the night of August 9,
because the behaviour of the people had been so rude, but
expressed her joy in discoursing with christians. You know, said I, a
thousand times more than any of us. Yes I do, said she. Mr. Blaisdel
said to me, you stand too near her. Then I asked, do I stand too
near you? No, said she, stand as near as you please. I felt surprised,
and said, it was a wonderful event. Yes, the spirit replied, it is a
wonderful event indeed—do you not remember what you told me,
just after I was married that if I was married to Christ, how happy I
should live? Yes, I answered, I remember it very well. She exhorted
the young people and told them that without a change they would
be miserable.
After this, the spirit expressed her resolution to convince us that
Mr. Blaisdel and his family were clear of the evils alleged against
them.
They say I am a witch and a devil, said she; and they said that
Christ was a devil. The spirit said other things, which I remember
not.
At last she told them she was about to appear in order to
convince them. Then by her direction we went up, and having
prayed together, and heard the token, we walked on to Capt. M’s,
singing the 84th Psalm. I was one of the foremost of the company
and did not see it then; but the greatest number of those who were
behind me, said they saw it plainly.
When we were at Capt. M’s house, we stood in the field, while
Mrs. Butler, in great fear, walked with the Spirit before us,[38] a few
rods toward Capt. Simson’s; and then returned and told us that we
must walk back, two and two, to her father’s house singing, and the
spirit would follow us back. We did so. Mr. D. and I walked behind
all, except Mrs. Butler, in order if possible to see the apparition.
When we had walked about fifteen rods, I saw a white appearance
forward of us to the left hand. As we passed by it, it fell in after us
and walked with Mrs. Butler.
Mr. D. and I turned and looked upon them, and heard them talk.
We walked a little way further, stopped and looked upon them, and
heard them talk again; but they spoke with so low a voice we could
not understand them. The spirit appeared in personal form, white as
snow, about as tall as Mrs. Butler.
It was now day-break. I turned my eyes from the object, and in
half a minute looked toward it again, but it was gone. Mr. D. then
told me he saw it disappear. PAUL SIMSON.

TESTIMONY V.

Testimony of Mr. Samuel Ingalls.


August 13-14, 1800. I was at the house of Mr. Blaisdel in the
evening, with about forty people: went into the cellar with a candle,
which discovered to us the whole cellar, so that no person here could
be concealed from us. The light being put out, we heard a knocking.
It was spoken to, and a voice shrill and pleasant, like what I never
heard before, answered, (and talked with us.) Mr. Downing asked
her if she knew him, she said, yes: and called him by name three
times. She often uttered her sentences three times. He asked the
Spirit if she had never been at his house. The answer was that she
had been there once.
Capt. P. S. said, “You know as much as a thousand of us;” “Yes,
yes;” she answered, “but it will not be long before some here will
know as much.”
Mr. Blaisdel asked the Spirit when she experienced her change.
She answered that it was on her death bed; and then uttered the
words, “Glory, glory, glory. Alleluia.”
After some silence, some person asked the Spirit, “Are you about
to leave us?” She answered, “I must go when Jesus calls. I must
appear and walk with you this night; but you must walk in order. I
will walk behind with L. and told us that she had walked with her
before.” If you do, said Mrs. Butler, I shall faint away. No, said the
Spectre, you shall not faint again; and then said to the people, “If
she faints again,[39] don’t you believe me.”[40]
Mrs. Butler never fainted after this. We went to Capt. M’s, and
stood there. Mrs. Butler walked, as I was told she was before
ordered, several rods from us, and I saw something appear white by
her side, but no personal form. I heard Mrs. Butler say that when
the Spirit was with her and talked with her, she was not so much
afraid, as when she expected her coming. SAMUEL INGALLS.

TESTIMONY VI.

Testimony of Mr. James Springer.


August 13, 1800. After much conversation with the Spectre, she
told us that she must talk and appear at the house of Capt. M.
because he had reported that she could not be any where but at Mr.
Blaisdel’s house. And L. must walk with me, said she, that you may
all see that she is one person and I another.
We walked in order to that house, and I saw the Spirit as plainly
as ever I saw any person. I saw the Spirit appear and disappear
several time that night. * * * * * * JAMES SPRINGER.

A part of this testimony is lost.


TESTIMONY VII.

Testimony of Mr. John Simson.


August 8, 1800. I heard the discourse of the Spectre, in company
with about thirty other persons. The sound of her voice was
sometimes hoarse and faint, but for the most part it was clear and
free from any impediment, and then it was inimitable, and the most
delightful that ever I heard in my life. In discoursing with her
parents, she said, “My dear parents, if the Lord should call you to go
away with me this night, are you willing.” I fear I am not, said her
father, but the Lord can make me willing. Yes, she answered, and
none but he.
While Mr. U. was talking with her, he observed that there were
among us various distinctions of christians, as Baptists, Presbyterians
and Methodists, and asked which of all these are right. There are
good and bad of all these sorts, said she, for the elect’s sake. Mr. N.
H. expressed his desire to handle her. Handle me and see, said she:
for Christ tells you that a Spirit hath not flesh and bones.
Accordingly, after it was broad day-light, and we could all plainly see
each other, the outer cellar door being open, he extended his arms
round the space in which the voice was then speaking, and
exclaimed, “O, there is nothing here.” The voice and this experiment
were about four feet from me, so that I am sure that no living
person could be concealed from me.[41] JOHN SIMSON.

TESTIMONY VIII.

Testimony of Mr. Richard Downing.


August 9, 1800. I went to the house of Mr. Blaisdel with a number
more. After sometime we heard a knocking. Then four persons with
me went into the cellar. A light was called for and brought. We
searched the cellar to see if no person or thing might be found there
whence that knocking might proceed. Then the light was carried up,
and immediately there was the sound of knocking. Mr. Blaisdel and
Mr. D——ns several times asked what was wanted. At length a voice
answered, that, if we would all go into the cellar, we should be
satisfied;[42] we then all went down.[43] There was then in my
hearing, much disorder and much profanity among the people.
Nothing remarkable being heard, all but three or four of us left the
cellar. Then again there was a knocking several times, we spoke, but
obtaining no answer, I also went up.
Soon after I was informed that the voice had spoken to those
who remained there, declaring that we must all return, and we went
again. Immediately there was a knocking all round the cellar by
several persons there, as they afterwards owned to me. Mr. Blaisdel
desired them to be peaceable and give room. After a few minutes,
Mr. D——ns expressed his sorrow that so many should be deceived,
and advised us to pray and return home. We therefore returned as
unsatisfied as we went.
On the 13th, while I was very much engaged in business, I felt
very much concerned for Mr. Blaisdel, on account of his troubles, and
thought I would go and see him, and advise him to a settlement, to
prevent the expense of the law. I went, and he asked me the cause
of my coming. I answered, to visit him as a friend. I am glad to see
you, said he, you went away the other night very unsatisfied. You
did not then appear to be afraid: would you not be daunted now? I
told him I did not think I should. Providence, said he, has sent you
here, I believe, and you must tarry all night. I told him I would.
Then he informed me that he had talked with the Spirit in the
forenoon, which directed him to persuade certain people to come to
his house. About an hour after sunset, the Spectre knocked; and
being addressed, answered, “I have come to satisfy you all; who is
now speaking to me?” It was answered, Mr. Blaisdel. Let him and
every one of this family, said the Spectre, go out from here.
They went out. The voice then said that Mr. Blaisdel’s family were
all clear of what was alledged against them.
After this, the voice talked with me. To know what answer would
be made, I asked, to whom are you speaking? It answered, “Richard
Downing.” I asked again, was you ever at my house? It answered,
“Yes, I was there once with my mother, Mrs. M. and others, when
your wife was sick.” I had not then told any person what the Spectre
now told me, and which I and my family know to be true. Her
mother asked[44] how long before her decease, she experienced her
change. She answered, when I was on my death bed.
Soon after the Spirit said to the whole company, I will walk with
you to the next house, if you will walk in order, two and two, singing
a Psalm as you go; for God is a God of order. I asked her what
Psalm we should sing? Any, said she, which may suit best. We then
left the cellar, sang and prayed, and immediately the token was
given by knocking. We then placed ourselves in order and walked on
toward Capt. M’s house.
Anxious to unveil the deception, if there was any, I walked near
those who were foremost, and was first at the door and knocked.
Capt. M. came to the door and asked what all this meant. I
answered, they are come to visit you. Immediately I went and stood
on the trap-door—the only door of the cellar, that no person might
go into it without my knowledge. Some of the company told Capt. M.
our design, and he made us welcome. Then hearing the miraculous
sound under the floor, Capt. M. with others, went down and talked
with a voice, which I heard and understood not; but was informed
by them that she told them she had come there to give evidence
that she could be and talk at other houses, as well as that of Mr.
Blaisdel; and that if the company would properly stand in the open
field, she would pass before them, so that they might see her. The
company did so. The Spirit then appeared and walked back and
forth, two or three times, in view of the company and by the side of
Mrs. Butler. This my eyes saw. The apparition, with Mrs. Butler,
having advanced a few rods, disappeared. Mrs. Butler then came
and told us that if we would return to Mr. Blaisdel’s house, she would
walk behind us. The company complied. Having a desire so be as
near the apparition as possible, I walked with Capt. P. S. behind the
whole company. Mrs. Butler walked behind Capt. P. S. as she had
been ordered by the apparition. When we had walked about twenty
rods, Mrs. Butler said, “there it is now.” Where, said I. There, said
she, pointing to the left side of the company forward. I looked there
and saw the dark appearance of a person, and kept my eye upon it
till we passed by it, and till I saw it come in next after me, and by
the side of Mrs. Butler. Thus it followed us. But now this object was
become as white as the light. As we walked, I kept my eye upon this
object almost without intermission, that I might see it disappear. It
followed us by one direct motion, like a cloud. The motion was not
ambulatory in the least degree. In this manner the apparition
followed us about twenty rods, and then disappeared in my view. It
opened into two parts and vanished. RICHARD DOWNING.

TESTIMONY IX.

Testimony of Capt. Samuel Simson.


August 5, 1800. In the evening after I had prayed, I looked
toward the opposite side of the room, and saw a white personal
form, having on a woman’s cap, and the same countenance and
features which Mrs. N. Butler had when she was alive and in health,
so that I knew her immediately. In the name of the Lord, said I, for
what purpose are you here?—But there was no answer. I spoke
again—“In the name of the Lord Jesus Christ, who are you, and
what do you want here?” My wife greatly surprised, and seeing
nothing, asked what was the matter. I told her I saw an apparition.
No, she replied, you are deranged. It is the moon you see. At that
moment the apparition disappeared. When we were composed, we
agreed to mention the matter to no person, and we conducted
accordingly.
Two nights after, Mr. Blaisdel called us up about two o’clock, and
informed us that the Spirit had been at his house, and sent him to
call for more evidence. He desired that we would go with him to his
house. Well, said my wife, she appeared here the night before last.
Then perhaps she has performed the message before me, said Mr.
Blaisdel. We went to his house. Hearing nothing for some time, by
the desire of Mr. Blaisdel I prayed with the company who had
collected there. Immediately after, we heard the usual sound on the
side of the house. We all went into the cellar, and heard an articulate
voice unlike any sound which I ever heard before.
SAMUEL SIMSON.

TESTIMONY X.

Testimony of Mrs. Sarah Simson.


I can attest to the truth of what my husband has now related,
and further, that when we were in the cellar, the spirit told us that
she was once N. H. N. B. repeating the words three times, “you have
done right,” said she, “you have united in prayer: and it is true what
that man said, who made the prayer, he did see me with a cap on.” I
am sure Mr. Blaisdel could have told no one of it, for we had not told
him, nor any one else that the apparition had appeared with that
article of dress. I asked the spirit, are you from happiness or misery?
She replied, “I am from above, I am not from beneath. I have come
on God’s errand.” Then she sung alleluias, and mentioned the
cherubim and seraphim. She told me that my child which I had lost
was in heaven, praising God with the angels. I should have spoken
to that man, said she, the other night, if some person had not been
affrightened. I asked, who was it? She answered, it was his wife. Mr.
Blaisdel and Capt. M. asked several questions, and the answers were
wonderful.
August 9-10. I tarried after the people in general went off with
the opinion that the words of the spirit were in reality the words of
Mrs. Butler. I was much surprised with the sound of knocking, which
made the house tremble. I then heard Mrs. Butler say, “If I am
guilty, let her stay away. If I am clear, let her come and clear me.” In
a few minutes after, she arose from a bed on which she had sat, and
stood wringing her hands in distress. What have I done, said she,
that I must be accused of all this. “Nothing, dear, you have done
nothing, but you must go into the cellar,” answered a voice in a
vacant space where no person was—a voice the most delightful that
ever I heard.
Some of the people then told her that she must do as the spirit
had said. So I must, said she, if I don’t she will come into the room,
and if she does, I shall die. She then went down with a number of
others, and immediately came up, and told me that she was
released. I was soon after informed, that the spirit was about to
appear, and that we must all be present. I went with the rest, but
prayed that I might not see her. She had promised that none should
see her but those who desired it. Accordingly I did not see her,
though I looked directly before me, where they said she was.
August 13. I was again at the same house, and while I was sitting
in the room, near a candle, two persons came and looked upon a
watch, and found it twelve, and said it was exactly what the spectre
had just told. At one o’clock they came again, and found the same
agreement. SARAH SIMSON.

TESTIMONY XI.

Testimony of Mrs. Abigail Abbott.


August 10, 1800. I was at Mr. Blaisdel’s house, with many more.
In the first part of the night there was much indecent conduct, and
some profanity. The spirit knocked sometimes, but uttered only a
few words. The company in general having in vain waited to see or
hear something extraordinary, withdrew; but I tarried with several
other persons. Soon after they were gone, the spectre knocked
several times very loud, and we went into the cellar. After saying
many things to us, she appeared in the shape of a person and
moved before us, without stepping, passing and repassing several
times. She gave so much light that we could see other persons and
other things in the cellar, which we could not see before her
appearance, nor afterwards. I saw her appear and disappear several
times. At last the apparition came to Capt. G. Butler, and then he
appeared to be immersed in her radiance so that he appeared white
and shining like the apparition. And I did particularly see his hand in
the midst of the apparent body of the apparition. He cried in
surprise, “Lord Jesus Christ.”
August 13-14, I was there again, and heard much conversation of
the ghost, with several other persons in the cellar, concerning
several events known only to her and them in her life time. To all
their questions she gave satisfactory answers.
Once while she was speaking, I saw a bright shining appearance
in that part of the space from whence the voice proceeded.
Her conversation and exhortation continued four hours. One of
the company observed to her that we were an hardened people.
“Yes,” she answered, “But the Lord will call in his elect in his own
time.” I went to Capt. M’s with the company, but did not then see
her at all. ABIGAIL ABBOT.

TESTIMONY XII.

Testimony of Miss Dorcas Abbot.


I can attest, as an eye and ear witness, to all that is declared
under August 9th, in the last testimony.
I plainly saw Capt. Butler’s hand go through the apparition.
DORCAS ABBOT.
TESTIMONY XIII.

Testimony of Mr. Frederic Housoff.


I was an eye and ear witness of all the facts declared in the last
testimony, and can attest particularly that I plainly saw Capt. Butler
put his hand on the apparition, and saw his hand pass through it,
glowing with the light of it. FREDERIC HOUSOFF.

TESTIMONY XIV.

Testimony of Mr. Joseph Blaisdel.


I was present when the important transaction took place on the
night of August 9, 1800, and saw Mr. Butler’s hand pass through the
body of the apparition, while he uttered the words, “Lord Jesus.” He
afterwards informed me and others, that while his hand passed
through the breast of the Spectre, he felt nothing.
JOSEPH BLAISDEL.

TESTIMONY XV.

Testimony of Capt. Paul Blaisdel.


I have seen and discoursed with the apparition several times. In
the latter part of January, 1800, I saw her in the field; first at a
considerable distance from me: then she came to me, and I
particularly observed that she never touched the ground. Her
raiment appeared as white as possible. The next evening she
reproved me in the hearing of several persons, because I had not
spoken to her, and because I had spoken against her. She told me
she had come on God’s errand, and that if I opposed her, I opposed
him who sent her.
The Spirit asked me if I lived in such a manner as I would wish to
die.[45]
I have from time to time heard the voice speak in open space,
where I am sure no living person existed, as others can testify who
were with me.[46] And upon August 9-10, I was present and saw the
Spectre when she appeared, and I plainly saw Capt. Butler’s hand
pass through the apparition.
August 11, I saw her again, and heard her pious discourse, with
nearly twenty other persons. To those who were present, I said,
“She has her child now in her arms.” “Yes, I have,” she answered,
“yes I have.” She came so near to me and others, that either of us
could have handled her without changing our places.
August 13. Being informed that the ghost had promised to come
this night, I left my father’s house, and went to Capt. M’s that I
might not see nor hear her. Just before daylight, she came to this
house with more than forty people, and reproved me again for
speaking against her in the presence of six or seven persons. This is
the second time, said the voice, that you have been warned.—
Beware of the third time. She asked me several times to handle her,
to see whether she had material substance or not. I confessed to
her that I believed her to be the spirit of N. H. Then I went back
with the company to my father’s house. Before she vanished she
came and stood within three feet from me.[47] The personal shape
was all light, the particles of which had constant motion. But I was
afraid to put my hand upon her. PAUL BLAISDEL.

TESTIMONY XVI.

Testimony of Mr. David Hooper.


January 2, 1800. By the request of the spectre, sent by two
messengers, I went to Mr. Blaisdel’s house, and by conversing with
her, obtained such clear and irresistable tokens of her being the
spirit of my own daughter, as gave me no less satisfaction than
admiration and delight.
She gave a reason satisfactory to me why she put me to the
trouble of coming there instead of her coming to my house.
By her request I went in a few days after to Mr. Butler’s family
and expressed my conviction to them.
August 8, I was there again, with my wife and many others. I
again asked the ghost who she was. The voice answered, “I was
once N. B., your dear child. If the Lord should call you this night, are
you willing to go with me?” I said the Lord can make me willing. Yes,
she replied, and none but he. Then she mentioned certain articles of
property which she had left, as belonging to us. I hope, said I, these
matters do not disturb you. “No, no,” she answered, “No, no. Peace.
There must be peace.” DAVID HOOPER.

TESTIMONY XVII.

Testimony of Mrs. Joanna Hooper.


Her next words were spoken to me in particular. “Do you not
remember what I said on my death bed?” I answered, yes, I do
remember that you then said you desired peace while you lived. Yes,
I did, said she, yes I did.—Sometime before this the spectre had
sent this token to me, which, though not certain, had yet been
attended with such circumstances, as rendered the use of it for
deception utterly improbable.
August 13, we went again. The spirit then asked if we wanted to
see her, and we both said no. Did I ask you in your last sickness,
said I, whether you was willing your child should live? The voice
answered, “yes, yes, and I told you I should be a vile creature to
desire the life of the child.” [For that was the time in which it was
God’s will it should die.[48]] I asked this question for further
satisfaction, knowing that this very question and answer had passed
between us.
The spirit then told us that she had not freedom to converse on
the night of August 9, by reason of disorder and profanity, and
expressed her liberty and joy in discoursing with christians. In the
midst of her discourse with others, I silently indulged my painful
reflections on the distress of her last sickness. Suddenly I was
surprised with these words of the voice to me, “Mourn not for me,
for I am a happy soul.”
Capt. P. S. observed that her free conversation with us was a
great wonder. “Yes, a miracle, said she, such as never was since
Christ was upon earth.”[49] When she had told us that without a
change of heart, mankind would be miserable, I desired Mr. Blaisdel
to ask her when she experienced her own change. He asked, and
she answered, “When I was on my death bed.” Mr. D. proposed this
question, “Do I believe that you are such as you profess to be?” Her
reply was, “You have believed, and you have not believed, and satan
will tempt you again.”[50] Then he asked, “Was you ever at my
house in your lifetime?” “Yes, once, yes, once,” said she. I knew the
time of this visit, for Mrs. M. and I were there with her. By my desire
therefore, Mr. D. asked, “Who was there with you.” “My mother and
Mrs. M., said she, when your wife was sick.” Then Mr. D. told the
people that he remembered she had been there at that time. Have
you been any where but here, said he, since your death. Yes, she
answered, to five places.
Mr. Blaisdel’s family being now excluded from that apartment
where the spirit was, she told us that Mr. Blaisdel’s family were
innocent. “They say I am a witch and a devil, said she, and they said
that Christ was a devil. It is reported that some of this family have
raised me, but it is not in the power of man or devil to fetch a soul
from heaven.”
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