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When told, “I’m too busy treating patients to do research,” I answer:

When you treat a patient, you treat 1 patient.

When you do research, you treat 10,000 patients.
This page intentionally left blank
 Contents

FOREWORD TO THE THIRD EDITION ...................................................... xvii

FOREWORD TO THE SECOND EDITION .................................................... xix
FOREWORD TO THE FIRST EDITION ........................................................ xxi ix
ACKNOWLEDGMENTS .......................................................................... xxiii
DATABASES ......................................................................................... xxv
HOW TO USE THIS BOOK ....................................................................... xlv

CHAPTER 1 Planning Studies: From Design to Publication ........................1

1.1 Organizing a Study ..................................................................1
1.2 Stages of Scientific Knowledge................................................1
1.3 Science Underlying Clinical Decision Making ...........................2
1.4 Why Do We Need Statistics? ...................................................4
1.5 Concepts in Study Design ........................................................5
1.6 Study Types ............................................................................7
1.7 Convergence with Sample Size ................................................9
1.8 Sampling Schemes ................................................................10
1.9 Sampling Bias .......................................................................11
1.10 How to Randomize a Sample..................................................13
1.11 How to Plan and Conduct a Study ..........................................15
1.12 Mechanisms to Improve Your Study Plan ................................16
1.13 Reading Medical Articles ......................................................18
1.14 Where Articles May Fall Short ...............................................18
1.15 Writing Medical Articles ........................................................20
1.16 Statistical Ethics in Medical Studies......................................21
Appendix to Chapter 1 .....................................................................26

CHAPTER 2 Planning Analysis: What Do I Do with My Data? ..................27

2.1 What is in this Chapter ..........................................................27
2.2 Notation (or Symbols) ...........................................................27
2.3 Quantification and Accuracy ..................................................29
2.4 Data Types............................................................................30
2.5 Multivariable Concepts..........................................................33
2.6 How to Manage Data.............................................................34
2.7 A First Step Guide to Descriptive Statistics ...........................36
2.8 Setting Up a Test Within a Study ...........................................38
2.9 Choosing the Right Test ........................................................39
2.10 A First Step Guide to Tests of Rates or Averages....................39
x Contents

2.11 A First Step Guide to Tests of Variability ................................42

2.12 A First Step Guide to Tests of Distributions ............................42
Appendix to Chapter 2 .....................................................................43

CHAPTER 3 Probability and Relative Frequency ......................................65

3.1 Probability Concepts ...............................................................65
3.2 Probability and Relative Frequency ..........................................68
3.3 Graphing Relative Frequency ...................................................70
3.4 Continuous Random Variables..................................................70
3.5 Frequency Distributions for Continuous Variables ......................71
3.6 Probability Estimates from Continuous Distributions .................74
3.7 Probability as Area Under the Curve.........................................75

CHAPTER 4 Distributions ......................................................................77

4.1 Characteristics of a Distribution ..............................................77
4.2 Greek versus Roman Letters....................................................77
4.3 What is Typical .......................................................................77
4.4 The Spread About the Typical ..................................................79
4.5 The Shape...............................................................................81
4.6 Statistical Inference ................................................................83
4.7 Distributions Commonly Used in Statistics ...............................85
4.8 Standard Error of the Mean......................................................93
4.9 Joint Distributions of Two Variables ..........................................94

CHAPTER 5 Descriptive Statistics .........................................................95

5.1 Numerical Descriptors, One Variable ........................................95
5.2 Numerical Descriptors, Two Variables .....................................100
5.3 Pictorial Descriptors, One Variable .........................................105
5.4 Pictorial Descriptors, Multiple Variables .................................112
5.5 Good Graphing Practices .......................................................116

CHAPTER 6 Finding Probabilities .........................................................117

6.1 Probability and Area Under the Curve .....................................117
6.2 The Normal Distribution .........................................................117
6.3 The t Distribution ..................................................................121
6.4 The Chi-Square Distribution ...................................................124
6.5 The F Distribution..................................................................128
6.6 The Binomial Distribution ......................................................130
6.7 The Poisson Distribution ........................................................133

CHAPTER 7 Confidence Intervals.........................................................137

7.1 Overview...............................................................................137
7.2 Confidence Interval on an Observation from an Individual
Patient .................................................................................139
 Contents xi

7.3 Concept of a Confidence Interval on a Descriptive Statistic ....140

7.4 Confidence Interval on a Mean, Known Standard Deviation .....141
7.5 Confidence Interval on a Mean, Estimated Standard
Deviation ..............................................................................144
7.6 Confidence Interval on a Proportion .......................................146
7.7 Confidence Interval on a Median............................................149
7.8 Confidence Interval on a Variance or Standard Deviation ........150
7.9 Confidence Interval on a Correlation Coefficient .....................153

CHAPTER 8 Hypothesis Testing: Concept and Practice.........................157

8.1 Hypotheses in Inference ........................................................157
8.2 Error Probabilities .................................................................163
8.3 Two Policies of Testing ..........................................................167
8.4 Organizing Data for Inference.................................................168
8.5 Evolving a Way to Answer Your Data Question ........................171

CHAPTER 9 Tests on Categorical Data ................................................175

9.1 Categorical Data Basics ........................................................175
9.2 Tests on Categorical Data: 2  2 Tables ................................177
9.3 The Chi-Square Test of Contingency .......................................178
9.4 Fisher’s Exact Test of Contingency ........................................181
9.5 Tests on r  c Contingency Tables .........................................183
9.6 Tests of Proportion ................................................................187
9.7 Tests of Rare Events (Proportions Close to Zero) ...................193
9.8 McNemar’s Test: Matched Pair Test of a 2  2 Table .............197
9.9 Cochran’s Q: Matched Pair Test of a 2  r Table ....................201

CHAPTER 10 Risks, Odds, and ROC Curves .........................................203

10.1 Categorical Data: Risks and Odds ........................................203
10.2 Receiver Operating Characteristic Curves ............................211
10.3 Comparing Two ROC Curves ................................................212
10.4 The Log Odds Ratio Test of Association ...............................214
10.5 Confidence Interval on the Odds Ratio .................................218

CHAPTER 11 Tests on Ranked Data ....................................................221

11.1 Rank Data: Basics ..............................................................221
11.2 Single or Paired Sample(s), Ranked Outcomes:
The Signed-Rank Test .........................................................223
11.3 Large Sample Single or Paired Ranked Outcomes .................226
11.4 Two Independent Samples, Ranked Outcomes:
The Rank-Sum Test .............................................................229
11.5 Two Large Independent Samples, Ranked Outcomes ............232
11.6 Multiple Independent Samples, Ranked Outcomes:
The Kruskal–Wallis Test ......................................................235
xii Contents

11.7 Multiple Matched Samples, Ranked Outcomes:

The Friedman Test .............................................................239
11.8 Ranked Independent Samples, Two Outcomes: Royston’s
Ptrend Test .......................................................................242
11.9 Ranked Independent Samples, Multiple Categorical
or Ranked Outcomes: Cusick’s Nptrend Test ......................243
11.10 Ranked Matched Samples, Ranked Outcomes:
Page’s L Test ....................................................................246

CHAPTER 12 Tests on Means of Continuous Data ................................249

12.1 Basics of Means Testing ...................................................249
12.2 Normal (z) and t Tests for Single or Paired Means...............251
12.3 Two Sample Means Tests ..................................................254
12.4 Testing Three or More Means: One-Factor ANOVA ...............264
12.5 ANOVA Trend Test .............................................................272

CHAPTER 13 Multi-Factor ANOVA and ANCOVA ....................................275

13.1 Concepts of Experimental Design ......................................275
13.2 Two-Factor ANOVA.............................................................277
13.3 Repeated Measures ANOVA ...............................................284
13.4 Analysis of Covariance (ANCOVA) ......................................290
13.5 Three-and-Higher-Factor ANOVA .........................................293
13.6 More Specialized Designs and Techniques ..........................295

CHAPTER 14 Tests on Variability and Distributions ..............................299

14.1 Basics of Tests on Variability .............................................299
14.2 Testing Variability on a Single Sample ................................300
14.3 Testing Variability Between Two Samples ...........................302
14.4 Testing Variability Among Three or More Samples...............305
14.5 Basics on Tests of Distributions .........................................309
14.6 Test of Normality of a Distribution ......................................310
14.7 Test of Equality of Two Distributions ..................................318

CHAPTER 15 Managing Results of Analysis .........................................325

15.1 Interpreting Results ..........................................................325
15.2 Significance in Interpretation.............................................326
15.3 Post Hoc Confidence and Power .........................................327
15.4 Multiple Tests and Significance .........................................329
15.5 Interim Analysis ................................................................333
15.6 Bootstrapping: When You Can’t Increase
Your Sample Size...............................................................336
15.7 Resampling and Simulation................................................339
15.8 Bland–Altman Plots ...........................................................339

CHAPTER 16 Equivalence Testing .......................................................345

16.1 Concepts and Terms..........................................................345
16.2 Basics Underlying Equivalence Testing...............................346
 Contents xiii

16.3 Methods for Non-Inferiority Testing ....................................347

16.4 Methods for Equivalence Testing .......................................351

CHAPTER 17 Bayesian Statistics ........................................................355

17.1 What Is Bayesian Statistics ...............................................355
17.2 Bayesian Concepts............................................................358
17.3 Describing and Testing Means ...........................................359
17.4 On Parameters other than Means ......................................362
17.5 Describing and Testing a Rate (Proportion) ........................363
17.6 Conclusion ........................................................................364

CHAPTER 18 Sample Size Estimation and Meta-Analysis ......................365

18.1 Issues in Sample Size Considerations................................365
18.2 Is the Sample Size Estimate Adequate? ............................368
18.3 The Concept of Power Analysis .........................................369
18.4 Sample Size Methods in this Chapter ................................371
18.5 Test on One Mean (Normal Distribution)............................372
18.6 Test on Two Means (Normal Distribution) ..........................374
18.7 Test When Distributions are Non-Normal or
Unknown ..........................................................................376
18.8 Test with No Objective Prior Data .....................................377
18.9 Confidence Intervals on Means .........................................378
18.10 Test of One Proportion (One Rate) .....................................379
18.11 Test of Two Proportions (Two Rates) ..................................382
18.12 Confidence Intervals on Proportions (On Rates) .................384
18.13 Test on a Correlation Coefficient ........................................385
18.14 Tests on Ranked Data .......................................................387
18.15 Variance Tests, ANOVA, and Regression .............................388
18.16 Equivalence Tests .............................................................388
18.17 Meta-Analysis ...................................................................389

CHAPTER 19 Modeling Concepts and Methods ....................................393

19.1 What is a “Model”? ...........................................................393
19.2 Straight-Line Models .........................................................395
19.3 Curved Models ..................................................................398
19.4 Constants of Fit for Any Model ..........................................401
19.5 Multiple-Variable Models ...................................................406
19.6 Building Models: Measures of Effectiveness .......................409
19.7 Outcomes Analysis ............................................................411

CHAPTER 20 Clinical Decisions Based on Models ................................415

20.1 Introduction ......................................................................415
20.2 Clinical Decision Based on Recursive Partitioning ..............415
20.3 Number Needed to Treat or Benefit ....................................419
20.4 Basics of Matrices ............................................................423
xiv Contents

20.5 Markov Chain Modeling .....................................................425

20.6 Simulation and Monte Carlo Sampling ................................432
20.7 Markov Chain Monte Carlo: Evolving Models ......................434
20.8 Markov Chain Monte Carlo: Stationary Models ...................437
20.9 Cost Effectiveness ............................................................439

CHAPTER 21 Regression and Correlation .............................................443

21.1 Introduction ......................................................................443
21.2 Regression Concepts and Assumptions ..............................444
21.3 Simple Regression ............................................................447
21.4 Assessing Regression: Tests and Confidence
Intervals ...........................................................................452
21.5 Deming Regression ...........................................................459
21.6 Types of Regression ..........................................................461
21.7 Correlation Concepts and Assumptions ..............................462
21.8 Correlation Coefficients .....................................................465
21.9 Correlation as Related to Regression .................................467
21.10 Assessing Correlation: Tests and Confidence Intervals .......468
21.11 Interpretation of Small-But-Significant
Correlations ......................................................................472

CHAPTER 22 Multiple and Curvilinear Regression ................................473

22.1 Concepts ...................................................................................473
22.2 Multiple Regression ...................................................................474
22.3 Curvilinear Regression ........................................................484

CHAPTER 23 Survival, Logistic Regression, and Cox Regression ..........491

23.1 Survival Concepts ......................................................................491
23.2 Survival Estimation and Kaplan–Meier Curves ...........................492
23.3 Survival Testing: The Log Rank Test...........................................497
23.4 Survival Prediction: Logistic Regression ....................................500
23.5 Survival Time Prediction: Cox Regression ..................................505

CHAPTER 24 Sequential Analysis and Time Series ...............................509

24.1 Introduction ...............................................................................509
24.2 Sequential Analysis....................................................................509
24.3 Time-Series: Detecting Patterns ................................................517
24.4 Time-Series Data: Testing Patterns ............................................526

CHAPTER 25 Epidemiology .................................................................535

25.1 The Nature of Epidemiology .......................................................535
25.2 Some Key Stages in the History of Epidemiology .......................536
25.3 Concept of Disease Transmission...............................................536
25.4 Descriptive Measures ................................................................537
25.5 Types of Epidemiologic Studies ..................................................540
 Contents xv

25.6 An Informal Approach to Public Health Problems .......................542

25.7 The Analysis of Survival and Causal Factors ..............................544

CHAPTER 26 Measuring Association and Agreement ...........................551

26.1 What are Association and Agreement? ......................................551
26.2 Contingency as Association .......................................................552
26.3 Correlation as Association .........................................................556
26.4 Contingency as Agreement ........................................................558
26.5 Correlation as Agreement ..........................................................559
26.6 Agreement Among Ratings: Kappa ............................................560
26.7 Agreement Among Multiple Rankers .........................................562
26.8 Reliability ...................................................................................566
26.9 Intra-Class Correlation ...............................................................568

CHAPTER 27 Questionnaires and Surveys ............................................571

27.1 Introduction ...............................................................................571
27.2 Surveys ......................................................................................571
27.3 Questionnaires...................................................................574

CHAPTER 28 Methods You Might Meet, But Not Every Day ..................581
28.1 Overview...........................................................................581
28.2 Analysis of Variance Issues ...............................................581
28.3 Regression Issues .............................................................582
28.4 Rates and Proportions Issues ............................................584
28.5 Multivariate Methods ........................................................584
28.6 Further Non-Parametric Tests ............................................587
28.7 Imputation of Missing Data ...............................................588
28.8 Frailty Models in Survival Analysis .....................................588
28.9 Bonferroni “Correction” ............................................................589
28.10 Logit and Probit .........................................................................589
28.11 Adjusting for Outliers .................................................................589
28.12 Curve Fitting to Data .................................................................590
28.13 Another Test of Normality ..........................................................591
28.14 Data Mining ...............................................................................591

ANSWERS TO CHAPTER EXERCISES ..............................................................593

TABLES OF PROBABILITY DISTRIBUTIONS......................................................639
REFERENCES AND DATA SOURCES ................................................................657
SYMBOL INDEX ...............................................................................................665
STATISTICAL SUBJECT INDEX .........................................................................669
MEDICAL SUBJECT INDEX ..............................................................................685
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This page intentionally left blank
 Foreword to the
Third Edition

The Third Edition of Statistics in Medicine provides a wonderful pathway for peo-
ple to learn those methods (about 30% according to the author) used in 90% of
all statistical analyses. The message is clear: most statistical applications are con- xvii
ducted with a relatively few procedures and these are all covered in this book.
The first chapters cover planning studies and analysis, some fundamen-
tal definitions of probability and distributions. Many techniques are covered
including confidence intervals, hypothesis testing, categorical data, and epi-
demiologic methods. There is also material on managing results of analysis,
questionnaires and surveys, survival analysis, and logistic regression. Fifteen
databases are used in the book and more are available to both students and
professors on the Elsevier website.
Statistics in Medicine covers many basic statistical techniques and provides a
good starting point for further queries. In particular, the advice to meet a statis-
tician and be able to ask questions is invaluable.
The most important role of a statistician is to plan the study including the
design and the appropriate analysis. This is idiosyncratic, and not all statisti-
cians would agree. The statistician must distinguish and explain to the investi-
gator the difference between an observational study and an experiment. Most
observational studies do not get confirmed in experiments (clinical trials) so
it is wise to be modest in one’s claims about such studies. Observational stud-
ies offer important clues to further studies, generate hypotheses, but need con-
firmation by clinical trials. Unfortunately the media trumpet these studies as
if they have shown proof of a question. They cite a number of examples: cof-
fee causes pancreatic cancer, type A personality causes heart attacks, women
who eat cereal give birth to more boys… To protect oneself, I suggest they, the
reader, (1) ask if it makes sense biologically, (2) read this book.
Most statistics courses and programs only briefly discuss study conduct.
Importantly, this book considers data integrity, sample size determination,
maintaining control of missing values, and testing the pre-specified hypothe-
ses. In all analysis reports, it is important to list the data file being used, and
the commands for each analysis. In this way, one can reproduce the analysis
later. This is even more important when the set of commands involves editing
the data set. Have a research log in which you make notes (date them!) and can
refer to them later.
A major statistical procedure is multiple regression. There are many subtleties
here. One of the most obvious to statisticians and murky to others is the fact
xviii Foreword to the Third Edition

that statistical programs delete missing values from analyses. This leads to a
loss of sample size and possible bias if the missing values are related to the
outcome. Many methods have been proposed to handle this but none are fully
satisfactory. Recently, there have been new methods for validating the model.
Graphical methods may be used to give clues to the proper model, but they
are exploratory and not confirmatory, it is more difficult to do with multiple
covariables. These methods are useful for examining the assumptions in the
model. Stepwise methods have been available since at least 1960, but there are
serious problems with inference with these. Use with caution.

P. A. (Tony) Lachenbruch, PhD*

* Professor Lachenbruch is elected Fellow, American Statistical Association (ASA); past elected
Member, International Statistics Institute (ISI); past president, International Biometric Society
(IBS), Eastern North American Region (ENAR); past president, American Statistical Association;
past president IBS, Western North American Region (WNAR); former professor, Department of
Biostatistics, University of North Carolina; former Professor and Head, Biostatistics Department,
University of lowa; former Professor and Chairman, Biostatistics Department, University of
California Los Angeles (UCLA); former Director, Division of Biostatistics, Food and Drug
Administration (FDA); and currently Professor of Public Health, Oregon State University. Professor
Lachenbruch has published over 200 articles in statistical and medical journals and has served in
12 journal editorial positions.
 Foreword to the
Second Edition

The Need for Clarity

To refer to the last half-century as revolutionary in the statistical world would
xix
be a gross understatement. I believe the effects of this revolution are more pro-
found in the world of medicine and other health-related sciences than in most
scientific disciplines. Most studies in health sciences today involve formal com-
parisons, requiring the use of appropriate statistical input on study design and
analysis. Some have become very sophisticated, as the FDA requires complex
and often large clinical trials, and most epidemiologic studies are more elabo-
rate than heretofore.
As a consequence, for those who aspire to engage in research activities, formal
training in statistics is a sine qua non. This is true even though most medical
research today is, by and large, collaborative, involving a team of scientists,
including at least one trained statistician. As with any endeavor, communica-
tion among team members is crucial to success and requires a common lan-
guage to bridge the gaps between their disciplines. Thus, although it is certainly
not necessary or expedient for most research scientists to become statisticians
or for most statisticians to become medical doctors, it is essential that they
develop these avenues of communication.
In fact, all health care practitioners who even occasionally glance at their
voluminous literature encounter statistical jargon, concepts, notation, and
reasoning. Of necessity, therefore, the training of most such practitioners
involves some exposure to statistics in order that clear communication and
understanding result.
Those statisticians who collaborate with medical researchers struggle mightily
with this problem of communicating with their colleagues. Often this involves
writing texts or reference books designed not to turn medical researchers into
statisticians but rather to train them in a common language in order to be
good consumers of our statistical products and good collaborators with their
statistical colleagues.

Providing the Tools

Dr. Riffenburgh addressed just this problem in the first edition of his success-
ful book on statistics in medicine. He presented statistics in language accessible
to health care practitioners so that they could effectively understand and com-
municate statistical information. To the second edition he brings new material,
all the while using the formula so successful in the first edition. He has added
xx Foreword to the Second Edition

three completely new chapters on multifactorial studies, equivalence test-

ing, and more uncommon tools. In addition, he has expanded several of the
original chapters with new sections on issues of study design, ethics, statistical
graphics, bias, and post hoc power. These additions, all presented in the same
spirit as in the first edition, make this an even more comprehensive resource.
This book is useful to medical researchers who have some training in statistics
and need only a reminder of some of the basic statistical tools and concepts.
Herein they will find, unencumbered by unnecessary formulas, equations,
symbols, or jargon, ready access to most of the fundamental tools useful
in medical research. Such access allows one to quickly find understandable
explanations of most of the material found in the literature, thereby enabling
understanding of the statistical analyses reported and facilitating a proper
interpretation of the results.
This book is also useful as a text. It is designed so that, in the hands of a
knowledgeable instructor, it can be used to provide students in most health-
related fields with the statistical background necessary for them to function as
researchers and/or practitioners in today’s increasingly quantitative world.
I congratulate Dr. Riffenburgh for his career as a medical statistician and for
this useful text/reference book, which I commend to all who teach statistics to
students in the health-related fields and to all who are engaged in or are con-
sumers of health-related research.

W.M. (Mike) O’Fallon, PhD*

* Dr. O’Fallon, Professor Emeritus of Biostatistics at the Mayo Clinic, has served as the Head of the
Division of Biostatistics and Chair of the Department of Health Science Research at Mayo. He was
president of the American Statistical Association in 2000 and served on its Board of Directors for 6
years. He has participated in hundreds of medical research endeavors and is a co-author on more
than 400 peer-reviewed manuscripts in medical literature. He chaired an NIH Study Section and
has served on an FDA advisory committee.
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 Thus encouraged, Harold sat down, and told us that he had got into the
oak chest to hide.

"I thought, of course, that you would hear me when I called, but you
didn't seem to come into that room at all."

"We did go there," said Kathleen; "but you know there is no place to
hide there but the cupboard, and that had been left wide open by Rupert
when he hid there at the beginning of the game. So we just ran up the stairs,
put our heads in and saw that the room and cupboard were empty, and then
ran off to what we thought were more likely places."

"Then that's why I did not hear your footsteps. The wood must be
fearfully thick. I lay still till I began to feel suffocated, and then I tried to
get out. I tried and tried, I pushed with my hands, then I lay on my back and
pressed with my knees and kicked with my feet. It wasn't a bit of good, I
only hurt myself and got more choky. Then my nose began to bleed, and I
gave up trying, and lay with my face to the side of the chest. Oh, it was
horrible, auntie! I thought that I should die; and I wondered how long you
would be before you found me, and what poor father and mother would say
when they heard about it."

"There, there, don't pile it on," said Jack, rubbing his hand across his
eyes; "tell us how you got out, that's what we want to know. Anyone could
get in and be choked; but it's a regular Maskelyne and Cooke's dodge to get
out again instead."

"I can't tell you, I don't remember anything till I woke up in bed in a
strange room. I know now it was Robert's. Your new man gave me a
sandwich and something out of a little bottle, and I——"

"My new man?" repeated father, with his eyes wide open. "Why, I
haven't one in the place that has been here less than five years."

"Oh! perhaps I made a mistake," said Harold, rather wearily; "I didn't
know his face, so I thought he must be a stranger. He had a white coat on
like a coachman, and——"
 "Hurrah!" cried Jack, "my mysterious stranger went to the rescue. Could
he talk English, Harold? Was he very furious?"

"He was very kind; but he didn't speak once, I remember. He bathed my
face with water out of Robert's basin, and I noticed that he kept looking out
of the window. Then I heard a noise like a bell; and he went to the window,
stood there a minute, then he waved his hand to me, and unlocked the door
and went."

"Why had he locked the door?"

"How can I tell?"

"How did you see all this in the dark?"

"The moon shone right in at the window. I don't know who the man was,
if uncle says he was not one of the servants; but I'm very tired, and don't
want to talk any more."

So we all were; but I am afraid if there had been any one sleeping in my
little room I should have talked all night about our mysterious stranger.

The next morning things went on much as usual, till Kathleen and
Rupert came to carry me upstairs. Then you would have laughed if you
could have heard all the wild guesses we made as to the identity of our
strange visitor.

"Let's have a good look at that chest," said Rupert, when Kathleen had
declared she had done with it for the present.

"Your heels made a very queer sound in it last night, Rupert," I said.
"Only for pity's sake let somebody sit on the edge of it whilst it is open. I
don't want you to be guillotined or smothered."

Harold perched himself in such a manner that the lid could not possibly
fall, and dangled his legs against the side. It was a wonderful old chest, and
we have it still in our house. It is made of black oak, is just five feet long,
and about two feet wide.
 "I know," said Rupert, presently, springing out of the box. "Where's the
foot rule?"

"What's the joke now?" said Harold. "Are you going to measure it to see
if there's room for the mysterious stranger to hide in?"

"That's it," exclaimed Rupert, disdaining to answer his brother's remark.

"That's it. There's a false bottom to it. Look! it measures twenty inches
inside and twenty-five outside. Let's break it open; we shall find a treasure,
perhaps. No wonder my heels rattled when I got in last night."

"If it rattles," said Jack, sagaciously, "there isn't much inside. But let's
see if we can open it."

They pushed and knocked in turns, but it was useless; they only grew
tired and cross.

For once my studious life gave me an advantage over them. I

remembered that in all the wonderful tales I had read of hidden chambers
and secret drawers, there was no force required to open them. I reminded
my cousins of this. "There's some little trick about it; some panel or hidden
spring. You will be more likely to find it just when you least expect."

"Get along, you stupid old thing," said Harold, losing patience; "I'm sick
of you." As he spoke he sprang from his perch and administered a kick to
the obstinate box. Kathleen was holding the lid on the opposite side, and
saw the bottom of the box move.

"Look, look," she cried, "it is opening!"

It did not spring up, it merely stood just enough away from the box for
Rupert to put his fingers under it and lift it out bodily. A low groan of
disappointment escaped us all. They had pulled my chair close to the chest,
and I was able to look into it as well, and certainly shared in the groan. I
can't say what we had expected. It may have been gold, it may have been
treasures of another kind. Most certainly we none of us had expected to see
a few packets of papers, yellow with age, and covered with dust.
 So engrossed had we been that we had not noticed a step in the room;
and when Rupert raised himself from the chest with a bundle of papers in
his hand, declaring he would take them to uncle, my blood seemed to stand
still and my heart almost to jump into my mouth when a voice, with a
strong French accent, said—

"Not too fast, young gentleman; those papers belong to me."

 "NOT TOO FAST, YOUNG GENTLEMAN; THOSE PAPERS
BELONG TO ME."

By the side of my couch, almost touching me, stood the man whom we
had named Jack's Ghost!

CHAPTER XI.
A Day of Surprises.

"Are you better, now?" said the stranger, laying his hand on Harold's
shoulder.
 "Yes, thank you," replied Harold, jerking himself away, while Rupert
gave expression to what we all felt and thought.

"I wish you'd go about like other people, instead of sneaking up the sides
of walls." As he spoke he went to the window. "Uncle George!" he shouted
at the top of his voice. An answer came from a distance. "Make haste up
here, there's a man who wants to see you."

"I pity him if he is in your den," father called out merrily, after about two
minutes during which time we had all been perfectly silent, Kathleen and
Harold keeping a strict guard over the chest by sitting on it.

It seemed to me a fearful time before father's footstep sounded on the

stairs. I almost expected to see the stranger bolt out of the window, but he
did not. He stood as still as if he had been cut in marble, until the door
opened, and father entered with some joke on his lips which was never
uttered.

The mysterious stranger took his hat from his head, and father gazed at
him for one brief second, then held out both his hands.
"FATHER GAZED AT HIM FOR ONE SECOND, THEN HELD OUT
BOTH HIS HANDS."

"What! you, Joe?"

"Yes, I, George."

The words meant little enough, but the tone spoke volumes, and, to our
terrible distress, the stranger dropped on the oak chest and was convulsed
with sobs.

"Right about face, quick march," whispered Jack, hopping off as well as
he could. "Look after the baggage."

The baggage meaning me, Rupert and Kathleen seized me with a

rapidity which would have terrified me a month back; and in less time than
it takes to write, we had made our retreat in disorder, and the enemy were
left in possession.

"Never no more," said Jack, whom we found resting on one of the

landings, "will I pass my days in that den. I shan't have nerve enough to
face a cricket-ball when I get back to school. To think that the ghost, the
mysterious stranger, the rescuer of my beloved brother, should be called
Joe, and be on speaking terms with my uncle! After that, no more mysteries
for me. I mean to live in the dining-room, and devote myself to bread and
butter."

"That's all providing that father will let you," I said.

"No, it isn't. He will have to let me. I feel like the poultry in the farmer's
yard, who declared 'twas hard that their nerves should be shaken, and their
rest be marred by the visit of Mr. Ghost. Oh, I'll go to Brighton, if uncle
likes; but pass the rest of my days in the tower-room, I won't."

A burst of laughter restored Jack's good temper, and then we all went
into the dining-room and told mother about everything. I'm a good deal
older now than I was then, but I have not yet got out of the way of wanting
to rush off to tell mother everything. Happy are the youngsters who have
such a mother as I have, and who try all their lives never to do or say
anything that they would be afraid or ashamed to tell her. Let me see, I said
"rush off," did I not? and I meant it; though at the time I am speaking about,
I was dependent on other people's rushing instead of my own.

Mother was nearly as excited as we were about the stranger, only she
seemed to know a little more about him.

"Your father had a half-brother named Joseph," she said; "his mother
was a Frenchwoman, and when she died her little boy was sent by your
grandfather to stay with her relations in France."

"But why has father never mentioned him?" I asked.

"There was some unhappiness about him, dear, and you know your
father never speaks about anything like that. He bears it all, and says
nothing. Take care, Edric! what are you going to do?"

"Take hold of me, mother."

Slowly and carefully I drew my legs round, and then, leaning on her
arm, with Rupert on the other side of me I put them to the ground. Of
course, it was but a poor attempt at walking, but still, it was an attempt, and
mother seemed utterly amazed. Nothing ever happens just as one has
expected and planned it; I had so often gone through that little scene in my
mind, and yet I had not the least intention of acting it that day.

"Well done, my darling, well done! How came you to think of trying
that? Why, you will walk as well as I do some day."

"It is all Kathleen's doing," I said, still standing propped up by their

arms, and wondering at the peculiar feeling in my feet. "She had seen a
child cured in Australia by doing a few exercises daily. She had watched
very carefully, and was sure she could do me good if I would only
persevere. So she has made me do them twice every day, for half an hour,
for five weeks."
 "But that was what the doctor ordered for you, darling; and you cried
and said the woman hurt you, so we had to leave it off."

"I know, mother," I said, colouring, for I was ashamed of myself now;
"but in those days I did not really feel as if I cared to move about. I would
rather not walk at all than be hurt as that woman hurt me. Now, Kathleen is
different; she has not hurt me once, and yet she would not let me off a
minute before the half-hour."

"Mary! Mary!" said father's voice, "I want you for a moment." He
pushed the door open and stood transfixed.

"What! Edric trying to walk? This is a day of surprises. Whose doing is

that?"

"Kathleen's," I said, making a sign to mother that I wanted to go back to

my couch again. Father came into the room and looked gravely at me.

"Do you know, laddie," he said, seriously. "I have found out that there is
one thing in this world which always brings a reward, and that is
unselfishness. It's your mother that's unselfish, not I. If it had not been for
her, I should never have consented to have your cousins here. I hated the
thought of it, and only consented to please her. Wow see the reward we
have got, far beyond what I, at least, deserve; my little helpless laddie is
going to try to be like other children, and my half-brother is restored to his
inheritance. Come and see him, Mary; I'll tell you all about it presently,
children."
 CHAPTER XII.
The Lost Will

We spent the rest of that day in a state of effervescence. No one seemed

to be able to settle down to anything; and we were so excited that even
dinner had little attraction, especially as we were told that father and mother
and the strange gentleman had driven off to Colchester.

"So we shall dine here, then," said Rupert, with a look at Jack, who had
fixed himself in an armchair in a most determined attitude; "unless you
prefer going up to the tower-room."

"Never again," said Jack, gravely; "uncle says we've done him good, and
when he comes back I mean to ask for our reward. 'Tis a very good den that
we live in, to laugh, or to talk, or to play in; but to hide or to think, or to be
quite alone, 'tis the very worst den that ever was known."

"Bravo, Jack! poor old Hudibras wouldn't know his own lines if he were
here. Give us some more of that sort of thing to make the time pass till
uncle comes home. I'm just burning with curiosity."

A glass of cold water down his back, under pretence of extinguishing

him, ended in the aggressor being put out himself.

It seemed a long day in spite of all the fun we managed to get in one way
or another; but "be the day weary, be the day long, at length it ringeth to
evensong," and about seven o'clock we heard the horse's feet in the yard,
and my parents came in alone. Even then we had, of course, to wait a short
time before they were ready to tell us what we were longing to hear.

"Now I'll tell you all about the mysterious stranger," said father, at last.
"But I am tired, and you must not interrupt me. You will have plenty of time
to ask questions another day. It is just fifteen years since my half-brother
Joe was in this room. His mother died when he was about three years old,
and at her request your grandfather sent the little fellow over to Normandy
to be brought up by his mother's brother. This brother was a very rich man,
and when my father married again he offered to adopt Joe, bring him up as
his own son, and leave him all he possessed, if my father would consent. He
would not, however, do this, and insisted on Joe returning home at once, so
one of my first recollections is being carried about by my big brother Joe.
As I got older I used to spend most of my days in the tower-room, where
Joe was always busy with some carpentering, or work of one kind or
another. Your grandfather was a severe man, very harsh in his management
of children, and Joe often resented what he considered his unkindness. That
oak chest, which was nearly the cause of your death the other night, Harold,
was the cause of our separation. One day the French count came to stay
with our father, and Joe, who was really very fond of him, owing to having
spent his early years with him, wanted to go back with him; but our father
would not consent. Joe tells me now that he distinctly heard the Frenchman
say, 'Well, I've made my will in his favour, and I shall leave it with you. I've
made you executor, and when I am dead you will let the boy come over to
Normandy. It's a pity you won't let him go back with me, for there are
people who would like to oust him out of his property if they could.'

"Years passed away, and one day, when Joe had been imprisoned in the
tower-room for some naughtiness, he ran away, climbing down by those
very steps that he climbed up yesterday, and which he had made when quite
a youngster, to be able to get in or out of his play-room as he liked. I said
your grandfather was a harsh man; and when he heard of Joe's flight, he
knew of course he had gone to Normandy, and he made a solemn vow that
Joe should never enter the house again. I was about twelve then, and old
enough to see that, however harsh my father might be, he really loved his
elder son. He was never the same again, and one morning we found him
struck by paralysis. He recovered consciousness before he died, and seemed
anxious to tell us something, but he could neither write nor speak distinctly,
though I fancy he wanted to say something about Joe. My mother and I
lived alone here, writing occasionally to Normandy, but never expecting to
see Joe again. One day, fifteen years ago, I was sitting writing, when a
servant came to say that a stranger had called, and had pushed past her,
saying he wanted to go to the tower-room. Running upstairs quickly, I
found your Uncle Joe kneeling at the oak chest, which stood open. I was
angry at his impertinence, and seizing him by the collar as he knelt, I shook
him violently and reproached him with killing our father, and then coming
into the house in that fashion. He was pale with anger; but he is a noble
character, in spite of all his faults. He remembered that we were brothers,
and would not strike me. 'I came to see if I could find the Count D'Arcy's
will,' he said; 'a cousin of his claims the estate, and I have nothing to prove
that he made me his heir. I know the Count gave it to our father.' 'And I
know that our father forbade you to enter the house while he was alive. I
shall not allow it now he is dead. Go!' I replied, pointing to the door. He
went, and I have never seen him till to-day."

"What has he been doing all these years?" I asked, unable to restrain my
curiosity any longer.

"He has been working hard and making a name for himself at Rouen,
while the Count's cousin has been squandering the estate. From time to
time, he tells me, he has come over to England, stayed at the Watermill,
with the old woman who nursed him as a baby, and made occasional visits
to the tower-room in search of the will which was to restore him to his
rights, going and coming always by means of those steps."

"Whatever made him think of that place?" said Jack, finding that my
interruption was unreproved.

"He says that he remembered your grandfather telling some one that
there was a false bottom in the oak chest which made a splendid hiding-
place. He had tried several times to get it open, but he had never succeeded.
The last time he tried was on that evening when he heard from old Jane that
we had gone to Colchester. When he opened the lid of the chest he found
Harold inside quite unconscious and almost suffocated. Of course, he knew
the ways of the house; so he carried him to the coachman's room, where he
stayed with him till the gong sounded for prayers."

"Then they were his footmarks we saw in the mud," cried Rupert. "What
a joke. Don't you tell him I said they were nineteens. What is he like? Is he
very cross?"

"Here he comes, so you can judge for yourselves," said mother, opening
the door to admit our new-found uncle, who turned out to be just as jolly as
any boys could wish.

*****

Years passed by. Uncle Joe, by means of the will, which was hidden in
the oak chest, came into possession of a beautiful little estate in Normandy,
where we all spent many happy days with our French cousins, for he had
married a Frenchwoman. I say we, because, thanks to my cousins' good
influence on mind and body, I became as strong as any one could expect,
and was able to enjoy school life in a quiet way, though never fit for rough
games, and always rather sensitive about the slight hump on my back.

Never shall I forget my grief when those first holidays were over, and
father and mother and I stood at the door to wave our farewells.

"God bless you, children," said father; "you've done us all good."

"Then you don't wish the savages had never come, uncle," shouted Jack,
with a merry smile.

"No, no, no!" replied father; and then the carriage went out of sight,
though the sounds of the Australian "cooee" reached us for some minutes
afterwards.

THE END.

LONDON: KNIGHT, PRINTER, MIDDLE STREET, ALDERSGATE, E.C.

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