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<br />. <br /> <br />SOME STATISTICAL TOOLS IN HYDROLOGY <br /> <br />35 <br /> <br />. <br /> <br />relation between periods and that the difference <br />in runoff means between periods was due to <br />differences in precipitation. For these data it <br />would not be necessary to make a covariance <br />analysis. However, if separate regressions were <br />indicated by the plotted points, it might be <br />desirable to make a covariance analysis in order <br />to te~t whether the two regressions were signiti- <br />cantly different statistically. <br />The following computation illustrates the <br />procedure: <br />Total sum of products= :EXuY u- T.T.lnk, <br />where T. and T. are grlLIld totals of X and Y, <br />n is the number of items in each period, and k <br />is the number of periods. <br /> <br />Between-means sum of products <br /> <br />=:ET..T.Jn-T.T.?nk, <br /> <br />where T.. lLIld T.. are column (period) totals. <br />For this example, <br /> <br />the total sum of products= (27) (17.3) <br /> <br />+(36) (21.9)....+ (23)(11.5) <br /> <br />- (692)(408.4)/(15) (2) <br /> <br />= 10,054.7 -9,420.5= 634.3 <br /> <br />Between-means sum of products <br /> <br />= (388) (328.3)/15+ (304) (170.1)/15 <br /> <br />- (692) (408.4)/30=9,611.4 <br /> <br />-9,420.4= 191.0 <br /> <br />Total sum of squares on X=:EX'", <br /> <br />- T.'IN= 16,898-15,962=936 <br /> <br />Between-periods sum of squares on X <br /> <br />= 2:,T:Jn- T.'IN= 16,197 -15,962=235 <br /> <br />Sums of squares on Y are taken from the <br />analysis-of-variance example. <br />Deviations from regression are computed by <br />the fonnula <br /> <br />:Ey'- (:E>:y)'/:Ei', <br /> <br />. <br /> <br />which, for totals, =507.6-(634.3)'/936=507.6 <br />-429.8=77.8. <br />For within periods, the deviations from regres- <br />sion are <br />352.6- (443.3)'/701 =352.6-280.3 =72.3, <br />and the between-means deviation from regres- <br /> <br />sion is obtained by subtraction. The data are <br />shown in the following covariance table. <br /> <br />D.ts <br /> <br />Deviations <br />Degrees Mean <br />of I:(Y-Y)2 square <br />freedom <br /> <br />Bouree <br /> <br />D_ <br />of l:z2 :Exg Z:g2 <br />freedom <br /> <br />Between <br />means.__ <br />Within <br />periods._ <br />TotaL_ <br /> <br />1 235 191 155.0 <br />28 701 443.3 352.6 <br />29 936 634..3 507.6 <br /> <br />^' <br />,.. <br />77.8 <br /> <br />'.5 <br />,., <br /> <br />Z1 <br />28 <br /> <br />Sums of squares for within periods (in the first part of the table) are <br />obts.1ned by subtraction. Degrees of freedom for deviations from regres- <br />sion, :z:(y- 1;2, for within periods and total am one less than fOf means. <br /> <br />The test of significance compares F (the ratio <br />of mean squares from the covariance table), to <br />values of the distribution of F at the 5-percent <br />and 10-percent levels. For this example they are <br /> <br />F 5.5/2.7=2.0, <br /> <br />Ft.27.0.05=4.2, <br /> <br />and <br /> <br />Fl.27.0.1O=2.9. <br /> <br />Because 2.0 is less than 2.9, the difference in <br />periods is not significant at the 10-percent level <br />when runoffs are adjusted for precipitation. <br />See the article byWilm (1943), which includes <br />a discussion by Davenport, for lLIl application of <br />covariance analysis to a hydrologic problem. <br /> <br />Multivariate analysis <br /> <br />Mnltiple regression on independent variables <br />which are related among themselves sometimes <br />produces inconsistent results from different sets <br />of data. For example, the regression coefficient <br />of an independent variable may range from <br />positive to negative in different regressions and <br />yet test statistically significant in each. Under <br />these conditions, the conclusions regarding the <br />effect of that variable on the dependent variable <br />might be wrong if only one set of data was <br />lLIlalyzed. The use of multivariate analysis has <br />been proposed as a way out of this dilemma. <br />Multivariate analysis is concerned with the <br />relationship of sets of dependent variate. and <br />includes several different procedures, each in- <br />tended to accomplish a different objective. <br />Snyder (1962) investigated the use of multi- <br />variate analysis in hydrology where the struc- <br />ture of the solution was of primary interest. <br />Kendall (1957) described the theory. <br />