Understanding multivariate research a primer for beginning social scientists first edition. edition

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Understanding Multivariate Research a Primer For Beginning Social Scientists

First Edition. Edition Berry

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Understanding Multivariate Research

Understanding Multivariate Research

Understanding Multivariate Research

A PrilTIer for Beginning Social Scientists

Florida State University

Florida State University

A Member of the Perseus Books Group

All rights reserved. Printed in the United States of America. No part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher.

Copyright © 2000 by Westview Press, A Member of the Perseus Books Group

Published in 2000 in the United States of America by Westview Press, 5500 Central Avenue, Boulder, Colorado 80301-2877, and in the United Kingdom by Westview Press, 12 Hid's Copse Road, Cumnor Hill, Oxford OX2 9JJ

Find us on the World Wide Web at www.westviewpress.com

Library of Congress Cataloging-in- Publication Data Berry, William Dale.

Understanding multivariate research: a primer for beginning social scientists / William D. Berry, Mitchell S. Sanders. p. cm.

Includes bibliographical references and index.

ISBN-10: 0-8133-9971-8 ISBN-13: 978-0-8133-9971-3

1. Social sciences-Research-Methodology. 2. Multivariate analysis. 3. Regression analysis. I. Sanders, Mitchell S. II. Title. III. Series.

H62 .B454 2000

300'.7'2-dc21

99-057762

The paper used in this publication meets the requirements of the American National Standard for Permanence of Paper for Printed Library Materials Z39.48-1984.

List of Tables and Figures

Preface for Teachers and Students

Acknowledgments

1

2

3 Introduction

The Concept of Causation, 1

Experimen tal Research, 2

The Logic Underlying Regression Analysis,S

Some Necessary Math Background, 7

The Bivariate Regression Model

The Equation, 15

The Intercept, 17

The Slope Coefficient, 18

The Error or Disturbance Term, 19

Sorne Necessary Assumptions, 20

Estimating Coefficients with Data from a San1ple, 24

The Multivariate Regression Model

The Value of Multivariate Analysis, 29

Interpreting the Coefficients of a Multivariate Regression Model, 31

Dichotomous and Categorical Independent Variables, 33

The Assun1ptions of Multivariate Regression, 37

Choosing the Independent Variables for a Regression Model, 38

Standardized Coefficients, 41

Strong Relationships Among the Independent Variables: The Problem of Multicollinearity, 43

Measuring the Fit of a Regression Model, 44

Statistical Significance, 45 Cross-Sectional vs. Time-Series Data, 49

Interaction vs. Nonlinearity, 63

Interactive Models, 64

Nonlinear Models, 68

Dichotomous Dependent Variables: Probit and Logit, 72

Multi-equation Models: Simultaneous Equation Models and Recursive Causal Models, 76

Tables and Figures

Tables

1.1 SynonYlTIS for independent and dependent variable 2

1.2 Observations for food intake and body weight 8

3.1 Regression coefficients for multivariate model explaining body weight

3.2 Some assumptions of multivariate regression

5.1 Wright's model of lobbying

5.2 Crenshaw, AlTIeen, and Christenson's lTIodel of GDP growth

Figures

1.1 Data on food intake and body weight for four individuals

1.2 Two variables that are completely unrelated

1.3 Two scatterplots with correlation coefficients of +0.75

1.4 Two lines

2.1 Graphical representation of bivariate regression equation 2.4

2.2 Which is the best-fitting line?

2.3 Vertical distances between points and two lines

2.4 Population regression line and estimated line based on a salTIple

6.1 AI-Sharideh and Goe's interactive model

6.2 A quadratic equation

6.3 Raj's nonlinear model

6.4 Estimated effects in Johnson and Scheuble's logit model

Preface for Teachers and Students

If social science departments wanted to structure their graduate programs to allow students to make the best use of their training in research methodology, they would probably devote their students' first semester of course work to methods training, using applications from the literature as illustrations but delaying substantive courses until students had completed a department's core methods courses. Of course, very few programs are structured in this fashion. Indeed, such a course schedule would likely leave students frustrated with having to delay beginning the study of human affairs until the second sen1ester.

In most graduate programs the core methods sequence is stretched over two or three semesters. A typical three-semester version includes philosophy of science and research design in the first semester, introductory statistics in the second, and multivariate analysis-emphasizing regression-in the third. So in practice, exposure to regression analysis and other multivariate techniques often does not come until well into a student's second or third semester in graduate school. However, before this exposure, students are taking substantive courses and reading literature that relies on regression and other, sin1ilar techniques. In effect, we have been teaching students to evaluate quantitative social science research much like parents who teach their young children to swim by throwing them into the n1iddle of a pool without any prior instruction. Our students may learn to «swin1" -to survive-but they certainly won't have any fun doing so.

As teachers, we ought to do better. Yet virtually all textbooks covering multivariate methods-even those intended for intro-

x Preface for Teachers and Students

ductory courses-present the techniques assuming students (1) have learned the basic principles of probability theory and statistical inference (so that they can make sense of standard errors, t-tests for coefficient estimates, and confidence intervals), and (2) are familiar with the concept of a distribution and the use of univariate descriptive statistics for 11leasuring central tendency and dispersion of distributions.

It is entirely reasonable that presentations of techniques such as regression analysis assume such a background in statistics, since if one is going to learn both introductory inferential statistics and regression, it is more efficient to start with statistics. But students can learn a great deal about regression and other multivariate 11lethods with virtually no background in statistics; they can acquire a conceptual understanding of some of the key assumptions of these techniques and an ability to interpret the meaning of the coefficients estimated. Thus, we can give students an entry-level background in multivariate analysis very early in their graduate training, thereby allowing them to understand the essential elements of research that relies on such analysis before they undertake more thorough training in multivariate analysis later in their careers.

This book offers a conceptual introduction to regression analysis and related techniques that can be assigned to graduate students at the beginning of their first semester, or even the SUlll11ler before starting school. We assume that students come to the book with a "clean slate"-that they have no knowledge of descriptive or inferential statistics or of social science research design. We present all topics without relying on the 11lathematicallanguage of probability theory and statistical inference. In fact, the math is limited to some simple algebra, which we review early on. Furthermore, we believe that the material presented can be learned by a conscientious student, through 11lultiple readings, with little or no time devoted to attending accompanying class lectures. The book is short, so that even three or four close readings do not require an excessive investlllent of tinle.

The text is divided into two major parts. The first covers basic topics in regression analysis and is restricted to linear additive models. The second extends the regression model in several ways:

to nonlinear and nonadditive models, to "causal models" containing more than a single equation, and to probit and logit models with dichotomous dependent variables. Unless students are going to have frequent exposure to research articles relying on these advanced techniques, the second part of the book can be treated as reference material-to be read a couple of times, and then reviewed in greater detail when faced with a study relying on one of these techniques.

The book is also appropriate for some undergraduate students. Since it has no statistics prerequisite, its appropriateness for undergraduates is determined by whether they will be expected to read original research relying on multivariate analysis. If the students are deemed capable of reading articles reporting on quantitative research, clearly they should be able to understand this introduction to quantitative methods. We can envision this book being assigned as a text in an undergraduate methods course in a department in which students in junior- and senior-level courses are asked to read quantitative research. However, we can also see it being assigned by instructors in departments without an undergraduate research methods requirement, as preliminary reading in a course in which students will be reading original quantitative research. If the articles to be read rely only on linear, additive regression models, students might be assigned just the first part of this book, through Chapter 5.

It would be terrific if we could publish a different version of this book for each social science discipline, so that each student could see exan1ples drawn exclusively from the discipline he or she has chosen to study. Since this is not feasible, we wrote a single version that relies on illustrations drawn from research across a variety of disciplines. To make them accessible to students with varied backgrounds, we chose examples that we believe could be understood without any background in the parent discipline. Indeed, for one recurring illustration, we turn away from the social sciences to consider the factors determining a person's weight, since this is a topic about which all readers should have a certain an10unt of intuition.

We close this preface with some encouragement and advice for students. Assuming the material in this book is new to you, do not expect to understand-or remen1ber-all of it after just one read-

ing. There is much to learn and synthesize. However, with each additional reading, more and more aspects of the material should beconle clear. Thus, we hope you have the patience to undertake several readings even if your principal reaction to your first exposure is frustration. We are confident that your persistence will be rewarded!

At various points in the text, we include brief exercises that you may use to test your knowledge of the topics discussed. These exercises are enclosed in brackets (i.e., [... ]) and prefaced, for easy identification, with a pair of exclamation points (!!). The text immediately following an exercise gives the correct answer. However, the design of the text allows these bracketed exercises to be ignored without any loss of continuity of our presentation. Indeed, we suggest skipping the exercises when reading the book for the first tinle, but pausing to work through them on additional readings. If you can complete these exercises successfully, this is a strong indication that you are absorbing the material presented.

Acknowledgll1ents

This book began as a paper written for graduate students in political science at Florida State University in 1994. Since then it has gone through nunlerous revisions before assunling its current form. We wish to thank the colleagues who provided helpful COlnments on various previous versions (even though several of these folks read the book so long ago that they will probably will not remember having done so!): Charles Barrilleaux, Daniel Berry, Frances Berry, Belinda Davis, Aubrey Jewett, Gary King, Tatiana Kostadinova, Doug Lemke, Andrew Long, Andrew Martin, Glenn Mitchell, Evan Ringquist, and Kevin Wang. The students in two Florida State graduate courses on research methods also reviewed drafts of the book: Berry's spring 1994 seminar, and Will Moore's fall 1999 seminar. We are very grateful to both classes. Because our writing stretched over such a long period, and the years have taken a toll on our memories, we have undoubtedly failed to thank SOlne who reviewed early drafts. We apologize to any who have been inadvertently omitted.

W.D.B. M.S.S.

Understanding Multivariate Research

1 Introduction

The Concept of Causation

Much social science research is designed to test hypotheses (or propositions) about causation. Such hypotheses take the form of an assertion that if something (e.g., some event) occurs, then something else will happen as a result. Among nations, we might assert that population growth causes (or influences) economic growth. Among individuals, we nlight believe that body weight is influenced by food consumption. In a causal hypothesis, the phenomenon that is explained is called the dependent variable. It is called a variable because we are conceiving of something that can "vary" across a set of cases (e.g., persons or nations); it is called dependent because of the assertion of causation: its value is hypothesized to be dependent on the value of some other variable. In our examples the dependent variables are a nation's economic growth and an individual's weight. The other variable in the hypothesis-the one that is expected to influence the dependent variable-is called the independent (or explana tory) variable. Population growth is thought to be an independent variable affecting a nation's economic growth; a person's food consumption is conceived as an independent variable influencing his or her weight. There are numerous synonynls for the terms independent and dependent variable in the social sciences. Table 1.1 lists the most common ternlS.

Let us take a closer look at what it means to claim that one variable influences another. The most conlmon conception of causa-

TABLE 1.1 Synonyms for Independent and Dependent Variable

Independent Variable

Explanatory variable

Exogenous variable

Predictor variable

SOURCE: Modified from Maddala (1992,61).

Dependent Variable

Explained variable

Endogenous variable

Response variable

Target variable

tion focuses on the responsiveness of one variable to a change in the value of the other. When we claim that food intake influences body weight, we are implicitly arguing that if we were able to increase a person's food consumption while holding everything else constant, the individual's weight will change. The clause "while holding everything else constant" is important, because if other variables change at the same time as food consumption, the individual's weight change could be a response to a change in one or more other factors rather than the increase in food consumption.

More generally, when we claim that some variable, X, influences another variable, Y, we mean that if all other variables could be held constant, then a change in the value of X would result in a change in the value of Y. We can also develop a measure of the magnitude (or strength) of the impact of X on Y by focusing on the size of the change in the value of Y occurring in response to some fixed increase in X. If a given increase in X leads to a 10- unit decrease in Y in one environment, but to a 5-unit decrease in another context, the former impact can be deemed twice as strong as the latter. (Several expressions are used interchangeably by social scientists to convey an assertion of causation; "X causes Y," "X influences y;" "X affects Y," and «X has an impact on Y" are synonymous. The custom of using the symbol Y to denote a dependent variable and X to indicate an independent variable is deeply ingrained in the social science literature, and we shall follow this custom throughout the book.)

Experimen tal Research

Suppose we wish to test the hypothesis that an independent variable X influences a dependent variable Y using empirical analysis.

(Empirical analysis refers to analysis based on observation.) The ideal way to do so would be to conduct an experiment. Your familiarity with experinlents probably dates back to your first science class in elementary school. However, it is important to refresh our memories on the specific features of an experiment. To illustrate, say we design an experilnent to test the clailn that a fictitious new drug-a pill called Mirapill-helps to prevent children from getting the fictitious disease turkey pox. The population in question-that is, the cases to which the hypothesis is meant to apply-is children who have not had turkey pox. The independent variable is whether or not a child is given Mirapill, and the dependent variable is the probability that the child will get the disease.

In an experiment designed to test whether Mirapill reduces the probability of getting turkey pox, we would begin by taking a randonl sanlple-perhaps 1,000 subjects-from the population of children who have never had turkey pox. (For the sample to be random, every member of the population must have the same chance of being included in the sample.) These LOOO children then would be randomly assigned to two groups. One group of 500 would be called the experimental group, and the other, the control group.

Randolnness-both in the selection of subjects froln the population and in the assignment of subjects to the experimental and control groups-is critical to the validity of an experiment. Statisticians have discovered that if a sample is selected randomly and is large enough (LOOO is certainly sufficient), it is likely to be representative, in every respect, of the larger population from which it is drawn. I This means that we can learn almost as much by observing the sample as by observing the full population, yet the former is generally far less expensive and time consuming. In an ex-

I A large sample is necessary for this claim to hold) because the smaller a sample, the more likely it is to be unrepresentative of the population.1b get a sense of why this is true, imagine flipping a fair coin four times. Although getting half heads and half tails is the most likely outcome, you probably would not be amazed to get three heads and one tails (i.e.) three-quarters heads). But if you were to flip the coin 100 times, you likely would be quite surprised if you got three-fourths heads (i.e., a 75-25 outcome). This is because a small sample of coin flips is more likely to be unrepresentative of the population (in which heads and tails occur equally often) than a large sample.

periment, we observe the random sample and, on the basis of what we learn, draw an inference about whether the hypothesis is likely to be true in the overall population. Similarly, randonl assignnwnt of the children in the sample to the two groups makes it very likely that the groups will be nearly equivalent in every way. For example, the two groups of children should be almost equally likely to be genetically predisposed to get turkey pox. The two groups also should be nearly equally likely to be exposed to turkey pox through contact with other children.

In the next step of the experiment, the children in the experimental group would be given MirapilL whereas those in the control group would receive a placebo. (A good placebo would be a pill that looks exactly like Mirapill but contains no nledicine.) After the pills are administered, both groups would be observed for a period, and we would determine how nlany children in each group contracted turkey pox. If fewer children in the experimental group than in the control group got the illness, this would be evidence supporting the hypothesis that Mirapill helps to prevent turkey pox. Furthermore, the difference between the two groups in the number of children contracting the disease would serve as a measure of the strength of Mirapill's impact as a preventive. If many fewer children in the experimental group got sick, this would suggest that Mirapill has a strong effect. If only slightly fewer experimental group children canle down with turkey pox, this would mean that the effect is probably weak.

Suppose we conduct this experiment and find that the incidence of turkey pox is substantially lower in the experinlental group. Why would this be convincing evidence that Mirapill prevents turkey pox? To see why, recall what we mean when we say that X causes Y: if all other variables were held constant, then a change in the value of X would lead to a change in the value of Y. Our experiment gives us just the information we need to assess a claim of causation. We find out what happens to the dependent variable (the probability of getting turkey pox) when we change the value of the independent variable (receiving or not receiving Mirapill) when all other variables are held constant. (Saying that the experimental and control groups are nearly equivalent in every way-as a consequence of random assignment of children

to the two groups-is the same as saying that all variables are held nearly constant from one group to the other.) In other words, random assignment of children to the control and experimental groups eliminates all explanations other than Mirapill for the difference in disease incidence between the two groups. For instance, a difference between the two groups in genetic susceptibility to turkey pox is unlikely to be responsible for the difference in disease incidence, because randomness of assignment makes it likely that varying degrees of genetic susceptibility are distributed evenly between the two groups, and thus likely that the two groups are similarly predisposed to getting turkey pox. Also, the fact that both groups were given some pill-either Mirapill or a placebo-allows us to reject the mere taking of sonle pill as a possible cause of the lower incidence of turkey pox in the experimental group.

The Logic Underlying Regression Analysis

Consider the hypothesis that food intake influences body weight. In principle, we could test this hypothesis experimentally, by randomly selecting subjects from the population of adults and then randomly assigning different levels of food intake to these subjects. But in practice, such a strategy would not be feasible, since it would require those being studied to tolerate an enormous degree of intrusion into their daily lives by permitting us to control how much they eat. An alternative (and more realistic) plan would be to allow the subjects to eat what they want, but to measure their food consumption and, in one way or another, compare the body weights of "small eaters" to those of "big eaters." If we find that those who eat a lot tend to be heavier than those who consume less, we would claim support for the hypothesis. For nlany social science hypotheses, it is also infeasible to nlanipulate the independent variable experimentally. For example, if we were studying lobbying (i.e., attempts by individuals and groups to influence governnlent officials) and we wanted to test the hypothesis that nlembers of Congress in leadership positions are lobbied more heavily than members who are not in leadership positions, we would not be able to intervene and inlpose our own

leadership choices on Congress. Instead, we can observe Congress as it exists and determine whether there are different patterns of lobbying activity for leaders than for nonleaders. Similarly, to test the hypothesis that population growth affects economic development, it obviously would be impossible to run an experiment in which we randonlly assign different levels of population growth to nations. However, we can observe the nations of the world and determine whether those countries whose populations are growing fastest are also those whose economies are expanding most quickly. Regression analysis is a nonexperimental technique for extracting this sort of information from a sample of data. In this chapter and the next, we exallline the simplest form of regression, bivariate (or two-variable) regression, which involves a single independent variable hypothesized to influence a dependent variable. In subsequent chapters we consider multivariate (or multiple) regression, which involves two or more independent variables presumed to influence the same dependent variable.

Although regression analysis often is more feasible than experimental research, it cannot provide as convincing evidence of causation as an experiment. As we have seen, in an experilllent, randolll assignment of the value of the independent variable to subjects enables the researcher to assess the response of the dependent variable to a change in the independent variable when all other variables that influence the dependent variable are held constant. In nonexperilllental research relying on regression, we forgo random assignment of the value of the independent variable and instead accept the values that the cases being analyzed happen to have. The result is that when we use regression, we estilllate the change in the dependent variable associated with a given change in an independent variable when the other independent variables in the regression analysis are held constant. This falls well short of the experimental design's ability to hold constant all variables that influence the dependent variable.

Consequently, researchers should use regression analysis to test a hypothesis that X influences Y only when they have a theory that explains why it lllakes sense to expect this causal relationship. Note that in experimental research, such a theory is not essentiaL For example, sometimes scientists confirm that a new drug is effective using experilllental research, even when they do not know why the

drug works. But conducting nonexperimental research without a theory can lead to highly deceptive conclusions. For instance, if we were to examine fires, we would probably find that fire damage was most severe when a large number of fire trucks were on the scenesince both fire damage and number of fire trucks should rise with the size of the fire (Weisberg, Krosnick, and Bowen 1989). If so, bivariate regression analysis with fire damage as the dependent variable and the number of fire trucks present as the independent variable would generate apparent support for the (preposterous) hypothesis that fire trucks cause fire damage. What should prevent us from arriving at this erroneous conclusion is the absence of a plausible theory to suggest why fire trucks should cause damageindeed, without such a theory, we should be unwilling to conduct regression analysis to test this hypothesis in the first place.

Some Necessary Math Background

Representing Data in a Graph

Suppose we have measured the values (or scores) of a set of cases (e.g., persons, organizations, or nations) on two variables, X and Y. Returning to one of our earlier examples, let us say that we observe the food intake and the body weight of four people. We measure weight in pounds and denote this variable by the label WEIGHT. Our measure of food intake is average daily food consumption in calories during the year prior to the observation of weight, and we denote this variable by the label FOOD.2 Our observations are presented in Table 1.2.

We can portray these data in a graph by designating food intake as the horizontal axis (or what mathematicians call the x-axis) and body weight as the vertical axis (the y-axis) and plotting four points on the graph, one for each person. (The nearly uniform custom in the social sciences is to use the horizontal axis for the independent variable and the vertical axis for the dependent variable.) The position of each point is determined by the values of FOOD and WEIGHT for the associated person. For example, in

2This example is a modified version of an illustration presented in Berry 1993.

TABLE 1.2 Observations for rood Intake and Body \Neight

FIGURE 1.1 Data on food intake and body weight for four individuals

the graph in Figure 1.1, the lower left point representing Carol is positioned 1,100 units out on the horizontal axis (denoting FOOD) and 120 units up on the vertical axis (denoting WEIGHT).

This type of graph is called a scatterplot (or son1etimes scatter diagram or scattergram), because it plots the scattered X and Y values. The great advantage of the graphical presentation of these data over the tabular format is that the graph allows us more easily to observe the relationship between food intake and body weight.

Cases with very low scores on X

FICURE 1.2 Two variables that are completely unrelated

Cases with very high scores on X

This is particularly true when there are a large number of cases) which makes it difficult or impossible to observe patterns within data presented in columns. For the four individuals whose food intake and body weight are plotted in Figure 1.1, it appears that high values on WEIGHT tend to be associated with high values on FOOD. In contrast, the graph in Figure 1.2 shows a situation in which there is no relationship between two variables for a group of twenty cases. We say that two variables, X and Y, are completely unrelated (or that there is no relationship between them) ifknowledge of the value of X for a case would provide no help at all in predicting the value of Y for that case. For the data plotted in Figure 1.2, if we are told that a case has a very high score on X, it is of no help to us in predicting the case's score on Y) since cases having high values on X have scores on Y spread all the way fron1 very low to very high. The same is true for cases having a low value on X. In contrast, for the data in Figure 1.1, knowledge that a case has a high value on X would n1ake a prediction that the case also has a

high score on Y much more reasonable than a prediction of a low score on Y.

Social scientists use the term correlation as one way to describe the strength of the relationship between two variables. You may have heard this term used in everyday discourse to express the closeness of a relationship. The formal nleasure of correlation is called the correlation coefficient, and it is nearly always denoted by a lowercase r. The correlation coefficient ranges from -1 to + 1. A correlation coefficient of zero means that there is no relationship between X and Y; the relationship in Figure 1.2, for example, is one for which r = O. As r increases or decreases from zero, the relationship becomes stronger. A positive correlation coefficient-a coefficient greater than zero-implies a relationship in which, as the value of X increases over cases, the value of Y tends to increase too (as in Figure 1.1). In contrast, a negative correlation coefficient-less than zero-means that the value of Y tends to decrease as the value of X increases. The extrenle values for r of + 1 and -1 indicate a perfect linear relationship, that is, one in which all points in the scatterplot fall exactly on a line.

Although the correlation coefficient provides useful information about how well we can predict values of Y if we know X, it does not tell us anything about how responsive Y is to a change in X-that is, how much Y changes for a given change in X. Therefore, the correlation coefficient does not help us to assess the strength of X's impact on Y. For example, consider the two scatterplots in Figure 1.3. The relationships depicted are equal in strength in ternlS of the correlation coefficient; in both r +0.75. Yet, in a different sense, we would consider the relationship shown in scatterplot A to be stronger than that shown in scatterplot B. Note how the scattering of dots rises more rapidly from left to right in A than in B. Thus, as the value of X increases, the value of Y increases by a larger amount in scatterplot A than in scatterplot B. This makes it clear that Y is nl0re responsive to a change in X in A than in B. Regression analysis nleasures the strength of the relationship between X and Y in this sense of responsiveness. For this reason, regression analysis is more useful for studying causation than is calculating a correlation coefficient.

Scatterplot A

FIGURE 1.3 Two scatterplots with correlation coefficients of

Scatterplot B

Lines and Their Equations

Scatterplots-such as those graphed in Figures 1.1, 1.2, and 1.3show the values of specific cases on the variables X and Y. We can also graph lines expressing the relationship between X and Y, such as the lines in Figure 1.4. Social scientists use the term intercept to denote the value of Y when X equals zero, or equivalently, the point at which the line intersects the vertical axis. (Mathematicians would call the intercept the y-intercept. But social scientists refer to it simply as the intercept, since they seldom have any reason to calculate the x-intercept.) [!! Try to determine the intercept of each line in Figure 1.4.] Thus, the intercept of the dotted line in Figure 1.4 is 1, and that of the solid line is 3.

The slope of a line is defined as the change in Y associated with a one-unit increase in X. Because a line is straight, the slope of a line is the same regardless of the level of X at which it is calculated. [!! Determine the slope of each line in Figure 1.4.] In the case of the dotted line in Figure 1.4, an increase of one unit in X is associated with an increase of two units in Y, so the slope is 2.In contrast, for the solid line, a one-unit increase in X yields a decrease of onequarter unit in Y (i.e., a change of nlinus one-fourth in Y), so the slope of the line is -0.25. (Another way to say this is that an increase of four units in X is associated with a decrease of one unit in Y.) Paralleling the distinction between positive and negative correlations, lines that slope upward from left to right (like the dotted line in Figure 1.4), and thus have a positive slope, are described as reflecting positive relationships, whereas lines that slope downward (like the solid line in Figure 1.4) are said to indicate negative relationships.

The mathematical equation for a line takes a simple form:

This equation may be familiar to you from high school algebra courses, where you probably learned that the equation for a line takes the form

Y 11lX + b,

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“And therefore fashionable, Hector! Remember, this is Paris!”

“Parus!” snorted MacLean; “O Parus! Edinb’ro’s a sinfu’ town, forbye it hath its savin’ graces. Lon’non’s waur, but—Parus! Man, I’m no’ an archangel, y’ ken, but—Parus! And this brings me back tae yoursel’, John.”

“And pray what have you heard concerning me particularly, Hector? Come, what are my latest sins? Whose wife have I lured from sorrowing spouse? What young innocent is my latest victim? What hopeful youth have I ruined at the gaming-table?... and in heaven’s name—smile, man!”

“How, smile is it, and my heart waefu’ for ye, lad? Repoort speaks ye a very deevil, John.”

“Aye, but even the devil is never so black as he is painted, Hector!”

“Ha, will ye be for tellin’ me repoort hath lied, John?”

“Let us rather say it hath not spoke truth.”

“Whaur’s the differ, lad?”

“Report, Hector, doth trumpet me forth a very monster of politelyvicious depravity. I am Sin manifest, perambulating Iniquity. Do I sit me down to the gaming-table I am bound to ruin some poor wretch, do I but kiss a woman’s finger-tips she is forthwith a mark for every scandalous tongue. My sins, Hector, be all superlative and very pertinaciously come home to roost. Egad, I befoul my own nest with a persistency that amazes me! But then, it seems some are born to iniquity, some achieve iniquity, and some have iniquity thrust upon ’em——”

“How so, John lad, what d’ye mean?”

“That I have an enemy—nay two, rather! The one being myself— and he is bad enough o’ conscience—but the other—ah, Hector, this other one is more implacable, more unrelenting and a thousand times more merciless!”

“Who is he, lad, a God’s name?”

“’Tis no he,” sighed Sir John.

“Aha!” exclaimed Sir Hector, coming to an abrupt stand; “you mean—her?”

“I do, Hector! ’Tis an ill thing to have an enemy, but if that enemy be a woman, young, beautiful, of high estate and very wealthy—the situation becomes desperate.”

“A wumman!” repeated Sir Hector, rasping thumb and finger across bony chin. “You mean ‘the Barrasdaile,’ of course, John?”

“Aye, the Lady Herminia Barrasdaile.”

“To be sure I mind weel how she raved and vowed vengeance on ye, lad, the night Charles Tremayne was killed——”

“Poor, reckless Charles ... I can see him now, Hector, as he laughed ... and died——”

“Tush, laddie, forget it! ’Twas he drew first, and himsel’ no better than——”

“He is dead, Hector! Sometimes I’ve thought you had been wiser, kinder, to have let me die also, rather than ha’ dragged me back to this emptiness we call ‘life’——”

“Emptiness, laddie? Hoot-toot—and yersel’ the joy o’ the leddies, the envy o’ the men! ‘The glass o’ fashion an’ mould o’ form,’ wi’ every young sprig o’ gallantry to copy the cut o’ your waistcoats? And you think, John, you think that my Lady Barrasdaile is actually carrying her threat into execution?”

“Well, these last few years, Hector, have proved singularly eventful to me one way or another. I have been involved so often in so many

unsavoury affairs and had so many duels forced upon me that my reputation is grown a little threadbare, as you know, and myself notorious.”

“And now it seems you’ve another duel on your hands.”

“A duel, Hector? Egad, and have I so? With whom, pray?

“Losh, man, you should ken that weel enough.”

“Hum!” quoth Sir John, pondering.

“I caught but a snatch of idle gossip concerning you, John, and some English Viscount or other——”

“An Englishman, Hector, mark that! Ha,” mused Sir John, “I have a vague recollection of throwing somebody’s hat out of some window some time or other—but whose hat, or what window, or when, I cannot recall for the life o’ me. We must look into this, Hector. Let us summon the Corporal and hear what the perspicacious Robert hath to say.”

“What, Corporal Bob? He’s still with you, then, John lad?”

“To be sure, Hector,” answered Sir John, ringing the small silver bell at his elbow “He is my major-domo, my valet, my general factotum, and will never be anything but a grenadier to the day of his death. Here he is!” At this moment was a short, sharp double knock and the door opened to admit a very square-shouldered, sharp-eyed man extremely precise as to clothes, speech and gesture, who, beholding Sir Hector’s stalwart figure, halted suddenly, whipped up right hand as if to touch neat wig but, thinking better of it, bowed instead and immediately stood at attention.

“Stiff and straight as though on parade, Hector!” murmured Sir John, whereupon the Corporal flushed and immediately “stood easy.”

“Ha, Corporal Robert!” exclaimed Sir Hector. “Dae ye mind the day we stormed the barricades afore Maestricht, and me wi’ yon Frenchman’s baggonet through me arrm? If ye hadna been there, I shouldna be here—so, Corporal Bobbie, gi’e’s a grup o’ y’r hand.” The Corporal’s cheek flushed again and his eyes glowed as their fingers gripped, but when he spoke it was to his master.

“You rang, Sir John?”

“I did, Robert. I desire you to inform us if I was particularly drunk or no last night?”

“By no manner o’ means, Sir John.”

“You are ready to swear that?”

“Bible oath, Sir John!”

“I am not often drunk, I believe, Bob?”

“Never more than the occasion demands, sir—and then very genteelly!”

“When was the last occasion, Bob?”

“Two days ago, sir, being the night of the Marquise de Sauvray’s reception.”

“Was I—‘genteelly’ so, that night, Bob?”

“Maybe a leetle—elevated, sir.”

“Yes,” nodded Sir John, “I’ve a dim memory of breaking my cane over the link-boy’s head!”

“Link-boy was insolent, sir. Link-boy deserved it.”

“I rejoice to know it, Robert. Was there aught else remarkable in my home-coming on this occasion?”

“Nothing at all, sir! Though to be sure—you sang——”

“Sang, did I?” sighed Sir John. “Anything else, Bob?”

“No, sir! Except for gentleman’s perook stuffed into your honour’s right-hand coat-pocket.”

“A peruke, Bob? Oh, begad! If we have it still, show it to me!”

The imperturbable Robert vanished into Sir John’s bedchamber and instantly returned with the article in question, turning it upon his hand for his master’s inspection.

“A brown Ramillie!” mused Sir John. “No, Bob, I don’t seem to know it—it calls up no memory of its erstwhile owner. What sword

did I wear that night?”

“Your favourite dress sword, sir, with the gold hilt.”

“Fetch it, Bob.” The weapon was duly brought and, unsheathing it, Sir John eyed it keenly from pierced shell to glittering point. “Ha!” sighed he, returning blade and scabbard. “What has not been, will be, I fear! A gentleman’s hat out of a window and a gentleman’s peruke in my pocket would seem to indicate a meeting soon or late with some one or other!”

“With Viscount Templemore, sir, as I am give to understand.... Young gentleman has been taking of fencing lessons constant ever since,” answered Robert imperturbably.

“Templemore!” exclaimed Sir Hector. “Viscount Templemore, is it? Man Jack, ye no can fecht wi’ him, he’s but a lad—a child—a bairn in breeks!”

“And but lately from England, eh, Bob?” questioned Sir John.

“He has been here scarce a week, sir, I am give to understand.”

“Mark that, Hector!”

“Man John, what d’ye mean?”

“Robert, pray how many duels have I had forced upon me since we came to Paris five years since?”

“Twenty-three, Sir John.”

“And most of ’em gentlemen newly arrived from England—mark that also, Hector! Gentlemen, these, who ha’ scarce made my acquaintance than they discover an urgent desire to cross steel with me. Some day I may have an accident and kill one of them, which would grieve me, since he would die in evil cause, Hector.”

“Man Jack, what cause are ye meaning?”

“The cause of my Lady Herminia Barrasdaile, Hector, beyond doubt!”

Sir Hector made a turn up and down the room.

“But save us a’,” he exclaimed, halting suddenly, “the wumman must be a pairfict deevil!”

“Nay, she’s merely a vengeful female, Hector.”

“But this puir Templemore laddie. I kenned his father weel—man Jack, ye’ll no’ fecht the boy?”

“Pray, how may I avoid it, Hector? If he annoyed me t’other night— as he must ha’ done, it seems that I affronted him in turn most flagrantly—there is his wig to prove it! How, then, can I possibly refuse him satisfaction? You have fought ere now and must appreciate the delicacy of my position.”

“Umph-humph!” exclaimed Sir Hector, and took another turn up and down the room.

“Do not distress yourself,” sighed Sir John; “if we must fight I shall endeavour to disarm him merely——”

“And may accidentally kill the lad, swordsman though ye be, John ... remember Charles Tremayne! So, man Jack, ye’ll juist no’ fight the laddie.”

“Not fight?” echoed Sir John.

“Having regaird tae his extreme youth and inexperience and y’r ain reputation as a duellist and man o’ bluid....”

“But, Hector, you must see that if I refuse on account of his youth ’twill make him the laughing-stock of all Paris.”

“Why then, Johnnie lad, ye maun juist rin awa’——”

“Run away, Hector?”

“Juist that, John; ye maun gi’e Parus a chance tae laugh at yersel’—howbeit you’ll rin awa’ fra’ the puir lad as a man of honour should.”

“Impossible, Hector.”

“Man, there’s naething impossible tae the son o’ your father, I’m thinkin’!”

Sir John frowned and, crossing to the window, beheld a carriage drawn up in front of the house.

“Robert,” said he, “we’ve visitors, I think; pray show them up here.” Robert departed forthwith and presently reappeared to announce:

“My Lord Cheevely and Monsieur le Duc de Vaucelles.” And into the room tripped two very fine gentlemen enormously bewigged and beruffled, who, having been duly presented to Sir Hector, flourished laced hats and fluttered perfumed handkerchiefs, bowing profoundly.

“Let me die, Sir John,” piped Lord Cheevely. “’Od rabbit me, but ’tis pure joy to see ya’, I vow ’tis! Pray forgive our dem’d sudden intrusion, but our mission is delicate, sir, dooced, infinite delicate, and admits o’ no delay, as my friend Vaucelles will tell ya’!”

“Parfaitement!” quoth Monsieur le Duc, hat a-flourish.

“Briefly and to the point, m’ dear Sir John,” continued his lordship, “we come on behalf of our very good friend, Viscount Templemore, who, with the utmost passible humility i’ the world, begs the honour of a meeting with ya’ at the earliest passible moment.”

“Templemore?” repeated Sir John, tapping smooth forehead with slender finger. “Templemore? I have met him somewhere, I fancy. He is but lately come to Paris, I think, my lord?”

“A week ago or thereabouts, m’ dear Sir John.”

“And he desires a meeting?”

“Most ardently, Sir John; the point in question being, as ya’ remember, of a distinctly—personal nature.”

“Indeed,” nodded Sir John, “a brown Ramillie wig.”

“Parfaitement!” answered Monsieur le Duc, with a flourish.

“Precisely, Sir John!” answered Lord Cheevely. “’Twill be smallswords, I presume?”

“No, my lord,” sighed Sir John.

“Ah, you decide for pistols, then?”

“Nor pistols, my lord. I do not intend to fight with Viscount Templemore.”

“Not—not fight?” gasped his lordship, while Monsieur le Duc started and dropped his hat.

“No, my lord,” answered Sir John. “I am returning Viscount Templemore’s wig with my sincerest regrets so soon as ’tis combed and ironed——”

“D’ye mean, sir, that—that you actually refuse Viscount Templemore’s challenge?”

“Actually and positively, my lord!”

“But—but,” stammered Lord Cheevely. “Oh, demme, such action is impossible—was not—cannot be!”

“That is why I do it, my lord.”

“Oh, rat me!” murmured his lordship, goggling. “Oh, split me ... not fight! Dooce take and burn me—this from you, Sir John! You that ha’ never baulked had so many affairs gone out so frequently—oh, smite me dumb!”

“My lord,” sighed Sir John, “I have been out so very frequently that I am grown a little weary. You will therefore pray tell Viscount Templemore that I have given up duelling as a pastime for the present, and purpose rusticating awhile——”

“If—if you are serious, sir,” exclaimed Lord Cheevely, rolling his eyes, “demme, sir, if you are serious, permit me to tell ya’ ya’ conduct is dem’d strange, devilish queer and most dooced, dem’d irregular!”

“Parfaitement!” added Monsieur le Duc.

Sir John smiled faintly, though his dreamy blue eyes grew suddenly very keen and piercing.

“Gentlemen,” he retorted, “I am about to leave Paris for an indefinite period; when I return, should you have any strictures to make upon my conduct, I shall be charmed to notice ’em. Until then, sirs, I have the honour to bid you adieu.”

And so Sir John bowed, the gentlemen bowed and betook themselves away with never another word.

“Man Jack,” exclaimed Sir Hector, as the door closed, “leave Parus, is it? O John, laddie—d’ye mean it?”

“Aye, I do, Hector. What with one thing and another, I begin to find Paris a little wearing.”

“Is it hame at last, Johnnie—hame tae England?”

“Where else, Hector?”

“When dae we start, lad?”

“Sure, no time were better than the present. We ride to-day, Hector.”

“Ou aye—yet bide a wee! Wha’ bee’s in y’r bonnet, now, laddie?”

“I go to find my enemy, Hector.”

“Save us a’! D’ye mean the leddy?”

“Herminia!” nodded Sir John. “’Tis a pretty name! Indeed, Hector, ’tis a sweet, pretty name—though vastly difficult to find a rhyme for ——”

“And what’ll ye be after wi’ the deevilish jade?”

“To exact a just and lasting vengeance, Hector.”

“Hoot awa’, Johnnie—hoot-toot, ye canna fecht a wumman——”

“I can do worse, Hector!”

“Man John, wha’ dae ye mean?”

“I can marry her, Hector.”

CHAPTER II

WHICH DESCRIBES A FORTUITOUS BUT FATEFUL MEETING

The Fates, those mysterious, unearthly sisters who are for ever busied upon the destinies of poor, finite humanity—the Fates, it seems, decreed that my Lady Herminia Barrasdaile, travelling full speed for Paris, should be suddenly precipitated upon the soft, resilient form of her devoted maid, Mrs. Betty, to that buxom creature’s gasping dismay and her own vast indignation; wherefore, the huge vehicle coming to an abrupt standstill, down fell the window and out went my lady’s angry, albeit lovely, countenance to demand instant explanation from coachmen, footmen and the world in general.

“Why, ye see, my lady,” answered red-faced Giles, the coachman, his Sussex calm entirely unruffled, “it do so ’appen as our off-side rear spring’s gone, mam.”

“Gone, man, gone? Who’s stolen it? What a plague d’you mean, Giles?” demanded her ladyship.

“I means broke, my lady, snapped, mam, parted-loike. We’m down on our back-axle—an’ theer y’are, mam!”

“Why then, mend it, Giles; mend it at once and let us get on—I must reach Paris to-night if possible.”

“Aye, we’ll mend it, my lady, sure to goodness—in toime——”

“How long?”

“Why, it du all depend, my lady—maybe an hour, maybe tu——”

Wide swung the heavy coach-door and forth sprang her ladyship, a slim and graceful fury who, perceiving the damage and necessary delay, swore as only a very fine lady might, with a tripping

comprehensiveness and passionate directness that reduced Giles and the two footmen to awed silence.

“Hush, mam!” pleaded Mrs. Betty, as her lady paused for breath. “Don’t ’ee now, there’s a duck——”

“But, zounds, wench,” cried her mistress, “you know ’tis a case o’ life and death ... to be delayed thus....”

“Aye, I know, mem—but do ’ee take a sniff at your vinaigrette, my lady——”

“Tush!” exclaimed her ladyship. “Hold your silly tongue, do!”

“Yes, my lady ... but there’s a light yonder among the trees—an inn, I think, mam——”

“Ha—an inn? Thomas, go, see—and bring help instantly—and order another coach if there be one! Run, oaf, run!” Away sped Thomas, a long-barrelled pistol protruding from either side-pocket, while my lady paced to and fro, fuming with impatience, until back he scurried with two chattering French ostlers at his heels, to say it was an inn, sure enough, but that no manner of conveyance was to be had.

“We’ll see about that!” exclaimed my lady. “Come, Betty!” And off she hasted forthwith, the meek and obedient Betty attendant. It was a small, drowsy inn, but at my lady’s advent it awoke to sudden life and bustle, its every chamber seemed full of stir, tripping feet and chattering voices; and all for the English Miladi’s comfort and welfare.

Insomuch that, embarrassed by attentions so pervading and multifarious, my Lady Barrasdaile caught up Betty’s cloak of homespun, a hooded garment for country wear, and, muffled in its ample folds, went a-walking.

The road, bordered by shady trees, led up a hill, and, lured by the sunset glory, and joying, moreover, to stretch her limbs, cramped by the long journey, my lady ascended the hill and, reaching the top, had paused to admire the view, when she became aware of two horsemen approaching from the opposite direction, and instantly

apprehending them to be highwaymen, she slipped aside into an adjacent thicket, waiting for them to pass.

Now as she stood thus, seeing but unseen, the mysterious Fates decreed that Sir John Dering, reaching the hilltop in turn, should rein in his horse within a yard of her, to glance round about him upon the peaceful countryside, little dreaming of the bright eyes that watched him so keenly, or the ears that hearkened so inquisitively.

“A sweet prospect, Hector!” he exclaimed; “fair and chaste and yet a little sad. ’Tis like looking deep into the eyes of a good woman—if there be such! It fills the soul with a sense of unworthiness and sorrow for the folly o’ the wasted years.”

“Aye, John! An’ fower pistols in oor holsters an’ twa in my pockets gi’e us six shot in case o’ eeventualities.”

“The wasted years!” murmured Sir John, musing gaze upon the distant horizon. “’Tis a night to grieve in, Hector, to yearn for better things.”

“Aye! And though six shot is fair I’m wishin’ ye carried a rale sword like my Andrew here,’stead o’ yon bodkin!”

“How then,” smiled Sir John, rousing; “are you expecting battle, murder and sudden death, Hector?”

“A dinna say no or aye t’ that, Johnnie man, forbye these French roads be aye ill-travellin’, an’ I was ever a cautious body, y’ ken. ’Tis peety ye left Corporal Rob behind; he’s a fair hand wi’ pistol or whinger, I mind. However, let us push on ere it be dark.”

“Nay, there’s the moon rising yonder, Hector.”

“The moon—and what o’t, John? I’m for having my legs under a table and something savoury on’t, lad.”

“Then do you ride forward, Hector, and order supper—there is an inn down yonder, I remember; I’ll wait for the moon to rise——”

“Mune-rise? I’fegs, lad, she’ll do’t very weel wi’ oot ye, I’m thinkin’!”

“Aye, but I’m minded to dream awhile, Hector; the moon ever stirs my imagination——”

“Hoot-toot! De’il awa’ wi’ y’r dreamin’ an’ imaginationin’! ’Tis mysel’ wad tak’ ye for a puir, moonstruck daftie if I didna ken ye for John Dering and son o’ your father!”

“If,” sighed Sir John, “if, Hector, you could suggest an apt rhyme for ‘soul,’ now, I should take it kindly ... though, to be sure, ‘dole’ might do at a pinch.”

“Umph-humph!” snorted General Sir Hector MacLean, and urged his horse on down the hill.

Being alone, Sir John dismounted, and tethering his animal, seated himself on grassy bank and gave himself up to introspective reverie.

The awesome, brooding stillness, the splendour of the rising moon, the mystery of the surrounding landscape, and all the magic of this early midsummer night wrought in him a pensive melancholy, a growing discontent of himself and the latter years, and he luxuriated in a consciousness of his infinite unworthiness.

Thus, with wistful gaze upon the full-orbed moon, Sir John had already mentally forsworn the world, the flesh and the devil, when he was roused suddenly by a rustling of leaves near by and the sharp crack of a dried twig; next moment he was beside his horse and had whipped forth, cocked and levelled one of his travelling pistols.

“Qui va la?” he demanded, and then in English: “Come out! Show yourself, or I fire!”

“Don’t!” cried a voice. “Don’t!” The leaves parted suddenly, and Sir John beheld a woman within a yard of him; majestically tall she was, and muffled in the long folds of a coarse cloak, beneath whose shadowy hood he glimpsed the pale oval of a face and a single strand of curling hair darkly innocent of powder.

Sir John lowered the pistol and, removing his hat, bowed.

“Welcome, Phyllida!” said he.

“That ain’t my name,” she answered.

“Then it should be, for ’tis a charming name and suits you.”

“You—you’m English, sir?” she questioned.

“I thank God!” he answered gravely.

“Then—oh, I am safe!” she sighed, and sinking upon the grassy bank, hid her face in her hands.

“Safe?” he repeated, touching her bowed head very gently. “Never doubt it, child—all heaven be my witness. ’Tis easy to guess you English also, and of the sweet south country, I think?”

At this she raised her head and he saw a handsome face framed in dark, rebellious curls, eyes wide and innocent, and a vivid, fulllipped mouth.

“O sir, ye du be a mortal clever guesser—I were born in Sussex!” she answered.

“Sussex?” murmured Sir John. “Seely Sussex! I was born there too, ’twixt the sheltering arms of Firle and Windover The gentle South Downs ... I loved every velvet slope of them! I mind the sweet, warm scent of the wild thyme, and the dance of the scabious flowers in the wind ... ’tis years since I saw them last.”

“But the wild thyme is still sweet i’ the sun, sir, an’ the scabious flowers do be a-noddin’ an’ beckonin’ as we sit here.”

“Beckoning, child? ’Tis a sweet thought! Beckoning me back to England ... to the reverent stillness of the immemorial hills ... my loved Downs! Beckoning me back to the old house that has stood empty so long! Paris behind me, London before me ... but deep in my heart a memory of the silent Downs ... and of a better living.”

“’Ee du talk tur’ble strange, sir!” she exclaimed, her wide gaze searching his wistful features.

“’Tis the moon, child—blame the moon! Though her Lunatic Majesty doth usually afflict me with a poetic fervour that erupts in somewhat indifferent verse. But what o’ yourself, child? Whence are you—what do you so far from home?”

“Nay, sir,” she retorted, shaking her head, “you’m so clever you must guess if ye can.”

“Agreed!” smiled Sir John. “Suffer me to sit beside you—thus, and whiles we gaze up at stately Luna, Chaste Dian, Isis the mysterious, I, her most humble votary, will strive to rede thee thy past, present and future. And first—thy name? It should be sweet and simple like thyself and breathe of England. And if it is not Phyllida, it should be Rosamond or Lettice or Anthea or——”

“Nay, sir,” she sighed, “’tis only Rose!”

“Aye, and what better!” quoth he. “’Tis a sweet English name and easy to rhyme with. Let us try.” And with his gaze uplift to the moon, Sir John extemporised thus:

“O flower of Love, thou fragrant Rose Thy love methinks should be A balm to soothe all earthly woes A sweetness that unfading blows Through all eternity——

“Hum! ’Tis not so bad, though ’faith it might be better. That last line is something trite perhaps! Aye, I may better it with a little thought!”

“Nay—nay,’tis well as ’tis!” she exclaimed. “’Tis excellent, I ... ’deed, sir, I do think you’m a tur’ble clever gentleman!”

“Though no poet, Rose, I fear! So much for thy name! Now as to thyself. Thou’rt a woman and young, and hast therefore dreamed o’ love——”

“La, sir, how should’ee know that? ’Ee du make me blush!”

“And have you loved often, child?”

“Oh, fie and no, sir! I’m no fine lady——”

“Heaven be praised!” exclaimed Sir John fervently, and lowered his gaze to the face so near his own, which was immediately averted.

“Pray won’t your honour please tell me some more about myself?” she pleaded.

“As what, child?”

“What I am, what I do for a livin’—an’ all about me?”

“Why, then,” pursued Sir John, “you are maid to serve some prideful, painted creature——”

“Oh,’tis wonderful!” she murmured.

“Some haughty, ineffective she who perchance rails at thee, pinches and slaps thee, pulls thy pretty hair, envying thy sweet, fresh beauty.”

“Oh, ’tis like witchcraft!” she murmured in awestruck tones.

“And thou’rt in France, child, because she is here and travels belike to Paris.” Sir John turned to find her regarding him in speechless wonder.

“Well, child?” he questioned.

“O sir!” she whispered. “’Tis all—so—marvellous true. Now tell me, oh, please your honour—tell me o’ the future. Shall I ever be a fine, grand lady—shall I?”

“God forbid!” he answered. “Nature formed thee a better thing! Thou’rt artless as the flowers that bloom, and the birds that sing because they must, for pure joy of it. Thou’rt sweet and fresh as the breath of Spring—heaven keep thee so, if ’tis indeed to Paris you journey, child.”

“Indeed, sir, and so ’tis.”

“Ha—Paris!” quoth he and scowled. “Alas, child, you shall find there no fragrance of wild thyme, no dancing scabious flowers.... And your mistress drags you to Paris, because she is a fine lady, an exotic, blooming best in an atmosphere that for thee ... ah, child ... alas, sweet Rose! Heaven send a clean wind to cherish thee lest thy sweetness languish fade and wither Ha, the devil! Why must she drag you to Paris?”

“O, your worship, ’tis on a matter o’ life an’ death. We should be agalloping at this moment but that the coach broke down, and my lady in a mighty pet—such tantrums! So after I’d put her to bed—and such a bed! I crept out o’ the inn—and such an inn! And lost my way

and a man ran after me and so I I found you, sir An’ now I must be a-goin’ back an’t please you, sir, for I must be on my road to Paris, along o’ my lady an’ all to stop two gentlemen fightin’ each other!”

“Ha, a duel, child? Do you chance to know these gentlemen’s names?”

“For sure, sir, my lady talks o’ naught beside! One’s Viscount Templemore, an’ t’other’s Sir John Dering—‘the Wicked Dering,’ as they call him at home.”

“Humph!” said Sir John, staring up at the moon again. “Ha!” And in a little, turning to regard his companion, he found her watching him bright-eyed from the shadow of her hood. “So they call him ‘the Wicked Dering’ at home, do they, Rose?”

“Oh yes, sir, ever an’ always.”

“Ah, well!” sighed Sir John. “Howbeit, child, you can assure your lady that her journey to Paris is wholly unnecessary.”

“How, sir.... Oh, d’ye mean she is ... too late? Have they fought already?”

“I mean they cannot fight, because Sir John Dering hath run away.”

“Run away ... Sir John Dering? Without fighting?” she questioned breathlessly. “Oh, ’tis impossible!”

“’Tis very truth—upon my honour.”

“You ... you are sure, sir?”

“Absolutely, child! I happen to know Sir John Dering and something of his concerns.”

“Oh ... you are ... his friend, sir?”

“Nay, hardly that, Rose,” sighed Sir John; “indeed, some might call me his most inveterate enemy.... But for Sir John Dering I might have been a ... happier man.”

“And so ... you hate him?”

“Let us rather say—I grieve for him.”

“But they say he is very wicked—a devil!”

“Nay, child, he is merely a very human man and something melancholy.” After this they sat side by side in silence for a while, Sir John gazing up at the moon and she at him.

“However,” said he suddenly, “your lady need no longer drag you to Paris, seeing her journey is unnecessary. So soon as we reach the inn, I myself will make this sufficiently manifest to her.”

“You—you will see my lady, sir?”

“Aye, I will, child.”

“Then an’t please your honour—’tis time I found the inn.”

“Found it, child?”

“Alack, yes, sir, for I’ve lost it! But if your honour will only help me find it ... your honour is so marvellous clever!”

“Nay, Rose, our wiser course were to sit here and let it find us—or rather, my friend will come a-searching me so soon as supper be ready and ... indeed, yonder he comes, I fear! Yes,” sighed Sir John, as the huge form of Sir Hector loomed nearer, “I grieve to say he is here already!”

Perceiving Sir John’s companion, MacLean halted suddenly.

“Losh, man Jack!” he exclaimed.

“’Tis I, Hector. Have you ordered supper?”

“I hae that!”

“Then pray mount my horse and lead the way. Rose and I follow.”

“Umph-humph!” quoth Sir Hector, and, mounting forthwith, he trotted down the hill, but profound reprobation was in the cock of his weatherbeaten hat and the set of his broad shoulders as he went.

CHAPTER III

TELLETH OF MRS. ROSE, THE GUILEFUL INNOCENT

“Strip, wench, strip!” cried Lady Herminia Barrasdaile, tossing the disguising cloak into a corner of the bedchamber. “Off with your clothes, girl, off with ’em—we’re both of a size, thank heavens—so strip, Betty, strip, as I’m a-doing!”

“Yes, my lady,” sighed comely Betty, large and patient and calmly indulgent to the unexpected whims and caprices of her imperious mistress. “But pray, mam, why should us undress afore bedtime?”

“That we may dress again, sure, Bet; to-night I am you and you are me ... except that my name is ‘Rose—Rose,’ you’ll remember!” admonished her ladyship, kicking off her fine gown.

“Yes, mam,” answered placid Mrs. Betty; “but why for ‘Rose’?”

“Because ’twas the first name occurred to me. Come, tie me these strings, wench! Sir John Dering is below, and if he should demand to see me—I mean you——”

“Sir John, my lady? Dering? O lud, not—not the Sir John Dering— not him, my lady?”

“Himself at last, face to face, Bet. Help me into this gown o’ yours.... O gad, what an infinity of buttons! Fasten me in, child! See, you are bigger in the waist than I, Bet ... and devilish tight above here ... I vow I can scarce breathe! Nay, button away, girl, I’ll endure it.... I must breathe prettily, pantingly. My Lady Felicity Flyte hath the trick on’t and ’tis much admired, so I’ll e’en pant and endure! Now, one o’ your mobs, girl, a cap with ribbands to’t ... aye, this shall serve —so! Now, how am I?”

“Ravishing, my lady! O mam!”

“Why, your things become me, I think.”

“Vastly, mem! O my lady!”

“Now,’tis thy turn, Bet. Shalt wear my yellow lute-string wi’ the panniers.”

“O my lady, but you ha’ wore it but once!”

“No matter,’tis thine, Betty. Come, out with it and on with it. Nay, first your hair must be powdered and pomatumed, your cheeks smeared wi’ rouge—yourself sufficiently pulvilled——”

“But, O mam, why must I——”

“In case Sir John desires speech with you—that is to say, with me. He may not and yet again he may, and you must be prepared.”

“O mem,” quavered Betty. “O my lady—suppose he stare at me?”

“Stare back at him, for sure—like any other lady o’ fashion!”

“But what must I say?”

“As little as possible! So long as you look sufficiently handsome and stare bold enough, ’twill serve. Now, let me look at you! Cock your chin, girl—so! Gad’s life, but you’re a handsome creature and look as haughty a fine city-madam as need be. Now mind to be sufficiently disdainful of all and sundry and especially of me——”

“Nay, my lady, ’twere impossible! I shall be calling you mam and madam, for sure.”

“Zounds no, Bet, ’twould ruin all! You must be mighty short with me, rap my knuckles with your fan and rail on me if possible——”

“Rail on thee, my dear lady—oh, I couldn’t!”

“You must, girl! And if you could swear a little ’twould be pure!”

“Swear, mem—me? Who at?”

“At Sir John Dering if possible.”

“But I don’t know how to swear, mem.”

“You’ve heard me often enough!”

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