I sat in the Chinese restaurant next to the Eagle super market in Normal, Illinois, during the spring semester of 1999 while I was completing a master's degree in clinical psychology. I was talking to Charu Thakral about how I wanted to take more statistics classes, especially multivariate statistics, but could not do so because I had not taken the Experimental Design class yet (which was an entire class basically devoted to the Analysis of Variance). Just then, Matthew Hesson-McInnis, the head of the quantitative psychology program at Illinois State came in with Glenn Reeder, a social psychologist also on the faculty. As Charu knew Matthew and Glenn, she said hello and introduced me to Matthew, somewhat embarrassingly. She told him I was interested in taking his multivariate class, but that I hadn't taken Experimental Design yet. He said that they were changing pre-requisites, and that Experimental Design would no longer be a prerequisite for Multivariate Analysis.
I read the third edition of this book when Matthew was my teacher. Matthew had a Ph.D. in quantitative psychology from the University of Illinois, and knew more about statistics than most people I've met, even today. Unfortunately, he wasn't particularly disciplined, and would often get off topic. Still, with Tabachnick and Fidell's text, one gets a good, readable introduction to the various statistical techniques. They even try to be humorous, using numerous examples of belly dancers and the like. I wanted to look up simple effect and found "Simple Minded," to which they said "See Statistics." When I looked up "Statistics," it said "Pages 1 - 860." As Tabachnick and Fidell are themselves psychologists, they do a good job at illustrating how psychologists would use multivariate statistics.
Unfortunately, the book is very light when it comes to the mathematics underlying the analyses. In fact, the only book that is significantly lighter is Meyers, Gamst, and Guarino's "Applied Multivariate Research: Design and Interpretation." That book is truly bad, with so little rigor and without the nice write ups of results or examples in numerous statistics packages that Tabachnick and Fidell present. If one wanted to get the mathematical rigor of the techniques without the examples of how to write up results for a psychological journal, I'd suggest Johnson and Wichern's "Applied Multivariate Statistical Analysis." If one wants a level even more rigorous, including formal proofs but almost complete lack of application, I'd recommend T. W. Anderson's "An Introduction to Multivariate Statistical Techniques." There are certainly other multivariate texts that come to mind (i.e., Stevens or Lattin, Carroll, and Green), but none of them so clearly fill niches as 1) Tabachnick and Fidell, 2) Johnson and Wichern, and 3) T. W. Anderson.
On one of my papers for Matthew's class, he suggested I consider graduate school in quantitative psychology. I didn't really understand what that was, and having wanted to be a clinical psychologist since I had my sometimes suicidal, sometimes hallucinating ex-girlfriend from high school, I couldn't conceive of being anything other than a clinical psychologist. I wish I had listened to Matthew, as I couldn't really consider wanting to be a clinical psychologist now. Currently, I feel like I have a good, working knowledge of statistics and quantitative methods, but I feel like I'm always teaching myself along the way, hopefully filling the lacunae in my knowledge but doubting whether I've done so successfully. In fact, a few years later, Matthew gave me his phone number and I called him to talk about leaving my Ph.D. program in clinical psychology to pursuit a quant Ph.D. Unfortunately, I wasn't accepted to the few programs to which I applied; therefore, I completed a second master's degree in statistics and then transferred to the social psychology program at Loyola.
Interestingly enough, in the year 2009, Matthew's major professor at U of I received an outstanding lifetime contribution award to the field from the American Psychological Association. When I interviewed for my assistant professor job at Cal State, Fullerton, where I later would work for two years, my interviewer, a social psychologist who faked knowing statistics asked me about my statistics training and I told him I took multivariate statistics with one of Larry Hubert's students. That individual didn't know who Larry Hubert was, despite the fact that Larry Hubert edited Psychometrika just a few years earlier, the premiere quantitative psychology journal. I bring this all up because I'm bitter for my experiences with this individual and with living in California in general. I should have taken this as a sign of things to come, but was a bit blinded about going out to CA in the first place.