REGRESSION
REGRESSION
is available in Statistics Base Edition.
REGRESSION
calculates multiple regression equations and associated statistics and
plots. REGRESSION
also calculates collinearity diagnostics, predicted values,
residuals, measures of fit and influence, and several statistics based on these measures.
REGRESSION [MATRIX=[IN({file})] [OUT({file})]]
{* } {* }
[/VARIABLES={varlist }]
{(COLLECT)**}
{ALL }
[/DESCRIPTIVES=[DEFAULTS] [MEAN] [STDDEV] [CORR] [COV]
[VARIANCE] [XPROD] [SIG] [N] [BADCORR]
[ALL] [NONE**]]
[/SELECT={varname relation value}
[/MISSING=[{LISTWISE** }] [INCLUDE]]
{PAIRWISE }
{MEANSUBSTITUTION}
[/REGWGT=varname]
[/STATISTICS=[DEFAULTS**] [R**] [COEFF**] [ANOVA**] [OUTS**]
[ZPP] [LABEL] [CHANGE] [CI({95 })] [F] [BCOV] [SES]
{value}
[XTX] [COLLIN] [TOL] [SELECTION] [ALL]]
[/CRITERIA=[DEFAULTS**] [TOLERANCE({0.0001**})] [MAXSTEPS(n)]
{value }
[PIN[({0.05**})]] [POUT[({0.10**})]]
{value } {value }
[FIN[({3.84 })]] [FOUT[({2.71 })]]
{value} {value}
[CIN[({ 95**})]]]
{value}
[/{NOORIGIN**}]
{ORIGIN }
/DEPENDENT=varlist
[/METHOD=]{STEPWISE [varlist] } [...] [/...]
{FORWARD [varlist] }
{BACKWARD [varlist] }
{ENTER [varlist] }
{REMOVE varlist }
{TEST(varlist)(varlist)...}
[/RESIDUALS=[DEFAULTS] [DURBIN] [OUTLIERS({ZRESID })] [ID (varname)]
{tempvars}
[NORMPROB({ZRESID })] [HISTOGRAM({ZRESID })]
{tempvars} {tempvars}
[SIZE({SEPARATE}]
{POOLED }
[/CASEWISE=[DEFAULTS] [{OUTLIERS({3 })}] [PLOT({ZRESID })]
{ {value} } {tempvar}
{ALL }
[{DEPENDENT PRED RESID}]]
{tempvars }
[/SCATTERPLOT [varname,varname]...[
[/PARTIALPLOT=[{ALL }]
{varlist}
[/OUTFILE={COVB ('savfile'|'dataset')}] [{MODEL('file') }]
{CORB ('savfile'|'dataset')} {PARAMETER('file')}
[/SAVE=tempvar[(newname)] [tempvar[(newname)]...] [FITS]]
[/TEMPLATE='filename']
**Default if the subcommand is omitted.
Temporary residual variables are:
PRED, ADJPRED, SRESID, MAHAL, RESID, ZPRED, SDRESID, COOK, DRESID, ZRESID, SEPRED, LEVER, DFBETA, SDBETA, DFFIT, SDFFIT, COVRATIO, MCIN, ICIN
SAVE FITS saves:
DFFIT, SDFIT, DFBETA, SDBETA, COVRATIO
This command reads the active dataset and causes execution of any pending commands. See the topic Command Order for more information.
Syntax for the REGRESSION command can be generated from the Linear Regression dialog box.
Release History
Release 13.0
-
PARAMETER
keyword introduced onOUTFILE
subcommand.
Release 16.0
- Added support for
SET THREADS
andSET MCACHE
.
Release 17.0
- Added option to specify confidence level
on
CI
keyword ofSTATISTICS
subcommand.
Release 19.0
-
TEMPLATE
subcommand introduced.
Example
REGRESSION VARIABLES=POP15,POP75,INCOME,GROWTH,SAVINGS
/DEPENDENT=SAVINGS
/METHOD=ENTER POP15,POP75,INCOME
/METHOD=ENTER GROWTH.