spss regression 17.0.pdf

Click here to load reader

Post on 31-Dec-2016

223 views

Category:

Documents

1 download

Embed Size (px)

TRANSCRIPT

  • i

    SPSS Regression 17.0

  • For more information about SPSS Inc. software products, please visit our Web site at http://www.spss.com or contact

    SPSS Inc.233 South Wacker Drive, 11th FloorChicago, IL 60606-6412Tel: (312) 651-3000Fax: (312) 651-3668

    SPSS is a registered trademark and the other product names are the trademarks of SPSS Inc. for its proprietary computersoftware. No material describing such software may be produced or distributed without the written permission of theowners of the trademark and license rights in the software and the copyrights in the published materials.

    The SOFTWARE and documentation are provided with RESTRICTED RIGHTS. Use, duplication, or disclosure bythe Government is subject to restrictions as set forth in subdivision (c) (1) (ii) of The Rights in Technical Data andComputer Software clause at 52.227-7013. Contractor/manufacturer is SPSS Inc., 233 South Wacker Drive, 11thFloor, Chicago, IL 60606-6412.Patent No. 7,023,453

    General notice: Other product names mentioned herein are used for identification purposes only and may be trademarksof their respective companies.

    Windows is a registered trademark of Microsoft Corporation.

    Apple, Mac, and the Mac logo are trademarks of Apple Computer, Inc., registered in the U.S. and other countries.

    This product uses WinWrap Basic, Copyright 1993-2007, Polar Engineering and Consulting, http://www.winwrap.com.

    Printed in the United States of America.

    No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means,electronic, mechanical, photocopying, recording, or otherwise, without the prior written permission of the publisher.

  • Preface

    SPSS Statistics 17.0 is a comprehensive system for analyzing data. The Regressionoptional add-on module provides the additional analytic techniques described in thismanual. The Regression add-on module must be used with the SPSS Statistics 17.0Base system and is completely integrated into that system.

    Installation

    To install the Regression add-on module, run the License Authorization Wizard usingthe authorization code that you received from SPSS Inc. For more information, see theinstallation instructions supplied with the Regression add-on module.

    Compatibility

    SPSS Statistics is designed to run on many computer systems. See the installationinstructions that came with your system for specific information on minimum andrecommended requirements.

    Serial Numbers

    Your serial number is your identification number with SPSS Inc. You will need thisserial number when you contact SPSS Inc. for information regarding support, payment,or an upgraded system. The serial number was provided with your Base system.

    Customer Service

    If you have any questions concerning your shipment or account, contact your localoffice, listed on the Web site at http://www.spss.com/worldwide. Please have yourserial number ready for identification.

    iii

  • Training Seminars

    SPSS Inc. provides both public and onsite training seminars. All seminars featurehands-on workshops. Seminars will be offered in major cities on a regular basis.For more information on these seminars, contact your local office, listed on the Website at http://www.spss.com/worldwide.

    Technical Support

    Technical Support services are available to maintenance customers. Customers maycontact Technical Support for assistance in using SPSS Statistics or for installationhelp for one of the supported hardware environments. To reach Technical Support,see the Web site at http://www.spss.com, or contact your local office, listed on theWeb site at http://www.spss.com/worldwide. Be prepared to identify yourself, yourorganization, and the serial number of your system.

    Additional PublicationsThe SPSS Statistical Procedures Companion, by Marija Noruis, has been published

    by Prentice Hall. A new version of this book, updated for SPSS Statistics 17.0,is planned. The SPSS Advanced Statistical Procedures Companion, also basedon SPSS Statistics 17.0, is forthcoming. The SPSS Guide to Data Analysis forSPSS Statistics 17.0 is also in development. Announcements of publicationsavailable exclusively through Prentice Hall will be available on the Web site athttp://www.spss.com/estore (select your home country, and then click Books).

    iv

  • Contents

    1 Choosing a Procedure for Binary LogisticRegression 1

    2 Logistic Regression 3

    Logistic Regression Set Rule. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6Logistic Regression Variable Selection Methods. . . . . . . . . . . . . . . . . . . . . . . 6Logistic Regression Define Categorical Variables . . . . . . . . . . . . . . . . . . . . . . 8Logistic Regression Save New Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9Logistic Regression Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11LOGISTIC REGRESSION Command Additional Features . . . . . . . . . . . . . . . . . 12

    3 Multinomial Logistic Regression 13

    Multinomial Logistic Regression . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15Build Terms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

    Multinomial Logistic Regression Reference Category . . . . . . . . . . . . . . . . . . 17Multinomial Logistic Regression Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . 18Multinomial Logistic Regression Criteria . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20Multinomial Logistic Regression Options. . . . . . . . . . . . . . . . . . . . . . . . . . . . 21Multinomial Logistic Regression Save. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23NOMREG Command Additional Features. . . . . . . . . . . . . . . . . . . . . . . . . . . . 24

    v

  • 4 Probit Analysis 25

    Probit Analysis Define Range . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28Probit Analysis Options. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28PROBIT Command Additional Features . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29

    5 Nonlinear Regression 31

    Conditional Logic (Nonlinear Regression) . . . . . . . . . . . . . . . . . . . . . . . . . . . 33Nonlinear Regression Parameters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34Nonlinear Regression Common Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35Nonlinear Regression Loss Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36Nonlinear Regression Parameter Constraints . . . . . . . . . . . . . . . . . . . . . . . . 37Nonlinear Regression Save New Variables . . . . . . . . . . . . . . . . . . . . . . . . . . 38Nonlinear Regression Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39Interpreting Nonlinear Regression Results . . . . . . . . . . . . . . . . . . . . . . . . . . 40NLR Command Additional Features . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

    6 Weight Estimation 42

    Weight Estimation Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45WLS Command Additional Features . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45

    7 Two-Stage Least-Squares Regression 46

    Two-Stage Least-Squares Regression Options . . . . . . . . . . . . . . . . . . . . . . . 482SLS Command Additional Features . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49

    vi

  • Appendix

    A Categorical Variable Coding Schemes 50

    Deviation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50Simple . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51Helmert . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52Difference . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52Polynomial . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53Repeated . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54Special . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55Indicator. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56

    Index 57

    vii

  • Chapter

    1Choosing a Procedure for BinaryLogistic Regression

    Binary logistic regression models can be fitted using either the Logistic Regressionprocedure or the Multinomial Logistic Regression procedure. Each procedure hasoptions not available in the other. An important theoretical distinction is that theLogistic Regression procedure produces all predictions, residuals, influence statistics,and goodness-of-fit tests using data at the individual case level, regardless of howthe data are entered and whether or not the number of covariate patterns is smallerthan the total number of cases, while the Multinomial Logistic Regression procedureinternally aggregates cases to form subpopulations with identical covariate patternsfor the predictors, producing predictions, residuals, and goodness-of-fit tests based onthese subpopulations. If all predictors are categorical or any continuous predictors takeon only a limited number of valuesso that there are several cases at each distinctcovariate patternthe subpopulation approach can produce valid goodness-of-fit testsand informative residuals, while the individual case level approach cannot.

    Logistic Regression provides the following u