+dnl PSPP - a program for statistical analysis.
+dnl Copyright (C) 2017 Free Software Foundation, Inc.
+dnl
+dnl This program is free software: you can redistribute it and/or modify
+dnl it under the terms of the GNU General Public License as published by
+dnl the Free Software Foundation, either version 3 of the License, or
+dnl (at your option) any later version.
+dnl
+dnl This program is distributed in the hope that it will be useful,
+dnl but WITHOUT ANY WARRANTY; without even the implied warranty of
+dnl MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+dnl GNU General Public License for more details.
+dnl
+dnl You should have received a copy of the GNU General Public License
+dnl along with this program. If not, see <http://www.gnu.org/licenses/>.
+dnl
AT_BANNER([LINEAR REGRESSION])
AT_SETUP([LINEAR REGRESSION - basic])
regression.sps:16: warning: REGRESSION: REGRESSION with SAVE ignores FILTER. All cases will be processed.
Table: Model Summary (v2)
-,R,R Square,Adjusted R Square,Std. Error of the Estimate
-,.971,.942,.925,1.337
+R,R Square,Adjusted R Square,Std. Error of the Estimate
+.971,.942,.925,1.337
Table: ANOVA (v2)
-,,Sum of Squares,df,Mean Square,F,Sig.
-,Regression,202.753,2,101.376,56.754,.000
-,Residual,12.504,7,1.786,,
-,Total,215.256,9,,,
+,Sum of Squares,df,Mean Square,F,Sig.
+Regression,202.753,2,101.376,56.754,.000
+Residual,12.504,7,1.786,,
+Total,215.256,9,,,
Table: Coefficients (v2)
-,,Unstandardized Coefficients,,Standardized Coefficients,,
-,,B,Std. Error,Beta,t,Sig.
-,(Constant),2.191,2.357,.000,.930,.380
-,v0,1.813,1.053,.171,1.722,.129
-,v1,-3.427,.332,-1.026,-10.334,.000
+,Unstandardized Coefficients,,Standardized Coefficients,t,Sig.
+,B,Std. Error,Beta,,
+(Constant),2.191,2.357,.000,.930,.380
+v0,1.813,1.053,.171,1.722,.129
+v1,-3.427,.332,-1.026,-10.334,.000
Table: Data List
v0,v1,v2,RES1,PRED1
AT_CHECK([pspp -O format=csv regression.sps], [0], [dnl
Table: Model Summary (v2)
-,R,R Square,Adjusted R Square,Std. Error of the Estimate
-,.971,.942,.925,1.337
+R,R Square,Adjusted R Square,Std. Error of the Estimate
+.971,.942,.925,1.337
Table: ANOVA (v2)
-,,Sum of Squares,df,Mean Square,F,Sig.
-,Regression,202.753,2,101.376,56.754,.000
-,Residual,12.504,7,1.786,,
-,Total,215.256,9,,,
+,Sum of Squares,df,Mean Square,F,Sig.
+Regression,202.753,2,101.376,56.754,.000
+Residual,12.504,7,1.786,,
+Total,215.256,9,,,
Table: Coefficients (v2)
-,,Unstandardized Coefficients,,Standardized Coefficients,,
-,,B,Std. Error,Beta,t,Sig.
-,(Constant),2.191,2.357,.000,.930,.380
-,v0,1.813,1.053,.171,1.722,.129
-,v1,-3.427,.332,-1.026,-10.334,.000
+,Unstandardized Coefficients,,Standardized Coefficients,t,Sig.
+,B,Std. Error,Beta,,
+(Constant),2.191,2.357,.000,.930,.380
+v0,1.813,1.053,.171,1.722,.129
+v1,-3.427,.332,-1.026,-10.334,.000
Table: Model Summary (v2)
-,R,R Square,Adjusted R Square,Std. Error of the Estimate
-,.971,.942,.925,1.337
+R,R Square,Adjusted R Square,Std. Error of the Estimate
+.971,.942,.925,1.337
Table: ANOVA (v2)
-,,Sum of Squares,df,Mean Square,F,Sig.
-,Regression,202.753,2,101.376,56.754,.000
-,Residual,12.504,7,1.786,,
-,Total,215.256,9,,,
+,Sum of Squares,df,Mean Square,F,Sig.
+Regression,202.753,2,101.376,56.754,.000
+Residual,12.504,7,1.786,,
+Total,215.256,9,,,
Table: Coefficients (v2)
-,,Unstandardized Coefficients,,Standardized Coefficients,,
-,,B,Std. Error,Beta,t,Sig.
-,(Constant),2.191,2.357,.000,.930,.380
-,v0,1.813,1.053,.171,1.722,.129
-,v1,-3.427,.332,-1.026,-10.334,.000
+,Unstandardized Coefficients,,Standardized Coefficients,t,Sig.
+,B,Std. Error,Beta,,
+(Constant),2.191,2.357,.000,.930,.380
+v0,1.813,1.053,.171,1.722,.129
+v1,-3.427,.332,-1.026,-10.334,.000
Table: Data List
v0,v1,v2,RES1,PRED1
select if (g = 0).
-regression
+regression
/variables = x0 x1
/dependent = y
/statistics = all
select if (g = 1).
-regression
+regression
/variables = x0 x1
/dependent = y
/statistics = all
split file by g.
-regression
+regression
/variables = x0 x1
/dependent = y
/statistics = all
end file.
end input program.
-regression
+regression
/variables = x0 x1
/dependent = y ycopy
/statistics = default.
v1,F8.0
Table: Model Summary (v0)
-,R,R Square,Adjusted R Square,Std. Error of the Estimate
-,.05,.00,.00,8.11
+R,R Square,Adjusted R Square,Std. Error of the Estimate
+.05,.00,.00,8.11
Table: ANOVA (v0)
-,,Sum of Squares,df,Mean Square,F,Sig.
-,Regression,235.23,1,235.23,3.58,.059
-,Residual,98438.40,1498,65.71,,
-,Total,98673.63,1499,,,
+,Sum of Squares,df,Mean Square,F,Sig.
+Regression,235.23,1,235.23,3.58,.059
+Residual,98438.40,1498,65.71,,
+Total,98673.63,1499,,,
Table: Coefficients (v0)
-,,Unstandardized Coefficients,,Standardized Coefficients,,
-,,B,Std. Error,Beta,t,Sig.
-,(Constant),1.24,.42,.00,2.95,.003
-,v1,1.37,.72,.05,1.89,.059
+,Unstandardized Coefficients,,Standardized Coefficients,t,Sig.
+,B,Std. Error,Beta,,
+(Constant),1.24,.42,.00,2.95,.003
+v1,1.37,.72,.05,1.89,.059
])
AT_CLEANUP
AT_CLEANUP
-dnl The following example comes from
+dnl The following example comes from
dnl http://www.ats.ucla.edu/stat/spss/output/reg_spss%28long%29.htm
AT_SETUP([LINEAR REGRESSION coefficient confidence interval])
/variables = math female socst read
/statistics = coeff r anova ci (95)
/dependent = science
- /method = enter
+ /method = enter
])
AT_CHECK([pspp -O format=csv conf.sps], [0], [dnl
Table: Model Summary (science)
-,R,R Square,Adjusted R Square,Std. Error of the Estimate
-,.699,.489,.479,7.148
+R,R Square,Adjusted R Square,Std. Error of the Estimate
+.699,.489,.479,7.148
Table: ANOVA (science)
-,,Sum of Squares,df,Mean Square,F,Sig.
-,Regression,9543.721,4,2385.930,46.695,.000
-,Residual,9963.779,195,51.096,,
-,Total,19507.500,199,,,
+,Sum of Squares,df,Mean Square,F,Sig.
+Regression,9543.721,4,2385.930,46.695,.000
+Residual,9963.779,195,51.096,,
+Total,19507.500,199,,,
Table: Coefficients (science)
-,,Unstandardized Coefficients,,Standardized Coefficients,,,95% Confidence Interval for B,
-,,B,Std. Error,Beta,t,Sig.,Lower Bound,Upper Bound
-,(Constant),12.325,3.194,.000,3.859,.000,6.027,18.624
-,math,.389,.074,.368,5.252,.000,.243,.535
-,female,-2.010,1.023,-.101,-1.965,.051,-4.027,.007
-,socst,.050,.062,.054,.801,.424,-.073,.173
-,read,.335,.073,.347,4.607,.000,.192,.479
+,Unstandardized Coefficients,,Standardized Coefficients,t,Sig.,95% Confidence Interval for B,
+,B,Std. Error,Beta,,,Lower Bound,Upper Bound
+(Constant),12.325,3.194,.000,3.859,.000,6.027,18.624
+math,.389,.074,.368,5.252,.000,.243,.535
+female,-2.010,1.023,-.101,-1.965,.051,-4.027,.007
+socst,.050,.062,.054,.801,.424,-.073,.173
+read,.335,.073,.347,4.607,.000,.192,.479
])
AT_CHECK([pspp -o pspp.csv regression.sps])
AT_CHECK([cat pspp.csv], [0], [dnl
Table: Model Summary (X1)
-,R,R Square,Adjusted R Square,Std. Error of the Estimate
-,.95,.89,.84,15.08
+R,R Square,Adjusted R Square,Std. Error of the Estimate
+.95,.89,.84,15.08
Table: ANOVA (X1)
-,,Sum of Squares,df,Mean Square,F,Sig.
-,Regression,3820.45,1,3820.45,16.81,.055
-,Residual,454.55,2,227.27,,
-,Total,4275.00,3,,,
+,Sum of Squares,df,Mean Square,F,Sig.
+Regression,3820.45,1,3820.45,16.81,.055
+Residual,454.55,2,227.27,,
+Total,4275.00,3,,,
Table: Coefficients (X1)
-,,Unstandardized Coefficients,,Standardized Coefficients,,
-,,B,Std. Error,Beta,t,Sig.
-,(Constant),85.45,10.16,.00,8.41,.004
-,Y,-3.73,.91,-.95,-4.10,.055
+,Unstandardized Coefficients,,Standardized Coefficients,t,Sig.
+,B,Std. Error,Beta,,
+(Constant),85.45,10.16,.00,8.41,.004
+Y,-3.73,.91,-.95,-4.10,.055
Table: Data List
text,Y,X1,RES1
-V00276601 ,.00,90.00,4.55
-V00292909 ,10.00,30.00,-18.18
-V00291204 ,20.00,20.00,9.09
-V00300070 ,.00,90.00,4.55
+V00276601,.00,90.00,4.55
+V00292909,10.00,30.00,-18.18
+V00291204,20.00,20.00,9.09
+V00300070,.00,90.00,4.55
])
AT_CLEANUP
AT_CHECK([pspp -o pspp.csv empty-parens.sps], [1], [ignore])
-AT_CLEANUP
+AT_CLEANUP
DATA LIST notable LIST /number * value *.
BEGIN DATA
- 16 7.25
- 0 .00
- 1 .10
- 9 27.9
- 0 .00
- 7 3.65
- 14 16.8
- 24 9.15
- 0 .00
- 24 19.0
- 7 4.05
- 12 7.90
- 6 .75
- 11 1.40
- 0 .00
- 3 2.30
- 12 7.60
- 11 6.80
- 16 8.65
+ 16 7.25
+ 0 .00
+ 1 .10
+ 9 27.9
+ 0 .00
+ 7 3.65
+ 14 16.8
+ 24 9.15
+ 0 .00
+ 24 19.0
+ 7 4.05
+ 12 7.90
+ 6 .75
+ 11 1.40
+ 0 .00
+ 3 2.30
+ 12 7.60
+ 11 6.80
+ 16 8.65
END DATA.
REGRESSION
AT_CHECK([pspp -O format=csv regression.sps], [0], [dnl
Table: Model Summary (value)
-,R,R Square,Adjusted R Square,Std. Error of the Estimate
-,.612,.374,.338,6.176
+R,R Square,Adjusted R Square,Std. Error of the Estimate
+.612,.374,.338,6.176
Table: ANOVA (value)
-,,Sum of Squares,df,Mean Square,F,Sig.
-,Regression,388.065,1,388.065,10.173,.005
-,Residual,648.498,17,38.147,,
-,Total,1036.563,18,,,
+,Sum of Squares,df,Mean Square,F,Sig.
+Regression,388.065,1,388.065,10.173,.005
+Residual,648.498,17,38.147,,
+Total,1036.563,18,,,
Table: Coefficients (value)
-,,Unstandardized Coefficients,,Standardized Coefficients,,
-,,B,Std. Error,Beta,t,Sig.
-,(Constant),.927,2.247,.000,.413,.685
-,number,.611,.192,.612,3.189,.005
+,Unstandardized Coefficients,,Standardized Coefficients,t,Sig.
+,B,Std. Error,Beta,,
+(Constant),.927,2.247,.000,.413,.685
+number,.611,.192,.612,3.189,.005
])
-AT_CLEANUP
+AT_CLEANUP
DATA LIST notable LIST /number * value *.
BEGIN DATA
- 16 7.25
- 0 .00
- 1 .10
- 9 27.9
- 0 .00
- 7 3.65
- 14 16.8
- 24 9.15
- 0 .00
- 24 19.0
- 7 4.05
- 12 7.90
- 6 .75
- 11 1.40
- 0 .00
- 3 2.30
- 12 7.60
- 11 6.80
- 16 8.65
+ 16 7.25
+ 0 .00
+ 1 .10
+ 9 27.9
+ 0 .00
+ 7 3.65
+ 14 16.8
+ 24 9.15
+ 0 .00
+ 24 19.0
+ 7 4.05
+ 12 7.90
+ 6 .75
+ 11 1.40
+ 0 .00
+ 3 2.30
+ 12 7.60
+ 11 6.80
+ 16 8.65
END DATA.
REGRESSION
AT_CHECK([pspp -O format=csv regression-origin.sps], [0], [dnl
Table: Model Summary (value)
-,R,R Square,Adjusted R Square,Std. Error of the Estimate
-,.802,.643,.622,6.032
+R,R Square,Adjusted R Square,Std. Error of the Estimate
+.802,.643,.622,6.032
Table: ANOVA (value)
-,,Sum of Squares,df,Mean Square,F,Sig.
-,Regression,1181.726,1,1181.726,32.475,.000
-,Residual,654.989,18,36.388,,
-,Total,1836.715,19,,,
+,Sum of Squares,df,Mean Square,F,Sig.
+Regression,1181.726,1,1181.726,32.475,.000
+Residual,654.989,18,36.388,,
+Total,1836.715,19,,,
Table: Coefficients (value)
-,,Unstandardized Coefficients,,Standardized Coefficients,,
-,,B,Std. Error,Beta,t,Sig.
-,number,.672,.118,.802,5.699,.000
-,,,,,,
+,Unstandardized Coefficients,,Standardized Coefficients,t,Sig.
+,B,Std. Error,Beta,,
+number,.672,.118,.802,5.699,.000
+])
+
+AT_CLEANUP
+
+dnl This is an example from doc/tutorial.texi
+dnl So if the results of this have to be changed in any way,
+dnl make sure to update that file.
+AT_SETUP([REGRESSION tutorial example])
+cp $top_srcdir/examples/repairs.sav .
+AT_DATA([regression.sps], [dnl
+GET FILE='repairs.sav'.
+REGRESSION /VARIABLES=mtbf duty_cycle /DEPENDENT=mttr.
+REGRESSION /VARIABLES=mtbf /DEPENDENT=mttr.
])
-AT_CLEANUP
+AT_CHECK([pspp -O format=csv regression.sps], [0], [dnl
+Table: Model Summary (Mean time to repair (hours) )
+R,R Square,Adjusted R Square,Std. Error of the Estimate
+.94,.89,.88,6.54
+
+Table: ANOVA (Mean time to repair (hours) )
+,Sum of Squares,df,Mean Square,F,Sig.
+Regression,9576.26,2,4788.13,111.94,.000
+Residual,1154.94,27,42.78,,
+Total,10731.20,29,,,
+
+Table: Coefficients (Mean time to repair (hours) )
+,Unstandardized Coefficients,,Standardized Coefficients,t,Sig.
+,B,Std. Error,Beta,,
+(Constant),10.59,3.11,.00,3.40,.002
+Mean time between failures (months) ,3.02,.20,.95,14.88,.000
+Ratio of working to non-working time,-1.12,3.69,-.02,-.30,.763
+
+Table: Model Summary (Mean time to repair (hours) )
+R,R Square,Adjusted R Square,Std. Error of the Estimate
+.94,.89,.89,6.43
+
+Table: ANOVA (Mean time to repair (hours) )
+,Sum of Squares,df,Mean Square,F,Sig.
+Regression,9572.30,1,9572.30,231.28,.000
+Residual,1158.90,28,41.39,,
+Total,10731.20,29,,,
+
+Table: Coefficients (Mean time to repair (hours) )
+,Unstandardized Coefficients,,Standardized Coefficients,t,Sig.
+,B,Std. Error,Beta,,
+(Constant),9.90,2.10,.00,4.71,.000
+Mean time between failures (months) ,3.01,.20,.94,15.21,.000
+])
+
+AT_CLEANUP
+
+
+AT_SETUP([LINEAR REGRESSION vif])
+AT_DATA([regression-vif.sps], [dnl
+SET FORMAT=F10.3.
+
+data list notable list /competence_x1 motivation_x2 performance_y.
+begin data
+32 34 36
+35 37 39
+38 45 49
+31 41 41
+36 40 38
+32 38 36
+33 39 37
+31 40 41
+30 37 40
+35 37 43
+31 34 36
+34 32 35
+31 42 34
+25 36 40
+35 42 40
+36 41 44
+30 38 32
+34 41 41
+34 41 44
+22 27 26
+27 26 33
+30 30 35
+30 35 37
+37 39 44
+29 35 36
+31 35 29
+31 45 41
+29 30 32
+29 35 36
+31 37 37
+36 45 42
+32 44 39
+27 26 31
+33 39 35
+20 25 28
+30 36 39
+27 37 39
+25 39 36
+32 38 38
+32 38 35
+end data.
+
+regression /variables=competence_x1 motivation_x2
+ /statistics=defaults tol
+ /dependent=performance_y
+ .
+])
+
+
+AT_CHECK([pspp -O format=csv regression-vif.sps], [0], [dnl
+Table: Model Summary (performance_y)
+R,R Square,Adjusted R Square,Std. Error of the Estimate
+.785,.616,.595,2.980
+
+Table: ANOVA (performance_y)
+,Sum of Squares,df,Mean Square,F,Sig.
+Regression,526.494,2,263.247,29.641,.000
+Residual,328.606,37,8.881,,
+Total,855.100,39,,,
+
+Table: Coefficients (performance_y)
+,Unstandardized Coefficients,,Standardized Coefficients,t,Sig.,Collinearity Statistics,
+,B,Std. Error,Beta,,,Tolerance,VIF
+(Constant),7.220,4.020,.000,1.796,.080,,
+competence_x1,.432,.166,.358,2.609,.013,.552,1.812
+motivation_x2,.453,.125,.499,3.636,.001,.552,1.812
+])
+
+AT_CLEANUP
projects / pspp / blobdiff