This is now consistent with other software.
REGRESSION
/VARIABLES=@var{var_list}
/DEPENDENT=@var{var_list}
- /STATISTICS=@{ALL, DEFAULTS, R, COEFF, ANOVA, BCOV, CI[@var{conf}, COLLIN]@}
+ /STATISTICS=@{ALL, DEFAULTS, R, COEFF, ANOVA, BCOV, CI[@var{conf}, TOL]@}
@{ /ORIGIN | /NOORIGIN @}
/SAVE=@{PRED, RESID@}
@end display
Analysis of variance table for the model.
@item BCOV
The covariance matrix for the estimated model coefficients.
-@item COLLIN
-The variance inflation factor. This has no effect unless COEFF is also given.
+@item TOL
+The variance inflation factor and its reciprocal. This has no effect unless COEFF is also given.
@item DEFAULT
The same as if R, COEFF, and ANOVA had been selected.
This is what you get if the /STATISTICS command is not specified,
#define STATS_OUTS 8
#define STATS_CI 16
#define STATS_BCOV 32
-#define STATS_COLLIN 64
+#define STATS_TOL 64
#define STATS_DEFAULT (STATS_R | STATS_COEFF | STATS_ANOVA | STATS_OUTS)
{
statistics |= STATS_BCOV;
}
- else if (lex_match_id (lexer, "COLLIN"))
+ else if (lex_match_id (lexer, "TOL"))
{
- statistics |= STATS_COLLIN;
+ statistics |= STATS_TOL;
}
else if (lex_match_id (lexer, "CI"))
{
struct covariance *cov;
struct casereader *reader;
- if (cmd->stats & STATS_COLLIN)
+ if (cmd->stats & STATS_TOL)
{
for (i = 0; i < cmd->n_vars; i++)
{
N_("Upper Bound"));
}
- if (cmd->stats & STATS_COLLIN)
+ if (cmd->stats & STATS_TOL)
pivot_category_create_group (statistics->root,
N_("Collinearity Statistics"),
N_("Tolerance"), N_("VIF"));
pivot_value_new_number (interval_entries[i]));
}
- if (cmd->stats & STATS_COLLIN)
+ if (cmd->stats & STATS_TOL)
{
assert (c_x);
double rsq = linreg_ssreg (c_x) / linreg_sst (c_x);
AT_CLEANUP
-AT_SETUP([LINEAR REGRESSION collinearity])
-AT_DATA([regression-collin.sps], [dnl
+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.
end data.
regression /variables=competence_x1 motivation_x2
- /statistics=defaults collin
+ /statistics=defaults tol
/dependent=performance_y
.
])
-AT_CHECK([pspp -O format=csv regression-collin.sps], [0], [dnl
+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