Fixed GLM vs. missing values in the dependent variable

diff --git a/NEWS b/NEWS
index 8ba15ffcdfdf3f5e5fddbc69abfc529292bad95a..beebc9dd9fd1ef99b04e22e588955ddd54c66f11 100644 (file)
--- a/NEWS
+++ b/NEWS
@@ -20,6 +20,9 @@ Changes from 0.10.1 to 0.10.2:
    - The variable info dialog showed the previous selected variable
      superimposed with the currently selected one.
 
+   - The GLM command did not properly deal with missing values.  This
+     has been fixed.
+
 Changes from 0.10.0 to 0.10.1:
 
  * Bug fixes, including the following:

diff --git a/doc/statistics.texi b/doc/statistics.texi
index 34a7a3d987601bda8f5bb7f2f30c371aa4aebbf2..e18c6109dba73f69aed403bcd4c677980ab48690 100644 (file)
--- a/doc/statistics.texi
+++ b/doc/statistics.texi
@@ -951,12 +951,13 @@ implies the model
 
 The @subcmd{MISSING} subcommand determines the handling of missing
 variables.  
-If @subcmd{INCLUDE} is set, then user-missing values are included in the
-calculations, but system-missing values are not.
-If @subcmd{EXCLUDE} is set, which is the default, user-missing
-values are excluded as well as system-missing values. 
-This is the default.
-
+If @subcmd{INCLUDE} is set then, for the purposes of GLM analysis,
+only system-missing values are considered
+to be missing; user-missing values are not regarded as missing.
+If @subcmd{EXCLUDE} is set, which is the default, then user-missing
+values are considered to be missing as well as system-missing values. 
+A case for which any dependent variable or any factor
+variable has a missing value is excluded from the analysis.
 
 @node LOGISTIC REGRESSION
 @section LOGISTIC REGRESSION

diff --git a/src/language/stats/glm.c b/src/language/stats/glm.c
index 625de2d2a9f9200986f98e453cb3fcf5a7d4513b..9ac3150c0a9385aac91e544d0fc6c2c4c25d8617 100644 (file)
--- a/src/language/stats/glm.c
+++ b/src/language/stats/glm.c
@@ -587,6 +587,16 @@ run_glm (struct glm_spec *cmd, struct casereader *input,
   struct glm_workspace ws;
   struct covariance *cov;
 
+  input  = casereader_create_filter_missing (input,
+                                            cmd->dep_vars, cmd->n_dep_vars,
+                                            cmd->exclude,
+                                            NULL,  NULL);
+
+  input  = casereader_create_filter_missing (input,
+                                            cmd->factor_vars, cmd->n_factor_vars,
+                                            cmd->exclude,
+                                            NULL,  NULL);
+  
   ws.cats = categoricals_create (cmd->interactions, cmd->n_interactions,
                                 cmd->wv, cmd->exclude, MV_ANY);
 

diff --git a/tests/language/stats/glm.at b/tests/language/stats/glm.at
index de1ad2a4bc64b3d97e0f69f8965b30aa152464fa..2ac5909fead71bcccace5230b33f0d698f8a91db 100644 (file)
--- a/tests/language/stats/glm.at
+++ b/tests/language/stats/glm.at
@@ -326,3 +326,131 @@ Corrected Total,436.784,19,,,
 
 AT_CLEANUP
 
+
+AT_SETUP([GLM missing values])
+
+AT_DATA([glm.data], [dnl
+1 1 6  3.5
+1 2 2  8.9
+1 3 3  9.6
+1 4 4 10.5
+1 5 5  3.1
+1 6 1  5.9
+2 1 2  4.2
+2 2 6  1.9
+2 3 5  3.7
+2 4 3 10.2
+2 5 1  7.2
+2 6 4  7.6
+3 1 1  6.7
+3 2 4  5.8
+3 3 6 -2.7
+3 4 2  4.6
+3 5 3  4.0
+3 6 5 -0.7
+4 1 4  6.6
+4 2 1  4.5
+4 3 2  3.7
+4 4 5  3.7
+4 5 6 -3.3
+4 6 3  3.0
+5 1 3  4.1
+5 2 5  2.4
+5 3 4  6.0
+5 4 1  5.1
+5 5 2  3.5
+5 6 6  4.0
+6 1 5  3.8
+6 2 3  5.8
+6 3 1  7.0
+6 4 6  3.8
+6 5 4  5.0
+6 6 2  8.6
+])
+
+AT_DATA([glm-miss.sps], [dnl
+set format = F20.3.
+data list file='glm.data' notable  fixed /a 1 b 3 c 5 y 7-10(2).
+
+do if a=6.
+recode y (else=SYSMIS).
+end if.
+
+glm y by   b a c
+  /criteria=alpha(.05)
+  /design = a b c
+  .
+])
+
+AT_CHECK([pspp -O format=csv glm-miss.sps], [0],  [dnl
+Table: Tests of Between-Subjects Effects
+Source,Type III Sum of Squares,df,Mean Square,F,Sig.
+Corrected Model,251.621,14,17.973,4.969,.002
+Intercept,628.376,1,628.376,173.737,.000
+a,72.929,4,18.232,5.041,.009
+b,20.703,5,4.141,1.145,.380
+c,135.179,5,27.036,7.475,.001
+Error,54.253,15,3.617,,
+Total,934.250,30,,,
+Corrected Total,305.874,29,,,
+])
+
+
+
+AT_DATA([glm-miss2.sps], [dnl
+set format = F20.3.
+data list file='glm.data' notable  fixed /a 1 b 3 c 5 y 7-10(2).
+
+select if a <> 6.
+
+glm y by   b a c
+  /criteria=alpha(.05)
+  /design = a b c
+  .
+])
+
+AT_CHECK([pspp -O format=csv glm-miss2.sps], [0],  [dnl
+Table: Tests of Between-Subjects Effects
+Source,Type III Sum of Squares,df,Mean Square,F,Sig.
+Corrected Model,251.621,14,17.973,4.969,.002
+Intercept,628.376,1,628.376,173.737,.000
+a,72.929,4,18.232,5.041,.009
+b,20.703,5,4.141,1.145,.380
+c,135.179,5,27.036,7.475,.001
+Error,54.253,15,3.617,,
+Total,934.250,30,,,
+Corrected Total,305.874,29,,,
+])
+
+
+dnl Now for some missing values in the factor variables.
+
+AT_DATA([glm-miss3.sps], [dnl
+set format = F20.3.
+data list file=glm.data notable  fixed /a 1 b 3 c 5 y 7-10(2).
+
+do if a=6.
+recode a (else=SYSMIS).
+end if.
+
+glm y by   b a c
+  /criteria=alpha(.05)
+  /design = a b c
+  .
+])
+
+AT_CHECK([pspp -O format=csv glm-miss3.sps], [0],  [dnl
+Table: Tests of Between-Subjects Effects
+Source,Type III Sum of Squares,df,Mean Square,F,Sig.
+Corrected Model,251.621,14,17.973,4.969,.002
+Intercept,628.376,1,628.376,173.737,.000
+a,72.929,4,18.232,5.041,.009
+b,20.703,5,4.141,1.145,.380
+c,135.179,5,27.036,7.475,.001
+Error,54.253,15,3.617,,
+Total,934.250,30,,,
+Corrected Total,305.874,29,,,
+])
+
+AT_CLEANUP
+