/* PSPP - a program for statistical analysis.
- Copyright (C) 2005, 2009, 2010, 2011, 2012, 2013 Free Software Foundation, Inc.
+ Copyright (C) 2005, 2009, 2010, 2011, 2012, 2013, 2014 Free Software Foundation, Inc.
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
size_t n_dep_vars;
unsigned int stats;
+ double ci;
bool resid;
bool pred;
memset (®ression, 0, sizeof (struct regression));
+ regression.ci = 0.95;
regression.stats = STATS_DEFAULT;
regression.pred = false;
regression.resid = false;
if (lex_match (lexer, T_LPAREN))
{
- lex_number (lexer);
+ regression.ci = lex_number (lexer) / 100.0;
lex_get (lexer);
lex_force_match (lexer, T_RPAREN);
}
STATISTICS subcommand output functions.
*/
static void reg_stats_r (const linreg *, const struct variable *);
-static void reg_stats_coeff (const linreg *, const gsl_matrix *, const struct variable *);
+static void reg_stats_coeff (const linreg *, const gsl_matrix *, const struct variable *, const struct regression *);
static void reg_stats_anova (const linreg *, const struct variable *);
static void reg_stats_bcov (const linreg *, const struct variable *);
reg_stats_anova (c, var);
if (cmd->stats & STATS_COEFF)
- reg_stats_coeff (c, cm, var);
+ reg_stats_coeff (c, cm, var, cmd);
if (cmd->stats & STATS_BCOV)
reg_stats_bcov (c, var);
Table showing estimated regression coefficients.
*/
static void
-reg_stats_coeff (const linreg * c, const gsl_matrix *cov, const struct variable *var)
+reg_stats_coeff (const linreg * c, const gsl_matrix *cov, const struct variable *var, const struct regression *cmd)
{
size_t j;
int n_cols = 7;
+ const int heading_rows = 2;
int n_rows;
int this_row;
double t_stat;
const struct variable *v;
struct tab_table *t;
+ const double df = linreg_n_obs (c) - linreg_n_coeffs (c) - 1;
+ double q = (1 - cmd->ci) / 2.0; /* 2-tailed test */
+ double tval = gsl_cdf_tdist_Qinv (q, df);
+
assert (c != NULL);
- n_rows = linreg_n_coeffs (c) + 3;
+ n_rows = linreg_n_coeffs (c) + heading_rows + 1;
+
+ if (cmd->stats & STATS_CI)
+ n_cols += 2;
t = tab_create (n_cols, n_rows);
tab_headers (t, 2, 0, 1, 0);
tab_box (t, TAL_2, TAL_2, -1, TAL_1, 0, 0, n_cols - 1, n_rows - 1);
- tab_hline (t, TAL_2, 0, n_cols - 1, 1);
+ tab_hline (t, TAL_2, 0, n_cols - 1, heading_rows);
tab_vline (t, TAL_2, 2, 0, n_rows - 1);
tab_vline (t, TAL_0, 1, 0, 0);
- tab_text (t, 2, 0, TAB_CENTER | TAT_TITLE, _("B"));
- tab_text (t, 3, 0, TAB_CENTER | TAT_TITLE, _("Std. Error"));
- tab_text (t, 4, 0, TAB_CENTER | TAT_TITLE, _("Beta"));
- tab_text (t, 5, 0, TAB_CENTER | TAT_TITLE, _("t"));
- tab_text (t, 6, 0, TAB_CENTER | TAT_TITLE, _("Sig."));
- tab_text (t, 1, 1, TAB_LEFT | TAT_TITLE, _("(Constant)"));
- tab_double (t, 2, 1, 0, linreg_intercept (c), NULL);
+
+ tab_hline (t, TAL_1, 2, 4, 1);
+ tab_joint_text (t, 2, 0, 3, 0, TAB_CENTER | TAT_TITLE, _("Unstandardized Coefficients"));
+ tab_text (t, 2, 1, TAB_CENTER | TAT_TITLE, _("B"));
+ tab_text (t, 3, 1, TAB_CENTER | TAT_TITLE, _("Std. Error"));
+ tab_text (t, 4, 0, TAB_CENTER | TAT_TITLE, _("Standardized Coefficients"));
+ tab_text (t, 4, 1, TAB_CENTER | TAT_TITLE, _("Beta"));
+ tab_text (t, 5, 1, TAB_CENTER | TAT_TITLE, _("t"));
+ tab_text (t, 6, 1, TAB_CENTER | TAT_TITLE, _("Sig."));
+ tab_text (t, 1, heading_rows, TAB_LEFT | TAT_TITLE, _("(Constant)"));
+ tab_double (t, 2, heading_rows, 0, linreg_intercept (c), NULL);
std_err = sqrt (gsl_matrix_get (linreg_cov (c), 0, 0));
- tab_double (t, 3, 1, 0, std_err, NULL);
- tab_double (t, 4, 1, 0, 0.0, NULL);
+
+ if (cmd->stats & STATS_CI)
+ {
+ double lower = linreg_intercept (c) - tval * std_err ;
+ double upper = linreg_intercept (c) + tval * std_err ;
+ tab_double (t, 7, heading_rows, 0, lower, NULL);
+ tab_double (t, 8, heading_rows, 0, upper, NULL);
+
+ tab_joint_text_format (t, 7, 0, 8, 0, TAB_CENTER | TAT_TITLE, _("%g%% Confidence Interval for B"), cmd->ci * 100);
+ tab_hline (t, TAL_1, 7, 8, 1);
+ tab_text (t, 7, 1, TAB_CENTER | TAT_TITLE, _("Lower Bound"));
+ tab_text (t, 8, 1, TAB_CENTER | TAT_TITLE, _("Upper Bound"));
+ }
+ tab_double (t, 3, heading_rows, 0, std_err, NULL);
+ tab_double (t, 4, heading_rows, 0, 0.0, NULL);
t_stat = linreg_intercept (c) / std_err;
- tab_double (t, 5, 1, 0, t_stat, NULL);
+ tab_double (t, 5, heading_rows, 0, t_stat, NULL);
pval =
2 * gsl_cdf_tdist_Q (fabs (t_stat),
(double) (linreg_n_obs (c) - linreg_n_coeffs (c)));
- tab_double (t, 6, 1, 0, pval, NULL);
+ tab_double (t, 6, heading_rows, 0, pval, NULL);
+
for (j = 0; j < linreg_n_coeffs (c); j++)
{
struct string tstr;
ds_init_empty (&tstr);
- this_row = j + 2;
+ this_row = j + heading_rows + 1;
v = linreg_indep_var (c, j);
label = var_to_string (v);
/* Do not overwrite the variable's name. */
ds_put_cstr (&tstr, label);
- tab_text (t, 1, this_row, TAB_CENTER, ds_cstr (&tstr));
+ tab_text (t, 1, this_row, TAB_LEFT, ds_cstr (&tstr));
/*
Regression coefficients.
*/
/*
P values for the test statistic above.
*/
- pval =
- 2 * gsl_cdf_tdist_Q (fabs (t_stat),
- (double) (linreg_n_obs (c) -
- linreg_n_coeffs (c) - 1));
+ pval = 2 * gsl_cdf_tdist_Q (fabs (t_stat), df);
tab_double (t, 6, this_row, 0, pval, NULL);
ds_destroy (&tstr);
+
+ if (cmd->stats & STATS_CI)
+ {
+ double lower = linreg_coeff (c, j) - tval * std_err ;
+ double upper = linreg_coeff (c, j) + tval * std_err ;
+
+ tab_double (t, 7, this_row, 0, lower, NULL);
+ tab_double (t, 8, this_row, 0, upper, NULL);
+ }
}
tab_title (t, _("Coefficients (%s)"), var_to_string (var));
tab_submit (t);
,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
-,,,,,,
Table: Data List
v0,v1,v2,RES1,PRED1
regression /variables=v0 v1 /statistics defaults /dependent=v0 /method=enter.
])
AT_CHECK([pspp -o pspp.csv regression.sps])
+
AT_CHECK([cat pspp.csv], [0], [dnl
Table: Reading free-form data from INLINE.
Variable,Format
,Total,98673.63,1499,,,
Table: Coefficients (v0)
+,,Unstandardized Coefficients,,Standardized Coefficients,,
,,B,Std. Error,Beta,t,Sig.
,(Constant),1.24,.42,.00,2.95,.00
,v1,1.37,.72,.05,1.89,.06
-,,,,,,
])
AT_CLEANUP
AT_CHECK([pspp ss.sps], [1], [ignore])
AT_CLEANUP
+
+
+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])
+
+AT_DATA([conf.sps], [dnl
+set format = F22.3.
+
+data list notable list /math female socst read science *
+begin data.
+ 41.00 .00 57.00 57.00 47.00
+ 53.00 1.00 61.00 68.00 63.00
+ 54.00 .00 31.00 44.00 58.00
+ 47.00 .00 56.00 63.00 53.00
+ 57.00 .00 61.00 47.00 53.00
+ 51.00 .00 61.00 44.00 63.00
+ 42.00 .00 61.00 50.00 53.00
+ 45.00 .00 36.00 34.00 39.00
+ 54.00 .00 51.00 63.00 58.00
+ 52.00 .00 51.00 57.00 50.00
+ 51.00 .00 61.00 60.00 53.00
+ 51.00 .00 61.00 57.00 63.00
+ 71.00 .00 71.00 73.00 61.00
+ 57.00 .00 46.00 54.00 55.00
+ 50.00 .00 56.00 45.00 31.00
+ 43.00 .00 56.00 42.00 50.00
+ 51.00 .00 56.00 47.00 50.00
+ 60.00 .00 56.00 57.00 58.00
+ 62.00 .00 61.00 68.00 55.00
+ 57.00 .00 46.00 55.00 53.00
+ 35.00 .00 41.00 63.00 66.00
+ 75.00 .00 66.00 63.00 72.00
+ 45.00 .00 56.00 50.00 55.00
+ 57.00 .00 61.00 60.00 61.00
+ 45.00 .00 46.00 37.00 39.00
+ 46.00 .00 31.00 34.00 39.00
+ 66.00 .00 66.00 65.00 61.00
+ 57.00 .00 46.00 47.00 58.00
+ 49.00 .00 46.00 44.00 39.00
+ 49.00 .00 41.00 52.00 55.00
+ 57.00 .00 51.00 42.00 47.00
+ 64.00 .00 61.00 76.00 64.00
+ 63.00 .00 71.00 65.00 66.00
+ 57.00 .00 31.00 42.00 72.00
+ 50.00 .00 61.00 52.00 61.00
+ 58.00 .00 66.00 60.00 61.00
+ 75.00 .00 66.00 68.00 66.00
+ 68.00 .00 66.00 65.00 66.00
+ 44.00 .00 36.00 47.00 36.00
+ 40.00 .00 51.00 39.00 39.00
+ 41.00 .00 51.00 47.00 42.00
+ 62.00 .00 51.00 55.00 58.00
+ 57.00 .00 51.00 52.00 55.00
+ 43.00 .00 41.00 42.00 50.00
+ 48.00 .00 66.00 65.00 63.00
+ 63.00 .00 46.00 55.00 69.00
+ 39.00 .00 47.00 50.00 49.00
+ 70.00 .00 51.00 65.00 63.00
+ 63.00 .00 46.00 47.00 53.00
+ 59.00 .00 51.00 57.00 47.00
+ 61.00 .00 56.00 53.00 57.00
+ 38.00 .00 41.00 39.00 47.00
+ 61.00 .00 46.00 44.00 50.00
+ 49.00 .00 71.00 63.00 55.00
+ 73.00 .00 66.00 73.00 69.00
+ 44.00 .00 42.00 39.00 26.00
+ 42.00 .00 32.00 37.00 33.00
+ 39.00 .00 46.00 42.00 56.00
+ 55.00 .00 41.00 63.00 58.00
+ 52.00 .00 51.00 48.00 44.00
+ 45.00 .00 61.00 50.00 58.00
+ 61.00 .00 66.00 47.00 69.00
+ 39.00 .00 46.00 44.00 34.00
+ 41.00 .00 36.00 34.00 36.00
+ 50.00 .00 61.00 50.00 36.00
+ 40.00 .00 26.00 44.00 50.00
+ 60.00 .00 66.00 60.00 55.00
+ 47.00 .00 26.00 47.00 42.00
+ 59.00 .00 44.00 63.00 65.00
+ 49.00 .00 36.00 50.00 44.00
+ 46.00 .00 51.00 44.00 39.00
+ 58.00 .00 61.00 60.00 58.00
+ 71.00 .00 66.00 73.00 63.00
+ 58.00 .00 66.00 68.00 74.00
+ 46.00 .00 51.00 55.00 58.00
+ 43.00 .00 31.00 47.00 45.00
+ 54.00 .00 61.00 55.00 49.00
+ 56.00 .00 66.00 68.00 63.00
+ 46.00 .00 46.00 31.00 39.00
+ 54.00 .00 56.00 47.00 42.00
+ 57.00 .00 56.00 63.00 55.00
+ 54.00 .00 36.00 36.00 61.00
+ 71.00 .00 56.00 68.00 66.00
+ 48.00 .00 56.00 63.00 63.00
+ 40.00 .00 41.00 55.00 44.00
+ 64.00 .00 66.00 55.00 63.00
+ 51.00 .00 56.00 52.00 53.00
+ 39.00 .00 56.00 34.00 42.00
+ 40.00 .00 31.00 50.00 34.00
+ 61.00 .00 56.00 55.00 61.00
+ 66.00 .00 46.00 52.00 47.00
+ 49.00 .00 46.00 63.00 66.00
+ 65.00 1.00 61.00 68.00 69.00
+ 52.00 1.00 48.00 39.00 44.00
+ 46.00 1.00 51.00 44.00 47.00
+ 61.00 1.00 51.00 50.00 63.00
+ 72.00 1.00 56.00 71.00 66.00
+ 71.00 1.00 71.00 63.00 69.00
+ 40.00 1.00 41.00 34.00 39.00
+ 69.00 1.00 61.00 63.00 61.00
+ 64.00 1.00 66.00 68.00 69.00
+ 56.00 1.00 61.00 47.00 66.00
+ 49.00 1.00 41.00 47.00 33.00
+ 54.00 1.00 51.00 63.00 50.00
+ 53.00 1.00 51.00 52.00 61.00
+ 66.00 1.00 56.00 55.00 42.00
+ 67.00 1.00 56.00 60.00 50.00
+ 40.00 1.00 33.00 35.00 51.00
+ 46.00 1.00 56.00 47.00 50.00
+ 69.00 1.00 71.00 71.00 58.00
+ 40.00 1.00 56.00 57.00 61.00
+ 41.00 1.00 51.00 44.00 39.00
+ 57.00 1.00 66.00 65.00 46.00
+ 58.00 1.00 56.00 68.00 59.00
+ 57.00 1.00 66.00 73.00 55.00
+ 37.00 1.00 41.00 36.00 42.00
+ 55.00 1.00 46.00 43.00 55.00
+ 62.00 1.00 66.00 73.00 58.00
+ 64.00 1.00 56.00 52.00 58.00
+ 40.00 1.00 51.00 41.00 39.00
+ 50.00 1.00 51.00 60.00 50.00
+ 46.00 1.00 56.00 50.00 50.00
+ 53.00 1.00 56.00 50.00 39.00
+ 52.00 1.00 46.00 47.00 48.00
+ 45.00 1.00 46.00 47.00 34.00
+ 56.00 1.00 61.00 55.00 58.00
+ 45.00 1.00 56.00 50.00 44.00
+ 54.00 1.00 41.00 39.00 50.00
+ 56.00 1.00 46.00 50.00 47.00
+ 41.00 1.00 26.00 34.00 29.00
+ 54.00 1.00 56.00 57.00 50.00
+ 72.00 1.00 56.00 57.00 54.00
+ 56.00 1.00 51.00 68.00 50.00
+ 47.00 1.00 46.00 42.00 47.00
+ 49.00 1.00 66.00 61.00 44.00
+ 60.00 1.00 66.00 76.00 67.00
+ 54.00 1.00 46.00 47.00 58.00
+ 55.00 1.00 56.00 46.00 44.00
+ 33.00 1.00 41.00 39.00 42.00
+ 49.00 1.00 61.00 52.00 44.00
+ 43.00 1.00 51.00 28.00 44.00
+ 50.00 1.00 52.00 42.00 50.00
+ 52.00 1.00 51.00 47.00 39.00
+ 48.00 1.00 41.00 47.00 44.00
+ 58.00 1.00 66.00 52.00 53.00
+ 43.00 1.00 61.00 47.00 48.00
+ 41.00 1.00 31.00 50.00 55.00
+ 43.00 1.00 51.00 44.00 44.00
+ 46.00 1.00 41.00 47.00 40.00
+ 44.00 1.00 41.00 45.00 34.00
+ 43.00 1.00 46.00 47.00 42.00
+ 61.00 1.00 56.00 65.00 58.00
+ 40.00 1.00 51.00 43.00 50.00
+ 49.00 1.00 61.00 47.00 53.00
+ 56.00 1.00 66.00 57.00 58.00
+ 61.00 1.00 71.00 68.00 55.00
+ 50.00 1.00 61.00 52.00 54.00
+ 51.00 1.00 61.00 42.00 47.00
+ 42.00 1.00 41.00 42.00 42.00
+ 67.00 1.00 66.00 66.00 61.00
+ 53.00 1.00 61.00 47.00 53.00
+ 50.00 1.00 58.00 57.00 51.00
+ 51.00 1.00 31.00 47.00 63.00
+ 72.00 1.00 61.00 57.00 61.00
+ 48.00 1.00 61.00 52.00 55.00
+ 40.00 1.00 31.00 44.00 40.00
+ 53.00 1.00 61.00 50.00 61.00
+ 39.00 1.00 36.00 39.00 47.00
+ 63.00 1.00 41.00 57.00 55.00
+ 51.00 1.00 37.00 57.00 53.00
+ 45.00 1.00 43.00 42.00 50.00
+ 39.00 1.00 61.00 47.00 47.00
+ 42.00 1.00 39.00 42.00 31.00
+ 62.00 1.00 51.00 60.00 61.00
+ 44.00 1.00 51.00 44.00 35.00
+ 65.00 1.00 66.00 63.00 54.00
+ 63.00 1.00 71.00 65.00 55.00
+ 54.00 1.00 41.00 39.00 53.00
+ 45.00 1.00 36.00 50.00 58.00
+ 60.00 1.00 51.00 52.00 56.00
+ 49.00 1.00 51.00 60.00 50.00
+ 48.00 1.00 51.00 44.00 39.00
+ 57.00 1.00 61.00 52.00 63.00
+ 55.00 1.00 61.00 55.00 50.00
+ 66.00 1.00 56.00 50.00 66.00
+ 64.00 1.00 71.00 65.00 58.00
+ 55.00 1.00 51.00 52.00 53.00
+ 42.00 1.00 36.00 47.00 42.00
+ 56.00 1.00 61.00 63.00 55.00
+ 53.00 1.00 66.00 50.00 53.00
+ 41.00 1.00 41.00 42.00 42.00
+ 42.00 1.00 41.00 36.00 50.00
+ 53.00 1.00 56.00 50.00 55.00
+ 42.00 1.00 51.00 41.00 34.00
+ 60.00 1.00 56.00 47.00 50.00
+ 52.00 1.00 56.00 55.00 42.00
+ 38.00 1.00 46.00 42.00 36.00
+ 57.00 1.00 52.00 57.00 55.00
+ 58.00 1.00 61.00 55.00 58.00
+ 65.00 1.00 61.00 63.00 53.00
+end data.
+
+regression
+ /variables = math female socst read
+ /statistics = coeff r anova ci (95)
+ /dependent = science
+ /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
+
+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,,,
+
+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
+])
+
+
+AT_CLEANUP
projects / pspp / commitdiff