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SPSS® 12.0 Command Syntax Reference

SPSS® 12.0 Command Syntax Reference

SPSS® 12.0 Command Syntax Reference

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1358 REGRESSION<br />

Equation Statistics<br />

R Multiple R. R includes R 2 , adjusted R 2 , and standard error of the estimate displayed<br />

in the Model Summary table.<br />

ANOVA Analysis of variance table. This option includes regression and residual sums<br />

of squares, mean square, F, and probability of F displayed in the ANOVA<br />

table.<br />

CHA Change in R 2 . This option includes the change in R 2 between steps, along<br />

with the corresponding F and its probability, in the Model Summary table.<br />

For each equation, F and its probability are also displayed.<br />

BCOV Variance-covariance matrix for unstandardized regression coefficients. The<br />

statistics are displayed in the Coefficient Correlations table.<br />

XTX Swept correlation matrix.<br />

COLLIN Collinearity diagnostics (Belsley et al., 1980). COLLIN includes the varianceinflation<br />

factors (VIF) displayed in the Coefficients table, and the eigenvalues<br />

of the scaled and uncentered cross-products matrix, condition indexes, and<br />

variance-decomposition proportions displayed in the Collinearity Diagnostics<br />

table.<br />

SELECTION Selection statistics. This option includes Akaike information criterion<br />

(AIK), Ameniya’s prediction criterion (PC), Mallows conditional mean<br />

squared error of prediction criterion (C p ), and Schwarz Bayesian criterion<br />

(SBC) (Judge et al., 1980). The statistics are displayed in the Model Summary<br />

table.<br />

Statistics for the Independent Variables<br />

COEFF Regression coefficients. This option includes regression coefficients (B), standard<br />

errors of the coefficients, standardized regression coefficients (beta), t, and twotailed<br />

probability of t. The statistics are displayed in the Coefficients table.<br />

OUTS Statistics for variables not yet in the equation that have been named on METHOD<br />

subcommands for the equation. OUTS displays the Excluded Variables table showing<br />

beta, t, two-tailed probability of t, and minimum tolerance of the variable if it<br />

were the only variable entered next.<br />

ZPP Zero-order, part, and partial correlation. The statistics are displayed in the Coefficients<br />

table.<br />

CI 95% confidence interval for the unstandardized regression coefficients. The statistics<br />

are displayed in the Coefficients table.<br />

SES Approximate standard error of the standardized regression coefficients. (Meyer &<br />

Younger, 1976.) The statistics are displayed in the Coefficients table.<br />

TOL Tolerance. This option displays tolerance for variables in the equation in the Coefficients<br />

table. For variables not yet entered into the equation, TOL displays in the

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