SPSS® 12.0 Command Syntax Reference

WLS
Overview
Options
WLS is available in the Regression Models option.
WLS [VARIABLES=]dependent varname WITH independent varnames
[/SOURCE=varname]
[/DELTA=[{1.0** }]]
{value list }
{value TO value BY value}
[/WEIGHT=varname]
[/{CONSTANT**}
{NOCONSTANT}
[/PRINT={BEST}]
{ALL }
[/SAVE = WEIGHT]
[/APPLY[=’model name’]]
**Default if the subcommand or keyword is omitted.
Example
WLS VARY WITH VARX VARZ
/SOURCE=VARZ
/DELTA=2.
WLS (weighted least squares) estimates regression models with different weights for
different cases. Weighted least squares should be used when errors from an ordinary regression
are heteroscedastic—that is, when the size of the residual is a function of the magnitude
of some variable, termed the source.
The WLS model is a simple regression model in which the residual variance is a function
of the source variable, up to some power transform indicated by a delta value. For fuller
regression results, save the weights produced by WLS and specify that weight variable on
the REGWGT subcommand in REGRESSION.
Calculated and Specified Weights. WLS can calculate the weights based on a source variable
and delta values (subcommands SOURCE and DELTA), or it can apply existing weights
contained in a series (subcommand WEIGHT). If weights are calculated, each weight value
is calculated as the source series value raised to the negative delta value.
New Variables. You can change NEWVAR settings on the TSET command prior to WLS to
evaluate the regression coefficients and log-likelihood function without saving the weight
variable, or save the new values to replace the values saved earlier, or save the new values
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