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SPSS® 12.0 Command Syntax Reference

SPSS® 12.0 Command Syntax Reference

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1668 WLS<br />

DELTA Subcommand<br />

DELTA, alias POWER, is used in conjunction with the SOURCE subcommand to compute<br />

weights. DELTA specifies the values to use in computing weights. The weights are equal to<br />

1/(SOURCE raised to the DELTA power).<br />

• The specification on DELTA is a list of possible delta values and/or value grids.<br />

• Multiple values and grids can be specified on one DELTA subcommand.<br />

• Delta values can be any value in the range of –6.5 to +7.5. Values below this range are<br />

assigned the minimum (–6.5), and values above are assigned the maximum (7.5).<br />

• A grid is specified by naming the starting value, the keyword TO, an ending value, the<br />

keyword BY, and an increment value. Alternatively, the keyword BY and the increment<br />

value can be specified after the starting value.<br />

• More than one DELTA subcommand can be specified; each subcommand will be executed.<br />

• If DELTA is not specified, the delta value defaults to 1.0.<br />

Example<br />

WLS X1 WITH Y1 Z1<br />

/SOURCE=Z1<br />

/DELTA=0.5.<br />

• In this example, weights are calculated using the source variable Z1 and a delta value of<br />

0.5. Thus, the weights are 1/(SQRT (Z1)).<br />

Example<br />

WLS SHARES WITH PRICE<br />

/DELTA=0.5 TO 2.5 BY 0.5.<br />

• In this example, several regression equations will be fit, one for each value of delta.<br />

• Weights are calculated using the source variable PRICE (the default).<br />

• The delta values start at 0.5 and go up to 2.5, incrementing by 0.5. This specification is<br />

equivalent to 0.5 BY 0.5 TO 2.5.<br />

• The weights that maximize the log-likelihood function will be saved as variable WGT#1.<br />

WEIGHT Subcommand<br />

WEIGHT specifies the variable containing the weights to be used in weighting the cases.<br />

WEIGHT is an alternative to computing the weights using the SOURCE and DELTA subcommands.<br />

If a variable containing weights is specified, the output includes the regression coefficients,<br />

log-likelihood function, and summary regression statistics such as R, R , adjusted<br />

2<br />

R 2<br />

, standard errors, analysis of variance, and t tests of the coefficients. Since no new weights<br />

are computed, no new variable is created. For a description of the output when weights are<br />

calculated by WLS, see “Basic Specification” on p. 1666.<br />

• The only specification on WEIGHT is the name of the variable containing the weights.<br />

Typically, WGT variables from previous WLS procedures are used.<br />

• Only one variable can be specified.

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