SPSS® 12.0 Command Syntax Reference

Overview
Options
GLM: Multivariate 673
This section discusses the subcommands that are used in multivariate general linear models and
covariance designs with several interrelated dependent variables. The discussion focuses on
subcommands and keywords that do not apply, or apply in different manners, to univariate
analyses. It does not contain information on all of the subcommands you will need to specify
the design. For subcommands not covered here, see GLM: Univariate.
Optional Output. In addition to the output described in GLM: Univariate, you can have both
multivariate and univariate F tests. Using the PRINT subcommand, you can request the
hypothesis and error sums-of-squares and cross-product matrices for each effect in the
design, the transformation coefficient table (M matrix), Box’s M test for equality of covariance
matrices, and Bartlett’s test of sphericity.
Basic Specification
• The basic specification is a variable list identifying the dependent variables, with the
factors (if any) named after BY and the covariates (if any) named after WITH.
• By default, GLM uses a model that includes the intercept term, the covariates (if any), and
the full factorial model, which includes all main effects and all possible interactions
among factors. The intercept term is excluded if it is excluded in the model by specifying
EXCLUDE on the INTERCEPT subcommand. GLM produces multivariate and univariate
F tests for each effect in the model. It also calculates the power for each test based on the
default alpha value.
Subcommand Order
• The variable list must be specified first.
• Subcommands can be used in any order.
Syntax Rules
• The syntax rules applicable to univariate analysis, in “Syntax Rules” on p. 653 in GLM:
Univariate, also apply to multivariate analysis.
• If you enter one of the multivariate specifications in a univariate analysis, GLM ignores it.
Limitations
• Any number of factors can be specified, but if the number of between-subjects factors
plus the number of split variables exceeds 18, the Descriptive Statistics table is not printed
even when you request it.