R-squared changes

R-squared changes

Post by Marjorie H. Keite » Wed, 09 Sep 1998 04:00:00



I am unable to find the "secret" to getting output with R-squared changes
when running a stepwise regression.  I've tried the Help, syntax commands,
etc., but haven't had any success.  Otherwise, I seem able to do whatever I
want with SPSS, but I'd like to see my R-squared changes.  Suggestions,
please?  Thanks, Marjorie
 
 
 

R-squared changes

Post by David Futrel » Wed, 09 Sep 1998 04:00:00


Just use the CHA keyword on the statistics subcommand in Regression.

David Futrell
Indianapolis


> I am unable to find the "secret" to getting output with R-squared changes
> when running a stepwise regression.  I've tried the Help, syntax commands,
> etc., but haven't had any success.  Otherwise, I seem able to do whatever I
> want with SPSS, but I'd like to see my R-squared changes.  Suggestions,
> please?  Thanks, Marjorie


 
 
 

R-squared changes

Post by Popovic, Jennifer, VBAVAC » Wed, 09 Sep 1998 04:00:00


Within your Regression command, add the subcommand  "/statistics=cha" .
This will give you r-squared change stats.

Jennifer R. Popovic
Statistician
Surveys and Research Staff
Veterans Benefits Administration
202.273.6463 (phone)
202.275.5947 (FAX)

>----------

>Sent:  Tuesday, September 08, 1998 4:06 PM

>Subject:       R-squared changes

>I am unable to find the "secret" to getting output with R-squared changes
>when running a stepwise regression.  I've tried the Help, syntax commands,
>etc., but haven't had any success.  Otherwise, I seem able to do whatever I
>want with SPSS, but I'd like to see my R-squared changes.  Suggestions,
>please?  Thanks, Marjorie

 
 
 

R-squared changes

Post by William B. War » Wed, 09 Sep 1998 04:00:00



> I am unable to find the "secret" to getting output with R-squared changes
> when running a stepwise regression.  I've tried the Help, syntax commands,
> etc., but haven't had any success.  Otherwise, I seem able to do whatever I
> want with SPSS, but I'd like to see my R-squared changes.  Suggestions,
> please?  Thanks, Marjorie

It depends on which version of SPSS you are using... but if you are using
7.5, there is a "statistics" button at the bottom of the regression dialog
box.  If you click on that button, you will see the "r squared change"
option at the upper right... click in the box and back out...

__________________________________________________________________________
William B. Ware, Professor and Chair                 Psychological Studies
CB# 3500                                                      in Education
University of North Carolina                         PHONE  (919)-962-7848
Chapel Hill, NC      27599-3500                      FAX:   (919)-962-1533

__________________________________________________________________________

 
 
 

1. Comparing OLS R-squared with McFadden R-squared (ORDINAL REGRESSION)

I did a study using Ordinal Regression in SPSS, but virtually all
previous similar studies were done on the exact same type of data
(discrete ordinal categories) using OLS.  The OLS R2 values in these
other studies are much higher than the McFadden pseudo-R2 values I get
out.  I wondered if the pseudo-R2 value was truly comparable to the OLS
R2 values, and if not, why not?  Is a McFadden pseudo-R2 of 0.2 as good
or better than as an OLS R2 of 0.4?

I would be extremely appreciative for any pointers to simple (few
formulae, small words, something economists can understand) discussions
of the quality (superiority or inferiority) between OLS R2 and McFadden
pseudo R2, or lack of such differences, as measures of overall model fit.

Cheers -julii

Dr. J. Brainard UEA Norwich, UK

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