## Subroutine to run several linear regressions and to compute mean of coefficients

### Subroutine to run several linear regressions and to compute mean of coefficients

hi all,

in order to validate the coefficients I have found for my sample of
175 items I want to run a routine that

a) draws subsamples of 50 items, computes the coeffcients for a linear
regression with 12 x's
b) saves the coefficients, i.e. adds them to the previously found
coefficients
c) quits after , say, 20 runs,
and finally computes the mean for each coefficient.

the idea behind this is that if the mean is more or less equal to
coefficient for the whole sample, the coefficient can be assumed to be
"correct" in general.

does anyone have any clue how to do this in SPSS ?

thx

### Subroutine to run several linear regressions and to compute mean of coefficients

Quote:> hi all,

> in order to validate the coefficients I have found for my sample of
> 175 items I want to run a routine that

> a) draws subsamples of 50 items, computes the coeffcients for a linear
> regression with 12 x's
> b) saves the coefficients, i.e. adds them to the previously found
> coefficients
> c) quits after , say, 20 runs,
> and finally computes the mean for each coefficient.

[ ... ]

This is called "bootstrapping"  and you can find some
examples when you search under that word.

bootstrap OR bootstrapping   group:comp.soft-sys.stat.spss

--

http://www.pitt.edu/~wpilib/index.html
"Taxes are the price we pay for civilization."  Justice Holmes.

Hi!

Using VBA, one can easily tell Excel to plot a trend line using
exponential/linear/polynomial regression and it is easy to tell the
program to include the "best fit" coefficients of the used regression
formula in the chart.
However, I couldn't find a way to fetch those coefficients in VBA into a
variable (e.g.: to apply some different sorts of regression formulae and
decide which one to use for further computations).
--Any clues?

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