1/14/2016

AnnotatedSPSSOutput:Regression

HelptheStatConsultingGroupby

stat

>

spss

>

output

givingagift

>reg_spss.htm

SPSSAnnotatedOutput
RegressionAnalysis
Thispageshowsanexampleregressionanalysiswithfootnotesexplainingtheoutput.Thesedata(hsb2)werecollectedon200highschoolsstudentsand
arescoresonvarioustests,includingscience,math,readingandsocialstudies(socst).Thevariablefemaleisadichotomousvariablecoded1ifthe
studentwasfemaleand0ifmale.
Inthesyntaxbelow,thegetfilecommandisusedtoloadthedataintoSPSS.Inquotes,youneedtospecifywherethedatafileislocatedonyour
computer.Intheregressioncommand,thestatisticssubcommandmustcomebeforethedependentsubcommand.Youlisttheindependentvariables
aftertheequalssignonthemethodsubcommand.Thestatisticssubcommandisnotneededtoruntheregression,butonitwecanspecifyoptionsthat
wewouldliketohaveincludedintheoutput.
PleasenotethatSPSSsometimesincludesfootnotesaspartoftheoutput.Wehaveleftthoseintactandhavestartedourswiththenextletterofthe
alphabet.

getfile"c:\hsb2.sav".
regression
/statisticscoeffoutsranovaci
/dependentscience
/method=entermathfemalesocstread.

http://www.ats.ucla.edu/stat/spss/output/reg_spss.htm

1/7

1/14/2016

http://www.ats.ucla.edu/stat/spss/output/reg_spss.htm

AnnotatedSPSSOutput:Regression

2/7

1/14/2016

AnnotatedSPSSOutput:Regression

Variablesinthemodel

c.ModelSPSSallowsyoutospecifymultiplemodelsinasingleregressioncommand.Thistellsyouthenumberofthemodelbeingreported.
d.VariablesEnteredSPSSallowsyoutoentervariablesintoaregressioninblocks,anditallowsstepwiseregression.Hence,youneedtoknowwhich
variableswereenteredintothecurrentregression.Ifyoudidnotblockyourindependentvariablesorusestepwiseregression,thiscolumnshouldlistallof
theindependentvariablesthatyouspecified.
e.VariablesRemovedThiscolumnlistedthevariablesthatwereremovedfromthecurrentregression.Usually,thiscolumnwillbeemptyunlessyoudid
astepwiseregression.
f.MethodThiscolumntellsyouthemethodthatSPSSusedtoruntheregression."Enter"meansthateachindependentvariablewasenteredinusual
http://www.ats.ucla.edu/stat/spss/output/reg_spss.htm

3/7

1/14/2016

AnnotatedSPSSOutput:Regression

fashion.Ifyoudidastepwiseregression,theentryinthiscolumnwouldtellyouthat.

OverallModelFit

b.ModelSPSSallowsyoutospecifymultiplemodelsinasingleregressioncommand.Thistellsyouthenumberofthemodelbeingreported.
c.RRisthesquarerootofRSquaredandisthecorrelationbetweentheobservedandpredictedvaluesofdependentvariable.
d.RSquareThisistheproportionofvarianceinthedependentvariable(science)whichcanbeexplainedbytheindependentvariables(math,female,
socstandread).Thisisanoverallmeasureofthestrengthofassociationanddoesnotreflecttheextenttowhichanyparticularindependentvariableis
associatedwiththedependentvariable.
e.AdjustedRsquareThisisanadjustmentoftheRsquaredthatpenalizestheadditionofextraneouspredictorstothemodel.AdjustedRsquaredis
computedusingtheformula1((1Rsq)((N1)/(Nk1))wherekisthenumberofpredictors.
f.Std.ErroroftheEstimateThisisalsoreferredtoastherootmeansquarederror.Itisthestandarddeviationoftheerrortermandthesquarerootof
theMeanSquarefortheResidualsintheANOVAtable(seebelow).

AnovaTable

c.ModelSPSSallowsyoutospecifymultiplemodelsinasingleregressioncommand.Thistellsyouthenumberofthemodelbeingreported.
http://www.ats.ucla.edu/stat/spss/output/reg_spss.htm

4/7

1/14/2016

AnnotatedSPSSOutput:Regression

d.Regression,Residual,TotalLookingatthebreakdownofvarianceintheoutcomevariable,thesearethecategorieswewillexamine:Regression,
Residual,andTotal.TheTotalvarianceispartitionedintothevariancewhichcanbeexplainedbytheindependentvariables(Model)andthevariancewhich
isnotexplainedbytheindependentvariables(Error).
e.SumofSquaresThesearetheSumofSquaresassociatedwiththethreesourcesofvariance,Total,ModelandResidual.TheTotalvarianceis
partitionedintothevariancewhichcanbeexplainedbytheindependentvariables(Regression)andthevariancewhichisnotexplainedbytheindependent
variables(Residual).
f.dfThesearethedegreesoffreedomassociatedwiththesourcesofvariance.ThetotalvariancehasN1degreesoffreedom.TheRegressiondegrees
offreedomcorrespondstothenumberofcoefficientsestimatedminus1.Includingtheintercept,thereare5coefficients,sothemodelhas51=4degrees
offreedom.TheErrordegreesoffreedomistheDFtotalminustheDFmodel,1994=195.
g.MeanSquareThesearetheMeanSquares,theSumofSquaresdividedbytheirrespectiveDF.
h.FandSig.ThisistheFstatisticthepvalueassociatedwithit.TheFstatisticistheMeanSquare(Regression)dividedbytheMeanSquare(Residual):
2385.93/51.096=46.695.Thepvalueiscomparedtosomealphalevelintestingthenullhypothesisthatallofthemodelcoefficientsare0.

ParameterEstimates

b.ModelSPSSallowsyoutospecifymultiplemodelsinasingleregressioncommand.Thistellsyouthenumberofthemodelbeingreported.
c.Thiscolumnshowsthepredictorvariables(constant,math,female,socst,read).Thefirstvariable(constant)representstheconstant,alsoreferredto
intextbooksastheYintercept,theheightoftheregressionlinewhenitcrossestheYaxis.Inotherwords,thisisthepredictedvalueofsciencewhenall
othervariablesare0.
d.BThesearethevaluesfortheregressionequationforpredictingthedependentvariablefromtheindependentvariable.Theregressionequationis
presentedinmanydifferentways,forexample:
Ypredicted=b0+b1*x1+b2*x2+b3*x3+b4*x4
Thecolumnofestimatesprovidesthevaluesforb0,b1,b2,b3andb4forthisequation.
http://www.ats.ucla.edu/stat/spss/output/reg_spss.htm

5/7

1/14/2016

AnnotatedSPSSOutput:Regression

mathThecoefficientformathis.389.Soforeveryunitincreaseinmath,a0.39unitincreaseinscienceispredicted,holdingallothervariables
constant.
femaleForeveryunitincreaseinfemale,weexpecta2.010unitdecreaseinthesciencescore,holdingallothervariablesconstant.Becausefemale
iscoded0/1(0=male,1=female),theinterpretationiseasy:forfemales,thepredictedsciencescorewouldbe2pointslowerthanformales.
socstThecoefficientforsocstis.050.Soforeveryunitincreaseinsocst,weexpectanapproximately.05pointincreaseinthesciencescore,holding
allothervariablesconstant.
readThecoefficientforreadis.335.Soforeveryunitincreaseinread,weexpecta.34pointincreaseinthesciencescore.
e.Std.ErrorThesearethestandarderrorsassociatedwiththecoefficients.
f.BetaThesearethestandardizedcoefficients.Thesearethecoefficientsthatyouwouldobtainifyoustandardizedallofthevariablesintheregression,
includingthedependentandalloftheindependentvariables,andrantheregression.Bystandardizingthevariablesbeforerunningtheregression,youhave
putallofthevariablesonthesamescale,andyoucancomparethemagnitudeofthecoefficientstoseewhichonehasmoreofaneffect.Youwillalso
noticethatthelargerbetasareassociatedwiththelargertvaluesandlowerpvalues.
g.tandSig.Thesearethetstatisticsandtheirassociated2tailedpvaluesusedintestingwhetheragivencoefficientissignificantlydifferentfromzero.
Usinganalphaof0.05:
Thecoefficientformath(0.389)issignificantlydifferentfrom0becauseitspvalueis0.000,whichissmallerthan0.05.
Thecoefficientforfemale(2.010)isnotsignificantlydifferentfrom0becauseitspvalueis0.051,whichislargerthan0.05.
Thecoefficientforsocst(0.0498443)isnotstatisticallysignificantlydifferentfrom0becauseitspvalueisdefinitelylargerthan0.05.
Thecoefficientforread(0.3352998)isstatisticallysignificantbecauseitspvalueof0.000islessthan.05.
Theinterceptissignificantlydifferentfrom0atthe0.05alphalevel.
h.95%ConfidenceLimitforBLowerBoundandUpperBoundThesearethe95%confidenceintervalsforthecoefficients.Theconfidenceintervals
arerelatedtothepvaluessuchthatthecoefficientwillnotbestatisticallysignificantiftheconfidenceintervalincludes0.Theseconfidenceintervalscan
helpyoutoputtheestimatefromthecoefficientintoperspectivebyseeinghowmuchthevaluecouldvary.
Howtocitethispage

Reportanerroronthispageorleaveacomment

Thecontentofthiswebsiteshouldnotbeconstruedasanendorsementofanyparticularwebsite,book,orsoftwareproductbytheUniversityofCalifornia.

http://www.ats.ucla.edu/stat/spss/output/reg_spss.htm

6/7

1/14/2016

AnnotatedSPSSOutput:Regression

IDRE RESEARCH TECHNOLOGY

GROUP

High Performance
Computing
Statistical Computing

GIS and Visualization

ABOUT
2016 UC Regents

CONTACT

NEWS

HighPerformanceComputing

GIS

StatisticalComputing

Hoffman2Cluster

Mapshare

Classes

Hoffman2AccountApplication

Visualization

Conferences

Hoffman2UsageStatistics

3DModeling

ReadingMaterials

UCGridPortal

TechnologySandbox

IDREListserv

UCLAGridPortal

TechSandboxAccess

IDREResources

SharedCluster&Storage

DataCenters

SocialSciencesDataArchive

AboutIDRE

EVENTS

OUR EXPERTS

Terms of Use & Privacy Policy

http://www.ats.ucla.edu/stat/spss/output/reg_spss.htm

7/7