Error message: "missing data" (syntax cannot find the data)

[rkarapin]

OS: Windows XP
SPSS version: 20
Nature of the data: 50 cases, about 30 variables, no missing data (anything else you need to know?)

I am trying to do a Breusch-Pagan-Koenker test on one of my regression models. I'm using the script provied by Marta Garcia-Granero (2002/10/28), which is widely used.

I'm encountering a series of error messages and assume that only the first one(s) are likely to be helpful. The first two are:

Run MATRIX procedure:
BP&K TESTS
==========
>Error encountered in source line # 337

>Error # 12555
>During execution of the GET statement, missing value has been encountered, but
>no MISSING subcommand is specified.
>Execution of this command stops.
>Error encountered in source line # 338

>Error # 12555
>During execution of the GET statement, missing value has been encountered, but
>no MISSING subcommand is specified.
>Execution of this command stops.
>Error encountered in source line # 339

These two messages evidently refer to these lines in the code:

get g /variables=g.
get resid /variables=resid.

Those were variables created earlier in the macro and placed in my data file (along with 5 other variables) by it. The variables are there, one value per case, with no missing values.

Apparently the macro is not finding the variables, or not finding all the values for the variables.

The GET command refers to a temporary .sav file that I've called foo.sav. That file does NOT include the g and resid variables. It only contains one row with three values in it. So it looks like the script is creating the right variables but putting them in a place (my original data file) that the script isn't written to access; and instead it looks for them in the foo.sav file.

However, I now think that may be a red herring, because I have the same problem with a White's test syntax, and in that case the required variables are saved to the correct temporary file as well as appended to my own data file.

Maybe the script has a flaw, but that seems unlikely since many other people use it successfully. The only change I made was to the name of the output file (specifying a full path instead of just a filename.sav, to make sure the file could be written to an existing folder on my PC). But even with the original syntax for the filename, I get the same problem -- same error messages.

Alternatively, maybe I don't understand what's going on; that's quite possible, since I have little experience with SPSS scripts.

I'm appending the whole script (hoping it's not too much for the forum to handle) after my signature.

Thanks for any help,
Roger

-------------script follows-------------

* BREUSCH-PAGAN & KOENKER TEST MACRO *
* See 'Heteroscedasticity: Testing and correcting in SPSS'
* by Gwilym Pryce, for technical details.
* Code by Marta Garcia-Granero 2002/10/28.

* The MACRO needs 3 arguments:
* the dependent, the number of predictors and the list of predictors
* (if they are consecutive, the keyword TO can be used) .

* (1) MACRO definition (select an run just ONCE).

DEFINE bpktest(!POSITIONAL !TOKENS(1) /!POSITIONAL !TOKENS(1) /!POSITIONAL !CMDEND).
* Regression to get the residuals and residual plots.
REGRESSION
/STATISTICS R ANOVA
/DEPENDENT !1
/METHOD=ENTER !3
/SCATTERPLOT=(*ZRESID,*ZPRED)
/RESIDUALS HIST(ZRESID) NORM(ZRESID)
/SAVE RESID(residual) .
do if $casenum=1.
print /"Examine the scatter plot of the residuals to detect"
/"model misspecification and/or heteroscedasticity"
/""
/"Also, check the histogram and np plot of residuals "
/"to detect non normality of residuals "
/"Skewness and kurtosis more than twice their SE indicate non-normality ".
end if.
* Checking normality of residuals.
DESCRIPTIVES
VARIABLES=residual
/STATISTICS=KURTOSIS SKEWNESS .
* New dependent variable (g) creation.
COMPUTE sq_res=residual**2.
compute constant=1.
AGGREGATE
/OUTFILE='tempdata.sav'
/BREAK=constant
/rss = SUM(sq_res)
/N=N.
MATCH FILES /FILE=*
/FILE='tempdata.sav'.
EXECUTE.
if missing(rss) rss=lag(rss,1).
if missing(n) n=lag(n,1).
compute g=sq_res/(rss/n).
execute.
* BP&K tests.
* Regression of g on the predictors.
REGRESSION
/STATISTICS R ANOVA
/DEPENDENT g
/METHOD=ENTER !3
/SAVE RESID(resid) .
*Final report.
do if $casenum=1.
print /" BP&K TESTS"
/" ==========".
end if.
* Routine adapted from Gwilym Pryce.
matrix.
compute p=!2.
get g /variables=g.
get resid /variables=resid.
compute sq_res2=resid&**2.
compute n=nrow(g).
compute rss=msum(sq_res2).
compute ii_1=make(n,n,1).
compute i=ident(n).
compute m0=i-((1/n)*ii_1).
compute tss=transpos(g)*m0*g.
compute regss=tss-rss.
print regss
/format="f8.4"
/title="Regression SS".
print rss
/format="f8.4"
/title="Residual SS".
print tss
/format="f8.4"
/title="Total SS".
compute r_sq=1-(rss/tss).
print r_sq
/format="f8.4"
/title="R-squared".
print n
/format="f4.0"
/title="Sample size (N)".
print p
/format="f4.0"
/title="Number of predictors (P)".
compute bp_test=0.5*regss.
print bp_test
/format="f8.3"
/title="Breusch-Pagan test for Heteroscedasticity"
+ " (CHI-SQUARE df=P)".
compute sig=1-chicdf(bp_test,p).
print sig
/format="f8.4"
/title="Significance level of Chi-square df=P (H0:"
+ "homoscedasticity)".
compute k_test=n*r_sq.
print k_test
/format="f8.3"
/title="Koenker test for Heteroscedasticity"
+ " (CHI-SQUARE df=P)".
compute sig=1-chicdf(k_test,p).
print sig
/format="f8.4"
/title="Significance level of Chi-square df=P (H0:"
+ "homoscedasticity)".
end matrix.
!ENDDEFINE.



* x1 is the dependent and x2 TO x20 the predictors.

* (3) MACRO CALL (select and run).

BPKTEST PEW0813 6 AIRPOLLLN EDUC FFPRODLN LARGESTECON PARTYCONTROL ENVORG2LN.

[David Marso]

Roger,
I don't believe having the macro without the DATA is particularly useful!
When MATRIX bitches about missing data it is invariably due to the file containing MISSING data.
Feel free to ATTACH the relevant data files to the thread.  If you are using the UGA portal that is likely not an option SO.  So through Nabble, here is your thread (see the More button on the right).
http://spssx-discussion.1045642.n5.nabble.com/template/NamlServlet.jtp?macro=reply&node=5724658

[rkarapin]

David,

Thanks for replying.  I'd be happy if I could solve this problem by dealing with some missing data.  

But as I said at the start of my post that there is no missing data in my original dataset.  I'll try to attach it here so you can see that.  Anyway, the error message is clearly referring to the get command that is trying to get variables that the macro created, not my original data.  None of those variables (the relevant ones are g and resid) has missing data, either.  I'll try to attach that here too.  

original_data.savtempdata.sav

I hope you can show me that I've overlooked some missing data.

Roger

[David Marso]

Roger,
Look below case 50.
There are ~64,000 rows of . values (SYSMIS).
You can solve that by fetching the data file.
then run the following prior to calling the macro.
SELECT IF ($CASENUM LE 50).

rkarapin wrote

David,

Thanks for replying.  I'd be happy if I could solve this problem by dealing with some missing data.  

But as I said at the start of my post that there is no missing data in my original dataset.  I'll try to attach it here so you can see that.  Anyway, the error message is clearly referring to the get command that is trying to get variables that the macro created, not my original data.  None of those variables (the relevant ones are g and resid) has missing data, either.  I'll try to attach that here too.  

original_data.savtempdata.sav

I hope you can show me that I've overlooked some missing data.

Roger

[rkarapin]

David,

Many thanks, it works now.

I should have thought of that.  Especially since I had seen that the macro
wrote zeroes to the rest of the 64000+ cases for a couple of the
variables.

Roger

On Thu, 27 Feb 2014, David Marso [via SPSSX Discussion] wrote:

> Date: Thu, 27 Feb 2014 12:18:14 -0800 (PST)
> From: "David Marso [via SPSSX Discussion]"
>     <[hidden email]>
> To: rkarapin <[hidden email]>
> Subject: Re: Error message: "missing data" (syntax cannot find the data)
>
>
>
> Roger,
> Look below case 50.
> There are ~64,000 rows of . values (SYSMIS).
> You can solve that by fetching the data file.
> then run the following prior to calling the macro.
> SELECT IF ($CASENUM LE 50).
>
>
> rkarapin wrote
>> David,
>>
>> Thanks for replying.  I'd be happy if I could solve this problem by
>> dealing with some missing data.
>>
>> But as I said at the start of my post that there is no missing data in my
>> original dataset.  I'll try to attach it here so you can see that.
>> Anyway, the error message is clearly referring to the get command that is
>> trying to get variables that the macro created, not my original data.
>> None of those variables (the relevant ones are g and resid) has missing
>> data, either.  I'll try to attach that here too.
>> original_data.sav
>> <http://spssx-discussion.1045642.n5.nabble.com/file/n5724660/original_data.sav>
>>> tempdata.sav
>> <http://spssx-discussion.1045642.n5.nabble.com/file/n5724660/tempdata.sav>
>>
>> I hope you can show me that I've overlooked some missing data.
>>
>> Roger
>
>
>
>
>
> -----
> Please reply to the list and not to my personal email.
> Those desiring my consulting or training services please feel free to email me.
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[johndoelives]

Hi David,

SPSS 23 on Win 10
Breusch-Pagan test script by Marta Garcia-Granero

I get the same error message mentioned by Roger:

Run MATRIX procedure:
>Error encountered in source line #   381
>Error # 12555
>During execution of the GET statement, missing value has been encountered, but
>no MISSING subcommand is specified.
>Execution of this command stops.
>Error encountered in source line #   382

I do have some missing values in my five IVs (coded as 999) and no missing values in my DV.

Could you please confirm that the missing values prevent this script from executing? Is there an alternative?

Thank you

[Jon Peck]

Perhaps Marta can address the missing values issue with her script, but there is an extension command, SPSSINC BREUSH PAGAN (Analyze > Regression > Residual Heteroscedasticity Test) that does handle missing values.  This procedure is included in the R Essentials.

On Mon, Aug 1, 2016 at 3:49 PM, johndoelives <[hidden email]> wrote:

Hi David,

SPSS 23 on Win 10
Breusch-Pagan test script by Marta Garcia-Granero

I get the same error message mentioned by Roger:

Run MATRIX procedure:
>Error encountered in source line #   381
>Error # 12555
>During execution of the GET statement, missing value has been encountered,
but
>no MISSING subcommand is specified.
>Execution of this command stops.
>Error encountered in source line #   382

I do have some missing values in my five IVs (coded as 999) and no missing
values in my DV.

Could you please confirm that the missing values prevent this script from
executing? Is there an alternative?

Thank you



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[Bruce Weaver]

I suppose you are talking about this macro?

   http://www.spsstools.net/en/syntax/442/

You might try deleting from the working data file any cases that do not have complete data for all of the variables in your regression model.  Suppose your dependent variable is Y and your explanatory variables are X1 to X5.  

SELECT IF NMISS(Y,X1 to X5) = 0.
DESCRIPTIVES Y X1 to X5.
* Then call Marta's macro.
BPKTEST Y 5 X1 TO X5.

johndoelives wrote

Hi David,

SPSS 23 on Win 10
Breusch-Pagan test script by Marta Garcia-Granero

I get the same error message mentioned by Roger:

Run MATRIX procedure:
>Error encountered in source line #   381
>Error # 12555
>During execution of the GET statement, missing value has been encountered, but
>no MISSING subcommand is specified.
>Execution of this command stops.
>Error encountered in source line #   382

I do have some missing values in my five IVs (coded as 999) and no missing values in my DV.

Could you please confirm that the missing values prevent this script from executing? Is there an alternative?

Thank you

[johndoelives]

Thanks for your comments. I have found the following solution:

https://sites.google.com/site/ahmaddaryanto/scripts/Heterogeneity-test

[David Marso]

johndoelives wrote

Thanks for your comments. I have found the following solution:

https://sites.google.com/site/ahmaddaryanto/scripts/Heterogeneity-test

Solution?
Delve deeper!  
That cannot possibly solve your real problem with missing values!
From the dialog code:

MATRIX.
get mat/variables=!dv !iv  /names=nms /MISSING=OMIT.
...

Implying you are unknowingly using LISTWISE deletion.
See Jon's post above and go from there.

[David Marso]

Jon,
Can you tell us how the SPSSINC BREUSH PAGAN  implementation handles the missing values?
David
--

Jon Peck wrote

Perhaps Marta can address the missing values issue with her script, but
there is an extension command, SPSSINC BREUSH PAGAN (Analyze > Regression >
Residual Heteroscedasticity Test) that does handle missing values.  This
procedure is included in the R Essentials.

On Mon, Aug 1, 2016 at 3:49 PM, johndoelives <[hidden email]> wrote:

> Hi David,
>
> SPSS 23 on Win 10
> Breusch-Pagan test script by Marta Garcia-Granero
>
> I get the same error message mentioned by Roger:
>
> Run MATRIX procedure:
> >Error encountered in source line #   381
> >Error # 12555
> >During execution of the GET statement, missing value has been encountered,
> but
> >no MISSING subcommand is specified.
> >Execution of this command stops.
> >Error encountered in source line #   382
>
> I do have some missing values in my five IVs (coded as 999) and no missing
> values in my DV.
>
> Could you please confirm that the missing values prevent this script from
> executing? Is there an alternative?
>
> Thank you
>
>
>
> --
> View this message in context:
> http://spssx-discussion.1045642.n5.nabble.com/Error-message-missing-data-syntax-cannot-find-the-data-tp5724658p5732843.html
> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
>
> =====================
> To manage your subscription to SPSSX-L, send a message to
> [hidden email] (not to SPSSX-L), with no body text except the
> command. To leave the list, send the command
> SIGNOFF SPSSX-L
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> INFO REFCARD
>



--
Jon K Peck
[hidden email]

=====================
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[Jon Peck]

The default is listwise deletion, and stopping the procedure if missing values are found is an option.

The procedure runs the specified regression model (categorical variables are automatically converted to factors). Then tests for homoscedasticity.

• You can specify that the heteroscedasticity test will be against the alternative that the variance is a function of a chosen set of predictors. Specify the desired predictors in the Variance Model list. If the Variance Model list is empty, the heteroscedasticity test will be against the alternative that the variance is a function of the level of the dependent variable.

On Wed, Aug 3, 2016 at 7:20 AM, David Marso <[hidden email]> wrote:

Jon,
Can you tell us how the SPSSINC BREUSH PAGAN  implementation handles the
missing values?
David
--

Jon Peck wrote
> Perhaps Marta can address the missing values issue with her script, but
> there is an extension command, SPSSINC BREUSH PAGAN (Analyze > Regression
> >
> Residual Heteroscedasticity Test) that does handle missing values.  This
> procedure is included in the R Essentials.
>
> On Mon, Aug 1, 2016 at 3:49 PM, johndoelives &lt;

> johndoelives@

> &gt; wrote:
>
>> Hi David,
>>
>> SPSS 23 on Win 10
>> Breusch-Pagan test script by Marta Garcia-Granero
>>
>> I get the same error message mentioned by Roger:
>>
>> Run MATRIX procedure:
>> >Error encountered in source line #   381
>> >Error # 12555
>> >During execution of the GET statement, missing value has been
>> encountered,
>> but
>> >no MISSING subcommand is specified.
>> >Execution of this command stops.
>> >Error encountered in source line #   382
>>
>> I do have some missing values in my five IVs (coded as 999) and no
>> missing
>> values in my DV.
>>
>> Could you please confirm that the missing values prevent this script from
>> executing? Is there an alternative?
>>
>> Thank you
>>
>>
>>
>> --
>> View this message in context:
>> http://spssx-discussion.1045642.n5.nabble.com/Error-message-missing-data-syntax-cannot-find-the-data-tp5724658p5732843.html
>> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
>>
>> =====================
>> To manage your subscription to SPSSX-L, send a message to
>>

> LISTSERV@.UGA

>  (not to SPSSX-L), with no body text except the
>> command. To leave the list, send the command
>> SIGNOFF SPSSX-L
>> For a list of commands to manage subscriptions, send the command
>> INFO REFCARD
>>
>
>
>
> --
> Jon K Peck

> jkpeck@

>
> =====================
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> LISTSERV@.UGA

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-----
Please reply to the list and not to my personal email.
Those desiring my consulting or training services please feel free to email me.
---
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Cum es damnatorum possederunt porcos iens ut salire off sanguinum cliff in abyssum?"
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[David Marso]

So it really doesn't go beyond Marta's macro or the other one the OP located?
Would some sort of data imputation make sense?
For each independent variable Xi use remaining independents and dependent to estimate the missing values in Xi. Iterate until stabilized.
Run the heteroscedasticity test  on this data set?
Just thinking about it without any coffee. ;-)

Jon Peck wrote

The default is listwise deletion, and stopping the procedure if missing
values are found is an option.

The procedure runs the specified regression model (categorical variables
are automatically converted to factors). Then tests for homoscedasticity.

• You can specify that the heteroscedasticity test will be against the
alternative that the variance is a function of a chosen set of predictors.
Specify the desired predictors in the Variance Model list. If the Variance
Model list is empty, the heteroscedasticity test will be against the
alternative that the variance is a function of the level of the dependent
variable.

On Wed, Aug 3, 2016 at 7:20 AM, David Marso <[hidden email]> wrote:

> Jon,
> Can you tell us how the SPSSINC BREUSH PAGAN  implementation handles the
> missing values?
> David
> --
>
> Jon Peck wrote
> > Perhaps Marta can address the missing values issue with her script, but
> > there is an extension command, SPSSINC BREUSH PAGAN (Analyze > Regression
> > >
> > Residual Heteroscedasticity Test) that does handle missing values.  This
> > procedure is included in the R Essentials.
> >
> > On Mon, Aug 1, 2016 at 3:49 PM, johndoelives <
>
> > johndoelives@
>
> > > wrote:
> >
> >> Hi David,
> >>
> >> SPSS 23 on Win 10
> >> Breusch-Pagan test script by Marta Garcia-Granero
> >>
> >> I get the same error message mentioned by Roger:
> >>
> >> Run MATRIX procedure:
> >> >Error encountered in source line #   381
> >> >Error # 12555
> >> >During execution of the GET statement, missing value has been
> >> encountered,
> >> but
> >> >no MISSING subcommand is specified.
> >> >Execution of this command stops.
> >> >Error encountered in source line #   382
> >>
> >> I do have some missing values in my five IVs (coded as 999) and no
> >> missing
> >> values in my DV.
> >>
> >> Could you please confirm that the missing values prevent this script
> from
> >> executing? Is there an alternative?
> >>
> >> Thank you
> >>
> >>
> >>
> >> --
> >> View this message in context:
> >>
> http://spssx-discussion.1045642.n5.nabble.com/Error-message-missing-data-syntax-cannot-find-the-data-tp5724658p5732843.html
> >> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
> >>
> >> =====================
> >> To manage your subscription to SPSSX-L, send a message to
> >>
>
> > LISTSERV@.UGA
>
> >  (not to SPSSX-L), with no body text except the
> >> command. To leave the list, send the command
> >> SIGNOFF SPSSX-L
> >> For a list of commands to manage subscriptions, send the command
> >> INFO REFCARD
> >>
> >
> >
> >
> > --
> > Jon K Peck
>
> > jkpeck@
>
> >
> > =====================
> > To manage your subscription to SPSSX-L, send a message to
>
> > LISTSERV@.UGA
>
> >  (not to SPSSX-L), with no body text except the
> > command. To leave the list, send the command
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>
>
>
>
>
> -----
> Please reply to the list and not to my personal email.
> Those desiring my consulting or training services please feel free to
> email me.
> ---
> "Nolite dare sanctum canibus neque mittatis margaritas vestras ante porcos
> ne forte conculcent eas pedibus suis."
> Cum es damnatorum possederunt porcos iens ut salire off sanguinum cliff in
> abyssum?"
> --
> View this message in context:
> http://spssx-discussion.1045642.n5.nabble.com/Error-message-missing-data-syntax-cannot-find-the-data-tp5724658p5732848.html
> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
>
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--
Jon K Peck
[hidden email]

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[Jon Peck]

I don't think that Marta's macro provides for a variance model for the alternative.

I would be suspicious of testing for heteroscedastic errors after imputation, since the imputed cases are likely to have residuals with higher variance due to the additional error from imputation.  Better to exclude such cases.

On Wed, Aug 3, 2016 at 7:50 AM, David Marso <[hidden email]> wrote:

So it really doesn't go beyond Marta's macro or the other one the OP located?
Would some sort of data imputation make sense?
For each independent variable Xi use remaining independents and dependent to
estimate the missing values in Xi. Iterate until stabilized.
Run the heteroscedasticity test  on this data set?
Just thinking about it without any coffee. ;-)




Jon Peck wrote
> The default is listwise deletion, and stopping the procedure if missing
> values are found is an option.
>
> The procedure runs the specified regression model (categorical variables
> are automatically converted to factors). Then tests for homoscedasticity.
>
> • You can specify that the heteroscedasticity test will be against the
> alternative that the variance is a function of a chosen set of predictors.
> Specify the desired predictors in the Variance Model list. If the Variance
> Model list is empty, the heteroscedasticity test will be against the
> alternative that the variance is a function of the level of the dependent
> variable.
>
> On Wed, Aug 3, 2016 at 7:20 AM, David Marso &lt;

> david.marso@

> &gt; wrote:
>
>> Jon,
>> Can you tell us how the SPSSINC BREUSH PAGAN  implementation handles the
>> missing values?
>> David
>> --
>>
>> Jon Peck wrote
>> > Perhaps Marta can address the missing values issue with her script, but
>> > there is an extension command, SPSSINC BREUSH PAGAN (Analyze >
>> Regression
>> > >
>> > Residual Heteroscedasticity Test) that does handle missing values.
>> This
>> > procedure is included in the R Essentials.
>> >
>> > On Mon, Aug 1, 2016 at 3:49 PM, johndoelives &lt;
>>
>> > johndoelives@
>>
>> > &gt; wrote:
>> >
>> >> Hi David,
>> >>
>> >> SPSS 23 on Win 10
>> >> Breusch-Pagan test script by Marta Garcia-Granero
>> >>
>> >> I get the same error message mentioned by Roger:
>> >>
>> >> Run MATRIX procedure:
>> >> >Error encountered in source line #   381
>> >> >Error # 12555
>> >> >During execution of the GET statement, missing value has been
>> >> encountered,
>> >> but
>> >> >no MISSING subcommand is specified.
>> >> >Execution of this command stops.
>> >> >Error encountered in source line #   382
>> >>
>> >> I do have some missing values in my five IVs (coded as 999) and no
>> >> missing
>> >> values in my DV.
>> >>
>> >> Could you please confirm that the missing values prevent this script
>> from
>> >> executing? Is there an alternative?
>> >>
>> >> Thank you
>> >>
>> >>
>> >>
>> >> --
>> >> View this message in context:
>> >>
>> http://spssx-discussion.1045642.n5.nabble.com/Error-message-missing-data-syntax-cannot-find-the-data-tp5724658p5732843.html
>> >> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
>> >>
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>> >
>> >
>> >
>> > --
>> > Jon K Peck
>>
>> > jkpeck@
>>
>> >
>> > =====================
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>> -----
>> Please reply to the list and not to my personal email.
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>> porcos
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>> Cum es damnatorum possederunt porcos iens ut salire off sanguinum cliff
>> in
>> abyssum?"
>> --
>> View this message in context:
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>
> --
> Jon K Peck

> jkpeck@

>
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[David Marso]

What are your thoughts on using PAIRWISE prior to running the test?
You are utilizing more information than LISTWISE.
--

Jon Peck wrote

I don't think that Marta's macro provides for a variance model for the
alternative.

I would be suspicious of testing for heteroscedastic errors after
imputation, since the imputed cases are likely to have residuals with
higher variance due to the additional error from imputation.  Better to
exclude such cases.

On Wed, Aug 3, 2016 at 7:50 AM, David Marso <[hidden email]> wrote:

> So it really doesn't go beyond Marta's macro or the other one the OP
> located?
> Would some sort of data imputation make sense?
> For each independent variable Xi use remaining independents and dependent
> to
> estimate the missing values in Xi. Iterate until stabilized.
> Run the heteroscedasticity test  on this data set?
> Just thinking about it without any coffee. ;-)
>
>
>
>
> Jon Peck wrote
> > The default is listwise deletion, and stopping the procedure if missing
> > values are found is an option.
> >
> > The procedure runs the specified regression model (categorical variables
> > are automatically converted to factors). Then tests for homoscedasticity.
> >
> > • You can specify that the heteroscedasticity test will be against the
> > alternative that the variance is a function of a chosen set of
> predictors.
> > Specify the desired predictors in the Variance Model list. If the
> Variance
> > Model list is empty, the heteroscedasticity test will be against the
> > alternative that the variance is a function of the level of the dependent
> > variable.
> >
> > On Wed, Aug 3, 2016 at 7:20 AM, David Marso <
>
> > david.marso@
>
> > > wrote:
> >
> >> Jon,
> >> Can you tell us how the SPSSINC BREUSH PAGAN  implementation handles the
> >> missing values?
> >> David
> >> --
> >>
> >> Jon Peck wrote
> >> > Perhaps Marta can address the missing values issue with her script,
> but
> >> > there is an extension command, SPSSINC BREUSH PAGAN (Analyze >
> >> Regression
> >> > >
> >> > Residual Heteroscedasticity Test) that does handle missing values.
> >> This
> >> > procedure is included in the R Essentials.
> >> >
> >> > On Mon, Aug 1, 2016 at 3:49 PM, johndoelives <
> >>
> >> > johndoelives@
> >>
> >> > > wrote:
> >> >
> >> >> Hi David,
> >> >>
> >> >> SPSS 23 on Win 10
> >> >> Breusch-Pagan test script by Marta Garcia-Granero
> >> >>
> >> >> I get the same error message mentioned by Roger:
> >> >>
> >> >> Run MATRIX procedure:
> >> >> >Error encountered in source line #   381
> >> >> >Error # 12555
> >> >> >During execution of the GET statement, missing value has been
> >> >> encountered,
> >> >> but
> >> >> >no MISSING subcommand is specified.
> >> >> >Execution of this command stops.
> >> >> >Error encountered in source line #   382
> >> >>
> >> >> I do have some missing values in my five IVs (coded as 999) and no
> >> >> missing
> >> >> values in my DV.
> >> >>
> >> >> Could you please confirm that the missing values prevent this script
> >> from
> >> >> executing? Is there an alternative?
> >> >>
> >> >> Thank you
> >> >>
> >> >>
> >> >>
> >> >> --
> >> >> View this message in context:
> >> >>
> >>
> http://spssx-discussion.1045642.n5.nabble.com/Error-message-missing-data-syntax-cannot-find-the-data-tp5724658p5732843.html
> >> >> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
> >> >>
> >> >> =====================
> >> >> To manage your subscription to SPSSX-L, send a message to
> >> >>
> >>
> >> > LISTSERV@.UGA
> >>
> >> >  (not to SPSSX-L), with no body text except the
> >> >> command. To leave the list, send the command
> >> >> SIGNOFF SPSSX-L
> >> >> For a list of commands to manage subscriptions, send the command
> >> >> INFO REFCARD
> >> >>
> >> >
> >> >
> >> >
> >> > --
> >> > Jon K Peck
> >>
> >> > jkpeck@
> >>
> >> >
> >> > =====================
> >> > To manage your subscription to SPSSX-L, send a message to
> >>
> >> > LISTSERV@.UGA
> >>
> >> >  (not to SPSSX-L), with no body text except the
> >> > command. To leave the list, send the command
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> >> > For a list of commands to manage subscriptions, send the command
> >> > INFO REFCARD
> >>
> >>
> >>
> >>
> >>
> >> -----
> >> Please reply to the list and not to my personal email.
> >> Those desiring my consulting or training services please feel free to
> >> email me.
> >> ---
> >> "Nolite dare sanctum canibus neque mittatis margaritas vestras ante
> >> porcos
> >> ne forte conculcent eas pedibus suis."
> >> Cum es damnatorum possederunt porcos iens ut salire off sanguinum cliff
> >> in
> >> abyssum?"
> >> --
> >> View this message in context:
> >>
> http://spssx-discussion.1045642.n5.nabble.com/Error-message-missing-data-syntax-cannot-find-the-data-tp5724658p5732848.html
> >> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
> >>
> >> =====================
> >> To manage your subscription to SPSSX-L, send a message to
> >>
>
> > LISTSERV@.UGA
>
> >  (not to SPSSX-L), with no body text except the
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> >> For a list of commands to manage subscriptions, send the command
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> >>
> >
> >
> >
> > --
> > Jon K Peck
>
> > jkpeck@
>
> >
> > =====================
> > To manage your subscription to SPSSX-L, send a message to
>
> > LISTSERV@.UGA
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>
>
>
>
>
> -----
> Please reply to the list and not to my personal email.
> Those desiring my consulting or training services please feel free to
> email me.
> ---
> "Nolite dare sanctum canibus neque mittatis margaritas vestras ante porcos
> ne forte conculcent eas pedibus suis."
> Cum es damnatorum possederunt porcos iens ut salire off sanguinum cliff in
> abyssum?"
> --
> View this message in context:
> http://spssx-discussion.1045642.n5.nabble.com/Error-message-missing-data-syntax-cannot-find-the-data-tp5724658p5732850.html
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--
Jon K Peck
[hidden email]

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[Jon Peck]

My inclination would be not to use pairwise in this context.  With pairwise, the usual distributional properties of the estimators don't exactly apply, so I don't know what the test properties would be.  Since heteroscedasticity is a minor problem in regression unless it is severe - and hence, easily detectable, the possible additional power of the test wouldn't have a lot of value in most cases even assuming that its statistical properties are still valid.

On Wed, Aug 3, 2016 at 8:37 AM, David Marso <[hidden email]> wrote:

What are your thoughts on using PAIRWISE prior to running the test?
You are utilizing more information than LISTWISE.
--

Jon Peck wrote
> I don't think that Marta's macro provides for a variance model for the
> alternative.
>
> I would be suspicious of testing for heteroscedastic errors after
> imputation, since the imputed cases are likely to have residuals with
> higher variance due to the additional error from imputation.  Better to
> exclude such cases.
>
> On Wed, Aug 3, 2016 at 7:50 AM, David Marso &lt;

> david.marso@

> &gt; wrote:
>
>> So it really doesn't go beyond Marta's macro or the other one the OP
>> located?
>> Would some sort of data imputation make sense?
>> For each independent variable Xi use remaining independents and dependent
>> to
>> estimate the missing values in Xi. Iterate until stabilized.
>> Run the heteroscedasticity test  on this data set?
>> Just thinking about it without any coffee. ;-)
>>
>>
>>
>>
>> Jon Peck wrote
>> > The default is listwise deletion, and stopping the procedure if missing
>> > values are found is an option.
>> >
>> > The procedure runs the specified regression model (categorical
>> variables
>> > are automatically converted to factors). Then tests for
>> homoscedasticity.
>> >
>> > • You can specify that the heteroscedasticity test will be against the
>> > alternative that the variance is a function of a chosen set of
>> predictors.
>> > Specify the desired predictors in the Variance Model list. If the
>> Variance
>> > Model list is empty, the heteroscedasticity test will be against the
>> > alternative that the variance is a function of the level of the
>> dependent
>> > variable.
>> >
>> > On Wed, Aug 3, 2016 at 7:20 AM, David Marso &lt;
>>
>> > david.marso@
>>
>> > &gt; wrote:
>> >
>> >> Jon,
>> >> Can you tell us how the SPSSINC BREUSH PAGAN  implementation handles
>> the
>> >> missing values?
>> >> David
>> >> --
>> >>
>> >> Jon Peck wrote
>> >> > Perhaps Marta can address the missing values issue with her script,
>> but
>> >> > there is an extension command, SPSSINC BREUSH PAGAN (Analyze >
>> >> Regression
>> >> > >
>> >> > Residual Heteroscedasticity Test) that does handle missing values.
>> >> This
>> >> > procedure is included in the R Essentials.
>> >> >
>> >> > On Mon, Aug 1, 2016 at 3:49 PM, johndoelives &lt;
>> >>
>> >> > johndoelives@
>> >>
>> >> > &gt; wrote:
>> >> >
>> >> >> Hi David,
>> >> >>
>> >> >> SPSS 23 on Win 10
>> >> >> Breusch-Pagan test script by Marta Garcia-Granero
>> >> >>
>> >> >> I get the same error message mentioned by Roger:
>> >> >>
>> >> >> Run MATRIX procedure:
>> >> >> >Error encountered in source line #   381
>> >> >> >Error # 12555
>> >> >> >During execution of the GET statement, missing value has been
>> >> >> encountered,
>> >> >> but
>> >> >> >no MISSING subcommand is specified.
>> >> >> >Execution of this command stops.
>> >> >> >Error encountered in source line #   382
>> >> >>
>> >> >> I do have some missing values in my five IVs (coded as 999) and no
>> >> >> missing
>> >> >> values in my DV.
>> >> >>
>> >> >> Could you please confirm that the missing values prevent this
>> script
>> >> from
>> >> >> executing? Is there an alternative?
>> >> >>
>> >> >> Thank you
>> >> >>
>> >> >>
>> >> >>
>> >> >> --
>> >> >> View this message in context:
>> >> >>
>> >>
>> http://spssx-discussion.1045642.n5.nabble.com/Error-message-missing-data-syntax-cannot-find-the-data-tp5724658p5732843.html
>> >> >> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
>> >> >>
>> >> >> =====================
>> >> >> To manage your subscription to SPSSX-L, send a message to
>> >> >>
>> >>
>> >> > LISTSERV@.UGA
>> >>
>> >> >  (not to SPSSX-L), with no body text except the
>> >> >> command. To leave the list, send the command
>> >> >> SIGNOFF SPSSX-L
>> >> >> For a list of commands to manage subscriptions, send the command
>> >> >> INFO REFCARD
>> >> >>
>> >> >
>> >> >
>> >> >
>> >> > --
>> >> > Jon K Peck
>> >>
>> >> > jkpeck@
>> >>
>> >> >
>> >> > =====================
>> >> > To manage your subscription to SPSSX-L, send a message to
>> >>
>> >> > LISTSERV@.UGA
>> >>
>> >> >  (not to SPSSX-L), with no body text except the
>> >> > command. To leave the list, send the command
>> >> > SIGNOFF SPSSX-L
>> >> > For a list of commands to manage subscriptions, send the command
>> >> > INFO REFCARD
>> >>
>> >>
>> >>
>> >>
>> >>
>> >> -----
>> >> Please reply to the list and not to my personal email.
>> >> Those desiring my consulting or training services please feel free to
>> >> email me.
>> >> ---
>> >> "Nolite dare sanctum canibus neque mittatis margaritas vestras ante
>> >> porcos
>> >> ne forte conculcent eas pedibus suis."
>> >> Cum es damnatorum possederunt porcos iens ut salire off sanguinum
>> cliff
>> >> in
>> >> abyssum?"
>> >> --
>> >> View this message in context:
>> >>
>> http://spssx-discussion.1045642.n5.nabble.com/Error-message-missing-data-syntax-cannot-find-the-data-tp5724658p5732848.html
>> >> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
>> >>
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>> >>
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>> >
>> >
>> > --
>> > Jon K Peck
>>
>> > jkpeck@
>>
>> >
>> > =====================
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>>
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>>
>>
>>
>>
>> -----
>> Please reply to the list and not to my personal email.
>> Those desiring my consulting or training services please feel free to
>> email me.
>> ---
>> "Nolite dare sanctum canibus neque mittatis margaritas vestras ante
>> porcos
>> ne forte conculcent eas pedibus suis."
>> Cum es damnatorum possederunt porcos iens ut salire off sanguinum cliff
>> in
>> abyssum?"
>> --
>> View this message in context:
>> http://spssx-discussion.1045642.n5.nabble.com/Error-message-missing-data-syntax-cannot-find-the-data-tp5724658p5732850.html
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> --
> Jon K Peck

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-----
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"Nolite dare sanctum canibus neque mittatis margaritas vestras ante porcos ne forte conculcent eas pedibus suis."
Cum es damnatorum possederunt porcos iens ut salire off sanguinum cliff in abyssum?"
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