Fw: Excluded variables from regression

[SPSS Support-2]

Caroline,
When you enter multiple blocks of predictors in Linear Regression, the output tables will contain a row or subtable (depending on the complexity of the table) for each block. The block corresponding to each subtable will be designated in the Model column at the far left of each table. You're using /Method Enter to add variables in each block, so the predictors that were entered in Block 2 (Model 2) are 'excluded' in Model 1. If some of these variables are still excluded in Model 2, then you need to consider colinearity, etc. However, you said that the Coefficients table had the results that you wanted and that the tolerance values were all large, so I infer that all of the Block 2 variables did enter in Model 2 and appear in the Model 2 subtable of the Coefficients Table (along with the Block 1 variables) . I suspect that the Excluded Variables table lists these Block 2 variables only in the Model 1 subtable and that this table does not include a Model 2 subtable. The Excluded Variables table does contain interesting information for variables that are not yet in the Model at that point, such as partial correlation, tolerance, etc.

David Matheson
Statistical Support
SPSS, an IBM company

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This question was asked last year...

Does anyone know why SPSS excludes certain variables from a regression?
Also, does anyone know how to prevent this from happening?

There were various offers of help/suggestions:
that the variables excluded were not numeric
That stepwise had been used instead of 'enter'
That there was multicollinearity

I've checked my variables and they contain numeric values, I'm using 'enter'
and the tolerance levels are at least .4 or above.

The background: I'm using hierarchical multiple regression to check for
interaction between a qualitative continuous predictor variable and group
membership.  The continuous predictor variable and dummy variables to denote
group (coded 0 for not in group, 1 for in group) go in block one, along with
some covariate continuous predictor variables.  Then each of the six dummy
variables is linked with one of the continuous predictor variables to create
six product terms and these go in block two.

(For clarity, I'm leaving one group out of the first block and this will be
represented by the constant, but putting all six product terms in block two)

Although SPSS 16 is producing a coefficient table with the sort of results
I'm looking for, it's also producing a second table underneath labelled
'excluded variables' and in this table is all of the product terms (a
centred numeric figure with + or - value x a dummy code of 1).
I'm thinking I can't ignore this table and that it has excluded the
variables for a reason to do with coding?
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