Least Median Square Regression

[Bryan Mac]

Hi,

I was wondering how to perform Least Median Square Regression in SPSS?
I have version 23. I also do not have any of the new modules installed.

Thanks

BM

[Jon Peck]

There are two ways to do this in Statistics, but both require that the (free) R Essentials be installed:

SPSSINC ROBUST REGR (Analyze > Regression > Robust Regression) or SPSSINC QUANTREG (Analyze > Regression > Quantile Regression) specifying the .5 quantile.  The latter is better if you have any categorical variables.

On Tue, Oct 18, 2016 at 2:28 PM, Bryan Mac <[hidden email]> wrote:

Hi,

I was wondering how to perform Least Median Square Regression in SPSS?
I have version 23. I also do not have any of the new modules installed.

Thanks

BM



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[Bruce Weaver]

Jon, are you sure about quantile regression with the .5 quantile?  That produces Least (or Minimum) Absolute Deviations (LAD/MAD) regression, does it not?  

I think Bryan is asking about something different.  E.g., here is an excerpt from http://web.ipac.caltech.edu/staff/fmasci/home/astro_refs/LeastMedianOfSquares.pdf:

"Classical least squares regression consists of minimizing the sum of the squared residuals. Many authors have produced more robust versions of this estimator by replacing the square by something else, such as the absolute value. In this article a different approach is introduced in which the sum is replaced by the median of the squared residuals."

The first sentence describes OLS, the second LAD, and the third Least Median of Squares (LMS) regression.  

Cheers,
Bruce

Jon Peck wrote

There are two ways to do this in Statistics, but both require that the
(free) R Essentials be installed:
SPSSINC ROBUST REGR (Analyze > Regression > Robust Regression) or SPSSINC
QUANTREG (Analyze > Regression > Quantile Regression) specifying the .5
quantile.  The latter is better if you have any categorical variables.

On Tue, Oct 18, 2016 at 2:28 PM, Bryan Mac <[hidden email]> wrote:

> Hi,
>
> I was wondering how to perform Least Median Square Regression in SPSS?
> I have version 23. I also do not have any of the new modules installed.
>
> Thanks
>
> BM
>
>
>
> --
> View this message in context: http://spssx-discussion.
> 1045642.n5.nabble.com/Least-Median-Square-Regression-tp5733299.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
> For a list of commands to manage subscriptions, send the command
> INFO REFCARD
>



--
Jon K Peck
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[Jon Peck]

The .5 quantile regression minimizes the sum of absolute deviations around the median.  Least median of squares would indeed be something different.  I could cook up an extension command for this pretty easily, though if there is some general interest.

On Tue, Oct 18, 2016 at 5:09 PM, Bruce Weaver <[hidden email]> wrote:

Jon, are you sure about quantile regression with the .5 quantile?  That
produces Least (or Minimum) Absolute Deviations (LAD/MAD) regression, does
it not?

I think Bryan is asking about something different.  E.g., here is an excerpt
from
http://web.ipac.caltech.edu/staff/fmasci/home/astro_refs/LeastMedianOfSquares.pdf:

"Classical least squares regression consists of minimizing the sum of the
squared residuals. Many authors have produced more robust versions of this
estimator by replacing the square by something else, such as the absolute
value. In this article a different approach is introduced in which the sum
is replaced by the median of the squared residuals."

The first sentence describes OLS, the second LAD, and the third Least Median
of Squares (LMS) regression.

Cheers,
Bruce



Jon Peck wrote
> There are two ways to do this in Statistics, but both require that the
> (free) R Essentials be installed:
> SPSSINC ROBUST REGR (Analyze > Regression > Robust Regression) or SPSSINC
> QUANTREG (Analyze > Regression > Quantile Regression) specifying the .5
> quantile.  The latter is better if you have any categorical variables.
>
> On Tue, Oct 18, 2016 at 2:28 PM, Bryan Mac <

> bryanmac.24@

> > wrote:
>
>> Hi,
>>
>> I was wondering how to perform Least Median Square Regression in SPSS?
>> I have version 23. I also do not have any of the new modules installed.
>>
>> Thanks
>>
>> BM
>>
>>
>>
>> --
>> View this message in context: http://spssx-discussion.
>> 1045642.n5.nabble.com/Least-Median-Square-Regression-tp5733299.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

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-----
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Bruce Weaver
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"When all else fails, RTFM."

NOTE: My Hotmail account is not monitored regularly.
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[Bryan Mac]

Hi Jon,

That would be great if you could add an extension command for the Least median of squares.
I am also looking for a way to graph the least median of squares regression as well.  

Also, the link doesn't open for me.

Thanks

BM

[Bruce Weaver]

Bryan, if you mean the link for the article that I posted, I wonder if you were having line-wrap issues.  Here it is again, on its own line:

http://web.ipac.caltech.edu/staff/fmasci/home/astro_refs/LeastMedianOfSquares.pdf

If that is not the link you meant, please clarify.

HTH.

Bryan Mac wrote

Hi Jon,

That would be great if you could add an extension command for the Least median of squares.
I am also looking for a way to graph the least median of squares regression as well.  

Also, the link doesn't open for me.

Thanks

BM

[Jon Peck]

I'll work on that, although I won't be able to start right away.

On Tue, Oct 25, 2016 at 3:01 PM, Bryan Mac <[hidden email]> wrote:

Hi Jon,

That would be great if you could add an extension command for the Least
median of squares.
I am also looking for a way to graph the least median of squares regression
as well.

Thanks

BM



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[Bryan Mac]

Hi Jon,

Thank you. Looking forward to that extension command.

Bruce, thank you that link it is what I was looking for.

Best,
BM

[Bryan Mac]

Hi Jon,

Do you know when the extension command will be ready for use?

Best,
BM