Logistic Regression

[Jignesh Sutar]

Hi,

A couple of questions regarding logistic regression.

1. Is it possible to define the maximum number of steps? (i.e. to stop the
procedure after 20 variables have been entered into the stepwise procedure).

2. to have the output tables display the variable label rather than variable
name? I have switched on from the options Edit---> Options--->Output
Labels--->Names and Labels for all 4 labelling.

Thanks in advance.

Jigs

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[SR Millis-3]

Why are you using stepwise variable selection?  There are so many reasons to avoid it:

It yields R-squared values that are badly biased high.

The F and chi-squared tests do not have the claimed distribution.

The method yields confidence intervals for effects and predicted values that are falsely narrow (Altman & Anderson, 1989).

It yields P-values that do not have the proper meaning and the proper correction for them is a difficult problem.

It gives biased regression coefficients that need shrinkage: the coefficients for remaining variables are too large (Tibshirani, 1996).

It has severe problems in the presence of collinearity.  The degree of correlation between the predictor variables affects the frequency with which authentic predictor variables find their way into the final model.

It is based on methods (e.g., F tests for nested models) that were intended to be used to test prespecified hypotheses.

Increasing the sample size doesn’t help very much (Derksen & Keselman, 1992).

The number of candidate predictor variables affects the number of noise variables that gain entry to the model.


Scott R Millis, PhD, MEd, ABPP (CN,CL,RP), CStat
Professor & Director of Research
Dept of Physical Medicine & Rehabilitation
Wayne State University School of Medicine
261 Mack Blvd
Detroit, MI 48201
Email:  [hidden email]
Tel: [phone]
Fax: [phone]


--- On Tue, 5/6/08, J Sutar <[hidden email]> wrote:

> From: J Sutar <[hidden email]>
> Subject: Logistic Regression
> To: [hidden email]
> Date: Tuesday, May 6, 2008, 12:23 PM
> Hi,
>
> A couple of questions regarding logistic regression.
>
> 1. Is it possible to define the maximum number of steps?
> (i.e. to stop the
> procedure after 20 variables have been entered into the
> stepwise procedure).
>
> 2. to have the output tables display the variable label
> rather than variable
> name? I have switched on from the options Edit--->
> Options--->Output
> Labels--->Names and Labels for all 4 labelling.
>
> Thanks in advance.
>
> Jigs
>
> =====================
> 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

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[Spousta Jan]

Hi Jigs,

1. You can only set the PIN probabilty but not the number of steps. Fortunately the program tabelates results in every step => it is possible to work with them (eg. Catch & Save them using OMS) and select only the 20th step.

2. Probably Python is the quickiest automated solution. By hand, you can select the names of variables in the equation from the output table, copy them in the syntax editor and write something like

Temp.
Sele if $casenum = 1.
Save outfile = "c:/temp/aux.sav" /keep _list_of_your_variables_ .

Then open the file aux.sav and find all the names & labels in the Varible View tab.

Hope this helps

Jan



-----Original Message-----
From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of J Sutar
Sent: Tuesday, May 06, 2008 6:23 PM
To: [hidden email]
Subject: Logistic Regression

Hi,

A couple of questions regarding logistic regression.

1. Is it possible to define the maximum number of steps? (i.e. to stop the procedure after 20 variables have been entered into the stepwise procedure).

2. to have the output tables display the variable label rather than variable name? I have switched on from the options Edit---> Options--->Output
Labels--->Names and Labels for all 4 labelling.

Thanks in advance.

Jigs

=====================
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