News from the SPSS Community

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|

News from the SPSS Community

Jon K Peck
Two items for IBM SPSS Statistics have been added to the SPSS Community website (www.ibm.com/developerworks/spssdevcentral).  Both require the R Essentials.

HeteroscedasticityPlot.spd is a custom dialog box that produces a diagnostic plot for residual analysis.  It plots the residuals against the fitted values as a boxplot using bins of the predicted values.  It includes loess smooths across the quartiles and whiskers of the boxes to help diagnose heteroscedasticity, and variation in the boxes may help you spot problems in the functional form of the equation.  It is in the Graphical Tools Collection.

STATS_HECKMAN_REGR is an extension command that computes two-equation censored regression models where a latent outcome variable is observed under circumstances determined by a selection equation.  For example, wages are observed only for people who are working.  This is a generalization of the tobit regression model.  It also computes switching regression where two alternative equations apply conditional on a selection equation.  Two-step and maximum likelihood estimation methods are provided.  It requires at least Statistics 19.  The package includes a custom dialog box and traditional syntax.  It is in the Extension Commands Collection.

We hope that you find these tools useful.

Regards,

Jon Peck (no "h") aka Kim
Senior Software Engineer, IBM
[hidden email]
new phone: 720-342-5621