|
|
Hello,
I have an application where I would like to perform 1,000 or more simple
regressions for a historical file of sales transactions by item number. The
dependent variable will be the sales amount (actually, LN(Sales)); the
independent variable will be time (1/day to be exact). Each item number
will have a varying number of days in which sales occur. I would like to
automatically take in the full transaction file (say, 500,000 records) and
extract a file that includes the regression statistics for each of the item
numbers (say, 5,000 records). I have tried this under Statistica using
their grouping function but found that the output workbook blew up after 800
or so regressions (too large a size), requiring me to divide the input file.
Is there a way, within SPSS, to automatically perform and extract
regressions statistics based on a grouping variable?
If so, are there any scaling concerns, as with Statistica?
If there is not a way, do you know of any other statistical program that
could support this (like S Plus)?
Thanks, and looking forward to your input.
Steve Wagner
|
Locked
