Saving bootstrap output from multiple linear regression

[cbrawner]

I would like to obtain the mean R2 and mean SEE from a bootstrapped multiple linear regression analysis. To do this it appears I need to create a file with the parameters from the bootstrap analyses. Unfortunately I have not been able to figure out how to do this with an outfile command. Maybe it is not possible. Maybe there is another approach. My syntax (without the outfile command) is shown below. Thanks for your time. -Clinton

BOOTSTRAP
  /SAMPLING METHOD=SIMPLE
  /VARIABLES TARGET=pVO2 INPUT=  Age2 BSA Age  
  /CRITERIA CILEVEL=95 CITYPE=PERCENTILE  NSAMPLES=1000
  /MISSING USERMISSING=EXCLUDE.
REGRESSION
  /MISSING LISTWISE
  /STATISTICS COEFF OUTS CI(95) R ANOVA CHANGE
  /CRITERIA=PIN(.05) POUT(.10)
  /NOORIGIN
  /DEPENDENT pVO2
  /METHOD=ENTER Age2 BSA Age.
RESTORE.

[Maguin, Eugene]

I don't have the bootstrap add-on so I don't know how it interacts with the data file and other analysis commands. How does it interact? It looks like you are generating 1000 boot samples. At the conclusion of the bootstrap command is a new datafile created consisting of the original dataset and the 1000 bootstrapped instances, along with a new variable uniquely identifying each instance? OR, Does the bootstrap command operate in conjunction with the regression command such that a new sample is created by bootstrap and then immediately analyzed (regression) and this two part process is repeated 1000 times?

If bootstrap creates a new file consisting of the original dataset and the 'n' many resamples, I suggest you add a Split files by replication_id before the regression command and then use OMS-End OMS to 'surround' the regression command and write the desired table to a new, specified file. You'll then need to open the OMS output file and, most likely, work it over to shape it up for whatever you want to know from it.
If, however, the bootstrap command operates in conjunction with the regression, I have no useful suggestions.
Gene Maguin


-----Original Message-----
From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of cbrawner
Sent: Tuesday, October 28, 2014 11:20 AM
To: [hidden email]
Subject: Saving bootstrap output from multiple linear regression

I would like to obtain the mean R2 and mean SEE from a bootstrapped multiple linear regression analysis. To do this it appears I need to create a file with the parameters from the bootstrap analyses. Unfortunately I have not been able to figure out how to do this with an outfile command. Maybe it is not possible. Maybe there is another approach. My syntax (without the outfile command) is shown below. Thanks for your time. -Clinton

BOOTSTRAP
  /SAMPLING METHOD=SIMPLE
  /VARIABLES TARGET=pVO2 INPUT=  Age2 BSA Age
  /CRITERIA CILEVEL=95 CITYPE=PERCENTILE  NSAMPLES=1000
  /MISSING USERMISSING=EXCLUDE.
REGRESSION
  /MISSING LISTWISE
  /STATISTICS COEFF OUTS CI(95) R ANOVA CHANGE
  /CRITERIA=PIN(.05) POUT(.10)
  /NOORIGIN
  /DEPENDENT pVO2
  /METHOD=ENTER Age2 BSA Age.
RESTORE.



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[Jon K Peck]

You can capture any pivot table (among other things) as a Statistics dataset or sav file using OMS - the Output Management System.  Look at the syntax help for OMS or use Utilities > OMS Control Panel.

OMS operates as a listener on the output.  You tell it what to capture; then you run some commands such as REGRESSION; then you tell it to stop listening with OMSEND, and it produces a dataset or whatever containing anything that occurred in between that was specified in the OMS command.


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




From:        cbrawner <[hidden email]>
To:        [hidden email]
Date:        10/28/2014 09:29 AM
Subject:        [SPSSX-L] Saving bootstrap output from multiple linear regression
Sent by:        "SPSSX(r) Discussion" <[hidden email]>

---

I would like to obtain the mean R2 and mean SEE from a bootstrapped multiple
linear regression analysis. To do this it appears I need to create a file
with the parameters from the bootstrap analyses. Unfortunately I have not
been able to figure out how to do this with an outfile command. Maybe it is
not possible. Maybe there is another approach. My syntax (without the
outfile command) is shown below. Thanks for your time. -Clinton

BOOTSTRAP
 /SAMPLING METHOD=SIMPLE
 /VARIABLES TARGET=pVO2 INPUT=  Age2 BSA Age  
 /CRITERIA CILEVEL=95 CITYPE=PERCENTILE  NSAMPLES=1000
 /MISSING USERMISSING=EXCLUDE.
REGRESSION
 /MISSING LISTWISE
 /STATISTICS COEFF OUTS CI(95) R ANOVA CHANGE
 /CRITERIA=PIN(.05) POUT(.10)
 /NOORIGIN
 /DEPENDENT pVO2
 /METHOD=ENTER Age2 BSA Age.
RESTORE.



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