Stochastic Regression

[Salbod]

I came across stochastic regression in Enders's book on missing data (page 46):

http://hsta559s12.pbworks.com/w/file/fetch/52112520/enders.applied

Can this analysis be implemented using SPSS? Is there a tutorial or article available?

Thank you,

Steve

 

[Ryan]

The AMOS module can do it. Never tried to do it using SPSS statistics.

Ryan

Sent from my iPhone

> On Mar 30, 2016, at 10:15 AM, Salbod <[hidden email]> wrote:
>
> I came across stochastic regression in Enders's book on missing data (page
> 46):
>
> http://hsta559s12.pbworks.com/w/file/fetch/52112520/enders.applied
>
> Can this analysis be implemented using SPSS? Is there a tutorial or article
> available?
>
> Thank you,
>
> Steve
>
>
>
>
>
> --
> View this message in context: http://spssx-discussion.1045642.n5.nabble.com/Stochastic-Regression-tp5731831.html
> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
>
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[Mike]

There is a somewhat large literature on stochastic regression (search
scholar.google.com and use "stochastic regression" and "SPSS")
but you might find the following article most useful:

Schlomer, G. L., Bauman, S., & Card, N. A. (2010). Best practices for
missing data management in counseling psychology. Journal of
Counseling Psychology, 57(1), 1-10.
http://dx.doi.org/10.1037/a0018082:

You can get a PDF of the article at:
Http://myweb.brooklyn.liu.edu/cortiz/PDF%20Files/Best%20practices%20for%20missing%20data%20management.pdf

The article refers to SPSS ver 17 which implements a version of
stochastic regression in the MVA procedure but you might want
to see your local documentation on MVA (assuming you have a
post-ver 20 of SPSS) or the FM. ;-)

Take care,
-Mike Palij
New York University
[hidden email]



----- Original Message -----
From: "Salbod" <[hidden email]>
To: <[hidden email]>
Sent: Wednesday, March 30, 2016 10:15 AM
Subject: Stochastic Regression

>I came across stochastic regression in Enders's book on missing data
>(page
> 46):
>
> http://hsta559s12.pbworks.com/w/file/fetch/52112520/enders.applied
>
> Can this analysis be implemented using SPSS? Is there a tutorial or
> article
> available?
>
> Thank you,
>
> Steve
>
>
>
>
>
> --
> View this message in context:
> http://spssx-discussion.1045642.n5.nabble.com/Stochastic-Regression-tp5731831.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

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[Jon Peck]

When you run the MVA procedure with the Regression option, you have the option of adding random noise to the imputed values, which is what Enders calls stochastic regression.

From the MVA help...

Estimation Adjustment. The regression method can add a random component to regression estimates. You can select residuals, normal variates, Student's t variates, or no adjustment.

• Residuals. Error terms are chosen randomly from the observed residuals of complete cases to be added to the regression estimates.
• Normal Variates. Error terms are randomly drawn from a distribution with the expected value 0 and the standard deviation equal to the square root of the mean squared error term of the regression.
• Student's t Variates. Error terms are randomly drawn from a t distribution with the specified degrees of freedom, and scaled by the root mean squared error (RMSE).

Multiple imputation may be a better technique, but it is not available for all statistical procedures.

On Wed, Mar 30, 2016 at 8:15 AM, Salbod <[hidden email]> wrote:

I came across stochastic regression in Enders's book on missing data (page
46):

http://hsta559s12.pbworks.com/w/file/fetch/52112520/enders.applied

Can this analysis be implemented using SPSS? Is there a tutorial or article
available?

Thank you,

Steve





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[Salbod]

Thanks Ryan, Jon, & Mike. I’m going to follow your suggestions: AMOS, regression, and literature. -Steve

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