Best subset regression

Posted by Kornbrot, Diana on Nov 12, 2013; 3:20pm
URL: http://spssx-discussion.165.s1.nabble.com/Best-subset-regression-tp5722995.html

Hi
Am using best subset regression via automated linear modelling in spss21.
Very useful, BUT in 21 only output is via the ghastly model viewer which does not export to excel. Furthermore automated linear modelling does not work well with split files/BY variable, as if one by variable encounters problems it aborts. This is unlike regression which issues a warning and goes on to next item in split file. Is any of this better in v22?

1. in 22 can one choose pivot and chart output instead of model viewer in prefs? In 21 this is only implemented for linear mixed models?
2. in 22 can one successfully use split file with automated linear modelling?
   

An additional request for ALL models. Please supply normality test for residuals. Automated linear modelling does have rather nice p-p plots, as do other regression procedures. BUT I would like to know that the RESIDUALS are normally distributed, more important than knowing whether separate variables in model are normally distributed.

NB automated linear modelling has option under build options basic to ‘automatically prepare the data’ [the default value]. In my view, this is a VERY bad idea in many situations. E.g. IT clumps all  the outliers at 3 sd [?Winsorising] for each variable separately. For my data, this REDUCED the adjusted r^2 for 80.2 to76.4

Best

Diana

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Professor Diana Kornbrot
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