Posted by
Art Kendall on
Mar 16, 2021; 4:45pm
URL: http://spssx-discussion.165.s1.nabble.com/Binary-Logistic-Regression-for-Rare-Events-tp5740296p5740308.html
No.
in SPSS, go to <help> <topics> type "CATREG"
CATREG (categorical regression with optimal scaling using alternating least
squares) quantifies categorical variables using optimal scaling, resulting
in an optimal linear regression equation for the transformed variables. The
variables can be given mixed optimal scaling levels, and no distributional
assumptions about the variables are made.
Options
Transformation Type. You can specify the transformation type (spline
ordinal, spline nominal, ordinal, nominal, or numerical) at which you want
to analyze each variable.
Discretization. You can use the DISCRETIZATION subcommand to discretize
fractional-value variables or to recode categorical variables.
Initial Configuration. You can specify the kind of initial configuration
through the INITIAL subcommand. Also, multiple systematic starts or fixed
signs for the regression coefficients can be specified through this
subcommand.
Tuning the Algorithm. You can control the values of algorithm-tuning
parameters with the MAXITER and CRITITER subcommands.
Regularized regression. You can specifiy one of three methods for
regularized regression: Ridge regression, the Lasso, or the Elastic Net.
Resampling. You can specify cross validation or the .632 bootstrap for
estimation of prediction error.
Missing Data. You can specify the treatment of missing data with the MISSING
subcommand.
Optional Output. You can request optional output through the PRINT
subcommand.
Transformation Plot per Variable. You can request a plot per variable of its
quantification against the category numbers.
Residual Plot per Variable. You can request an overlay plot per variable of
the residuals and the weighted quantification against the category numbers.
Ridge, Lasso, or Elastic Net plot. You can request a plot of the regularized
coefficients paths. For the Elastic Net, the plots for all values of the
Ridge penalty can be requested, or plots for specified values of the Ridge
penalty.
Writing External Data. You can write the transformed data (category numbers
replaced with optimal quantifications) to an outfile for use in further
analyses. You can also write the discretized data to an outfile.
Saving Variables. You can save the transformed variables, the predicted
values, and/or the residuals in the working data file.
Basic Specification
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Art Kendall
Social Research Consultants
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Art Kendall
Social Research Consultants