>---------- >From: William J. Feuer[SMTP:wfeuer@NEWSSUN.MED.MIAMI.EDU] >Sent: Thursday, February 06, 1997 8:52 AM >To: Multiple recipients of list SPSSX-L >Subject: Re: Linearity & multicolinearity > >> In < Compare Means > there is an option for linearity tests. What test >is >> this & how is to be interpreted? Also, other than a simple correlation, >> what are the options for verifying whether the assumption of linearity is >> met (e.g., regression)? > >This test, assuming the group codes for which you're getting the means are >sensibly ordered, is a test for linear trend in the means (from lowest to >highest group) and deviation from linear trend, as per Draper and Smith, >chapter 1. It's a very useful thing that the regression procedure doesn't >do. > >> In < Regression > what test is used to determine colinearity (or >> multicolinearity)? Also, how do I interpret the output of this test? >For >> colinearity statistics, the output shows "tolerance" & "VIF". Any >> explanations would be appreciated. >> > >You would like to have the Variance Inflation Factors less than 10. I >beleive the tolerance is just the reciprocal of the VIF (If I'm wrong, >someone will say something if I'm wrong). > >Bill Feuer

You're right about the VIF. A minor clarification on the first comment: REGRESSION doesn't have an automatic facility for testing what is tested in MEANS and ONEWAY, but it can certainly be made to do it.

David Nichols Senior Support Statistician SPSS Inc. nichols@spss.com