Date:         Fri, 25 Jul 1997 00:53:21 -0700
Reply-To:     hmaletta@overnet.com.ar
Sender:       "SPSSX(r) Discussion" <SPSSX-L@UGA.CC.UGA.EDU>
From:         "Hector E. Maletta" <hmaletta@OVERNET.COM.AR>
Subject:      Re: regression
Comments: To: alan <b102725@MAILSERV.CUHK.EDU.HK>
Content-Type: text/plain; charset=us-ascii

alan wrote:
>
> I would be very appreciative if anyone of you would direct me to the resources/SPSS commands that test if there is significant change in the magnitude of a regression coefficient of an independent variable when extra variables are added to the equation.
>
> Thank you very much.
>
> A. Tse
 
 
The STEPWISE method with the REGRESSION command does just that: each new
variable is added to the equation only if it passes two tests consisting
of: (a) explaining some more variable and (b) not being a perfect linear
function of other independent variables. Each test has a threshold,
above which the variable is not included. Moreover, once a new variable
is included, old variables are tested again for possible exclusion, on
similar grounds.
The output provides measures of the amount of additional variance
explained at each step.
 
 
Hector Maletta
Universidad del Salvador
Buenos Aires, Argentina