LISTSERV 16.0

Help for SPSSX-L Archives

UGA Help Desk

Request a List


SPSSX-L Archives

SPSSX-L Archives


SPSSX-L@LISTSERV.UGA.EDU


View:

Message:

[

First

|

Previous

|

Next

|

Last

]

By Topic:

[

First

|

Previous

|

Next

|

Last

]

By Author:

[

First

|

Previous

|

Next

|

Last

]

Font:

Proportional Font

LISTSERV Archives

LISTSERV Archives

SPSSX-L Home

SPSSX-L Home

SPSSX-L  October 2002

SPSSX-L October 2002

Subject:

Re: Betreff: Re: Re: elementary questions about using syntax in SPSSfor theBreusch-Pagan text

From:

Asesoría Bioestadística <[log in to unmask]>

Reply-To:

Asesoría Bioestadística <[log in to unmask]>

Date:

Tue, 1 Oct 2002 09:56:43 +0200

Content-Type:

text/plain

Parts/Attachments:

Parts/Attachments

text/plain (213 lines)

Hi Isabell

As you replied to my private account, I sent you the reply to your private account too.

If anybody in the list is interested in this topic, I can send the message again to the whole list.

Marta

Isabell Ottfried ha escrito:

> Hi Marta!
>
> First of all, thousand thanks for your help and the paper. And I want to say sorry in advance to bother you again. However, I still have some difficulties to run the syntax (it's my fault!). It seems I need a bit more experience with the syntax. :)
>
> You wrote:
> ...
> a) Second, you open your dataset, or create dummy data as in section (2)
> ....
> b) I recommend you to organize your dataset so the dependent is not among the predictors (or any other variable you don't want to include in the analysis).
> ________________________
> a) This means, I have to open either my dataset or create a dummy data with help of section (2) after I run section (1). With other words, if I use my own dataset I can skip section (2) and can go directly to section (3). Am I right? Another question is about the dummy data. Why should one use a dummy data? Where is the sense of a such a dataset and where does the data come from?
>
> b) Why should I exclude my dependent variable? I thought the test is based on the squared residuals form the regression of the "original" dv and iv. How does the syntax get the corresponding residuals? If I don`t exclude the dv, I get a lot of error statements. I only get "correct" results if I run first section (2) and then section (3). But if I do so, the data is NOT my own dataset. It seems that I have to change section (2) but I don't what and how!?
>
> I apologize for further questions but I am bit confused. Thousand thanks for your help in advance.
>
> Best regards,
>
> Isabell
>
> So, if you have a dataset consisting in one dependent (X1) and 19 independent (x2 TO x20), the syntax will be:
>
> BPKTEST x1 19 x2 TO x20.
>
> Select and run the line.
>
> ----- original Nachricht --------
>
> Hi Isabell:
>
> As I wrote part of the code, I feel responsible ;).
>
> - I downloaded the Gwilym Price's paper, and I will send you a copy later (to your mail, not the whole list)
>
> - MACRO use:
>
> First, you must select and run all the code between DEFINE... !ENDDEFINE (section (1) of the code). This will create a new command called BPKTEST. This part of the code is run only once, as the command will last as long as you have SPSS running.
>
> Second, you open your dataset, or create dummy data as in section (2)
>
> To run the test, you write the following:
>
> BPKTEST Depvar Nr. of predictors List of predictors (ordered AND consecutive in the dataset)
>
> I recommend you to organize your dataset so the dependent is not among the predictors (or any other variable you don't want to include in the analysis).
>
> So, if you have a dataset consisting in one dependent (X1) and 19 independent (x2 TO x20), the syntax will be:
>
> BPKTEST x1 19 x2 TO x20.
>
> Select and run the line.
>
> I am sending you a newer version of the code, with more output and an item corrected. Also, I have adapted the example to fit your data (19 predictors). I have tested it and it runs OK.
>
> Best regards
>
> Marta
> ----------------------------------------------------------
>
> * BREUSCH-PAGAN & KOENKER TEST MACRO *
> * See 'Heteroscedasticity: Testing and correcting in SPSS'
> * by Gwilym Pryce, for technical details.
>
> * The MACRO needs 3 arguments:
> * the dependent, the number of predictors and the list of predictors
> * (if they are consecutive, the keyword TO can be used) .
>
> * (1) MACRO definition (select an run just ONCE).
>
> DEFINE bpktest(!POSITIONAL !TOKENS(1) /!POSITIONAL !TOKENS(1) /!POSITIONAL !CMDEND).
> * Regression to get the residuals and residual plots.
> REGRESSION
> /STATISTICS R ANOVA
> /DEPENDENT !1
> /METHOD=ENTER !3
> /SCATTERPLOT=(*ZRESID,*ZPRED)
> /RESIDUALS HIST(ZRESID) NORM(ZRESID)
> /SAVE RESID(residual) .
> do if $casenum=1.
> print /"Examine the scatter plot of the residuals to detect"
> /"model misspecification and/or heteroscedasticity"
> /""
> /"Also, check the histogram and np plot of residuals "
> /"to detect non normality of residuals "
> /"Skewness and kurtosis more than twice their SE indicate non-normality ".
> end if.
> * Checking normality of residuals.
> DESCRIPTIVES
> VARIABLES=residual
> /STATISTICS=KURTOSIS SKEWNESS .
> * New dependent variable (g) creation.
> COMPUTE sq_res=residual**2.
> compute constant=1.
> AGGREGATE
> /OUTFILE='tempdata.sav'
> /BREAK=constant
> /rss = SUM(sq_res)
> /N=N.
> MATCH FILES /FILE=*
> /FILE='tempdata.sav'.
> EXECUTE.
> if missing(rss) rss=lag(rss,1).
> if missing(n) n=lag(n,1).
> compute g=sq_res/(rss/n).
> execute.
> * BP&K tests.
> * Regression of g on the predictors.
> REGRESSION
> /STATISTICS R ANOVA
> /DEPENDENT g
> /METHOD=ENTER !3
> /SAVE RESID(resid) .
> *Final report.
> do if $casenum=1.
> print /" BP&K TESTS"
> /" ==========".
> end if.
> * Routine adapted from Gwilym Pryce.
> matrix.
> compute p=!2.
> get g /variables=g.
> get resid /variables=resid.
> compute sq_res2=resid&**2.
> compute n=nrow(g).
> compute rss=msum(sq_res2).
> compute ii_1=make(n,n,1).
> compute i=ident(n).
> compute m0=i-((1/n)*ii_1).
> compute tss=transpos(g)*m0*g.
> compute regss=tss-rss.
> print regss
> /format="f8.4"
> /title="Regression SS".
> print rss
> /format="f8.4"
> /title="Residual SS".
> print tss
> /format="f8.4"
> /title="Total SS".
> compute r_sq=1-(rss/tss).
> print r_sq
> /format="f8.4"
> /title="R-squared".
> print n
> /format="f4.0"
> /title="Sample size (N)".
> print p
> /format="f4.0"
> /title="Number of predictors (P)".
> compute bp_test=0.5*regss.
> print bp_test
> /format="f8.3"
> /title="Breusch-Pagan test for Heteroscedasticity"
> + " (CHI-SQUARE df=P)".
> compute sig=1-chicdf(bp_test,p).
> print sig
> /format="f8.4"
> /title="Significance level of Chi-square df=P (H0:"
> + "homoscedasticity)".
> compute k_test=n*r_sq.
> print k_test
> /format="f8.3"
> /title="Koenker test for Heteroscedasticity"
> + " (CHI-SQUARE df=P)".
> compute sig=1-chicdf(k_test,p).
> print sig
> /format="f8.4"
> /title="Significance level of Chi-square df=P (H0:"
> + "homoscedasticity)".
> end matrix.
> !ENDDEFINE.
>
> * (2) Sample data (replace by your own)*.
>
> INPUT PROGRAM.
> - VECTOR x(20).
> - LOOP #I = 1 TO 50.
> - LOOP #J = 1 TO 20.
> - COMPUTE x(#J) = NORMAL(1).
> - END LOOP.
> - END CASE.
> - END LOOP.
> - END FILE.
> END INPUT PROGRAM.
> execute.
>
> * x1 is the dependent and x2 TO x20 the predictors.
>
> * (3) MACRO CALL (select and run).
>
> BPKTEST x1 19 x2 TO x20.
>
> --- original Nachricht Ende ----
>
> --
> Werden Sie Millionaer
> - im freenet.de Lottokiosk, rund um die Uhr geoeffnet.
> http://lottokiosk.freenet.de/?flx013lotto=54
>
> --
> freenet Grusskarten:
> Schicken Sie Ihren Freunden einen Gruss.
> Jetzt mit Sound: http://www.freenet.de/tipp/gruss

Top of Message | Previous Page | Permalink

Advanced Options


Options

Log In

Log In

Get Password

Get Password


Search Archives

Search Archives


Subscribe or Unsubscribe

Subscribe or Unsubscribe


Archives

April 2015
March 2015
February 2015
January 2015
December 2014
November 2014
October 2014
September 2014
August 2014
July 2014
June 2014
May 2014
April 2014
March 2014
February 2014
January 2014
December 2013
November 2013
October 2013
September 2013
August 2013
July 2013
June 2013
May 2013
April 2013
March 2013
February 2013
January 2013
December 2012
November 2012
October 2012
September 2012
August 2012
July 2012
June 2012
May 2012
April 2012
March 2012
February 2012
January 2012
December 2011
November 2011
October 2011
September 2011
August 2011
July 2011
June 2011
May 2011
April 2011
March 2011
February 2011
January 2011
December 2010
November 2010
October 2010
September 2010
August 2010
July 2010
June 2010
May 2010
April 2010
March 2010
February 2010
January 2010
December 2009
November 2009
October 2009
September 2009
August 2009
July 2009
June 2009
May 2009
April 2009
March 2009
February 2009
January 2009
December 2008
November 2008
October 2008
September 2008
August 2008
July 2008
June 2008
May 2008
April 2008
March 2008
February 2008
January 2008
December 2007
November 2007
October 2007
September 2007
August 2007
July 2007
June 2007
May 2007
April 2007
March 2007
February 2007
January 2007
December 2006
November 2006
October 2006
September 2006
August 2006
July 2006
June 2006
May 2006
April 2006
March 2006
February 2006
January 2006
December 2005
November 2005
October 2005
September 2005
August 2005
July 2005
June 2005
May 2005
April 2005
March 2005
February 2005
January 2005
December 2004
November 2004
October 2004
September 2004
August 2004
July 2004
June 2004
May 2004
April 2004
March 2004
February 2004
January 2004
December 2003
November 2003
October 2003
September 2003
August 2003
July 2003
June 2003
May 2003
April 2003
March 2003
February 2003
January 2003
December 2002
November 2002
October 2002
September 2002
August 2002
July 2002
June 2002
May 2002
April 2002
March 2002
February 2002
January 2002
December 2001
November 2001
October 2001
September 2001
August 2001
July 2001
June 2001
May 2001
April 2001
March 2001
February 2001
January 2001
December 2000
November 2000
October 2000
September 2000
August 2000
July 2000
June 2000
May 2000
April 2000
March 2000
February 2000
January 2000
December 1999
November 1999
October 1999
September 1999
August 1999
July 1999
June 1999
May 1999
April 1999
March 1999
February 1999
January 1999
December 1998
November 1998
October 1998
September 1998
August 1998
July 1998
June 1998
May 1998
April 1998
March 1998
February 1998
January 1998
December 1997
November 1997
October 1997
September 1997
August 1997
July 1997
June 1997
May 1997
April 1997
March 1997
February 1997
January 1997
December 1996
November 1996
October 1996
September 1996
August 1996
July 1996
June 1996
May 1996
April 1996
March 1996
February 1996

ATOM RSS1 RSS2



LISTSERV.UGA.EDU

CataList Email List Search Powered by the LISTSERV Email List Manager