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Original Title: Simple Regression With SPSS

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- Simple Regression
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forecasting annual sales, the following data from a random sample of existing stores has

been gathered:

1 1726.00 3681.00

2 1642.00 3895.00

3 2816.00 6653.00

4 5555.00 9543.00

5 1292.00 3418.00

6 2208.00 5563.00

7 1313.00 3660.00

8 1102.00 2694.00

9 3151.00 5468.00

10 1516.00 2898.00

11 5161.00 10674.00

12 4567.00 7585.00

13 5841.00 11760.00

14 3008.00 4085.00

We can enter the data into SPSSPc by typing it directly into the data editor, or by cutting

and pasting:

Next, by clicking on ‘Variable View’, we can apply variable and value labels where

appropriate:

Assuming, for now, that if a relationship exists between the two variables, it is linear in

nature, we can generate a simple Scatterplot (or Scatter Diagram) for the data. This is

accomplished with the command sequence:

Which yields the following (editable) scatterplot:

Simple Scatterplot of Data

14000

12000

10000

8000

Sales Revenue of Store

6000

4000

2000

0

0 1000 2000 3000 4000 5000 6000 7000

We can generate a simple straight line equation from the output resulting when using the

Enter Command in regression:

Which yields:

Variables Variables

Model Entered Removed Method

1 Square

Footage

a

of . Enter

Store

a. All requested variables entered.

b. Dependent Variable: Sales Revenue of Store

M ode l Summary

Model R R Square R Square the Estimate

1 .954 a .910 .902 936.8500

a. Predictors: (Constant), Square Footage of Store

ANOVAb

Sum of

Model Squares df Mean Square F Sig.

1 Regression 1.06E+08 1 106208119.7 121.009 .000 a

Residual 10532255 12 877687.937

Total 1.17E+08 13

a. Predictors: (Constant), Square Footage of Store

b. Dependent Variable: Sales Revenue of Store

SS

R

SS SS

T E

b0

Coefficientsa

Standardi

zed

Unstandardized Coefficien

Coefficients ts 95% Confidence Interval for B

Model B Std. Error Beta t Sig. Lower Bound Upper Bound

1 (Constant) 901.247 513.023 1.757 .104 -216.534 2019.027

Square Footage of Store 1.686 .153 .954 11.000 .000 1.352 2.020

a. Dependent Variable: Sales Revenue of Store

b1

^

So then Yi = 901.247 + 1.686X (noting that no direct interpretation of the Y

intercept at 0 Square Footage is possible, so

that the intercept represents the portion of

the annual sales varying due to factors other

than store size)

and where

SST = SSR (regression sum of squares) + SSE (error sum of squares)

and Y-Bar

and Y-Bar

and each predicted value for Y

Testing the General Assumptions of Regression and Residual Analysis

departure from the normality of errors around the regression line. This assumption is

often tested by simply plotting the Standardized Residuals (each residual divided by

its standard error) on a histogram with a superimposed normal distribution, or on a

normalo probability plot. SPSS allows us to perform both functions automatically

(while, incidentally, saving the residual values in the original data file if this option is

toggled):

Histogram Normal P-P Plot of Regression Standardized Residual

Dependent Variable: Sales Revenue of Store 1.00

5

4 .75

3

.50

2

.25

Frequency

Mean = 0.00

N = 14.00 0.00

0

0.00 .25 .50 .75 1.00

-2.00 -1.50 -1.00 -.50 0.00 .50 1.00

Regression Standardized Residual

Of course, the assessment of normality by visually scanning the data leaves some

statisticians unsettled; so I usually add an appropriate test of normality conducted on the

data:

Stand._Resid. 14 0.348 0.503

2. Homoscedasticity - the assumption that the variability of data around the regression

line be constant for all values of X. In other words, error must be independent of

X. Generally, this assumption may be tested by plotting the X values against the

raw residuals for Y. In SPSS, this must be done by plotting a Scatterplot from the

saved variables:

Click Here

Results in data automatically added to the data file:

Then, simply produce the requisite scatterplot as before:

2000

1000

0

Unstandardized Residual

-1000

-2000

1000 2000 3000 4000 5000 6000

Other authors, including those who wrote the SPSS routine, choose to plot the X values

against the Studentized Residuals (Standardized Residuals Adjusted for their distance

from the average X value) rather than the Unstandardized (raw) Residuals. SPSS will

generate this plot automatically (select this under the ‘Plots’ panel):

and Square Footage (X)

1.5

1.0

Studentized Residual

.5

0.0

-.5

-1.0

-1.5

-2.0

-2.5

1000 2000 3000 4000 5000 6000

Note the equivalence of results between the two plots. Statistically speaking, the X values

and Residuals may be inferred to be 0.00. We can infer this using the correlation utility in

SPSSPc, which tests the null hypothesis that the Pearson rho for the population is equal to

0.00:

Corre lations

Square Unstanda

Footage rdized Studentize

of Store Residual d Residual

Square Footage of Store Pearson Correlation 1.000 .000 .015

Sig. (2-tailed) . 1.000 .959

N 14 14 14

Unstandardized Residual Pearson Correlation .000 1.000 .999**

Sig. (2-tailed) 1.000 . .000

N 14 14 14

Studentized Residual Pearson Correlation .015 .999** 1.000

Sig. (2-tailed) .959 .000 .

N 14 14 14

**. Correlation is significant at the 0.01 level (2-tailed).

It should be noted that the distribution of the data also suggest that an assumption of

linearity is also reasonable at this point.

evaluated by plotting the residuals in the order or sequence in which the original

data were collected. This approach, when meaningful, uses the Durbin-Watson

Statistic and associated Tables of Critical values. SPSS can generate this value

when requested as part of the Model Summary:

M ode l Summaryb

Change Statistics

Adjusted Std. Error of R Square Durbin-W

Model R R Square R Square the Estimate Change F Change df1 df2 Sig. F Change atson

1 .954a .910 .902 936.8500 .910 121.009 1 12 .000 2.446

a. Predictors: (Constant), Square Footage of Store

b. Dependent Variable: Sales Revenue of Store

Analysis:

Re siduals Statisticsa

Predicted Value 2759.3672 10749.96 5826.9286 2858.2959 14

Std. Predicted Value -1.073 1.722 .000 1.000 14

Standard Error of

250.7362 512.8126 345.3026 81.3831 14

Predicted Value

Adjusted Predicted Value 2771.8208 10518.55 5804.4373 2830.7178 14

Residual -1888.14 1070.6108 -3.25E-13 900.0964 14

Std. Residual -2.015 1.143 .000 .961 14

Stud. Residual -2.092 1.288 .011 1.035 14

Deleted Residual -2033.82 1442.1392 22.4913 1049.3911 14

Stud. Deleted Residual -2.512 1.329 -.014 1.111 14

Mahal. Distance .003 2.967 .929 .901 14

Cook's Distance .001 .355 .086 .103 14

Centered Leverage Value .000 .228 .071 .069 14

a. Dependent Variable: Sales Revenue of Store

Inferences About the Model and Interval Estimates

determine whether the observed slope is significantly greater than 0, the hypothesized

slope of the regression line if no relationship existed. This can be done with a t-test,

which divides the observed slope by the standard error of the slope (supplied by SPSS):

Standardi

zed

Unstandardized Coefficien

Coefficients ts 95% Confidence Interval for B

Model B Std. Error Beta t Sig. Lower Bound Upper Bound

1 (Constant) 901.247 513.023 1.757 .104 -216.534 2019.027

Square Footage of Store 1.686 .153 .954 11.000 .000 1.352 2.020

a. Dependent Variable: Sales Revenue of Store

ANOVAb

Sum of

Model Squares df Mean Square F Sig.

1 Regression 1.06E+08 1 106208119.7 121.009 .000 a

Residual 10532255 12 877687.937

Total 1.17E+08 13

a. Predictors: (Constant), Square Footage of Store

b. Dependent Variable: Sales Revenue of Store

noting that t2, as expected, equals F; and the p-values are therefore equal. Note that SPSS

also provides the confidence interval associated with the slope.

Finally, SPSS allows you to calculate and store both Confidence and Prediction Limits

for the observed data. After you generate the scatterplot, left double-click on the chart;

this will take you to the chart editor:

Next:

Then:

Click on ‘Fit Options’

Regression Analysis for Site Selection

Scatterplot of Data Including Confidence & Prediction Limits

12000

10000

8000

Sales Revenue of Store

6000

4000

1000 2000 3000 4000 5000 6000

3135.52558 4487.50548 1661.27256 5961.75850

2976.95430 4362.80609 1514.25297 5825.50741

5102.73145 6196.07384 3536.24581 7762.55948

9232.70820 11302.74446 7979.09247 12556.36019

2309.22155 3850.24435 897.92860 5261.53731

4028.95209 5219.51308 2497.98206 6750.48311

2349.56701 3880.71656 935.07592 5295.20765

1942.80866 3575.92595 560.87909 4957.85553

5663.35086 6765.16486 4100.00127 8328.51446

2737.79303 4177.06134 1293.06683 5621.78754

8677.59067 10529.18763 7362.03125 11844.74705

7827.42925 9376.22071 6418.64584 10785.00412

9632.63839 11867.28348 8422.94738 13076.97449

5426.83323 6519.44789 3860.07783 8086.20329

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