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Business Analytics
Attribute 2.53
Highlights software that enables you to support your research and theories by
extending standard multivariate analysis methods, including regression,
• Specify, estimate, assess, and present factor analysis, correlation, and analysis of variance.
models in an intuitive diagram.
• Alternatively, use a non-graphical, In SPSS Amos, you can specify, estimate, assess, and present your
programmatic method to specify models. model in an intuitive path diagram to show hypothesized relationships
• Non-programmers can easily specify a among variables. The latest release enables you to specify user-defined
model without drawing the path diagram. estimates using a simplified technique. You can use a non-graphical,
programmatic method to specify models. SPSS Amos also provides a
• Increase the reliability of variables by
including multiple indicators. way for non-programmers to specify a model easily without drawing
the path diagram.
• Impute missing values and latent scores.
SPSS Amos enables you to simultaneously analyze data from The equivalent table representation in the recent version of
several populations, such as multiple ethnic groups. Increase SPSS Amos is similar to the image in Figure 2.
the reliability of variables in your analysis by including
multiple indicators. Impute missing values and latent scores,
such as factor scores, with multiple imputations. You can
also use SPSS Amos for longitudinal studies, multiple-group
analysis, and reliability analysis.
value performance
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error The table representation and the path diagram representation
will provide two alternate views of a model. The table view
will occupy the same area in the main Amos Graphics window
that the path diagram occupies. You will be able to switch
satisfaction
back and forth between the table view and the path diagram
view at any time.
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Business Analytics
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IBM Software
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IBM Software
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IBM Software
Business Analytics
Analytical and statistical capabilities • View p values along with critical ratios for individual
• Use full information maximum likelihood estimation in parameters Output
missing data situations for more efficient and less biased • Use additional navigation aids, display options, and table-
estimates formatting options with enhanced text output
• Obtain an approximate confidence interval for any model –– Quickly navigate to and display portions of output in
parameter under any empirical distribution, including the navigation panel
standardized coefficients, using fast bootstrap simulation –– Link section and table headings to context-sensitive
–– Assess model fit with Bollen and Stine’s bootstrap help
approach –– Link numbers, such as p values displayed in the
–– Calculate percentile intervals and bias-corrected navigation panel, to “use-it-in-a-sentence” help, and
percentile intervals receive a plain-English description of what the
• Perform randomized permutation tests to show whether numbers represent
equivalent or better-fitting models can be found • View XHTML (web-based) output of your text files in
• Specify equality constraints in the path diagram by using your browser
the same label for two or more parameters, including –– Preserve table formatting when you use the clipboard
means, intercepts, regression weights, and/or covariances, or drag-and-drop editing to copy tables to other
in the same group or across different groups applications
• Estimate means for exogenous variables –– Use XHTML-formatted files as an archival format
• Estimate intercepts in regression equations –– Parse SPSS Amos output using an XML parser; when
• Perform parametric bootstraps to find an approximate writing programs to post-process SPSS Amos output,
confidence interval for any model parameter under normal use an XPATH expression to extract any desired
distribution theory, including standardized coefficients with portion of the output
Monte Carlo simulation • Print preview
• Use a variety of estimation methods, including maximum
likelihood, unweighted least squares, generalized least Data imputation
squares, Browne’s asymptotically distribution-free criterion, • Impute numerical values for ordered-categorical and
and scale-free least squares censored data
• Evaluate models using more than two dozen fit statistics, • Impute missing values and latent variable scores
including Chi-square; AIC; Bayes and Bozdogan • Choose from three different methods: Regression,
information criteria; Browne-Cudeck (BCC); ECVI, stochastic regression, and Bayesian
RMSEA, and PCLOSE criteria; root mean square residual; • Single imputation
Hoelter’s critical n; and Bentler-Bonett and Tucker-Lewis –– Regression imputation uses linear regression to
indices replace missing values
• Obtain bias and standard error estimates for any parameter • Single or multiple imputation
and derived statistics with bootstrapping or Monte Carlo –– Stochastic regression imputation uses maximum
options likelihood (ML)-based parameter estimates of
• Optionally, estimate standard errors using the observed observed data; assumes parameters are equal to their
information matrix ML estimates
–– Bayesian estimation is similar to stochastic regression
imputation; however, it assumes that parameter values
are estimated, not known
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Business Analytics
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