Regression models

Dummy Coding in SPSS GLM–More on Fixed Factors, Covariates, and Reference Groups, Part 2

March 31st, 2009 by

Part 1 outlined one issue in deciding whether to put a categorical predictor variable into Fixed Factors or Covariates in SPSS GLM.  That issue dealt with how SPSS automatically creates dummy variables from any variable in Fixed Factors.

There is another key default to keep in mind. SPSS GLM will automatically create interactions between any and all variables you specify as Fixed Factors.

If you put 5 variables in Fixed Factors, you’ll get a lot of interactions. SPSS will automatically create all 2-way, 3-way, 4-way, and even a 5-way interaction among those 5 variables. (more…)


Logistic Regression Models: Reversed odds ratios in SAS Proc Logistic–Use ‘Descending’

March 18th, 2009 by

If you’ve ever been puzzled by odds ratios in a logistic regression that seem backward, stop banging your head on the desk.

Odds are (pun intended) you ran your analysis in SAS Proc Logistic.

Proc logistic has a strange (I couldn’t say odd again) little default.  If your dependent variable Y is coded 0 and 1, SAS will model the probability of Y=0.  Most of us are trying to model the probability that Y=1.  So, yes, your results ARE backward, but only because SAS is testing a hypothesis opposite yours.

Luckily, SAS made the solution easy.  Simply add the ‘Descending’ option right in the proc logisitic command line.  For example:

PROC LOGISTIC DESCENDING;
MODEL Y = X1 X2;
RUN;

All of your parameter estimates (B) will reverse signs, although p-values will not be affected.

 

[Logistic_Regression_Workshop]


Why ANOVA and Linear Regression are the Same Analysis

March 11th, 2009 by

Stage 2If your graduate statistical training was anything like mine, you learned ANOVA in one class and Linear Regression in another.  My professors would often say things like “ANOVA is just a special case of Regression,” but give vague answers when pressed.

It was not until I started consulting that I realized how closely related ANOVA and regression are.  They’re not only related, they’re the same thing.  Not a quarter and a nickel–different sides of the same coin.

So here is a very simple example that shows why.  When someone showed me this, a light bulb went on, even though I already knew both ANOVA and multiple linear (more…)


Testing and Dropping Interaction Terms in Regression and ANOVA models

February 26th, 2009 by

In a Regression model, should you drop interaction terms if they’re not significant?

In an ANOVA, adding interaction terms still leaves the main effects as main effects.  That is, as long as the data are balanced, the main effects and the interactions are independent.  The main effect is still telling (more…)


Interpreting Lower Order Coefficients When the Model Contains an Interaction

February 23rd, 2009 by

A Linear Regression Model with an interaction between two predictors (X1 and X2) has the form: 

Y = B0 + B1X1 + B2X2 + B3X1*X2.

It doesn’t really matter if X1 and X2 are categorical or continuous, but let’s assume they are continuous for simplicity.

One important concept is that B1 and B2 are not main effects, the way they would be if (more…)


Problems Caused by Categorizing Continuous Variables

February 20th, 2009 by

I just came across this great article by Frank Harrell:  Problems Caused by Categorizing Continuous VariablesStage 2

It’s from the Vanderbilt University biostatistics department, so the examples are all medical, but the points hold for any field.

It goes right along with my recent post, Continuous and Categorical Variables: The Trouble with Median Splits.