SPSS Statistics

SPSS Statistics

Your hub for statistical analysis, data management, and data documentation. Connect, learn, and share with your peers! 

 View Only
  • 1.  Robust standard errors in linear regression model

    Posted Wed December 13, 2023 11:48 AM

    Dear forum,

    I am currently working on my thesis. A central part is a regression model with the following variables:

    Dependent variable: support for nuclear energy (continuous/scale variable)

    Independent variables:

    1. Positive (dummy variable which is equal to 1 if respondent has received a positive frame of nuclear energy in his survey);
    2. Negative (dummy variable which is equal to 1 if respondent has received a negative frame of nuclear energy in his survey);
    3. Dual (dummy variable which is equal to 1 if respondent has received both a positive and a negative frame of nuclear energy in his survey);
    4. Positive * level of value endorsement (the level of value endorsement is a continuous variable);
    5. Negative * level of value endorsement;
    6. Female (1 if respondent is female);
    7. Self-placement on political left-right scale (continuous variable).

    The problem is that I have detected heteroscedasticity in my regression model. The ZRESID - ZPRED plot has the characteristic cone shape which indicates heteroscedasticity. I want to fix this by using heteroscedasticity robust standard errors.

    How do I get SPSS to calculate these for me? I am unfamiliar with the GLM setting of SPSS, and when I do try to use the GLM, I still can't find the option to calculate parameters with robust standard errors. Please help me! Many thanks.



    ------------------------------
    Marnix van Thiel
    ------------------------------



  • 2.  RE: Robust standard errors in linear regression model

    Posted Thu December 14, 2023 01:44 AM
    I can see some possible collinearity issues with your dummy variable definitions. It may be better to form 3-level factors from you positive, negative, and both dummies and then use a general linear model rather than regression.

    Sent from my iPhone
    La Trobe University | TEQSA PRV12132 - Australian University | CRICOS Provider 00115M




  • 3.  RE: Robust standard errors in linear regression model

    Posted Thu December 14, 2023 07:57 AM

    Hello! Did you check the dependent distribution? There are some preliminary studies you need to make:

     

    Is the dependent demonstrate a normal or close-to-normal distribution?

     

    Are there any outliers or extreme points when you correlate the dependent with the predictors?

     

    Did you verify the heteroscedastic behavior is significant? Maybe the diagram is misleading you.

     

             

    Meni Berger |

    Data Scientist and Head of Tech  Support

    Email  -  Meni@genius.co.il

    11 Menachem Begin st.,  Ramat Gan

    www.genius.co.il

    Click here to open a support ticket  

    Title: LinkedIn - Description: image of LinkedIn icon

     

     






  • 4.  RE: Robust standard errors in linear regression model

    Posted Thu December 14, 2023 09:39 AM
    The heteroscedasticity issue pertains to the error term, not the dependent variable.  The DV distribution  might well look nonnormal because of variations due to the IVs.

    A good way to look at the constant variance assumption is via the STATS RESIDUAL BOXPLOTS

    --





  • 5.  RE: Robust standard errors in linear regression model

    Posted Thu December 14, 2023 09:42 AM
    continuing (the post got away from me)...
    STATS RESIDUAL BOXPLOTS is an extension command (you can install it via Extensions > Extension Hub).  It gives you a better picture of the variance spread and possible functional form errors.  It will appear on the Graphs menu once installed.


    On Thu, Dec 14, 2023 at 7:37 AM Jon Peck <jkpeck@gmail.com> wrote:
    The heteroscedasticity issue pertains to the error term, not the dependent variable.  The DV distribution  might well look nonnormal because of variations due to the IVs.

    A good way to look at the constant variance assumption is via the STATS RESIDUAL BOXPLOTS

    --


    --