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Regression Analysis by Example, Third Edition Chapter 3:  Multiple Linear Regression | SPSS Textbook Examples

Table 3.3, Page 54: Supervisor Performance Data

get file 'D:p054.sav'.
list.
       y       x1       x2       x3       x4       x5       x6

      43       51       30       39       61       92       45
      63       64       51       54       63       73       47
      71       70       68       69       76       86       48
      61       63       45       47       54       84       35
      81       78       56       66       71       83       47
      43       55       49       44       54       49       34
      58       67       42       56       66       68       35
      71       75       50       55       70       66       41
      72       82       72       67       71       83       31
      67       61       45       47       62       80       41
      64       53       53       58       58       67       34
      67       60       47       39       59       74       41
      69       62       57       42       55       63       25
      68       83       83       45       59       77       35
      77       77       54       72       79       77       46
      81       90       50       72       60       54       36
      74       85       64       69       79       79       63
      65       60       65       75       55       80       60
      65       70       46       57       75       85       46
      50       58       68       54       64       78       52
      50       40       33       34       43       64       33
      64       61       52       62       66       80       41
      53       66       52       50       63       80       37
      40       37       42       58       50       57       49
      63       54       42       48       66       75       33
      66       77       66       63       88       76       72
      78       75       58       74       80       78       49
      48       57       44       45       51       83       38
      85       85       71       71       77       74       55
      82       82       39       59       64       78       39

Number of cases read:  30    Number of cases listed:  30

Regression coefficients for page 57, equation (3.12)

regression 
 /dependent = y 
 /method = enter  x1 x2.

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Regression coefficients for page 57, equation (3.13)

regression 
 /dependent = y
 /method = enter x1
 /save resid (eyex1).

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Regression coefficients for page 57, equation
(3.14)

regression 
 /dependent = x2
 /method = enter x1
 /save resid (ex2ex1).

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Table 3.4, Page 58, Partial Residuals

list eyex1 ex2ex1.
      eyex1      ex2ex1

   -9.86142   -15.13003
     .32865     -.79945
    3.80099    13.12236
    -.91674    -6.28642
    7.76411    -2.98190
  -12.87986     1.81784
   -6.93518   -11.33855
     .02794    -7.44280
   -4.25432    10.96597
    6.59248    -5.26035
    9.62936     6.84390
    7.34709    -2.74732
    7.83787     6.22661
   -9.00893    21.45294
    4.51872    -4.46887
   -1.29120   -15.13828
   -4.51815     1.42688
    5.34709    15.25268
   -2.19901    -8.87764
   -8.14369    19.27874
    5.43929    -6.48668
    3.59248     1.73965
  -11.18057     -.82551
   -2.29688     4.05241
    7.87475    -4.66913
   -6.48128     7.53113
    7.02794      .55720
   -9.38908    -4.20823
    6.48185     8.42688
    5.74568   -22.03403

Number of cases read:  30    Number of cases listed:  30

Regression coefficients for page 58, equation (3.15)

regression 
 /dependent = eyex1
 /method = enter ex2ex1.

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Table 3.5, page 63. Regression Output for the
Supervisor Performance Data

regression 
 /dependent = y
 /method = enter x1 x2 x3 x4 x5 x6.

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Hypothesis test for equations (3.36) and (3.37), and
Table 3.7, page 67

regression
 /dependent = y
 /method = test(x1 x2 x3 x4 x5 x6).

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Hypothesis test for equation (3.39) and Table 3.8,
Page 69

regression
 /dependent = y
 /method = enter x1 x3
 /method = test(x2 x4 x5 x6).

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F-ratio test in middle of page 71, test whether
x1=x3
NOTE:  SPSS does not allow direct testing for equal slopes, therefore we
have to use an incremental F-test using equation (3.48) and evaluate it using
the equation in the middle of page 71.

compute w = x1 + x3.
exe.
regression
 /dependent = y
 /method = enter w.

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regression
/dependent = y
/method = enter x1 x3.

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NOTE:  F for x1=x3: [((.708-.669)/(2.1))/((1-.708)(30-2-1)) = 3.65.

Estimating and Testing of Regression Parameters under constraints, page 72-73

compute yprime = y - x3.
compute v = x1-x3.
exe.
regression
 /dependent = yprime
 /method enter = v.

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NOTE:  The regression coefficient for x3 is 1 – v = .306.