COMM 300: Multiple Regression

From BluWiki

Most of this is on powerpoint for 11/16/2005

Interaction variables

• Only use this when the differences are different. For example, the impact of the number of pages on price would change as to whether the book is hardcover or softcover. Hardcover prices are affected more by pages than softcovers.
  • You would do this when:
    • Someone asks you if the affect of pages depends on whether its softcover or hardcover
    • You you have a reason to believe this is true.

How to do interaction varibles:

• Create interaction variable
  • File > New Syntax

compute INTERACTION_VAR=DUMMY_VAR*INDEPENDENT_VAR.
exe.

• Perform linear regression:

Analyze > regression > linear

• Enter all dependents first
• Click next
  • Add interaction term (INTERACTION_VAR)

Regression Diagnostics

• Analyze > regression > linear
• Click statistics buttion
  • Part & partial correlations
  • Colinearity diagnositcs

• Plots: click plots button
  • Normal probability plot
  • Put vars in y & x box (outlined on powerpoint)