PSPP-BUG: [bug #55825] Feature Request: Improved Linear Regression Diagnostics

[Matt]

Follow-up Comment #2, bug #55825 (project pspp):

John,

Here's what I'm aware of. I teach basic SPSS, but I don't use it in my own
work, so I apologize for my lack of knowledge on SPSS syntax.

1) VIFs are under SPSS's "Statistics" option in the regression GUI, listed as
"collinearity diagnostics." It is called via the COLLIN option, such as in the
fake data illustration below:

REGRESSION 
  /MISSING LISTWISE 
  /STATISTICS COEFF OUTS R ANOVA COLLIN 
  /CRITERIA=PIN(.05) POUT(.10) 
  /NOORIGIN 
  /DEPENDENT VAR00001 
  /METHOD=ENTER VAR00002

2) Cook's D can be attained after a regression model in SPSS by adding /SAVE
COOK as an option to the regression command. For instance:

REGRESSION 
  /MISSING LISTWISE 
  /STATISTICS COEFF OUTS R ANOVA 
  /CRITERIA=PIN(.05) POUT(.10) 
  /NOORIGIN 
  /DEPENDENT VAR00001 
  /METHOD=ENTER VAR00002 
  /SAVE COOK.

3) In a program like Stata you can get this via the command "cprplot" after a
regression was run. In SPSS it isn't as straightforward, but someone else
might know better. I'd say this is the lowest priority, as a simple scatter
plot between two variables will get us what we need, which is doable in
current PSPP. It might be an extension of PSPP instead of a match of SPSS's
features. 

4) Residual vs fitted plots are implemented in SPSS via a plot option attached
to the regression commands. This usually looks something like:
SCATTERPLOT=(*ZPRED ,*ZRESID) in syntax. See below, for instance, for a full
command:

REGRESSION 
  /MISSING LISTWISE 
  /STATISTICS COEFF OUTS R ANOVA COLLIN TOL 
  /CRITERIA=PIN(.05) POUT(.10) 
  /NOORIGIN 
  /DEPENDENT VAR00001 
  /METHOD=ENTER VAR00002 
  /PARTIALPLOT ALL 
  /SCATTERPLOT=(*ZPRED ,*ZRESID)


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