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PSPP-BUG: [bug #48040] GLM produces wrong output

From: Steve
Subject: PSPP-BUG: [bug #48040] GLM produces wrong output
Date: Wed, 3 Nov 2021 15:10:59 -0400 (EDT)
User-agent: Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/95.0.4638.69 Safari/537.36

Follow-up Comment #6, bug #48040 (project pspp):

Sure, I can post that!

This is a design based on an L32 orthogonal array fractional factorial,
modified to have one three-level and one four-level factor, a bunch of
two-level factors plus some interactions. (That is what I mean by "balanced
but fractional.") As a consequence of recoding two columns into a three-level
factor, there is a column that is potentially sampling error (our nomenclature
calls it idA since A was the three-level factor). As it is an unreplicated
design, for our purposes we can exclude that column from the model to generate
an error term and Fs. (In actuality these would be pseudo-Fs, but I am
comfortable with this for a screening experiment...)

The data column is generated from a known formula with some random noise
thrown in, so as opposed to real life, we know the "reality" of the model
behind the analysis.

The SPSS syntax is:

UNIANOVA data BY a d e b m c h n i f k j l g
  /DESIGN=a b c d e f g h i j k l m n a*b a*c a*d c*d d*g e*f.

I know UNIANOVA isn't in PSPP yet, but GLM replacing UNIANOVA should work the

I am 90% sure the output in the .spv file is from those data, but not 100%
sure. It could have been from a different run of the model and I don't have an
SPSS license to check anymore. If you don't have the SPSS reader, I have
copied that output to Excel. Regardless of the actual numbers, you can see the
intercept is part of the ANOVA table.

In SPSS you will get a SS, df, MS, F and p-value for the intercept.
Conceptually this makes sense to me as forcing the GLM through y=0 will muck
around with everything. Since I created the mathematical model, I know in the
"real" model the intercept is not zero, but in the real world, it would not
generally be a good assumption to force it through y=0 anyway.

Please do let me know if you have questions or need more from me!

(file #52196, file #52197, file #52198)

Additional Item Attachment:

File name: spss_out.xlsx                  Size:11 KB

File name: Fractional Exam Problem.spv    Size:13 KB
    <https://file.savannah.gnu.org/file/Fractional Exam

File name: Fractional Exam Problem.sav    Size:1 KB
    <https://file.savannah.gnu.org/file/Fractional Exam


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