bugPSPP - Bugs: bug #51373, Problems with REGRESSION...

 
 

bug #51373: Problems with REGRESSION (Incorrect standard error?)

Submitter:  None
Submitted:  Mon 03 Jul 2017 05:33:12 PM UTC
Votes: 100
 
Category:  Numerical Errors Severity:  7 - Major
Status:  Fixed Assigned to:  None
Open/Closed:  Closed Release:  None
Effort:  0.00
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Sat 29 Jul 2017 05:40:56 AM UTC, comment #5: 

I fixed this issue in commit 8961943f7492c63ba29cbb61faf698b59aca4ff2

It seems to be the result of an optimisation. 
I don't see that this optimisation actually brings us much.  So for now I have merely disabled it.

John Darrington <jmd>
Group administrator
Fri 28 Jul 2017 03:01:58 PM UTC, comment #4: 

I can see the problem too.
I will try to find a fix shortly.

John Darrington <jmd>
Group administrator
Wed 26 Jul 2017 06:35:36 AM UTC, comment #3: 

I could not see my attached data file here and am not sure why.

Yang <statlover>
Wed 26 Jul 2017 05:30:46 AM UTC, comment #2: 

I got the 2014 GSS data online (see the attached file) and tried to conduct the regression analyses. I also found the same issue: the standard errors and t values are different when the order of independent variables (pasei10 & masei10) changes. Can someone help fix this problem? Thank you!

Yang <statlover>
Sat 08 Jul 2017 04:44:41 AM UTC, comment #1: 

Can you please post the dataset that you used to do this.

Perhaps you can also state which version you are using and which operating system.


John Darrington <jmd>
Group administrator
Mon 03 Jul 2017 05:33:12 PM UTC, original submission:  

I've searched through the list of bugs briefly, but didn't see anything listed...

I've been working with PSPP as an alternative for SPSS in my undergrad stats class. I noticed some irregularities with the linear regression module.

It appears that PSPP will produce different standard errors for the constant depending on the order in which the variables are entered into the model. This in turn produces different t-values and significance levels.

I've attached an output files using the 2014 GSS survey showing how different coefficient are produced depending on the order in which they are entered. I've also attached output from SPSS that can be used as a comparison.

Anonymous

 

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Attached Files
file #41109:  SPSS Regression Output.pdf added by None (18KiB - application/pdf)
file #41110:  PSPP Regression Output.pdf added by None (38KiB - application/pdf)

 

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    Follow 7 latest changes.

    Date Changed by Updated Field Previous Value => Replaced by
    2017-08-01 jmd StatusConfirmed Fixed
        Open/ClosedOpen Closed
    2017-07-28 jmd Severity5 - Average 7 - Major
        StatusNone Confirmed
    2017-07-26 statlover Carbon-Copy- Added statlover
    2017-07-03 None Attached File- Added SPSS Regression Output.pdf, #41109
        Attached File- Added PSPP Regression Output.pdf, #41110

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