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I have a excel sheet with 100 independent variables and 1 dependent variable Now I would like to run stepwise regression using SPSS with it considering pairwise interaction between them to.

As it may be difficult to create all interaction columns manually

How to run a stepwise regression with interaction it considering

Any help as I am new to spss

Kind help please

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    $\begingroup$ Are you doing this for prediction, or for inference? $\endgroup$
    – Stephan Kolassa
    Commented Dec 6, 2022 at 12:22
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    $\begingroup$ Why do you want to use stepwise regression? It's generally not the best approach. $\endgroup$
    – Tim
    Commented Dec 6, 2022 at 12:38
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    $\begingroup$ Why would you like to run stepwise regression? It has a problematic reputation as something that produces rather spurious models that are difficult to interpret due to the instability of what terms are included in the model + the difficulty to do any inference post-mode-selection. $\endgroup$
    – Björn
    Commented Dec 6, 2022 at 12:39
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    $\begingroup$ You don't. Algorithms for automatic model selection; Sane stepwise regression?; How to do stepwise regression with a binary dependent variable?; search the site for others. $\endgroup$
    – gung - Reinstate Monica
    Commented Dec 6, 2022 at 12:40
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    $\begingroup$ Stepwise regression is a terrible idea in simple no-interaction settings. When considering interactions it's a total disaster. Think about the problem. Pre-specify models to the extent possible or use data reduction (unsupervised learning) first as discussed in my course notes chapter 4. $\endgroup$
    – Frank Harrell
    Commented Dec 6, 2022 at 13:08

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