When I try to use the data and example for HLR from this example dataset taken from this post in the R Tutorial Series on hierarchical linear regression the results don't match when I try to use the same method in SPSS. Is it because SPSS is using a different type of sum of squares (III)?
The F values match for the final model, but not the 2nd one and some of the sum of squares seem off.
#R method
url <- "http://dl.dropbox.com/u/10246536/Web/RTutorialSeries/dataset_hlr.csv"
datavar <- read.csv(url, header=T)
#create three linear models using lm(FORMULA, DATAVAR)
#one predictor model
onePredictorModel <- lm(ROLL ~ UNEM, datavar)
#two predictor model
twoPredictorModel <- lm(ROLL ~ UNEM + HGRAD, datavar)
#three predictor model
threePredictorModel <- lm(ROLL ~ UNEM + HGRAD + INC, datavar)
#get summary data for each model using summary(OBJECT)
summary(onePredictorModel)
summary(twoPredictorModel)
summary(threePredictorModel)
#compare successive models using anova(MODEL1, MODEL2, MODELi)
test<- anova(onePredictorModel, twoPredictorModel, threePredictorModel)
Below here is the code for SPSS.
*SPSS method
data list free /YEAR ROLL UNEM HGRAD INC.
begin data
1 5501 8.1 9552 1923
2 5945 7 9680 1961
3 6629 7.3 9731 1979
4 7556 7.5 11666 2030
5 8716 7 14675 2112
6 9369 6.4 15265 2192
7 9920 6.5 15484 2235
8 10167 6.4 15723 2351
9 11084 6.3 16501 2411
10 12504 7.7 16890 2475
11 13746 8.2 17203 2524
12 13656 7.5 17707 2674
13 13850 7.4 18108 2833
14 14145 8.2 18266 2863
15 14888 10.1 19308 2839
16 14991 9.2 18224 2898
17 14836 7.7 18997 3123
18 14478 5.7 19505 3195
19 14539 6.5 19800 3239
20 14395 7.5 19546 3129
21 14599 7.3 19117 3100
22 14969 9.2 18774 3008
23 15107 10.1 17813 2983
24 14831 7.5 17304 3069
25 15081 8.8 16756 3151
26 15127 9.1 16749 3127
27 15856 8.8 16925 3179
28 15938 7.8 17231 3207
29 16081 7 16816 3345
end data.
REGRESSION /MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA CHANGE
/CRITERIA=PIN (.05) POUT(.10)
/NOORIGIN /DEPENDENT ROLL
/METHOD=ENTER UNEM
/METHOD=ENTER HGRAD
/METHOD=ENTER INC.
Or did I mess something up in the procedure for SPSS?