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PSPP Regression with /noorigin

From: Hulliger Beat
Subject: PSPP Regression with /noorigin
Date: Tue, 25 Apr 2017 07:39:45 +0000


Last week a student asked me whether he should eliminate the intercept in a simple linear regression when it is not significantly different from 0. Yes, I said: It is very simple to remove it in PSPP. How wrong was I! There is no option /NOORIGIN in the PSPP Regression procedure.


I have seen the discussions about this issue and the corresponding proposals. I tried GLM but no coefficients are output. I tried with dummies but a bit of algebra convinced me that this does not work.  I thought the simplest thing is to delete the column of ones in the design matrix. I have downloaded the code and looked into linreg.c. Of course, things are a bit more complicated than it seems at first. Say, my knowledge of C is not enough to venture into the code.   


So back to crude SPSS-Syntax for simple linear regression (say a ratio model): See the code below.


It would be nice to have a /noorigin option in the Regression procedure!





* Regression through the origin: Ratio model with PSPP.

* Assign y and x.

compute y = Balance.

compute x = ATM.


* Regression y=beta*x.

COMPUTE xx = x * x.

COMPUTE yx = y * x.






               /BREAK= one

               /sumyx = SUM (yx)

               /sumxx = SUM (xx)

               /nsamp = sum(one).


COMPUTE beta = sumyx/sumxx.

COMPUTE resid = y - beta * x.

COMPUTE resid2 = resid * resid.




               /BREAK= one

               /SSE = SUM (resid2).


COMPUTE SER = sqrt(SSE/(nsamp-1)).




      /Variables beta SER

      /cases = from 1 to 1.


delete variables y x one yx xx sumyx sumxx nsamp beta resid2 SSE SER.





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