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Lukas Peherstorfer
Lukas Peherstorfer

Reputation: 1

Why one independent variable gets dropped in SPSS multiple regression?

I was running a linear multiple regression as well as a logistic multiple regression in SPSS.

After that when looking at the results, I realised that in each regression, one independent variable was automatically excluded by SPSS. Did we do something wrong here or what do we have to do in order to have all independent variables included in the regression?

thanks for your help!

Upvotes: 0

Views: 3067

Answers (1)

David Nichols
David Nichols

Reputation: 586

In LOGISTIC REGRESSION you can specify a predictor variable as categorical, and thus make use of a single categorical variable. If you do this, you can specify the type of contrast coding to use and choose which category would be used as the reference category.

The REGRESSION procedure doesn't have facilities for declaring predictors categorical, so if you have an intercept or constant in the model (which of course is the default) and you try to enter K dummy or indicator variables for a K-level categorical variable, one of them will be linearly dependent on the intercept and the other K-1 dummies, and as Kevin said, will be left out.

You may be confused by which one the procedure leaves out. When the default ENTER method is used in REGRESSION, it tries to enter all the independent variables, but does it one variable at a time and performs a tolerance check to avoid numerical problems associated with redundant or nearly redundant variables. The way it does this results in the last predictor specified being the first to enter, and after that, the variable with the smallest absolute correlation with that previously entered variable, then the remaining candidate variable with the least relationship with the two entered already, etc. In cases where there are ties on tolerance values, the later listed variable gets entered.

Upvotes: 1

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