I would be very grateful if you would open a new bug report at http://savannah.gnu.org/bugs/?group=pspp and copy in the information below (and any other which you think is relevant).
It sounds as if this is a rather serious problem, so please mark it as Severity: Major Thanks reporting this problem. John On Tue, Mar 06, 2012 at 12:06:44AM -0500, Renan Levine wrote: > Hi- > > This appears to be a bug in the PSPP regression routine with data with a > large amount of missing values! > > I recently noticed some small discrepancies between simple bivariate > regression results between IBM SPSS, STATA and PSPP. Until Prof. > Shackman's email, I hadn't realized that the discrepancies only occur > when there are many missing values. I was just confused... > > Sadly, I also find problems when running linear regressions using PSPP > on data with missing values. I wish I knew what was causing the problem. > > So, using Dropbox, I wanted to make available some data which seems to > illustrate the issue. > > Using psppire.exe 0.7.9-gab8ce2 on Windows AND psppire 0.7.8 on > LinuxMint LXDE, PSPP calculates descriptive statistics just like SPSS > and STATA on the same dataset, but does not calculate identical b > coefficients when running bivariate or multivariate regressions. > > I created the following public opinion survey data files consisting of > three variables from the 2004 Canadian Election Study which I recoded > and declared certain values to be missing: > http://dl.dropbox.com/u/35198072/ces2004-regtest.sav > <http://www.queensu.ca/cora/ces.html> has many observations with missing > values. > http://dl.dropbox.com/u/35198072/ces2004-regtest2.sav has the same three > variables, but I dropped all of the cases with missing values. > > This is the syntax file used to run descriptive statistics and three > regression analyses. > http://dl.dropbox.com/u/35198072/regression-tests.sps > > PSPP generates these regression results and descriptive statistics with > missing values: > http://dl.dropbox.com/u/35198072/regression-test-pspp1.html > PSPP generates these regression results and descriptive statistics using > the data without any missing values: > http://dl.dropbox.com/u/35198072/regression-test-pspp2.html > > Here is the STATA output on the same output (.log is a text file - email > me if you have a problem opening it). The first three regressions should > match the output in regression-test-pspp1.html > They are close, but not close enough... The bottom three regressions use > the data with no missing values and these DO match PSPP's output (in > regression-test-pspp2.html). > http://dl.dropbox.com/u/35198072/regression-test-stata.log > > I also ran the data on SPSS and found results consistent with STATA. > There did not seem to be any problems with Pearson's Chi-Square or > Kendall's Tau-B when running a crosstab on the data with the missing > values. > > I am sorry I don't know what has gone wrong, so I am making available > this data in hopes someone might figure out where there is a mistake. I > caution other users running regression on PSPP. > > Yours, > Renan > > On 04-Mar-12 11:37 PM, Gene Shackman wrote: >> Hi >> >> I'm using the windows version, psppire.exe 0.7.8-g997322, that I >> downloaded from >> http://www.gnu.org/software/pspp/get.html >> I'm using windows vista, home version. >> >> My question is about linear regression. If I use data that has no >> missing values, then PSPP regression seems to work fine. I compared >> the results with other packages and got the same results, see >> http://gsociology.icaap.org/methods/comparing_freestaprograms.html >> However, if I use data that does have missing values, I get results >> that are different from other programs. See the results from other >> programs here >> http://gsociology.icaap.org/methods/comparing_freestaprograms_missing.html >> this also lists the data set I'm using, and attached below are the >> results I get from PSPP (If you format this as courier, it aligns up >> right.) >> >> So 2 questions >> 1. How does pspp deal with missing? By the way, I tried coding blanks >> as missing and also tried replacing all the missing values with -99999 >> and told pspp those were missing values, and got exactly the same >> results. >> >> 2. There don't appear to be any options on how regression is done, >> like forward, backward, forced, etc. I didn't see anything in the >> documentation about it either. Is it just doing straight forced >> regression? Will there be any options on how to do regression? >> >> Thanks very much. >> >> REGRESSION >> /VARIABLES= c_arable climate North phone_kpop >> /DEPENDENT= gini >> /STATISTICS=COEFF R ANOVA. >> >> Model Summary >> #====#========#=================#==========================# >> # R #R Square|Adjusted R Square|Std. Error of the Estimate# >> ##===#========#=================#==========================# >> #|.60# .36| .35| 8.65# >> ##===#========#=================#==========================# >> >> ANOVA >> #===========#==============#===#===========#=====#============# >> # #Sum of Squares| df|Mean Square| F |Significance# >> ##==========#==============#===#===========#=====#============# >> #|Regression# 4548.35| 4| 1137.09|15.19| .00# >> #|Residual # 7933.89|106| 74.85| | # >> #|Total # 12482.24|110| | | # >> ##==========#==============#===#===========#=====#============# >> >> Coefficients >> #===========#=====#==========#====#=====#============# >> # # B |Std. Error|Beta| t |Significance# >> ##==========#=====#==========#====#=====#============# >> #|(Constant)#47.95| 2.06| .00|23.22| .00# >> #| c_arable # -.12| .05|-.20|-2.28| .02# >> #| climate #-1.24| 1.04|-.11|-1.20| .23# >> #| North # -.14| .03|-.43|-4.96| .00# >> #|phone_kpop# .00| .00|-.07| -.81| .42# >> ##==========#=====#==========#====#=====#============# >> >> >> >> >> Gene >> >> >> >> Gene Shackman, Ph.D. >> The Global Social Change Research Project >> http://gsociology.icaap.org >> Free Resources for Methods in Evaluation and Social Research >> http://gsociology.icaap.org/methods >> ---------- >> Applied Sociologist >> ---------- >> >> >> >> _______________________________________________ >> Pspp-users mailing list >> [email protected] >> https://lists.gnu.org/mailman/listinfo/pspp-users > > -- > Renan Levine > Department of Political Science > University of Toronto - Scarborough > [email protected] > http://individual.utoronto.ca/renan > (416) 208-2651 > _______________________________________________ Pspp-users mailing list [email protected] https://lists.gnu.org/mailman/listinfo/pspp-users -- PGP Public key ID: 1024D/2DE827B3 fingerprint = 8797 A26D 0854 2EAB 0285 A290 8A67 719C 2DE8 27B3 See http://keys.gnupg.net or any PGP keyserver for public key.
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