Jeremy Miles <jeremy.miles <at> gmail.com> writes: > > I think we'll need some output to know so we can see the differences. (And > data and code would be useful too, if you could provide a small example).
Definitely. > > One thought is that the programs might remove a variable that is completely > collinear, but the different programs might remove different variables - so > check that the same variables have been removed. > > Jeremy > Furthermore, with severely collinear models, small numerical differences can make a big difference, either in which variables you choose to remove (e.g. if the variance inflation factors come out as (9.999,10.001) for variables 1 and 2 in one package, but (10.001,9.999) in the other, or in the actual linear algebra (based on technical details of linear algebra and floating-point computations) > On 6 November 2012 13:39, Hui Du <Hui.Du <at> dataventures.com> wrote: > > > Hi group: > > > > > > I have a data set, which has severe colinearity problem. While running > > linear regression in R and SPSS, I got different models. I am wondering if > > somebody knows how to make the two software output the same results. (I > > guess the way R and SPSS handling singularity is different, which leads to > > different models.) ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.