Re: [R] Different result of multiple regression in R and SPSS

2011-07-21 Thread David Winsemius


On Jul 19, 2011, at 7:19 PM, J. wrote:

@Dimitri: I tried to enter it as numeric and still got the same  
outcome. I
still wonder if there is any way to get the same result from both  
programs.
@David, Bert: Yes, I found that the gender coefficient is R is  
exactly twice

that of the one from SPSS. Need to study on parametrization.


Yes. I tested my own advice and did a google search with "different  
parametrization of dummy variables spss and r".

1)
http://support.spss.com/productsext/spss/documentation/statistics/articles/catreg3.htm
2)
http://www.thejuliagroup.com/blog/?p=1531
3)
I'm not sure it should be in a publicly accessible site, but Google  
links to a pdf of the full text of "Data Analysis and Graphics Using R  
– an Example-Based Approach: Third Edition" by  Maindonald % Braun


http://lib.dnu.dp.ua:8001/l/%D0%9A%D0%BE%D0%BF%D1%8C%D1%8E%D1%82%D0%B5%D1%80%D1%8B%D0%98%D1%81%D0%B5%D1%82%D0%B8/%D0%9F%D0%BE%D0%BF%D1%83%D0%BB%D1%8F%D1%80%D0%BD%D1%8B%D0%B5%20%D0%BF%D1%80%D0%BE%D0%B3%D1%80%D0%B0%D0%BC%D0%BC%D1%8B/S-PLUS%20R/Data%20Analysis%20and%20Graphics%20Using%20R%203rd%20Edition.pdf

And chapter 7 would be where to look.

Bottom line. You should only be looking at coefficient values when you  
know the coding of your factors. You cannot interpret the coefficients  
of an SPSS run as differences between males and females, because they  
are based on a -1 vs. 1 coding, what in R are called sum.contrasts. R  
uses a default of treatment contrasts (0 versus 1) but will offer  
sum.contrasts if asked nicely.  (And you should never interpret "main  
effects" coefficients when you are using interactions in models.  
Always use predictions in that instance.)



Thanks,

Jay

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Re: [R] Different result of multiple regression in R and SPSS

2011-07-20 Thread Bert Gunter
On Tue, Jul 19, 2011 at 4:19 PM, J.  wrote:
> @Dimitri: I tried to enter it as numeric and still got the same outcome. I
> still wonder if there is any way to get the same result from both programs.

There is. ?C ?contrasts

But of course you must do your homework to understand how to use
these. (See the quote in my signature).

-- Bert




> @David, Bert: Yes, I found that the gender coefficient is R is exactly twice
> that of the one from SPSS. Need to study on parametrization.
> Thanks,
>
> Jay
>
 PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>


-- 
"Men by nature long to get on to the ultimate truths, and will often
be impatient with elementary studies or fight shy of them. If it were
possible to reach the ultimate truths without the elementary studies
usually prefixed to them, these would not be preparatory studies but
superfluous diversions."

-- Maimonides (1135-1204)

Bert Gunter
Genentech Nonclinical Biostatistics
467-7374
http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm

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Re: [R] Different result of multiple regression in R and SPSS

2011-07-20 Thread Heinz Tuechler

At 19.07.2011 18:50 -0700, Spencer Graves wrote:

On 7/19/2011 4:04 PM, Bert Gunter wrote:
On Tue, Jul 19, 2011 at 3:45 PM, David 
Winsemius  wrote:

On Jul 19, 2011, at 6:29 PM, J. wrote:


Thanks for the answer.

#

However, I am still curious about which result I should use? The result
from
R or the one from SPSS?

It is becoming apparent that you do not know how to use the results from
either system. The progress of science would be safer if you get some advice
from a person that knows what they are doing.

##
I nominate this for an R fortune.

-- Bert


None of us ever know what we're doing at some 
level.  We often think we do, and sometimes we 
get results more in spite of what we've done 
than because of it.  That of course increases 
our confidence and encourages us to repeat 
mistakes in contexts where we might not be so lucky.



Spencer



Wise!

Heinz



Why the results from two programs are different?

Different parametrizations. If I had to guess I would bet that the gender
coefficient is R is exactly twice that of the one from SPSS. They are
probably both correct in the context of their respective codings.

--
David Winsemius, MD
West Hartford, CT

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Spencer Graves, PE, PhD
President and Chief Technology Officer
Structure Inspection and Monitoring, Inc.
751 Emerson Ct.
San José, CA 95126
ph:  408-655-4567
web:  www.structuremonitoring.com

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Re: [R] Different result of multiple regression in R and SPSS

2011-07-20 Thread J.
I finally got the same result by converting "gender" variable as numeric, and
standardize it.
I guess SPSS automatically doing the same thing when doing analysis.
But, it still is not clear to me how I can interpret "standardized
categorical (dummy coded)" variable.
I'd rather stick to use R.
Thanks for all the comments and advice.

Jay

--
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Re: [R] Different result of multiple regression in R and SPSS

2011-07-20 Thread J.
@Dimitri: I tried to enter it as numeric and still got the same outcome. I
still wonder if there is any way to get the same result from both programs.
@David, Bert: Yes, I found that the gender coefficient is R is exactly twice
that of the one from SPSS. Need to study on parametrization.
Thanks,

Jay

--
View this message in context: 
http://r.789695.n4.nabble.com/Different-result-of-multiple-regression-in-R-and-SPSS-tp3679423p3679590.html
Sent from the R help mailing list archive at Nabble.com.

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Re: [R] Different result of multiple regression in R and SPSS

2011-07-19 Thread Daniel Malter
First, it would have helped if you had posted the actual results for us to
see how far they are off (and, more specifically, by which factor).

Second, given your epiphany, you will find that that's exactly what David
(and others before him) said or suggested. It is not about standardizing a
nominal variable, which you theoretically cannot. It is about how the
programs encode nominal variables by standard.

Daniel


J. wrote:
> 
> I finally got the same result by converting "gender" variable as numeric,
> and standardize it.
> I guess SPSS automatically doing the same thing when doing analysis.
> But, it still is not clear to me how I can interpret "standardized
> categorical (dummy coded)" variable.
> I'd rather stick to use R.
> Thanks for all the comments and advice.
> 
> Jay
> 

--
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Re: [R] Different result of multiple regression in R and SPSS

2011-07-19 Thread Spencer Graves

On 7/19/2011 4:04 PM, Bert Gunter wrote:

On Tue, Jul 19, 2011 at 3:45 PM, David Winsemius  wrote:

On Jul 19, 2011, at 6:29 PM, J. wrote:


Thanks for the answer.


#

However, I am still curious about which result I should use? The result
from
R or the one from SPSS?

It is becoming apparent that you do not know how to use the results from
either system. The progress of science would be safer if you get some advice
from a person that knows what they are doing.

##
I nominate this for an R fortune.

-- Bert


None of us ever know what we're doing at some level.  We often think we 
do, and sometimes we get results more in spite of what we've done than 
because of it.  That of course increases our confidence and encourages 
us to repeat mistakes in contexts where we might not be so lucky.



Spencer


Why the results from two programs are different?

Different parametrizations. If I had to guess I would bet that the gender
coefficient is R is exactly twice that of the one from SPSS. They are
probably both correct in the context of their respective codings.

--
David Winsemius, MD
West Hartford, CT

__
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and provide commented, minimal, self-contained, reproducible code.


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and provide commented, minimal, self-contained, reproducible code.




--
Spencer Graves, PE, PhD
President and Chief Technology Officer
Structure Inspection and Monitoring, Inc.
751 Emerson Ct.
San José, CA 95126
ph:  408-655-4567
web:  www.structuremonitoring.com

__
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Re: [R] Different result of multiple regression in R and SPSS

2011-07-19 Thread Mike Marchywka






> From: dwinsem...@comcast.net
> To: seoulseoulse...@gmail.com
> Date: Tue, 19 Jul 2011 18:45:47 -0400
> CC: r-help@r-project.org
> Subject: Re: [R] Different result of multiple regression in R and SPSS
>
>
> On Jul 19, 2011, at 6:29 PM, J. wrote:
>
> > Thanks for the answer.
> >
> > However, I am still curious about which result I should use? The
> > result from
> > R or the one from SPSS?
>
> It is becoming apparent that you do not know how to use the results
> from either system. The progress of science would be safer if you get
> some advice from a person that knows what they are doing.
>
> > Why the results from two programs are different?
>
> Different parametrizations. If I had to guess I would bet that the
> gender coefficient is R is exactly twice that of the one from SPSS.
> They are probably both correct in the context of their respective
> codings.

I guess I would also suggest, again, run some samples with known data sets
and see what you get(RSSWKDSASWYG). You would want to do this anyway if you 
want to insure
your real data is being used reasonably. You still need to have some way to 
check your
opinion from the expert mentioned above and known data will help there too.  A 
factor
of 2 often shows up from just looking at pictures once you have some intuition. 
I've
often been wrong on intuition, but chasing it down and proving it helps you 
learn a lot :)




>
> --
> David Winsemius, MD
> West Hartford, CT
>
> __
> 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.
  
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Re: [R] Different result of multiple regression in R and SPSS

2011-07-19 Thread Bert Gunter
On Tue, Jul 19, 2011 at 3:45 PM, David Winsemius  wrote:
>
> On Jul 19, 2011, at 6:29 PM, J. wrote:
>
>> Thanks for the answer.
>>

#
>> However, I am still curious about which result I should use? The result
>> from
>> R or the one from SPSS?
>
> It is becoming apparent that you do not know how to use the results from
> either system. The progress of science would be safer if you get some advice
> from a person that knows what they are doing.
##
I nominate this for an R fortune.

-- Bert
>
>> Why the results from two programs are different?
>
> Different parametrizations. If I had to guess I would bet that the gender
> coefficient is R is exactly twice that of the one from SPSS. They are
> probably both correct in the context of their respective codings.
>
> --
> David Winsemius, MD
> West Hartford, CT
>
> __
> 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.
>

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Re: [R] Different result of multiple regression in R and SPSS

2011-07-19 Thread David Winsemius


On Jul 19, 2011, at 6:29 PM, J. wrote:


Thanks for the answer.

However, I am still curious about which result I should use? The  
result from

R or the one from SPSS?


It is becoming apparent that you do not know how to use the results  
from either system. The progress of science would be safer if you get  
some advice from a person that knows what they are doing.



Why the results from two programs are different?


Different parametrizations. If I had to guess I would bet that the  
gender coefficient is R is exactly twice that of the one from SPSS.  
They are probably both correct in the context of their respective  
codings.


--
David Winsemius, MD
West Hartford, CT

__
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Re: [R] Different result of multiple regression in R and SPSS

2011-07-19 Thread Dimitri Liakhovitski
I don't think SPSS does anything with the variables you enter there.
Have you entered it as numeric?
Have you entered gender as numeric in R?

On Tue, Jul 19, 2011 at 6:11 PM, Bert Gunter  wrote:
> Answer: Contrasts, i.e. the parameterization of the categorical variable(s) 
> df.
>
> ?contrasts may be of some help, but you really need to do some
> background studying of the linear models principles involved. Googling
> may provide tutorials. Also searching the mail archives, e.g.:
>
> https://stat.ethz.ch/pipermail/r-help/2009-February/187479.html
>
> -- Bert
>
> On Tue, Jul 19, 2011 at 2:39 PM, J.  wrote:
>> Hi, I am trying to do a simple multiple regression analysis that has one
>> nominal variable (gender) and three numeric variables as independent
>> variables and one numeric variable as dependent variable.
>>
>> So, I got a formula like this:
>> summary(out.3 <- lm(scale(DV) ~  gender + scale(IV.1) + scale(IV.2) +
>> scale(IV.3))
>>
>> I tried to compare the outcome in R with the outcome in SPSS and found the
>> results are different!
>> I found that R and SPSS have the exact same outcome when every variable is
>> numeric; however, whenever I included "gender (0/1)" variable in the
>> equation, the result become different.
>>
>> I guess that SPSS automatically treat gender as a numeric variable and
>> standardize it when running analysis. So, I tried to change "gender" to a
>> numeric variable and ran analysis but the results were still not identical.
>>
>> What is the problem here and what is the right way to do this analysis?
>> Thanks,
>>
>> Jay Yang
>>
>> --
>> View this message in context: 
>> http://r.789695.n4.nabble.com/Different-result-of-multiple-regression-in-R-and-SPSS-tp3679423p3679423.html
>> Sent from the R help mailing list archive at Nabble.com.
>>
>> __
>> 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.
>>
>
>
>
> --
> "Men by nature long to get on to the ultimate truths, and will often
> be impatient with elementary studies or fight shy of them. If it were
> possible to reach the ultimate truths without the elementary studies
> usually prefixed to them, these would not be preparatory studies but
> superfluous diversions."
>
> -- Maimonides (1135-1204)
>
> Bert Gunter
> Genentech Nonclinical Biostatistics
>
> __
> 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.
>



-- 
Dimitri Liakhovitski
marketfusionanalytics.com

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Re: [R] Different result of multiple regression in R and SPSS

2011-07-19 Thread J.
Thanks for the answer.

However, I am still curious about which result I should use? The result from
R or the one from SPSS?
Why the results from two programs are different?

Jay

--
View this message in context: 
http://r.789695.n4.nabble.com/Different-result-of-multiple-regression-in-R-and-SPSS-tp3679423p3679511.html
Sent from the R help mailing list archive at Nabble.com.

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Re: [R] Different result of multiple regression in R and SPSS

2011-07-19 Thread Bert Gunter
Answer: Contrasts, i.e. the parameterization of the categorical variable(s) df.

?contrasts may be of some help, but you really need to do some
background studying of the linear models principles involved. Googling
may provide tutorials. Also searching the mail archives, e.g.:

https://stat.ethz.ch/pipermail/r-help/2009-February/187479.html

-- Bert

On Tue, Jul 19, 2011 at 2:39 PM, J.  wrote:
> Hi, I am trying to do a simple multiple regression analysis that has one
> nominal variable (gender) and three numeric variables as independent
> variables and one numeric variable as dependent variable.
>
> So, I got a formula like this:
> summary(out.3 <- lm(scale(DV) ~  gender + scale(IV.1) + scale(IV.2) +
> scale(IV.3))
>
> I tried to compare the outcome in R with the outcome in SPSS and found the
> results are different!
> I found that R and SPSS have the exact same outcome when every variable is
> numeric; however, whenever I included "gender (0/1)" variable in the
> equation, the result become different.
>
> I guess that SPSS automatically treat gender as a numeric variable and
> standardize it when running analysis. So, I tried to change "gender" to a
> numeric variable and ran analysis but the results were still not identical.
>
> What is the problem here and what is the right way to do this analysis?
> Thanks,
>
> Jay Yang
>
> --
> View this message in context: 
> http://r.789695.n4.nabble.com/Different-result-of-multiple-regression-in-R-and-SPSS-tp3679423p3679423.html
> Sent from the R help mailing list archive at Nabble.com.
>
> __
> 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.
>



-- 
"Men by nature long to get on to the ultimate truths, and will often
be impatient with elementary studies or fight shy of them. If it were
possible to reach the ultimate truths without the elementary studies
usually prefixed to them, these would not be preparatory studies but
superfluous diversions."

-- Maimonides (1135-1204)

Bert Gunter
Genentech Nonclinical Biostatistics

__
R-help@r-project.org mailing list
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[R] Different result of multiple regression in R and SPSS

2011-07-19 Thread J.
Hi, I am trying to do a simple multiple regression analysis that has one
nominal variable (gender) and three numeric variables as independent
variables and one numeric variable as dependent variable.

So, I got a formula like this:
summary(out.3 <- lm(scale(DV) ~  gender + scale(IV.1) + scale(IV.2) +
scale(IV.3))

I tried to compare the outcome in R with the outcome in SPSS and found the
results are different!
I found that R and SPSS have the exact same outcome when every variable is
numeric; however, whenever I included "gender (0/1)" variable in the
equation, the result become different.

I guess that SPSS automatically treat gender as a numeric variable and
standardize it when running analysis. So, I tried to change "gender" to a
numeric variable and ran analysis but the results were still not identical.

What is the problem here and what is the right way to do this analysis?
Thanks,

Jay Yang

--
View this message in context: 
http://r.789695.n4.nabble.com/Different-result-of-multiple-regression-in-R-and-SPSS-tp3679423p3679423.html
Sent from the R help mailing list archive at Nabble.com.

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