Multinomial Logistic Regression

By default, the Multinomial Logistic Regression procedure produces a model with the factor and covariate main effects, but you can specify a custom model or request stepwise model selection with this dialog box.

Specify Model. A main-effects model contains the covariate and factor main effects but no interaction effects. A full factorial model contains all main effects and all factor-by-factor interactions. It does not contain covariate interactions. You can create a custom model to specify subsets of factor interactions or covariate interactions, or request stepwise selection of model terms.

Factors & Covariates. The factors and covariates are listed.

Forced Entry Terms. Terms added to the forced entry list are always included in the model.

Stepwise Terms. Terms added to the stepwise list are included in the model according to one of the following user-selected Stepwise Methods:

  • Forward entry. This method begins with no stepwise terms in the model. At each step, the most significant term is added to the model until none of the stepwise terms left out of the model would have a statistically significant contribution if added to the model.
  • Backward elimination. This method begins by entering all terms specified on the stepwise list into the model. At each step, the least significant stepwise term is removed from the model until all of the remaining stepwise terms have a statistically significant contribution to the model.
  • Forward stepwise. This method begins with the model that would be selected by the forward entry method. From there, the algorithm alternates between backward elimination on the stepwise terms in the model and forward entry on the terms left out of the model. This continues until no terms meet the entry or removal criteria.
  • Backward stepwise. This method begins with the model that would be selected by the backward elimination method. From there, the algorithm alternates between forward entry on the terms left out of the model and backward elimination on the stepwise terms in the model. This continues until no terms meet the entry or removal criteria.

Include intercept in model. Allows you to include or exclude an intercept term for the model.

How to Define Models

This feature requires the Regression option.

  1. From the menus choose:

    Analyze > Regression > Multinomial Logistic Regression...

  2. In the Multinomial Logistic Regression dialog box, click Model.
  3. Define the model.