Quantile Regression: Model

This feature requires SPSS® Statistics Standard Edition or the Regression Option.

The Model dialog provides options for specifying the effects and the weights that are used in the model. If omitted, or specified by itself, the model will contain the intercept term and all main effects with the covariates in the covariates list and the factors in factors list.

Specify Model Effects
The default model is intercept-only, so you must explicitly specify other model effects. Alternatively, you can build nested or non-nested terms. When Build terms is selected, the following effect and interaction options are available for non-nested terms.
Main effects
Creates a main-effects term for each variable selected.
Interaction
Creates the highest-level interaction term for all selected variables.
Factorial
Creates all possible interactions and main effects of the selected variables.
All 2-way
Creates all possible two-way interactions of the selected variables.
All 3-way
Creates all possible three-way interactions of the selected variables.
All 4-way
Creates all possible four-way interactions of the selected variables.
All 5-way
Creates all possible five-way interactions of the selected variables.

When Build nested terms is selected, you can build nested terms. Nested terms are useful for modeling the effect of a factor or covariate whose values do not interact with the levels of another factor. For example, a grocery store chain may follow the spending habits of its customers at several store locations. Since each customer frequents only one of these locations, the Customer effect can be said to be nested within the Store location effect.

Additionally, you can include interaction effects, such as polynomial terms involving the same covariate, or add multiple levels of nesting to the nested term.

Nesting notes:
  • To include an effect for an interaction between two factors, use the keyword BY or the asterisk (*) to join the factors that are involved in the interaction.
  • Factors inside an interaction effect must be distinct.
  • Use parenthesis pairs to include an effect for nesting one term within another.
  • When more than one pair of parentheses are present, each pair of parentheses must be enclosed or nested within another pair of parentheses.
  • Multiple nesting is allowed.
  • Interactions between nested effects are not supported.
Limitations: Nested terms have the following restrictions:
  • All factors within an interaction must be unique. Thus, if A is a factor, then specifying A*A is invalid.
  • All factors within a nested effect must be unique. Thus, if A is a factor, then specifying A(A) is invalid.
  • No effect can be nested within a covariate. Thus, if A is a factor and X is a covariate, then specifying A(X) is invalid.
Include intercept in model
When selected, the intercept term is included in the model. When not selected, at least one predictor is required to run the analysis. The setting is enabled by default.