Running a stepwise linear regression

Figure 1. Linear Regression dialog box
Linear Regression dialog with Stepwise selected as the Method
  1. For example, to run a stepwise Linear Regression on the factor scores, recall the Linear Regression dialog box.
  2. Select Stepwise as the entry method.

    Note that because stepwise methods select models based solely upon statistical merit, it may choose predictors that have no practical significance. While stepwise methods are a convenient way to focus on a smaller subset of predictors, you should take care to examine the results to see if they make sense.

  3. Select Model as the case labeling variable.
  4. Click Statistics.
    Figure 2. Statistics dialog box
    Statistics dialog box
  5. Deselect Part and partial correlations and Collinearity diagnostics.
  6. Select Casewise diagnostics and type 2 in the text box.
  7. Click Continue.
  8. Click Plots in the Linear Regression dialog box.
    Figure 3. Plots dialog box
    Plots dialog box
  9. Select *SDRESID as the y variable and *ZPRED as the x variable.
  10. Select Histogram.
  11. Click Continue.
  12. Click Save in the Linear Regression dialog box.
    Figure 4. Save dialog box
    Save dialog box
  13. Select Standardized in the Predicted Values group.
  14. Select Standardized in the Residuals group.
  15. Select Cook's and Leverage values in the Distances group.
  16. Click Continue.
  17. Click OK in the Linear Regression dialog box.

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