I want to run a linear regression with multiple dependent variables, but the Linear Regression dialog box only allows specification of a single dependent variable. When I write REGRESSION command syntax with multiple dependent variables, I get a series of separate univariate regression models, instead of the desired single multivariate multiple regression model. Can SPSS fit a multivariate multiple regression model?
Resolving The Problem
Yes, but not in the REGRESSION procedure. The GLM procedure (Analyze->General Linear Model->Multivariate in the menus) will fit a multivariate multiple regression model. Quantitative ("continuous") predictors should be entered as covariates; they will be handled as they are in REGRESSION, entered into the equation without any form of internal recoding or transformation. Categorical predictors can be entered as factors, which will be represented in the model as sets of dummy or indicator variables. Note that by default the GLM procedure will fit all interactions among factor variables. Also, parameter estimates or regression coefficients are not default output in GLM and need to be specifically requested (via the STATISTICS subcommand or the Options dialog box in the menus).
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16 April 2020