Why so? Curious

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Why so? Curious

Maguin, Eugene

This question came up yesterday because I needed the covariance matrix of parameter estimates for a logistic regression. I know that for a (multiple) regression, the Statistics subcommand provides the covariance matrix (keyword: bcov). However, the Print subcommand for logistic regression provides the correlation matrix (keyword: corr). So, there could be a specific statistical reason that I don’t know anything about for that difference—if so, what is it? On the other hand, it just could have been a design decision--so there!
Gene Maguin

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Re: Why so? Curious

Jon Peck
Well, binary logistic allows you to save the covariance metrics in the model XML file but only the correlation matrix as a Viewer table.  With NOMREG, you can have either or both.

The correlation matrix is more useful for eyeballing, but the covariance matrix is needed for various post-calculations.

:-)

On Thu, May 25, 2017 at 10:00 AM, Maguin, Eugene <[hidden email]> wrote:

This question came up yesterday because I needed the covariance matrix of parameter estimates for a logistic regression. I know that for a (multiple) regression, the Statistics subcommand provides the covariance matrix (keyword: bcov). However, the Print subcommand for logistic regression provides the correlation matrix (keyword: corr). So, there could be a specific statistical reason that I don’t know anything about for that difference—if so, what is it? On the other hand, it just could have been a design decision--so there!
Gene Maguin

===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD



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Jon K Peck
[hidden email]

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Re: Why so? Curious

Mike
In reply to this post by Maguin, Eugene
I have no idea why SPSS does not allow one to print the
covariance matrix of parameter estimates (ditto for why
Multivariate ANOVA results are always provided for
repeated measures ANOVA as well as polynomial contrasts
regardless if they make sense or not) but since the SPSS
syntax manual for logistic regression (Ver 23) cites
Hosmer and Lemeshow (2000; Applied Logistic Regression, 2nd ed)
as the source for the Hosmer-Lemeshow goodness of fit
test (pp140-145), it is odd that H&L's presentation of the
covariance matrix of parameter estimates (on pp104-105)
is ignored.
 
I have not used Nomreg but it allows one to obtain the
asymptotic covariance matrix (see p1234 in the V23 manual)
and I guess one might be able to Nomreg in order to get
the cova matrix.  People more familiar with how Nomreg
compares to the logistic regression procedure.
 
More generally, it is curious why certain types of output
are provided or not and who makes the decision for this.
Perhaps it is a programming decision but it might be an
"executive" decision (i.e., someone in a higher pay grade
not involved in programming) who makes that decision.
 
On an unrelated sidenote, when one does a repeated measures
ANOVA with GLM and uses multiple comparisons, there
only three options available (i.e., LSD test, Bonnferroni corrected
t-test, and Sidak modification of the Bonferroni correction),
why don't they provide that actual value of the LSD or other
minimum differences?  I use the Gravetter & Wallnau statistics
test in psych stats and they don't even cover these tests, so
I show how the hand calculations can be done (though there
is a debate about whether one should use the mean square
from the ANOVA table if one is comparing 3 or more means,
or use the variance errors for the two groups being compared --
SPSS does not indicate which one it uses).  Who decides
what the output should contain?
 
-Mike Palij
New York University
 
----- Original Message -----
Sent: Thursday, May 25, 2017 12:00 PM
Subject: Why so? Curious

This question came up yesterday because I needed the covariance matrix of parameter estimates for a logistic regression. I know that for a (multiple) regression, the Statistics subcommand provides the covariance matrix (keyword: bcov). However, the Print subcommand for logistic regression provides the correlation matrix (keyword: corr). So, there could be a specific statistical reason that I don’t know anything about for that difference—if so, what is it? On the other hand, it just could have been a design decision--so there!
Gene Maguin

===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD
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Re: Why so? Curious

Jon Peck
These are not executive or programmer decisions.  They are made by statisticians and designers, subject to design review and resource constraints.  LOGISTIC is very old, and apparently demand for the covariance matrix has been minimal.  I don't recall it ever appearing on a request list, but it could be requested through the suggestion process.  

Or you could parse it out of the model xml :-)

On Thu, May 25, 2017 at 11:22 AM Mike Palij <[hidden email]> wrote:














I have no idea why SPSS does not allow one to

print the


covariance matrix of parameter estimates

(ditto for why


Multivariate ANOVA results are always provided

for


repeated measures ANOVA as well as polynomial

contrasts


regardless if they make sense or not) but

since the SPSS


syntax manual for logistic regression (Ver 23)

cites


Hosmer and Lemeshow (2000; Applied Logistic

Regression, 2nd ed)


as the source for the Hosmer-Lemeshow goodness

of fit


test (pp140-145), it is odd that H&L's

presentation of the


covariance matrix of parameter estimates

(on pp104-105)


is ignored.


 


I have not used Nomreg but it allows one to

obtain the


asymptotic covariance matrix (see p1234 in the

V23 manual)


and I guess one might be able to Nomreg

in order to get


the cova matrix.  People more familiar

with how Nomreg


compares to the logistic

regression
 procedure.


 


More generally, it is curious why certain

types of output


are provided or not and who makes the decision

for this.


Perhaps it is a programming decision but it

might be an


"executive" decision (i.e., someone in a

higher pay grade


not involved in programming) who makes that

decision.


 


On an unrelated sidenote, when one does a

repeated measures


ANOVA with GLM and uses multiple comparisons,

there


only three options available (i.e., LSD test,

Bonnferroni corrected


t-test, and Sidak modification of the

Bonferroni correction),


why don't they provide that actual value of

the LSD or other


minimum differences?  I use the Gravetter

& Wallnau statistics


test in psych stats and they don't even cover

these tests, so


I show how the hand calculations can be done

(though there


is a debate about whether one should use the

mean square


from the ANOVA table if one is comparing 3 or

more means,


or use the variance errors for the two groups

being compared --


SPSS does not indicate which one it

uses).  Who decides


what the output should contain?


 


-Mike Palij


New York University




 




----- Original Message -----






Sent: Thursday, May 25, 2017 12:00

PM


Subject: Why so? Curious







This question came up yesterday because I needed the

covariance matrix of parameter estimates for a logistic regression. I know

that for a (multiple) regression, the Statistics subcommand provides the

covariance matrix (keyword: bcov). However, the Print subcommand for logistic

regression provides the correlation matrix (keyword: corr). So, there could be

a specific statistical reason that I don’t know anything about for that

difference—if so, what is it? On the other hand, it just could have been a

design decision--so there!
Gene Maguin



=====================

To manage your subscription to SPSSX-L, send a message to

[hidden email] (not to SPSSX-L), with no body text except the

command. To leave the list, send the command

SIGNOFF SPSSX-L

For a list of commands to manage subscriptions, send the command

INFO REFCARD

===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD
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Re: Why so? Curious

Mike
On Thursday, May 25, 2017 1:31 PM, Jon Peck wrote:
>These are not executive or programmer decisions.

Could have fooled me. ;-)

>They are made by statisticians and designers, subject to design
>review and resource constraints.  LOGISTIC is very old, and
>apparently demand for the covariance matrix has been minimal.

I quote from the table caption for Hosmer & Lemeshow (2000)
Table 4.14:

Estiates of the Variance and Covariances for the Estimated
Parameters Used in the Calculation of the Logit Differences
Use to Compute the Odds Ratio for LWD and Smoking Adjusting
for AGE [Note: these are variables used in the example being
covered]

On the prior 2 pages, L&M show how various calculations can
be done by hand, most importantly the confidence intervals of
various differences.  I wonder why a statistician or designer
would leave out the covariance matrix given it's role in these
calculations.

I guess this is just one reason why one would prefer to use
BMDP's (RIP) LR regression program which was available
back in the late 1980s/early 1990s (depending upon which
version of BMDP one had access).

>I don't recall it ever appearing on a request list, but it could
>be requested through the suggestion process.

Then again, it is not always clear what the "suggestion process"
is and why suggestions made to SPSS people on SPSSX-L
(back in the day, Dave Nichols), wasn't sufficient to get the
process started.  Still wainting to get a "sorted" graphic
representation of a correlation table -- BMDP's cluster
analysis of variables prog 1M provided this via
/Print Shade.
"Shade" was also available for cluster analysis of cases (2M)
and factor analysis (4M), using different criterion for ordering
the correlations.

Boy, do I miss BMDP. :-(

>Or you could parse it out of the model xml :-)

Yeah, like I don't have anything better to do. ;-)
Perhaps I'd be better off trying to get my copy
of BMDPPC to run is a DOS box on Windows.

-Mike Palij
New York University
[hidden email]

P.S. Don't think I didn't notice your avoidance of my comments
about GLM. ;-)

On Thu, May 25, 2017 at 11:22 AM Mike Palij <[hidden email]> wrote:
I have no idea why SPSS does not allow one to print the
covariance matrix of parameter estimates (ditto for why
Multivariate ANOVA results are always provided for
repeated measures ANOVA as well as polynomial contrasts
regardless if they make sense or not) but since the SPSS
syntax manual for logistic regression (Ver 23) cites
Hosmer and Lemeshow (2000; Applied Logistic Regression, 2nd ed)
as the source for the Hosmer-Lemeshow goodness of fit
test (pp140-145), it is odd that H&L's presentation of the
covariance matrix of parameter estimates (on pp104-105)
is ignored.

I have not used Nomreg but it allows one to obtain the
asymptotic covariance matrix (see p1234 in the V23 manual)
and I guess one might be able to Nomreg in order to get
the cova matrix.  People more familiar with how Nomreg
compares to the logistic regression procedure.

More generally, it is curious why certain types of output
are provided or not and who makes the decision for this.
Perhaps it is a programming decision but it might be an
"executive" decision (i.e., someone in a higher pay grade
not involved in programming) who makes that decision.

On an unrelated sidenote, when one does a repeated measures
ANOVA with GLM and uses multiple comparisons, there
only three options available (i.e., LSD test, Bonnferroni corrected
t-test, and Sidak modification of the Bonferroni correction),
why don't they provide that actual value of the LSD or other
minimum differences?  I use the Gravetter & Wallnau statistics
test in psych stats and they don't even cover these tests, so
I show how the hand calculations can be done
(though there is a debate about whether one should use the
mean square from the ANOVA table if one is comparing 3 or
more means, or use the variance errors for the two groups
being compared -- SPSS does not indicate which one it
uses).  Who decides what the output should contain?

----- Original Message -----
From: Maguin, Eugene
Sent: Thursday, May 25, 2017 12:00 PM
Subject: Why so? Curious

This question came up yesterday because I needed the
covariance matrix of parameter estimates for a logistic regression. I
know
that for a (multiple) regression, the Statistics subcommand provides the
covariance matrix (keyword: bcov). However, the Print subcommand for
logistic
regression provides the correlation matrix (keyword: corr). So, there
could be
a specific statistical reason that I don’t know anything about for that
difference—if so, what is it? On the other hand, it just could have been
a
design decision--so there!
Gene Maguin

=====================
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[hidden email] (not to SPSSX-L), with no body text except the
command. To leave the list, send the command
SIGNOFF SPSSX-L
For a list of commands to manage subscriptions, send the command
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Re: Why so? Curious

Bruce Weaver
Administrator
In reply to this post by Jon Peck
You can also use GENLIN (with DISTRIBUTION=BINOMIAL and LINK=LOGIT) to estimate a binary logistic regression model.  Both the PRINT and OUTFILE sub-commands have COVB options.  

Jon Peck wrote
Well, binary logistic allows you to save the covariance metrics in the
model XML file but only the correlation matrix as a Viewer table.  With
NOMREG, you can have either or both.

The correlation matrix is more useful for eyeballing, but the covariance
matrix is needed for various post-calculations.

:-)

On Thu, May 25, 2017 at 10:00 AM, Maguin, Eugene <[hidden email]>
wrote:

> This question came up yesterday because I needed the covariance matrix of
> parameter estimates for a logistic regression. I know that for a (multiple)
> regression, the Statistics subcommand provides the covariance matrix
> (keyword: bcov). However, the Print subcommand for logistic regression
> provides the correlation matrix (keyword: corr). So, there could be a
> specific statistical reason that I don’t know anything about for that
> difference—if so, what is it? On the other hand, it just could have been a
> design decision--so there!
> Gene Maguin
> ===================== To manage your subscription to SPSSX-L, send a
> message to [hidden email] (not to SPSSX-L), with no body text
> except the command. To leave the list, send the command SIGNOFF SPSSX-L For
> a list of commands to manage subscriptions, send the command INFO REFCARD




--
Jon K Peck
[hidden email]

=====================
To manage your subscription to SPSSX-L, send a message to
[hidden email] (not to SPSSX-L), with no body text except the
command. To leave the list, send the command
SIGNOFF SPSSX-L
For a list of commands to manage subscriptions, send the command
INFO REFCARD
--
Bruce Weaver
bweaver@lakeheadu.ca
http://sites.google.com/a/lakeheadu.ca/bweaver/

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