User Guide
390
Chapter 22
Cook's distance. A measure of how much the residuals of all cases would
change if a p
articular case were excluded from the calculation of the regression
coefficients. A large Cook's D indicates that excluding a case from computation
of the regression statistics changes the coefficients substantially.
Leverage values. Uncentered leverage values. The relative influence of each
observatio
n on the model's fit.
Residuals. An unstandardized residual is the actual value of the dependent variable
minus the value predicted by the model. Standardized, Studentized, and deleted
residuals
are also available. If a WLS variable was chosen, weighted unstandardized
residuals are available.
Unstandardized. The difference between an observed value and the value predicted
by the mode
l.
Weighted
.
Weighted unstandardized residuals. Available only if a WLS variable
was previously selected.
Standardized. The residual divided by an estimate of its standard deviation.
Standardized residuals, which are also known as Pearson residuals, have a mean
of 0 and a s
tandard deviation of 1.
Student
ized.
The residual divided by an estimate of its standard deviation that
varies from case to case, depending on the distance of each case's values on the
independent variables from the means of the independent variables.
Deleted. The residual for a case when that case is excluded from the calculation of
the regre
ssion coefficients. It is the difference between the value of the dependent
variable and the adjusted predicted value.
Save to N
ew File.
Writes an SPSS data file containing a variance-covariance matrix of
the parameter estimates in the model. Also, for each dependent variable, there will
be a row of parameter estimates, a row of significance values for the t statistics
corresp
onding to the parameter estimates, and a row of residual degrees of freedom.
For a multivariate model, there are similar rows for each dependent variable. You can
use this matrix file in other procedures that read an SPSS matrix file.