User Guide

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Chapter 26
square root of p/N, where p is the number of parameters in the model and N is
the number o
f cases.
 Covariance
ratio.
The ratio of the determinant of the covariance matrix with a
particular case excluded from the calculation of the regression coefficients to the
determinant of the covariance matrix with all cases included. If the ratio is close
to 1, the cas
e does not significantly alter the covariance matrix.
Save to New File. Saves regression coefficients to a file that you specify.
Export model information to XML file. Parameter estimates and (optionally) their
covariances are exported to the specified file in XML (PMML) format. SmartScore
and the ser
ver version of SPSS (a separate product) can use this model file to apply
the model information to other data files for scoring purposes.
Linear Reg
ression S tatistics
Figure 26-6
Linear Regression Statistics dialog box
The following statistics are available:
Regression Coefficients. Estimates displays Regression coefficient B, standard error
of B,st
andardized coefficient beta, t value for B, and two-tailed significance level
of t.
Confidence intervals displays 95%-confidence intervals for each regression
coefficient, or a covariance matrix. Covariance matrix displays a variance-covariance