[R] Different result of multiple regression in R and SPSS

[David Winsemius]

On Jul 19, 2011, at 7:19 PM, J. wrote:

> @Dimitri: I tried to enter it as numeric and still got the same  
> outcome. I
> still wonder if there is any way to get the same result from both  
> programs.
> @David, Bert: Yes, I found that the gender coefficient is R is  
> exactly twice
> that of the one from SPSS. Need to study on parametrization.

Yes. I tested my own advice and did a google search with "different  
parametrization of dummy variables spss and r".
1)
http://support.spss.com/productsext/spss/documentation/statistics/articles/catreg3.htm
2)
http://www.thejuliagroup.com/blog/?p=1531
3)
I'm not sure it should be in a publicly accessible site, but Google  
links to a pdf of the full text of "Data Analysis and Graphics Using R  
– an Example-Based Approach: Third Edition" by  Maindonald % Braun

http://lib.dnu.dp.ua:8001/l/%D0%9A%D0%BE%D0%BF%D1%8C%D1%8E%D1%82%D0%B5%D1%80%D1%8B%D0%98%D1%81%D0%B5%D1%82%D0%B8/%D0%9F%D0%BE%D0%BF%D1%83%D0%BB%D1%8F%D1%80%D0%BD%D1%8B%D0%B5%20%D0%BF%D1%80%D0%BE%D0%B3%D1%80%D0%B0%D0%BC%D0%BC%D1%8B/S-PLUS%20R/Data%20Analysis%20and%20Graphics%20Using%20R%203rd%20Edition.pdf

And chapter 7 would be where to look.

Bottom line. You should only be looking at coefficient values when you  
know the coding of your factors. You cannot interpret the coefficients  
of an SPSS run as differences between males and females, because they  
are based on a -1 vs. 1 coding, what in R are called sum.contrasts. R  
uses a default of treatment contrasts (0 versus 1) but will offer  
sum.contrasts if asked nicely.  (And you should never interpret "main  
effects" coefficients when you are using interactions in models.  
Always use predictions in that instance.)

> Thanks,
>
> Jay
>
> --
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> Sent from the R help mailing list archive at Nabble.com.
>
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David Winsemius, MD
West Hartford, CT