[R] Rcmdr vs SPSS

Jeremy Miles jeremy.miles at gmail.com
Thu Apr 21 00:04:28 CEST 2011


What's the mistake?  They look like the same numbers to me.  (Although
I didn't check them all).

Oh, hang on, are you saying that they're different kinds of residuals,
but they are the same?  This is because SPSS names its residuals
wrongly.

SPSS has standardized residuals, these are residuals divided by the
standard deviation of the residuals, calculated as the overall SD.

SPSS has studentized residuals.  Everyone else calls these
standardized residuals.

SPSS has studentized deleted residuals, which follow a student's
t-distribution.  Everyone else calls the studentized residuals
(because they follow the distribution).  John Fox's regression book
<http://socserv.mcmaster.ca/jfox/Books/Companion/> explains all of
this nicely.

Jeremy




On 20 April 2011 14:36, Tamas Barjak <tamas.barjak02 at gmail.com> wrote:
> Hy all!
>
> Excuse me for the inaccurate composition, but I do not speak well in
> English.
>
> I noticed a mistake in Rcmdr (?) -- Models menu --- Add observation
> statistics to data --- Studentized residuals.
> My output :
>
> (Rcmdr !!!)
>
> rstudent.RegModel.1 (= *Studentized residuals*)
>
> -1.5690952
> -0.0697492
> -0.6830684
> 1.0758056
> 0.2719739
> 0.3626101
> 0.8361803
> 1.0180479
> 0.8936783
> -0.4630021
> -3.2972946
>
> AND!!!
>
> SPSS (= *Studentized DELETED residuals*)
>
> -1,56910
> -0,06975
> -0,68307
> 1,07581
> 0,27197
> 0,36261
> 0,83618
> 1,01805
> 0,89368
> -0,46300
> -3,29729
>
> This wrong???
>
>        [[alternative HTML version deleted]]
>
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-- 
Jeremy Miles
Psychology Research Methods Wiki: www.researchmethodsinpsychology.com



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