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Non-parametric coefficient of determination

Aug 21, 2019 9:30 AM
(497 views)

Dear,

I have a question about the use of the coefficient of determination (which is part of the output from a regression model).

For the study I'm ready to analyze the data, I want to use the coefficient of determination (COD) to examine the relationship between my dependent variables which represent each column (see annex). But, as I found out each dependent variables (column) has a non consistent distribution of the variance of the residuals.

For this reason I suppose I cannot perform a regression model. But, I wonder what kind of non-parametric test I can use to become some kind of non-parametric coefficient of determination (COD) if this is even possible?

Many thanks,

Tomas

2 REPLIES 2

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Re: Non-parametric coefficient of determination

Created:
Aug 21, 2019 10:41 AM
| Last Modified: Aug 21, 2019 10:45 AM
(493 views)
| Posted in reply to message from tomasVH 08-21-2019

If the anomaly is merely that the residuals from the model are not exhibiting constant variance, then there is an alternative. I assume that your response is continuous numeric data.

Select **Analyze** > **Fit Model**. Click the drop-down button next to **Personality** and select **Loglinear Variance**. Select the **response** data column and click **Y**. Select the **factor or predictor** data columns. Use the **Add**, **Cross**, or **Macros** buttons to add the model terms to the **Mean Effects**. Click the **Variance Effects** tab and repeat the previous step. You are estimating two models: one for the mean of the response and another for the variance of the response. This modeling does not assume that variance is constant with the predicted mean.

Note: the model for the variance is often simpler than the one for the mean. That is, it usually does not exhibit interactions or non-linear effects.

This way does not provide the coefficient of determination, though. The trade-off is losing the COD while gaining the ability to use regression models and learn about the effects on the variance.

Learn it once, use it forever!

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Re: Non-parametric coefficient of determination

Hi,

Many thanks for your response. With this information I can continue my analysis :)

Greetings,

Many thanks for your response. With this information I can continue my analysis :)

Greetings,

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