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Data Lab #8 July 23, 2008. Ivan Katchanovski , Ph.D. POL 242Y-Y. Multiple Regression: SPSS Commands. SPSS Command: Analyze-Regression-Linear “Dependent” box: Select the dependent variable “Independent” box: Select independent variables Method: “Enter” Statistics:
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Data Lab #8July 23, 2008 Ivan Katchanovski, Ph.D. POL 242Y-Y
Multiple Regression: SPSS Commands • SPSS Command: Analyze-Regression-Linear • “Dependent” box: Select the dependent variable • “Independent” box: Select independent variables • Method: “Enter” • Statistics: • “Estimates” of “Regression Coefficients” • “Model fit”
Example: Multiple Research Hypotheses • First Research Hypothesis: The level of economic development has a positive effect on the level of democracy • Second Research Hypothesis: Former British colonies are more likely to be democratic compared to other countries • Third Research Hypothesis: Protestant countries are more likely to be democratic compared to other countries • Dataset: World
Example: Variables • Dependent Variable: • Freedom House democracy rating reversed: • Interval-ratio • Independent Variables: • GDP per capita ($1000) • Interval-ratio • Colony variable • Nominal • Has to be transformed into dummy variables • Religious culture variable • Nominal • Has to be transformed into dummy variables
Example: Dummy Independent Variables • Former British colony • Recode into new variable: UK=1; All other values=0 • Omitted from multiple regression • Former French colony • Recode into new variable: France=1; All other values=0 • Former Spanish colony • Recode into new variable: Spain=1; All other values=0 • Other countries • Recode into new variable: UK, France, Spain=0; All other values=1
Example: Dummy Independent Variables • Protestant • Recode into new variable: Protestant=1; All other values=0 • Omitted from regression • Roman Catholic • Recode into new variable: Catholic=1; All other values=0 • Muslim • Recode into new variable: Muslim=1; All other values=0 • Other • Recode into new variable: Protestant, Catholic, Muslim=0; All other values=1
Table: Determinants of democracy *** Statistically significant at the .001 level, ** statistically significant at the .01 level, * statistically significant at the .05 level
Example: Statistical Significance • Number of cases: N=111 • .1 or 10% significance level can be used • Regression coefficient of the GDP variable: • SPSS: p(obtained)=.000 <p(critical)=.001=.1% • Statistically significant at the .001 or .1% level • Regression coefficient of the French colony variable: • SPSS: p(obtained)=.014<p(critical)=.05 • Statistically significant at the .05 or 5% level • Regression coefficient of the Catholic country variable: • SPSS: p(obtained)=.001<p(critical)=.01 • Statistically significant at the .01 or 1% level
Example: Statistical Significance • Regression coefficient of the Other religion variable: • SPSS: p(obtained)=.025<p(critical)=.05 • Statistically significant at the .05 or 5% level • Regression coefficient of the Constant: • SPSS: p(obtained)=.000<p(critical)=.001 • Statistically significant at the .001 or .1% level • Regression coefficients of all other variables: • SPSS: p(obtained) ranges from .634 to .902>p(critical)=.1 • Statistically insignificant • Statistical significance of the regression model: • SPSS: p(obtained).000<p(critical)=.001 • Statistically significant at the .001 or .1% level
Example: Interpretation of Unstandardized Regression Coefficients • GDP per capita variable: • Increase of $1000 in the GDP per capita increases the democracy score on a scale from 1 to 7 by .199 units keeping other variables constant • French colony variable: • The average former French colony has democracy score which is .885 units smaller compared to the average former British colony keeping other variables constant • Catholic country variable: • The average Catholic country has democracy score which is about 1unit higher compared to the average Protestant country keeping other variables constant • Other religion variable: • The average Other religion country has democracy score which is .747 units higher compared to the average Protestant country keeping other variables constant
Example: Interpretation • Standardized Regression Coefficient of GDP per capita variable=.563 • The absolute value much higher compared to other variables • GDP per capita variable has the biggest effect on the level of democracy • Effects of the colonial dummy variables and religious dummy variables are much smaller • Adjusted R square=.481 • GDP per capita, colonial dummy variables, and religious dummy variables explain about 48% of variation in the Freedom House democracy scale
Interpretation of Results • The first research hypothesis is supported by multiple regression analysis • The level of economic development has a positive and statistically significant effect on democracy • The second research hypothesis is partly supported by multiple regression analysis • The former British colonies have higher levels of democracy compared to former French colonies • The third research hypothesis is not supported by multiple regression analysis • Protestant countries do not have higher levels of democracy compared to other countries keeping other variables constant