*(Q) Tom Ryan's recent book chapter on logistic regression (1997; Modern Regression
Methods) lists the Wald test as a 'poorly' performing test of individual predictors.
Ryan goes on to describe 3 other tests:
the likelihood ratio test,
the scores test, and
the exact conditional scores test.
Apparently, SPSS 11.5 offers only the Wald test. Does any one have any input on this?
*(A) Posted to SPSSX-L list on 2002/12/23 by Marta Garcia-Granero.
To get the individual p values (either likelihood ratio test or exact conditional
scores test), try this trick:
LOGISTIC REGRESSION VAR="your dependent variable"
/METHOD=BSTEP(LR) "list of IV"
or
/METHOD=BSTEP(COND) "list of IV"
.
(Rest of options come here)
.
/CRITERIA PIN(1) POUT(1).
As you can see, you select backwards elimination of the IV, but forcing a PIN and
POUT value of 1 (you don't eliminate anything from the model). This is the way of
forcing SPSS give the individual p-values for the likelihood ratio test (BSTEP(LR)),
or conditional test (BSTEP(COND)).