Regression module vs. GLM module in SPSS

  ANALYZE  REGRESSION ANALYZE → GENERAL LINEAR MODEL → UNIVARIATE ANOVA
Can you run an ANCOVA? Yes Yes
Can you test the homogeneity of regression coefficients assumption? Yes (use hierarchical regression) Not easily
Can you enter a categorical variable without dummy coding it first? NOOOO!!!! Every time you put a categorical variable that hasn’t been dummy coded into Regression, a kitten dies. Yes. SPSS dummy codes it for you behind the scenes.
Can you get an overall test for the effect of group when there are more than 2 levels? (Rather than just contrasts comparing particular groups) Yes, but it’s a pain (you have to use hierarchical regression, entering all of the dummy codes for your categorical predictor as a step in the model) Yes, it automatically gives you that F-test in the Between-Subjects Effects table.
Can you get estimates of effect size (partial eta-squared)? Not easily Yes, it’s under Options
Can you get collinearity diagnostics (e.g. tolerance)? Yes, it’s under Statistics Not easily
Can you get a plot of the residuals? Yes, under Plots, put ZPRED on the X-axis and ZRESID on the Y-axis Yes, if you save the standardized predicted values and standardized residual values as new variables, and then use the scatterplot function under graphs.
Can you see the adjusted means for each group? No (you can calculate them by hand, though) Yes
Can you get handy plots of the adjusted means? Not easily Yes, specify the plots you want under Plots
Can you test for differences between the adjusted means? Yes, any contrasts you have built into your design are testing differences between adjusted means. Yes, specify the comparisons you want under Contrasts
When I report contrasts, where is the t-statistic? Use the t-test for that comparison from the coefficients table From the contrasts table, the t = contrast estimate / SE
What is the df for the t-test of a contrast? Use the residual df from the Model Summary Use the error df from the Tests of Between-Subjects Effects

When we do ANCOVA examples in lab, we often start by running a hierarchical regression in the Regression module, and then we switch to the GLM module. Why? The results SPSS comes up with are the same either way since the underlying math is identical, but you can get different pieces of output from the two different modules, and some tasks are easier in one module vs. the other. For example, it’s easiest to test the assumption of homogeneity of regression coefficients under Regression, but it’s easiest to get plots of the adjusted means from GLM. It’s not necessary to run it in both, but you may want to because then you can get the best of both worlds output-wise.

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