Linear regression with pairwise deletion of missing values

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Stadius
Posts: 1
Joined: Fri Apr 21, 2017 1:12 pm

Linear regression with pairwise deletion of missing values

Postby Stadius » Fri Apr 21, 2017 1:27 pm

When I select the "exclude cases pairwise" option for dealing with missing data when performing a regression, how exactly does SPSS calculate the vector of estimated coefficients, and how does it calculate the estimated standard errors/variance-covariance matrix?

I ask because I have coded a command for regression with pairwise deletion in Stata, which gives quite different answers (both in terms of the estimated coefficients and the standard errors) to those SPSS produces using the pairwise deletion option. I'm aware that (at least) a couple of different approaches are possible, but I can't find any documentation of exactly what SPSS is doing.

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