FIRE: an SPSS program for variable selection in multiple linear regression analysis via the relative importance of predictors.

ABSTRACT

We provide an SPSS program that implements currently recommended techniques and recent developments for selecting variables in multiple linear regression analysis via the relative importance of predictors. The approach consists of (1) optimally splitting the data for cross-validation, (2) selecting the final set of predictors to be retained in the equation regression, and (3) assessing the behavior of the chosen model using standard indices and procedures. The SPSS syntax, a short manual, and data files related to this article are available as supplemental materials from brm.psychonomic-journals.org/content/supplemental.