There are a couple of possibilities.
This warning will be produced when there is a category of the dependent
variable for which one of the predictors is constant. If this is the case, you
can diagnose the problem by examining the regression coefficients resulting
from the last iteration, which are shown in the Parameter Estimates table. Look
for a set of coefficients where the magnitude of the intercept is very large,
and one of the predictor coefficients is also large, in the opposite direction.
If there is only one logit where this pattern occurs, the category of the
dependent variable used in the numerator of that logit is where the problem is
occurring. If all sets of coefficients have this pattern, the category used as
the reference category, which is used in the denominator in forming all logits,
is the problematic category. You should find that for the value of the
dependent variable identified, the value of the identified predictor is a
constant. This results in the suggestion that you may want to consider
combining categories of the predictor variable.
It is also possible for this message to occur when the procedure is attempting
to fit a model where quasi-complete separation is an issue. Increasing the
number of step-halvings allowed during estimation (Maximum step-halving under
Iterations in the Criteria dialog or the value for the MXSTEPS criterion on the
CRITERIA subcommand) and beginning checking for separation earlier than the
default 20th iteration (Check separation of data points from iteration under
Iterations in the Criteria dialog or CHECKSEP keyword in syntax) may result in
a message about quasi-complete separation instead of the message you saw.
A quasi-complete separation means that for a subset of the data you're able to
predict perfectly (complete separation means you can predict perfectly for all of
the data).
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David Nichols
Lead Statistician, SPSS Support
IBM
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