I am running a GLM (Type III) with several predictors, including ${\rm age}$ and ${\rm age}^2$ as predictors. I am interested in knowing the combined effect size and p-value of ${\rm age}+{\rm age}^2$, since neither is significant when both are included. Is there a way to do this in SPSS?

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2Although asked in terms of SPSS, if you understand the ideas how to do this in any software will be obvious. Thus, what the OP really needs is just to understand how to test x & x^2 together, & how to think about their combined effect size. I think this can be considered on-topic here / stay. – gung - Reinstate Monica May 23 '15 at 20:38
1 Answers
To get a simultaneous test of several variables, you simply fit a 'reduced' model without those variables and perform a nested model test. (This is also called an $F$-change test, $R^2$-change test, multiple partial $F$-test, etc.) I discuss the process rather thoroughly here: Testing for moderation with continuous vs. categorical moderators.
In your case, you would fit a full model that included ${\rm age}$ and ${\rm age}^2$, and a reduced model that didn't have those two variables, but was otherwise identical. Then you would perform a nested model test to see if dropping those two variables significantly worsened the model's fit. It has been a long time since I've used SPSS, but as I recall, it was possible to enter variables in 'blocks'. Thus you could have an initial block without those two variables and a subsequent block that entered them. I believe an $F$-change test for the blocks is reported in the output somewhere.
Having tested the variables, you can compute the effect size associated with the set of variables. A simple effect size to use would be partial $\eta^2$. From the ANOVA table for the full model, sum the partial sum of squares for the variables in question and divide that by the sum plus $SSE$. I would recommend using sequential (type I) sums of squares and adding your variables of interest last. Then: $$ \eta^2_{\rm partial} = \frac{SS_{\rm age} + SS_{{\rm age}^2}}{SS_{\rm age} + SS_{{\rm age}^2} + SSE} $$

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