MLR is a linear statistical analysis, however it is not included in SPSS (IBM) under GLM (assuming the name implicitly means linearity for any analysis with GLM ), anybody have answer?
In the regression menu of SPSS (linear model) the independent variables analysis area has room for a number of independent variables (therefore facilitates MLR), the printout will give values of beta's and standardised values, navigating the statistics option within that dialogue box allows you to introduce check multicollinearity and navigating the plots allows you to introduce normality checks as well as graphical check for homoscedasticity. The drop down menu (below the independent variables entry) allows for various approaches (enter method, stepwise method etc.)