If your machine(s) has a dcom configuration where the account used for the installation is 'interactive user,' the install will fail if you try to install from a pre-login script or group policy.
It looks like the answer has something to do with the conditions under which DCOM objects are initiated. DCOM is configurable such that certain applications can be launched as one of a few different types of user (http://msdn.microsoft.com/library/default.asp?url=/library/en-us/com/htm/security_3gjd.asp).
SPSS' support is disappointing (support.spss.com):
Resolution number: 40099
Resolution Subject: Ensure that a member of the local Administrator's group is logged into each machine
Rubbish! Managed to get SPSS to install using 3 MSI, (1=ISSCRIPT, 2=SPSS+MST, 3=POSTINST STUFF). I've had to use a 3rd MSI to create the HKCR keys at install time becuase we deploy with AD and the first time an app is run is likely to be a user who does not have access to create keys in HKCR. In any case there is a bigger issue because the program won't deploy with GPO because of a DCOM permisisons issue which I've not been able to fettle. Which means that I'm now being asked to snapshot the MSI Installation to get it working. If anyone has successfully got this working and deployed via AD please please let me know! Thanks! firstname.lastname@example.org
I managed to get this working in the end. SPSS's support's answer is that there is a problem in this version which is reported to the development team, but won't be fixed until the next version. So I had to resort to snapshotting the install of all 3 of my MSIs into one uber-MSI which deploys all OK.