topic Stepwise Regression, HOW to tell 2-Step regression or just 1-Step regession?! in SAS Forecasting and Econometrics

Stepwise Regression, HOW to tell 2-Step regression or just 1-Step regession?!

hellohere — Fri, 16 Sep 2022 02:16:45 GMT

The link below give out Stepwise Regression.

https://communities.sas.com/t5/SAS-Programming/How-to-do-Regression-on-Broken-Turning-Line/m-p/832265#M328943

I have one quest. Say I have dataset below. Surely I can have code on two-step regression. But how to tell(what criteria to tell) two-step

is better than one-step regression?! Thanks,

%let slope1=-2; %let slope2=5; %let turner=90;

data indata;
do i=1 to 100;
	if i<&turner. then y=5*ranuni(i)+i*&slope1.;
	else y=10*ranuni(i)+i*&slope2.-&turner.*&slope2.+&turner.*&slope1.;
	output;
end;
run;quit;

ods listing gpath="%sysfunc(getoption(work))";
proc sgplot data=indata;
scatter x=i y=y; 
run;quit;

Re: Stepwise Regression, HOW to tell 2-Step regression or just 1-Step regession?!

hellohere — Fri, 16 Sep 2022 02:17:44 GMT

The dataset is hypo. What if turner=95 or turner=98?!

Re: Stepwise Regression, HOW to tell 2-Step regression or just 1-Step regession?!

PaigeMiller — Fri, 16 Sep 2022 10:11:15 GMT

Duplicate post. An answer was discussed here. Please put all discussion of this problem in one location, at the link I gave.