topic Re: Only keep variables that are significantly different from 0 in SAS Programming

Only keep variables that are significantly different from 0

Lipty — Tue, 12 Nov 2019 07:01:00 GMT

A super silly question to ask.

I would like to do a robustness test, in which I will only keep variables that are significantly different from 0. What is the most efficient method? Thank you very much. : )

Re: Only keep variables that are significantly different from 0

sustagens — Tue, 12 Nov 2019 07:05:47 GMT

Check out this link: PROC REG: Simple Linear Regression

"The table also contains the statistics and the corresponding -values for testing whether each parameter is significantly different from zero."

Re: Only keep variables that are significantly different from 0

PaigeMiller — Tue, 12 Nov 2019 20:50:52 GMT

@Lipty wrote:

I would like to do a robustness test, in which I will only keep variables that are significantly different from 0. What is the most efficient method? Thank you very much. : )

Which robustness test? Be specific.

Re: Only keep variables that are significantly different from 0

Lipty — Tue, 12 Nov 2019 20:23:00 GMT

There are about 10,000 observations and some are very close to 0. For example, -0.005, 0.0007,-0.006, etc. I conducted some tests with the original 10,000 observations. Now I could like to only keep observations that are significantly different from 0 in the sub-set to do the same tests. Then I need to drop other observations.

Thank you. : )

Re: Only keep variables that are significantly different from 0

PaigeMiller — Tue, 12 Nov 2019 20:50:30 GMT

@Lipty wrote:

There are about 10,000 observations and some are very close to 0. For example, -0.005, 0.0007,-0.006, etc. I conducted some tests with the original 10,000 observations. Now I could like to only keep observations that are significantly different from 0 in the sub-set to do the same tests. Then I need to drop other observations.

Again, I ask which specific test are you doing to determine if something is significantly different than 0?

Also, originally you spoke of keeping variables, now you speak of keeping observations. Which is it?

Re: Only keep variables that are significantly different from 0

Lipty — Tue, 12 Nov 2019 21:31:27 GMT

Thank you, Paige. I meant observations. It should be observations in the in subject.

Once the observations are 5% significantly different from 0, I will keep them in the sub-sample.

Re: Only keep observations that are significantly different from 0

PaigeMiller — Tue, 12 Nov 2019 22:42:36 GMT

Okay, you haven't answered my question. So, let me try another way.

How do you want to determine if the observation is statistically different than zero? What statistic? What method? What technique? You mentioned "robust", but that isn't enough for me to know how you want to do this. Please explain.

Also, would you please be so kind as to change the subject line on your original message to indicate that the problem is about keeping observations?