topic Re: Model selection in SAS Procedures https://communities.sas.com/t5/SAS-Procedures/Model-selection/m-p/185669#M47153 <HTML><HEAD></HEAD><BODY><P>Post it at <A _jive_internal="true" data-containerid="2007" data-containertype="14" data-objectid="46" data-objecttype="14" href="https://communities.sas.com/community/support-communities/sas_statistical_procedures" style="font-size: 12.727272033691406px; color: #0e66ba; background-color: #f0f8fb;">SAS Statistical Procedures</A></P></BODY></HTML> Wed, 26 Nov 2014 13:42:02 GMT Ksharp 2014-11-26T13:42:02Z Model selection https://communities.sas.com/t5/SAS-Procedures/Model-selection/m-p/185668#M47152 <HTML><HEAD></HEAD><BODY><P>Hello,</P><P>I am building model using PROC GLMSELECT with SELECT = ADJRSQ. Could anyone tell me how to set up a threshold for adjusted R-sqaure to decide addition a variable or not? For example, only when addition of a variable results in an increase of 0.01 in adjusted R-square, this variable will be retained in the model.</P><P></P><P>Thank you very much for your help!</P></BODY></HTML> Tue, 25 Nov 2014 15:53:31 GMT https://communities.sas.com/t5/SAS-Procedures/Model-selection/m-p/185668#M47152 ZC 2014-11-25T15:53:31Z Re: Model selection https://communities.sas.com/t5/SAS-Procedures/Model-selection/m-p/185669#M47153 <HTML><HEAD></HEAD><BODY><P>Post it at <A _jive_internal="true" data-containerid="2007" data-containertype="14" data-objectid="46" data-objecttype="14" href="https://communities.sas.com/community/support-communities/sas_statistical_procedures" style="font-size: 12.727272033691406px; color: #0e66ba; background-color: #f0f8fb;">SAS Statistical Procedures</A></P></BODY></HTML> Wed, 26 Nov 2014 13:42:02 GMT https://communities.sas.com/t5/SAS-Procedures/Model-selection/m-p/185669#M47153 Ksharp 2014-11-26T13:42:02Z