topic Re: SAS command to run a linear multiple regression WITH COVARIATE in Statistical Procedures

SAS command to run a linear multiple regression WITH COVARIATE

CS_B — Sat, 21 Nov 2020 19:51:09 GMT

I am using the SAS command to run a linear multiple regression, stepwise method. However, I have covariates and I would like to know, which is the correct SAS command for this. My actual command is:

proc reg data=a;

model dependent_variable= independent_variables/selection=stepwise;

run;

Re: SAS command to run a linear multiple regression WITH COVARIATE

PaigeMiller — Sat, 21 Nov 2020 21:06:37 GMT

model dependent_variable=covariate independent_variables/selection=stepwise;

If you want stepwise to force the covariate into the model, so it must be selected, use include=1 which forces the first variable listed to always be selected.

model dependent_variable=covariate independent_variables/selection=stepwise include=1;

I feel compelled to advise about the dangers of using Stepwise regression, as many statisticians don't trust it, find it unreliable and misleading. Use your favorite internet search engine to search for "problems with stepwise regression" and you'll have enough to read on this topic for a week. Alternatives are PROC PLS and PROC GLMSELECT.

Re: SAS command to run a linear multiple regression WITH COVARIATE

CS_B — Sat, 21 Nov 2020 21:26:57 GMT

Thank you so much. I will read about stepwise issues. Thanks