topic Model selection in Statistical Procedures https://communities.sas.com/t5/Statistical-Procedures/Model-selection/m-p/186768#M9693 <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 21:54:18 GMT ZC 2014-11-25T21:54:18Z Model selection https://communities.sas.com/t5/Statistical-Procedures/Model-selection/m-p/186768#M9693 <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 21:54:18 GMT https://communities.sas.com/t5/Statistical-Procedures/Model-selection/m-p/186768#M9693 ZC 2014-11-25T21:54:18Z