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Sequential (Hierarchical) regression

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Occasional Contributor
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Sequential (Hierarchical) regression

I want to do a sequestial (not stepwise) regression using SAS EG and control the order in which the IV's are entred into the regression.

Geoff 

SAS Super FREQ
Posts: 3,475

Re: Sequential (Hierarchical) regression

I'm not sure whether I understand you correctly, but to fit a sequential model you can use PROC REG and specify the SEQB option on the MODEL statement to produce the sequence of parameter estimates as each variable is entered into thte model. The variable order is determined by the order in which the variables are listed on the MODEL statement. For example, look at the SeqParmEst table in the output for the following example:

 

proc reg data=sashelp.class plots=none;
model weight = height age / ss1 seqb;
run;

 

The SeqParmEst table follows. The last row is the final parameter estimates that are listed in the ParameterEstimates table.:

 

Sequential Parameter Estimates
Intercept Height Age
100.026316 0 0
-143.026918 3.899030 0
-141.223763 3.597027 1.278393
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