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wutao9999
Obsidian | Level 7

reg data = clean_data

outest = data_a;

model volume = price factor1 factor2 factor3/selection = stepwise;
output out=model_res  ;

quit;

I have the above regression model using stepwise selection method. In the model, I want to keep price as a regressor (or explanatory variable) no matter how it is related to volume.

How can I force the price as a regressor as the stepwise step won't remove it?  Thank you.

1 ACCEPTED SOLUTION

Accepted Solutions
Reeza
Super User

Use the INCLUDE option with n=1.

INCLUDE=n

forces the first n independent variables listed in the MODEL statement to be included in all models. The selection methods are performed on the other variables in the MODEL statement. The INCLUDE= option is not available with SELECTION=NONE.

SAS/STAT(R) 9.2 User's Guide, Second Edition

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1 REPLY 1
Reeza
Super User

Use the INCLUDE option with n=1.

INCLUDE=n

forces the first n independent variables listed in the MODEL statement to be included in all models. The selection methods are performed on the other variables in the MODEL statement. The INCLUDE= option is not available with SELECTION=NONE.

SAS/STAT(R) 9.2 User's Guide, Second Edition

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