09-23-2011 06:27 PM
I've been working with a structural equation models (i.e. a system of equations) wherein I might have anywhere from 4 to 14 different models.
I was curious if there is a way to do a stepwise or stepwise-like selection with such a system? The main PROC that I have been using for the modeling is PROC SYSLIN although I'm not necessarily married to it.
Thanks in advance!