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ZC
Calcite | Level 5 ZC
Calcite | Level 5

Model selection

Posted 11-25-2014 10:53 AM (752 views)

Hello,

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.

Thank you very much for your help!

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  • 1 reply
  • ‎11-25-2014 10:53 AM
  • 753 views
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