08-22-2011 05:09 AM
I used PROC LOGISTIC to run a model using backward variable selection method. For this method, the final set of variables that were kept in the model have p-values >0.05 for the Type3 analysis. This is not good if I want to keep only those variables with p-value<=0.05. Can I ask how I can control the significance level for the final variables in PROC LOGISTIC?
08-22-2011 10:04 AM
Will setting the alpha= option do what you want? see, e.g.: http://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_logistic_sec...
08-24-2011 05:16 PM
If you have interactions in the model, the default is to maintain a heirarchical model. That is, if A*B is in the model, then A and B are required to be in the model. In such a case, A or B may not meet the significance level requirements. You can turn off model hierarchy with the HIER= option in the MODEL statement.