BookmarkSubscribeRSS Feed
Elkridge_SAS
Calcite | Level 5
I am trying to do backward/forward/stepwise regression while also calculating Cp's . However, instead of using the p-value (sle 0.05 for example) as the cut-off, I am supposed to use an F-value. Can someone help me with the syntax to carry this out ? Thanks
3 REPLIES 3
sbb
Lapis Lazuli | Level 10 sbb
Lapis Lazuli | Level 10
Suggest checking out the SAS support http://support.sas.com/ website for SAS-hosted DOC and supplemental technical reference/conference materials.

Scott Barry
SBBWorks, Inc.

Suggested Google advanced search argument, this topic/post:
+"proc reg" +"f value" site:sas.com
plf515
Lapis Lazuli | Level 10
You can do this using PROC GLMSELECT, see the documentation for that PROC. But it's not a good way to do things. See my paper with David Cassell: Stopping Stepwise: Why stepwise procedures are bad and what you should use instead. Available in various places, most recently

www.nesug.org/Proceedings/nesug09/sa/sa01.pdf

Peter
Elkridge_SAS
Calcite | Level 5
Thanks Peter. I am trying to do this for a homework so I really am constrained in terms of choice of approach. I looked at the paper and I don't think it mentions how to use the F- value to stop the regression process. For instance, there is a part where it mentions the available stop criteria and there does not seem to be any mention of using F. I just want to be able to say, if F=4, remove/enter data. I'd like to know if SAS can do this. Thanks a lot for your time and for responding.

sas-innovate-2024.png

Join us for SAS Innovate April 16-19 at the Aria in Las Vegas. Bring the team and save big with our group pricing for a limited time only.

Pre-conference courses and tutorials are filling up fast and are always a sellout. Register today to reserve your seat.

 

Register now!

What is ANOVA?

ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 3 replies
  • 1483 views
  • 0 likes
  • 3 in conversation