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- Re: Sequential (Hierarchical) regression

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11-16-2016 07:14 AM

Rick_SAS, thanks. Is there any way to get R-square, R-Square Change, F Change etc. as SPSS does to determine if the model is being improved by and by how much the model is being improved as new variables are entered?

Geoff

Geoff

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11-16-2016 09:28 AM

You are looking for variables selection method. Check SELECT= option of MODEL statement.

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11-22-2016 10:32 AM

I don't see a "Select=" option. There is a Selection= which specifies a specific model to use e.g. None, Forward, Backward etc but I see no option for a Sequential or Hierarchical regression which would allow me to enter the variables in a specific order. Rick_SAS suggested the SEQB option which produced parameter estimates for each variable as it was entered in the regression but I'm not convinced that it actually conducted a sequential regression. Changing the order of the variables in the variable list did not change the parameter estimates in the SEQB output which makes me think the PROC REG is selecting the variable order based on R or a t-value and not necessarily on the order I want them.

Geoff

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11-22-2016 10:38 PM

If you want "Changing the order of the variables in the variable list DID change the parameter estimates " you could try PROC GLM .

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11-23-2016 12:15 PM

Hi, initially I was trying to analyze my data using ANCOVA but the covariate was dependent on the level of IV (a violation of the ANOVA assumption of independence). To overcome this, sequential regression was suggested to me to understand the influence of the covariate rather than trying to "correct " for it. I want to be sure that using the SEQB option does in fact produce a sequential analyses and not a standard or full regression. I don't see how SEQB is doing this if the parameter estimates are not dependent on the order in which the IV's are entered into the regression equation.

Geoff

Geoff

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11-23-2016 09:41 PM

Sorry. Maybe I misunderstood your question. But from what you described , it looks like you need to resort to MIXED model. PROC MIXED

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11-24-2016 07:28 AM

Hi, basically I want to do a sequential regression. I'm just not convinced that any of the PROC REG models or options actually does the regression sequentially as opposed to entering all the IV's together regardless of how I list them in the model statement. If you think the mixed model would work I would appreciate hearing additional details on how to do that. I currently use SAS Enterprise Guide but I can modify and write code.

Thanks

Geoff

Thanks

Geoff

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11-25-2016 10:33 PM

Or you could try proc glmselect data=sashelp.cars; model enginesize= cylinders horsepower invoice length/selection=none; run;

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11-28-2016 11:56 AM

Hi, thanks for the suggestioon but it produced the exact same parameters as the PROC REG Selection=none model. Basically a full regression model and the order that the vriables were entered into the model didn't change the parameter estimates. Am I wrong to think that if a true sequential regression was being carried out then the order the variables are entered into the model should affect the parameter estimates? If not can somone provide an example where the parameter estimates change with the order of the variables.

Thanks

Geoff

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12-01-2016 09:42 AM

Hi, after consulting with Barbara Tabachnick (co-author of Using Multivariate Statistics) it turns out I was wrong about my expectations of what a sequential regression would look like. The final model will always have the same R2 and the same regression coefficients regardless of the order in which the IV's are entered. In SAS the easiest was to conduct a sequential regression is to do a series of regressions with each successive regression having the IV or IV's of interest added. The change in R2 is simply the difference in R2 between the two models and the F-change is calculated the same way as F except deltaR2 is used in the first part of the equation instead of R2.

Thanks For all the help.

Geoff

Thanks For all the help.

Geoff