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captainprice0
Fluorite | Level 6

After running proc GLM with multiple regressors.

I got the regressors and their Estimate, P, and T values.

 

I want to find out the best regressors for my model.

how should I use P, T, or Estimate column to determine which regressors are best for my model.

 

Also, what is the meaning of Estimate, P, and T values in model output.

Please help

 

this is how the output looks like

 

DependentParameterEstimateBiasedStdErrtValueProbt
ln_dep1ln_rw_base*region_nm PACIFIC NORTHWEST0.960439569600.00481642199.410.0000
ln_dep1ln_rw_base*region_nm PACIFIC CENTRAL0.960180155900.00476460201.520.0000
ln_dep1ln_rw_base*region_nm NEW ENGLAND0.960074019600.00479192200.350.0000
ln_dep1ln_rw_base*region_nm PACIFIC NORTH0.960017177400.00475982201.690.0000
4 REPLIES 4
PeterClemmensen
Tourmaline | Level 20

This sounds like multiple questions regarding understanding the GLM output.

 

I recommend that you take a look at some of the vell described PROC GLM examples from the documentation here:

 

https://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_glm_sect001...

Ksharp
Super User

P-Value is more small , the variable is more significant .

 

Also Check  PROC GLMSELECT + SELECTION=LASSO 

ballardw
Super User

@Ksharp wrote:

P-Value is more small , the variable is more significant .

 

Also Check  PROC GLMSELECT + SELECTION=LASSO 


My $0.02 Philosophical difference on p-value interpretaton: The p-value is used to reject the Null hypothesis or not. The rejection level should be specified before the test is done.

 

With that caveat small values such as 0.05 or 0.025 are common values to compare and a p-value smaller than those will reject the null hypothesis.

PaigeMiller
Diamond | Level 26

Agreeing with @PeterClemmensen, your questions are all basic statistics, that can be found in documentation provided by SAS and in many statistics textbooks, and you need to do some reading there to learn these fundamental concepts.

--
Paige Miller

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