BookmarkSubscribeRSS Feed
🔒 This topic is solved and locked. Need further help from the community? Please sign in and ask a new question.
Shivi82
Quartz | Level 8

Dear Team,
I am working on a C-SAT data where there are 2 outcome : SAT(9-10) and DISSAT(1-8). I have approx. 22 predictor variables most of which are categorical and some have more than 10 categories. As with Linear regression we can VIF to test the multicollinearity in predcitor variables. While searching from SAS forum itself i realized we can use "influence" as a measure but that helps with outliers. Moreover from this post
https://communities.sas.com/t5/SAS-Statistical-Procedures/Outliers-and-Multicollinearity-for-Regress... there is a link explaining the diagnostics however i do not understand the outcome in detail. Is there any other approach.

 

Also can we use stepwise/forward/backward regression to remove non signifincant predictors at a given p value. Kindly advice.

Attached is the data for reference. I am using Base SAS.

Regards, Shivi

1 ACCEPTED SOLUTION

Accepted Solutions
Ksharp
Super User
Sorry. I don't know what that  WOE & IV  mean. 
There are PROC GLMSELECT can pick up the most valuable variables for many models.
But that is a big topic .

View solution in original post

4 REPLIES 4
Ksharp
Super User
Unlike proc reg which using OLS, proc logistic is using MLE ,
therefore you can't check multicollinearity. But SAS will automatically remove a
variable when it is collinearity with other variables.

Yes. you can use stepwise/forward/backward to  remove non signifincant predictors.Like:
proc logistic;
model y=x1 x2....x40 /selection=stepwise;
run;

Check documentation to see more examples.
Shivi82
Quartz | Level 8

Thanks for the help. 

 

I am using WOE & IV to reduce the number of predictors in the model as these can assist with both nominal and continuous variables. 

 

Regards.

Ksharp
Super User
Sorry. I don't know what that  WOE & IV  mean. 
There are PROC GLMSELECT can pick up the most valuable variables for many models.
But that is a big topic .

Shivi82
Quartz | Level 8

Thank you for assistance again. 

Seems like the more you explore SAS the more you realize how vast & robust it is. 

 

As you have suggested i will start witih build stepwise, forward & backward models and will do a comparison as i am not educated on Proc GLM Select and probably may not time as of now. But i will for sure check it in the near future. 

 

Thanks again.

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
  • 4 replies
  • 10712 views
  • 2 likes
  • 2 in conversation