cancel
Turn on suggestions
Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.
Showing results for 
Search instead for 
Did you mean: 
BookmarkSubscribeRSS Feed
ZC
Calcite | Level 5 ZC
Calcite | Level 5

Model selection

Posted 11-25-2014 04:54 PM (1694 views)

Hello,

I am building model using PROC GLMSELECT with SELECT = ADJRSQ. Could anyone tell me how to set up a threshold for adjusted R-sqaure to decide addition a variable or not? For example, only when addition of a variable results in an increase of 0.01 in adjusted R-square, this variable will be retained in the model.

Thank you very much for your help!

0 Likes
Reply

Catch up on SAS Innovate 2026

Nearly 200 sessions are now available on demand with the SAS Innovate Digital Pass.

Explore 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.

Watch What is ANOVA? on YouTube

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 0 replies
  • ‎11-25-2014 04:54 PM
  • 1695 views
  • 0 likes
  • 1 in conversation