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KyleM_Corrie
Fluorite | Level 6

I've been looking at the sample "SAS Statistical Business Analysis" exam questions at http://support.sas.com/certify/creds/samples/

 

Question #6 is as follows:

 

Question 6
When selecting variables or effects using SELECTION=BACKWARD in the LOGISTIC procedure, the business analyst's model selection terminated at Step 3.

What happened between Step 1 and Step 2?
  1. DF increased.
  2. AIC increased.
  3. Pr > Chisq increased.
  4. - 2 Log L increased.
correct_answer = "D"

 

My question is: Shouldn't the answer be "C"? My understanding is that variable selection is based on a variable's p-value. The backward selection process, by default, eliminates variables one-by-one which don't meet the 0.10 criterion to "stay" in the model.

 

Could someone please clarify if my understanding is wrong? If so, please explain why "D" is the correct answer.

 

Thanks.

3 REPLIES 3
Norman21
Lapis Lazuli | Level 10

The p values of all variables in the model will change when one is removed. One or more of the remaining might become "significant".

 

The question specifically asks about the step before variable selection. As variables are removed, - 2 Log L will increase. So the suggested answer is correct.

 

Norman.

Norman.
SAS 9.4 (TS1M6) X64_10PRO WIN 10.0.17763 Workstation

Ksharp
Super User

Oh, Contra . 

Pr > Chisq( H0: beta = 0 ) is smaller is better (which means model is more significant. i.e. model can explain more variance of Y )

- 2 Log L is bigger is better(which is likelihood of X. more is better model).

Norman21
Lapis Lazuli | Level 10

Bigger is not better.

 

The more variables that are included, the better the model fit (and the lower the deviance). However, the idea is to construct a model with only as many variables as are required.

 

Removing variables will decrease the model fit, but this, in itself, is not a bad thing.

 

Norman.

Norman.
SAS 9.4 (TS1M6) X64_10PRO WIN 10.0.17763 Workstation

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