Stepwise selection is not recommended. The p-values from the final model will be too low, the standard errors too small, the confidence intervals too narrow, the model too complex and the parameter estimates biased away from 0. For a simple demonstration of this (albeit in GLM, not LOGISTIC, but the same thing applies) see my paper with David Cassell: Stopping Stepwise, here is the version we gave at NESUG a while back. For more proof, see Frank Harrell's book Regression Modelling Strategies (he uses R, but it's still a really good book :-)). If you must use an automated method, I suggest LASSO or LARS in PROC GLMSELECT. Unfortunately, SAS does not yet have this for LOGISTIC, but I have found that getting several recommended models from GLMSELECT and then examining them in LOGISTIC works well. This may be even more so with an ordinal DV. Also, the last sentence in your paragraph starting "I have the problem...." seems to be cut off. As to your specific question, see the documentation, which states that SAS uses the chi-square statistic for each effect not in the model.
... View more