Modeling and Multivariate Methods - SAS

Chapter 4 Fitting Stepwise Regression Models 137
The Stepwise Report
To find a good oxygen uptake prediction equation, you need to compare many different regression models.
Use the options in the Stepwise report window to search through models with combinations of effects and
choose the model that you want.
The Stepwise Report
The Stepwise report window contains platform options, a regression control panel, current estimates, and
step history.
Table 4.1 Description of the Stepwise Report Window
Platform options
Stepwise Regression
Control
Current Estimates
Step History
The red triangle menu next to Stepwise Fit contains options that affect all of
the variables. See “Stepwise Platform Options” on page 137.
Limits regressor effect probabilities, determines the method of selecting
effects, starts or stops the selection process, and creates a model. See
“Stepwise Regression Control Panel” on page 138.
Enters, removes, and locks in model effects. See “Current Estimates Report”
on page 143.
Records the effect of adding a term to the model. See “Step History Report”
on page 144.
Stepwise Platform Options
The red triangle menu next to Stepwise Fit contains the following platform options.
Table 4.2 Descriptions of Stepwise Platform Options
K-Fold Crossvalidation
All Possible Models
Performs K-Fold cross validation in the selection process. When selected,
this option enables the Max K-Fold RSquare stopping rule (“Stepwise
Regression Control Panel” on page 138).
Available only for continuous responses. For more information about
validation, see “Using Validation” on page 152.
Enter values for the maximum number of terms to fit in any one model.
Also enter values for the maximum number of best model results to show for
each number of terms in the model. You can restrict the models to those that
imply a parent-child relationship (or heredity). See “The All Possible Models
Option” on page 149.
Available only for continuous responses.