Modeling and Multivariate Methods - SAS

Chapter 4 Fitting Stepwise Regression Models 145
Models with Crossed, Interaction, or Polynomial Terms
2. Select Analyze > Fit Model.
3. Select Y and click Y.
4. In the Degree box, type 2.
5. Select F, Ct, A, T, and Cn and click Macros > Factorial to Degree.
6. For Personality, select Stepwise.
7. Click Run.
Figure 4.9 Initial Current Estimates Report
The model in Figure 4.9 contains all factorial terms up to two-factor interactions for the five continuous
factors. Note that some terms have more than one degree of freedom (nDF) due to the restrictions placed on
some of the terms. Under the model selection rules described above, a crossed term cannot be entered into
the model until all its subterms are also in the model. For example, if the stepwise process enters F*Ct, then
it must also enter F and Ct, which gives F*Ct an nDF of 3.
Figure 4.10 Current Estimates Report, Step 1