Modeling and Multivariate Methods - SAS

Chapter 4 Fitting Stepwise Regression Models 149
The All Possible Models Option
Example Using Logistic Stepwise Regression
1. Open the Fitness.jmp sample data table.
2. Select Analyze > Fit Model.
3. Select Sex and click Y.
4. Select Weight, Runtime, RunPulse, RstPulse, and MaxPulse and click Add.
5. For Personality, select Stepwise.
6. Click Run.
7. For Rules, select Restrict.
8. Click Go.
Figure 4.14 Logistic Stepwise Report
The enter and remove statistics are calculated using cheap Score or Wald chi-square tests respectively, but
the regression estimates and log-likelihood values are based on the full iterative maximum likelihood fit. If
you want to compare the Wald/Score values, look at the Step History report.
The All Possible Models Option
For continuous responses, the Stepwise platform includes the All Possible Models option. It is accessible
from the red-triangle menu on the Stepwise control panel. Enter values for the maximum number of terms
to fit in any one model and for the maximum number of best model results to show for each number of
terms in the model.
Example Using the All Possible Models Option
1. Open the Fitness.jmp sample data table.