GRM and GDA Syntax - Stepwise Regression

Click the Stepwise button on the GRM Analysis Syntax Editor - Keywords tab to display the Stepwise Regression dialog. This dialog contains keywords and specifications (options) for specifying a stepwise regression analysis; see the description of the GRM Syntax for a list of all keywords (see also the GRM Analysis Syntax Editor dialog). Note that stepwise regression is only available if the current model contains a single dependent variable.

Element Name Description
Keywords Click a button in the Keywords group box to insert the respective keyword at the current cursor location in the Analysis syntax edit field on the GRM Analysis Syntax Editor dialog.
P1ENTER P1ENTER [=] Value;

Example. P1ENTER=.05;

Optional keyword used in conjunction with the MBUILD options forward, fstepwise, and bstepwise; P1ENTER and P2REMOVE are only valid if STEPCRIT = P. The stepwise entry or removal of effects into or out of the model is guided by the significance levels (p-values) specified via the P1ENTER and P2REMOVE keywords. An effect will be entered into the model if the statistical significance of its contribution to the prediction is better than (i.e., p less than) P1ENTER; an effect will be removed from the model if the statistical significance of its contribution is worse than (i.e., p greater than) P2REMOVE. Thus, in forward and backward stepwise selection ( fstepwise and bstepwise), where at each step effects can be entered into or removed from the model, P1ENTER must be less than P2REMOVE, so that effects that are entered are not automatically removed in the next step, or vice versa. See the Introductory Overview for additional details.

Applies to. GRM, GLZ

P2REMOVE P2REMOVE[=] Value;

Example. P2REMOVE=.05;

Optional keyword used in conjunction with the MBUILD options forward, fstepwise, and bstepwise; P1ENTER and P2REMOVE are only valid if STEPCRIT = P. See P1ENTER above for additional details.

Applies to. GRM, GLZ

F1ENTER F1ENTER [=] Value;

Example. F1ENTER = 2.5;

Optional keyword used in conjunction with the MBUILD options forward, fstepwise, and bstepwise; F1ENTER and F2REMOVE are only valid if STEPCRIT = F (which itself is only a valid specification if the DESIGN statement does not contain effects for categorical predictors; see also the description of the Quick Specs Dialog - Options tab). The stepwise entry or removal of effects into or out of the model is guided by the values specified via the F1ENTER and F2REMOVE keywords. An effect will be entered into the model if the statistical significance of its contribution to the prediction (i.e., the associated F statistic with one degree of freedom for the numerator) is better than (i.e., F greater than) F1ENTER; an effect will be removed from the model if the statistical significance of its contribution (the associated F statistic) is worse than (i.e., F less than) F2REMOVE. Thus, in forward and backward stepwise selection ( fstepwise and bstepwise), where at each step effects can be entered into or removed from the model, F1ENTER must be greater than F2REMOVE, so that effects that are entered are not automatically removed in the next step, or vice versa. See the Introductory Overview for additional details.

Applies to. GRM

F2REMOVE F2REMOVE [=] Value;

Example. F2REMOVE = 2;

Optional keyword used in conjunction with the MBUILD options forward, fstepwise, and bstepwise; F1ENTER and F2REMOVE are only valid if STEPCRIT = F (which itself is only a valid specification if the DESIGN statement does not contain effects for categorical predictors; see also the description of the Quick Specs Dialog - Options tab). See F1ENTER above for additional details.

Applies to. GRM

MAXSTEP MAXSTEP [=] Integer Value;

Example. MAXSTEP=10;

Optional keyword used in conjunction with the MBUILD options forward, backward, fstepwise, and bstepwise. The integer value specified with this keyword will determine the maximum number of steps that will be performed in the stepwise selection of effects.

Applies to. GRM, GLZ

STEPCRIT STEPCRIT [=] { P };

{ F };

Example: STEPCRIT = P;

Optional keyword used in conjunction with the MBUILD options forward, backward, fstepwise, and bstepwise; the default setting is P; option F is only a valid specification if the DESIGN statement does not contain effects for categorical predictors (see also the description of the Quick Specs Dialog - Options tab). If option P is specified then the stepwise selection of effects for inclusion in or exclusion from the model will be guided by the P1ENTER and P2REMOVE values; if option F is specified then the stepwise selection of effects for inclusion in or exclusion from the model will be guided by the F1ENTER and F2REMOVE values.

Applies to. GRM

Specifications The Specifications group box contains specifications (options) that can be used in the analysis syntax. Note that the specifications discussed below are the ones that are unique to stepwise regression. For details about the other specifications on this dialog, see GRM Analysis Syntax Editor - Specifications tab.
p Click the p button to insert the specification p into the Analysis syntax edit field (on the GRM Analysis Syntax Editor dialog), at the current location of the cursor. The p option is used in conjunction with the STEPCRIT keyword (which itself is used in conjunction with the MBUILD options forward, backward, fstepwise, and bstepwise). If option p is specified then the stepwise selection of effects for inclusion in or exclusion from the model will be guided by the P1ENTER and P2REMOVE values (see above).
f Click the f button to insert the specification f into the Analysis syntax edit field, at the current location of the cursor. The f option is used in conjunction with the STEPCRIT keyword (which itself is used in conjunction with the MBUILD options forward, backward, fstepwise, and bstepwise). Option f is only a valid specification if the DESIGN statement does not contain effects for categorical predictors (see also the description of the Quick Specs Dialog - Options tab). If option f is specified then the stepwise selection of effects for inclusion in or exclusion from the model will be guided by the F1ENTER and F2REMOVE values (see above).
Close Click this button to return to the Syntax Editor.

For more information on model building methods, see Model building in GRM in the Introductory Overview.