Stepwise Regression
Click the Stepwise button on the GLZ Analysis Syntax Editor - Keywords tab to display the Stepwise Regression dialog box, which contains keywords for specifying a stepwise regression analysis; see the description of the GLZ Syntax for a list of all keywords. Note that stepwise regression is only available if the current model contains a single dependent variable. Click on a button to insert the respective keywords, symbol, or value at the current cursor location in the Analysis syntax edit field (in the GLZ Analysis Syntax Editor).
| Element Name | Description |
|---|---|
| Keywords | The Keywords group box contains the following keywords: |
| P1ENTER | P1ENTER [=] Value;
Example. P1ENTER=.10; Optional keyword used in conjunction with the MBUILD options forward, fstepwise, and bstepwise (note that these options are very similar to those described for the GRM syntax). 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. In forward stepwise selection, the score statistic is used to select new (significant) effects; while the Wald statistic is used during backward steps (i.e., when effects are selected for removal from the model). Specifically, 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) p1, enter; an effect will be removed from the model if the statistical significance of its contribution is worse than (i.e., p greater than) p2, remove. Thus, in forward and backward stepwise selection (fstepwise and bstepwise), where at each step effects can be entered into or removed from the model, p1, enter must be less than p2, remove, so that effects that are entered are not automatically removed in the next step, or vice versa. See also the Introductory Overview for additional details.Applies to. GRM, GLZ |
| P2REMOVE | P2REMOVE[=] Value;
Example. P2REMOVE=.10; Optional keyword used in conjunction with the MBUILD options forward, fstepwise, and bstepwise (note that these options are very similar to those described for the GRM syntax). See P1ENTER above for additional details. |
| MAXSTEP | MAXSTEP [=] Integer Value;
Example. MAXSTEP=10; Optional keyword used in conjunction with the MBUILD options forward, backward, fstepwise, and bstepwise (note that those options are very similar to those described for the GRM syntax, except that in GLZ, the specific statistics that are used to evaluate the statistical significance of the contribution of the effects are based on maximum likelihood estimation; see also the Introductory Overview ). The integer value specified with this keyword will determine the maximum number of steps that will be performed in the stepwise selection of effects. For more information on model building methods, see the Introductory Overview. Applies to. GRM, GLZ |
| Specifications | For details on the available Specifications (options), see GLZ Analysis Syntax Editor - Specifications tab. |
| Close | Click this button to return to the
Syntax Editor.
See also, GLZ - Index. |