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GAMS Module STEPWISE in SAS


STEPWISE

 
Provides five methods (forward selection, backward elimination, stepwise,
maximum and minimum R-squared improvements) for stepwise regression.
Recommends twenty independent variables. Options: weights, form of input,
significance levels, Mallows' C-p statistic.
 
Classes  :  L8c1a1 . Variable selection in multiple linear regression using
                   raw data (i.e., y = b(0) + b(1)*x(1) + ... + b(p)*x(p))
 
Type     : Stand-alone program using SAS command language.
Access   : Proprietary. Many implementations available.
Precision: Single.
Sites    : (1) ITL
 

Implementation of STEPWISE from SAS on ITL

 
ITL:       Unix Workstation Network, National Institute of Standards and
           Technology (NIST), Gaithersburg, MD. Available to NIST staff.
 
Precision: Single.
 
Access available only to NIST staff on internal Unix systems. They may access this
package provided the /itl tree is cross-mounted.
 
   Run          : sas (on linden)
   Documentation: help STEPWISE (in SAS)


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This page was generated on Wed Sep 17, 2008 at 18:22:27 UTC