Variable Selection in Multivariable Regression Using SAS/IML
This paper introduces a SAS/IML program to select among the multivariate model candidates based on a few well-known multivariate model selection criteria. Stepwise regression and all-possible-regression are considered. The program is user friendly and requires the user to paste or read the data at t...
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2002-11-01
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| Series: | Journal of Statistical Software |
| Online Access: | http://www.jstatsoft.org/index.php/jss/article/view/2297 |