p*****o
发帖数: 543 | 1 proc reg data=tmp;
model V5=V1--V4/ selection=stepwise slentry=0.05
slstay=0.10 details;
run;
想知道上面这段CODE中,SLENTRY=0.05是说，VARIABLE 要进入MODEL，必须P VALUE《0.
05么？这个SLSTAY=0.10是说VARIABLE要留在MODEL里面，必须P VALUE《0.10ME ?我糊
涂的是，为什么这两个P VALUE的值会是不一样的啊。。。 |
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g********5
发帖数: 62 | 2 (from http://www.tau.ac.il/cc/pages/docs/sas8/stat/chap55/sect29.htm )
Stepwise (STEPWISE)
The stepwise method is a modification of the forward-selection technique and
differs in that variables already in the model do not necessarily stay
there. As in the forward-selection method, variables are added one by one to
the model, and the F statistic for a variable to be added must be
significant at the SLENTRY= level. After a variable is added, however, the
stepwise method looks at all the variables |
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y*****t
发帖数: 1367 | 3 很简单。slentry=.05的意思是每次加一个新的variable，对应的模型算出的t-test的p
-value必须小于等于.05，但是每次加了新的variable之后，之前的model得出的p-valu
e就会变化（通常会变大），所以如果变化太大而使得某些p-value超过slstay=.1的话，
那些之前加的variable就会从model中去掉。
0. |
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s*********s
发帖数: 100 | 4 做stepwise model selection, 但是需要一直保留一个variable, 剩下的变量去
stepwise, 请问这个应该实现？
是要在selection=stepwise slentry=0.05 slstay=0.05 details 加入一个什么命令吗？
万分感谢！！！ |
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