Automatic Variable Selection

The CALIS Procedure

Automatic Variable Selection

You can use the VAR statement to reorder the variables in the model and to delete the variables not used. Using the VAR statement saves memory and computation time. If a linear structural equation model using the RAM or LINEQS statement (or an INRAM= data set specifying a RAM or LINEQS model) does not use all the manifest variables given in the input DATA= data set, PROC CALIS automatically deletes those manifest variables not used in the model.

In some special circumstances, the automatic variable selection performed for the RAM and LINEQS statements may be inappropriate, for example, if you are interested in modification indices connected to some of the variables that are not used in the model. You can include such manifest variables as exogenous variables in the analysis by specifying constant zero coefficients.

For example, the first three steps in a stepwise regression analysis of the Werner Blood Chemistry data (J $\ddot{o}$ reskog and S $\ddot{o}$ rbom 1988, p. 111) can be performed as follows:

   proc calis data=dixon method=gls nobs=180 print mod;
      lineqs y=0 x1+0 x2+0 x3+0 x4+0 x5+0 x6+0 x7+e;
      std    e=var;
   run;
   proc calis data=dixon method=gls nobs=180 print mod;
      lineqs y=g1 x1+0 x2+0 x3+0 x4+0 x5+0 x6+0 x7+e;
      std    e=var;
   run;
   proc calis data=dixon method=gls nobs=180 print mod;
      lineqs y=g1 x1+0 x2+0 x3+0 x4+0 x5+g6 x6+0 x7+e;
      std    e=var;
   run;

Using the COSAN statement does not automatically delete those variables from the analysis that are not used in the model. You can use the output of the predetermined values in the predicted model matrix (PREDET option) to detect unused variables. Variables that are not used in the model are indicated by 0 in the rows and columns of the predetermined predicted model matrix.

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