PROC STEPDISC Statement

PROC STEPDISC < options > ;

Table 60.1: STEPDISC Procedure Options

Task		Options
Specify Data Set		DATA=
Select Method		METHOD=
Selection Criterion		SLENTRY=
		SLSTAY=
		PR2ENTRY=
		PR2STAY=
Selection Process		INCLUDE=
		MAXSTEP=
		START=
		STOP=
Determine Singularity		SINGULAR=
Control Displayed Output
	Correlations	BCORR
		PCORR
		TCORR
		WCORR
	Covariances	BCOV
		PCOV
		TCOV
		WCOV
	SSCP Matrices	BSSCP
		PSSCP
		TSSCP
		WSSCP
	Miscellaneous	ALL
		SIMPLE
		STDMEAN
	Suppress Output	SHORT

ALL

activates all of the display options.

BCORR

displays between-class correlations.

BCOV

displays between-class covariances. The between-class covariance matrix equals the between-class SSCP matrix divided by n(c-1)/c, where n is the number of observations and c is the number of classes. The between-class covariances should be interpreted in comparison with the total-sample and within-class covariances, not as formal estimates of population parameters.

BSSCP

displays the between-class SSCP matrix.

DATA=SAS-data-set

specifies the data set to be analyzed. The data set can be an ordinary SAS data set or one of several specially structured data sets created by statistical procedures available with SAS/STAT software. These specially structured data sets include TYPE=CORR, COV, CSSCP, and SSCP. If the DATA= option is omitted, the procedure uses the most recently created SAS data set.

INCLUDE=n

includes the first n variables in the VAR statement in every model. By default, INCLUDE=0.

MAXSTEP=n

specifies the maximum number of steps. By default, MAXSTEP= two times the number of variables in the VAR statement.

METHOD=BACKWARD | BW

METHOD=FORWARD | FW

METHOD=STEPWISE | SW

specifies the method used to select the variables in the model. The BACKWARD method specifies backward elimination, FORWARD specifies forward selection, and STEPWISE specifies stepwise selection. By default, METHOD=STEPWISE.

PCORR

displays pooled within-class correlations (partial correlations based on the pooled within-class covariances).

PCOV

displays pooled within-class covariances.

PR2ENTRY=p

PR2E=p

specifies the partial R² for adding variables in the forward selection mode, where $p \leq 1$ .

PR2STAY=p

PR2S=p

specifies the partial R² for retaining variables in the backward elimination mode, where $p \leq 1$ .

PSSCP

displays the pooled within-class corrected SSCP matrix.

SHORT

suppresses the displayed output from each step.

SIMPLE

displays simple descriptive statistics for the total sample and within each class.

SINGULAR=p

specifies the singularity criterion for entering variables, where 0<p<1. PROC STEPDISC precludes the entry of a variable if the squared multiple correlation of the variable with the variables already in the model exceeds 1-p. With more than one variable already in the model, PROC STEPDISC also excludes a variable if it would cause any of the variables already in the model to have a squared multiple correlation (with the entering variable and the other variables in the model) exceeding 1-p. By default, SINGULAR= 1E-8.

SLENTRY=p

SLE=p

specifies the significance level for adding variables in the forward selection mode, where $0 \leq p \leq 1$ .The default value is 0.15.

SLSTAY=p

SLS=p

specifies the significance level for retaining variables in the backward elimination mode, where $0 \leq p \leq 1$ .The default value is 0.15.

START=n

specifies that the first n variables in the VAR statement be used to begin the selection process. When you specify METHOD=FORWARD or METHOD=STEPWISE, the default value is 0; when you specify METHOD=BACKWARD, the default value is the number of variables in the VAR statement.

STDMEAN

displays total-sample and pooled within-class standardized class means.

STOP=n

specifies the number of variables in the final model. The STEPDISC procedure stops the selection process when a model with n variables is found. This option applies only when you specify METHOD=FORWARD or METHOD=BACKWARD. When you specify METHOD=FORWARD, the default value is the number of variables in the VAR statement; when you specify METHOD=BACKWARD, the default value is 0.

TCORR

displays total-sample correlations.

TCOV

displays total-sample covariances.

TSSCP

displays the total-sample corrected SSCP matrix.

WCORR

displays within-class correlations for each class level.

WCOV

displays within-class covariances for each class level.

WSSCP

displays the within-class corrected SSCP matrix for each class level.