PROC STEPDISC Statement
 PROC STEPDISC < options > ;
The PROC STEPDISC statement invokes the STEPDISC procedure.
The PROC STEPDISC statement has the following 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 betweenclass correlations.
 BCOV

displays betweenclass covariances.
The betweenclass covariance matrix equals the betweenclass
SSCP matrix divided by n(c1)/c, where n is the
number of observations and c is the number of classes.
The betweenclass covariances should be interpreted
in comparison with the totalsample and withinclass
covariances, not as formal estimates of population parameters.
 BSSCP

displays the betweenclass SSCP matrix.
 DATA=SASdataset

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 withinclass correlations (partial
correlations based on the pooled withinclass covariances).
 PCOV

displays pooled withinclass covariances.
 PR2ENTRY=p
 PR2E=p

specifies the partial R^{2} for adding variables
in the forward selection mode, where .
 PR2STAY=p
 PR2S=p

specifies the partial R^{2} for retaining variables
in the backward elimination mode, where .
 PSSCP

displays the pooled withinclass 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 1p.
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 1p.
By default, SINGULAR= 1E8.
 SLENTRY=p
 SLE=p

specifies the significance level for adding variables
in the forward selection mode, where .The default value is 0.15.
 SLSTAY=p
 SLS=p

specifies the significance level for retaining variables
in the backward elimination mode, where .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 totalsample and pooled
withinclass 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 totalsample correlations.
 TCOV

displays totalsample covariances.
 TSSCP

displays the totalsample corrected SSCP matrix.
 WCORR

displays withinclass correlations for each class level.
 WCOV

displays withinclass covariances for each class level.
 WSSCP

displays the withinclass corrected SSCP matrix for each class level.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.