Tuesday, January 4, 2011

PROC LOGISTIC options: selection=, hierarchy=

An additional option that you should be aware of when using SELECTION= with a model that has the interaction as a possible variable is the HIERARCHY= option. It specifies whether and how the model hierarchy requirement is applied and whether a single effect or multiple effects are allowed to enter or leave the model in one step. You can specify that only CLASS effects, or both CLASS and interval effects, be subject to the hierarchy requirement. The HIERARCHY= option is ignored unless you also specify one of the following options: SELECTION=FORWARD, SELECTION=BACKWARD, or SELECTION=STEPWISE.

Model hierarchy refers to the requirement that, for any term to be in the model, all effects contained in the term must be present in the model. For example, in order for the interaction A*B to enter the model, the main effects A and B must be in the model. Likewise, neither effect A nor B can leave the model while the interaction A*B is in the model.

The keywords you can specify in the HIERARCHY= option are described as follows:

NONE
Model hierarchy is not maintained. Any single effect can enter or leave the model at any given step of the selection process.

SINGLE
Only one effect can enter or leave the model at one time, subject to the model hierarchy requirement. For example, suppose that you specify the main effects A and B and the interaction of A*B in the model. In the first step of the selection process, either A or B can enter the model. In the second step, the other main effect can enter the model. The interaction effect can enter the model only when both main effects have already been entered. Also, before A or B can be removed from the model, the A*B interaction must first be removed. All effects (CLASS and interval) are subject to the hierarchy requirement.

SINGLECLASS
This is the same as HIERARCHY=SINGLE except that only CLASS effects are subject to the hierarchy requirement.

MULTIPLE
More than one effect can enter or leave the model at one time, subject to the model hierarchy requirement. In a forward selection step, a single main effect can enter the model, or an interaction can enter the model together with all the effects that are contained in the interaction. In a backward elimination step, an interaction itself, or the interaction together with all the effects that the interaction contains, can be removed. All effects (CLASS and interval) are subject to the hierarchy requirement.

MULTIPLECLASS
This is the same as HIERARCHY=MULTIPLE except that only CLASS effects are subject to the hierarchy requirement.

The default value is HIERARCHY=SINGLE, which means that model hierarchy is to be maintained for all effects (that is, both CLASS and interval effects) and that only a single effect can enter or leave the model at each step.

2 comments:

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