The REG Procedure
- Overview
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Getting Started
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Syntax
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DetailsMissing ValuesInput Data SetsOutput Data SetsInteractive AnalysisModel-Selection MethodsCriteria Used in Model-Selection MethodsLimitations in Model-Selection MethodsParameter Estimates and Associated StatisticsPredicted and Residual ValuesModels of Less Than Full RankCollinearity DiagnosticsModel Fit and Diagnostic StatisticsInfluence StatisticsReweighting Observations in an AnalysisTesting for HeteroscedasticityTesting for Lack of FitMultivariate TestsAutocorrelation in Time Series DataComputations for Ridge Regression and IPC AnalysisConstruction of Q-Q and P-P PlotsComputational MethodsComputer Resources in Regression AnalysisDisplayed OutputPlot Options Superseded by ODS GraphicsODS Table NamesODS Graphics
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Examples
- References
The use of model-selection methods can be time-consuming in some cases because there is no built-in limit on the number of
independent variables, and the calculations for a large number of independent variables can be lengthy. The recommended limit
on the number of independent variables for the MINR method is 
, where i is the value of the INCLUDE= option.
For the RSQUARE, ADJRSQ, or CP method, with a large value of the BEST= option, adding one more variable to the list from which regressors are selected might significantly increase the CPU time. Also, the time required for the analysis is highly dependent on the data and on the values of the BEST=, START=, and STOP= options.