In addition to the source that Peter suggested, let me also suggest the paper that he and David Cassell wrote last year. It appeared in several places but you can see it at

http://www.nesug.org/Proceedings/nesug07/sa/sa07.pdf

In the paper, they demonstrated that stepwise will find solutions to random collections of numbers.

Nat Wooding Environmental Specialist III Dominion, Environmental Biology 4111 Castlewood Rd Richmond, VA 23234 Phone:804-271-5313, Fax: 804-271-2977

Peter Flom <peterflomconsult ing@MINDSPRING.CO To M> SAS-L@LISTSERV.UGA.EDU Sent by: "SAS(r) cc Discussion" <SAS-L@LISTSERV.U Subject GA.EDU> Re: stepwise

10/07/2008 05:04 PM

Please respond to Peter Flom <peterflomconsult ing@mindspring.co m>

nchapinal@YAHOO.COM wrote > >I am using proc stepwise to know which are the best predictors to >distinguish between healthy and sick people. >I know more or less how to do it. However, someone told me you can add >an option that tells you how accurate is each particular predictor >that you keep in the model in classifying people in the right >category. > >Any help is welcome!

I see that others have already responded, saying I don't recommend this. They are right. I don't. The best source on why this is bad is Frank Harrell's book on Regression Modeling Strategies

First there is, AFAIK, no such PROC as PROC STEPWISE -- it's not in SAS help, so it is hard to know just what you are doing.

Stepwise does NOT allow you to know which are the best predictors.

I can probably recommend something better, but, let me ask some questions:

1) What is your sample size? 2) Where did the sample come from? (a survey? an experiment? or what?) 3) How many independent variables (IVs) have you got? 4) What is your dependent variable? Is it dichotomous (sick vs. not)? Or a time to event (how long before you got sick)? Or something else? 5) Is the purpose of your study explanation, or prediction, or both? 6) Why did you choose the IVs you chose? 7) What does the literature say about these?

etc.

HTH

Peter

Peter L. Flom, PhD Statistical Consultant www DOT peterflom DOT com

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