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  2. Stepwise regression - Wikipedia

    en.wikipedia.org/wiki/Stepwise_regression

    The main approaches for stepwise regression are: Forward selection, which involves starting with no variables in the model, testing the addition of each variable using a chosen model fit criterion, adding the variable (if any) whose inclusion gives the most statistically significant improvement of the fit, and repeating this process until none improves the model to a statistically significant ...

  3. One in ten rule - Wikipedia

    en.wikipedia.org/wiki/One_in_ten_rule

    A "one in 20 rule" has been suggested, indicating the need for shrinkage of regression coefficients, and a "one in 50 rule" for stepwise selection with the default p-value of 5%. [ 4 ] [ 6 ] Other studies, however, show that the one in ten rule may be too conservative as a general recommendation and that five to nine events per predictor can be ...

  4. Newey–West estimator - Wikipedia

    en.wikipedia.org/wiki/Newey–West_estimator

    In SAS, the Newey–West corrected standard errors can be obtained in PROC AUTOREG and PROC MODEL [17] See also. Heteroskedasticity-consistent standard errors;

  5. SAS language - Wikipedia

    en.wikipedia.org/wiki/SAS_language

    While SAS was originally developed for data analysis, it became an important language for data storage. [5] SAS is one of the primary languages used for data mining in business intelligence and statistics. [29] According to Gartner's Magic Quadrant and Forrester Research, the SAS Institute is one of the largest vendors of data mining software. [24]

  6. Omnibus test - Wikipedia

    en.wikipedia.org/wiki/Omnibus_test

    Tukey's HSD and Scheffé's procedure are one-step procedures and can be done without the omnibus F having to be significant. They are "a posteriori" tests, but in this case, "a posteriori" means "without prior knowledge", as in "without specific hypotheses." On the other hand, Fisher's Least Significant Difference test is a two-step procedure.

  7. SAS (software) - Wikipedia

    en.wikipedia.org/wiki/SAS_(software)

    PROC statements can also display results, sort data or perform other operations. [5] SAS macros are pieces of code or variables that are coded once and referenced to perform repetitive tasks. [8] SAS data can be published in HTML, PDF, Excel, RTF and other formats using the Output Delivery System, which was first introduced in 2007. [9]

  8. Linear discriminant analysis - Wikipedia

    en.wikipedia.org/wiki/Linear_discriminant_analysis

    The stepwise method enters the predictors sequentially. The two-group method should be used when the dependent variable has two categories or states. The multiple discriminant method is used when the dependent variable has three or more categorical states. Use Wilks's Lambda to test for significance in SPSS or F stat in SAS. The most common ...

  9. Newman–Keuls method - Wikipedia

    en.wikipedia.org/wiki/Newman–Keuls_method

    The Newman–Keuls or Student–Newman–Keuls (SNK) method is a stepwise multiple comparisons procedure used to identify sample means that are significantly different from each other. [1] It was named after Student (1927), [ 2 ] D. Newman, [ 3 ] and M. Keuls. [ 4 ]