SAS : Repeated Estimation of Stepwise Regressions by Group

This post presents a SAS code for estimating regression models by group with a stepwise variable selection.

Repeated Estimation of Stepwise Regressions by Group

We use the sashelp.baseball dataset as a sample data which was used in the previous post below.

• SAS : Repeated Estimation of Regressions by Group

We assume that work.base2 dataset is prepared, which has the number and name of groups based on Team column. work.base2 is already created in the previous post.

Stepwise Regression with a group name as the model name

Given work.base2 dataset, the following SAS code performs an estimation of stepwise linear regression model. This SAS code is same as that of the previous post except the treatment of a stepwise option.

Repeated regressions by using a do-loop

For repeated estimation of regressions, the following SAS macro code is implemented for retrieving array of group names and multiple estimations are carried out using a do-loop.

The following output is estimation results of stepwise regressions with fixed_var_no = 0.

There are, however, many cases where some variables are fixed in advance. In this case fixed_var_no = k is used, which means that the first n-th variables are always selected. The following output shows this kind of stepwise regressions with fixed variables (nAtBat nHits).

Period.