GRM Syntax - Example 2: Stepwise Multiple Regression with Categorical Predictors

This example illustrates the specification for a stepwise multiple regression problem with a single dependent variable and categorical predictors. When categorical predictor variables or effects have more than a single degree of freedom, the stepwise and best-subset procedures in STATISTICA GRM ensure that the coded (sigma-restricted) variables representing the categorical predictors are moved in or out of the model as a block (so that always complete multi-degree of freedom effects are included or excluded from the final model).

Note that brief descriptive comments are enclosed in curly brackets. You can run this example with the example data file Exp.sta.


{ Dependent variable (list): }


{ Specification of grouping variables (factors); note that

  optional grouping codes (values) are specified to identify

  the (selected) groups in the categorical predictors. }


            TIME   (1 2 3);

{ Specification of continuous predictor variables (covariates) }


{ Here the bar operator is used to construct the full factorial

  design for the categorical predictor variables; the bar operator

  will evaluate to all main effects and interactions

  between the grouping variables. }


               GENDER | TIME;

{ Forward stepwise regression is requested as the model building

  method. }


{ The maximum number of steps is 10. }

   MAXSTEP  = 10;

{ p to enter is 0.10. }

   P1ENTER  = .10;

{ p to remove is 0.10. }

   P2REMOVE = .10;

For more examples, see GRM Syntax - Examples.