Date:         Fri, 4 May 2007 15:44:17 -0400
Reply-To:     Peter Flom <peterflomconsulting@mindspring.com>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Peter Flom <peterflomconsulting@MINDSPRING.COM>
Subject:      Re: interpreting PROC GLM output
Comments: To: Jerry Davis <jwd@UGA.EDU>
Content-Type: text/plain; charset=UTF-8

Jerry Davis <jwd@UGA.EDU> wrote
>Suppose an investigator does a 3**3 manufacturing type experiment and
>wants to fit a response surface model.  In practice they will often do
>an initial stepwise procedure to see what terms affect the response
>variable.  In the interest of understanding and parsimony they want to
>drop terms that have no effect.  Sometimes the resulting model is one
>that I would have selected.  The parameter estimates, standard errors
>and p-values are what they are.  They don't care what 10,000 simulations
>of a theoretical problem produce.
>

I don't know enough about this to comment intelligently

>I'm no expert on data mining but apparently data miners love automatic
>selection methods.  Why do you think SAS developed GLMSELECT?  Customers
>wanted variable selection methods with a class statement.  I guess the
>marketplace will decide who is stupid and who is being practical.
>

SAS developed GLMSELECT in part because it's much better than STEPWISE.

The marketplace, though, will never determine who is stupid.  Just who is rich.

:-)

Peter