When using PROC HPREG with forward stepwise selection, which criterion controls which variables are added to the model at each step?
Select an answer to reveal the explanation.
Short Explanation and Infographic
Here's the deal — a is correct because in PROC HPREG forward stepwise selection, the SLENTRY= option specifies the significance level (default typically 0.15 or 0.05) that a variable's F-test p-value must be below for the variable to enter the model. B describes a greedy correlation approach used in matching pursuit algorithms, not PROC HPREG forward selection.
Full explanation below image
Full Explanation
A is correct because in PROC HPREG forward stepwise selection, the SLENTRY= option specifies the significance level (default typically 0.15 or 0.05) that a variable's F-test p-value must be below for the variable to enter the model. B describes a greedy correlation approach used in matching pursuit algorithms, not PROC HPREG forward selection. C describes AIC-based stepwise selection, which requires a different METHOD= setting. D is wrong because coefficient magnitude is not the entry criterion.