PROC GLMSELECT with SELECTION=STEPWISE is run. A variable is added at step 3, removed at step 5, and added again at step 8. What does this cycling indicate?
Select an answer to reveal the explanation.
Short Explanation and Infographic
Here's the deal — b is correct because stepwise variable cycling is a well-known problem caused by correlated predictors. When a correlated variable enters the model, it absorbs variance that the cycling variable explained, causing it to be removed.
Full explanation below image
Full Explanation
B is correct because stepwise variable cycling is a well-known problem caused by correlated predictors. When a correlated variable enters the model, it absorbs variance that the cycling variable explained, causing it to be removed. When the correlated variable is later removed, the cycling variable re-enters. This instability indicates multicollinearity and casts doubt on the reliability of stepwise results. A is wrong; cycling indicates instability, not strong evidence of importance. C is wrong; cycling is a documented statistical phenomenon, not a software bug. D is wrong; the selection criterion is fixed throughout a PROC GLMSELECT run.