Psychology 202b

Advanced Psychological Statistics II

SAS programs, 2/22/2011

Here are some SAS programs to be used in class.

Our first program will show how to calculate confidence intervals for regression parameters in proc reg.

We will also see how to adjust the confidence level.

We will investigate the calculation of the condition number, but we will see that SAS's definition differs somewhat from ours.

Next, we will investigate stepwise regression, beginning with an example of extremely misguided use of forward selection, backward selection, and all possible subsets regression.

Then we will improve things by at least limiting ourselves to reasonable variables.

We will attempt to cross validate our automated selection by selecting a model using half the data and comparing that to a model fit with the other half of the data.

Finally, we will see an extreme example of what can go wrong with automated model selection.