Model Building Summary (linear models)

When a model selection algorithm other than None is chosen on the Model Selection settings, this provides some details of the model building process.

Forward stepwise. When forward stepwise is the selection algorithm, the table displays the last 10 steps in the stepwise algorithm. For each step, the value of the selection criterion and the effects in the model at that step are shown. This gives you a sense of how much each step contributes to the model. Each column allows you to sort the rows so that you can more easily see which effects are in the model at a given step.

Best subsets. When best subsets is the selection algorithm, the table displays the top 10 models. For each model, the value of the selection criterion and the effects in the model are shown. This gives you a sense of the stability of the top models; if they tend to have many similar effects with a few differences, then you can be fairly confident in the "top" model; if they tend to have very different effects, then some of the effects may be too similar and should be combined (or one removed). Each column allows you to sort the rows so that you can more easily see which effects are in the model at a given step.