Checking the stability of the selected model (linear models)

There are multiple methods of automatically selecting predictors for the model, and they can result in different models. By running the model using a different model selection method and checking whether the results are similar, you can be more confident in your results.

1. Recall the Automatic Linear Modeling dialog box and click the Build Options tab, then choose to modify the Model Selection settings.

   

2. Select Best subsets as the model selection method.
3. Select Overfit Prevention Criterion (ASE) as the criteria for entry/removal in the Best Subsets Selection group.
4. Click Run.

Next