CRITERIA subcommand (SELECTPRED command)

The CRITERIA subcommand specifies computational settings for the SELECTPRED procedure.

SIZE keyword

The SIZE keyword specifies the number of predictors to select. Value AUTO indicates that the number should be computed automatically. Alternatively, a positive integer less than the number of unique predictors on the SELECTPRED command may be specified. AUTO is the default.

RANKING keyword

The RANKING keyword specifies the ranking criterion that is used for categorical predictors if the target is categorical.

PEARSONCHISQ. Rank predictors based on Pearson chi-square p-value. Predictors are sorted in ascending order of Pearson chi-square p-values. This criterion is the default.

LRCHISQ. Rank predictors based on likelihood ratio chi-square p-value. Predictors are sorted in ascending order of likelihood ratio chi-square p-values.

CRAMERSV. Rank predictors based on Cramer's V. Predictors are sorted in descending order of Cramer's V. If this criterion is used when the target is categorical but predictors are mixed (that is, some categorical, some scale), the PEARSONCHISQ default is used instead.

LAMBDA. Rank predictors based on Lambda (asymmetric). Predictors are sorted in descending order of Lambda. If this criterion is used when the target is categorical but predictors are mixed; that is, some categorical, some scale, then the PEARSONCHISQ default is used instead.

PCUTOFF keyword

The PCUTOFF keyword specifies the cutoff whenever a p-value is used as a ranking criterion. More particularly, if p-values are used to rank predictors, only those predictors for which the p-value is less than the PCUTOFF value may be selected. A positive number that is less than or equal to 1 may be specified. Specifying 1 turns off the limit on p-values. The default is 0.05.

SHOWUNSELECTED keyword

The SHOWUNSELECTED keyword specifies a limit on the number of unselected predictors to display in tables and charts. If the specified number n is greater than 0, the top n unselected predictors are displayed. A non-negative integer may be specified. The default is 0.

TIMER keyword

The TIMER keyword specifies the maximum number of minutes during which the SELECTPRED procedure can be run. If the time limit is exceeded, the procedure is terminated, and no results are given. Any number that is greater than or equal to 0 may be specified. Specifying 0 turns the timer off completely. The default is 5.