CRITERIA Subcommand (UNIANOVA command)

CRITERIA controls the statistical criteria used to build the models.

• More than one CRITERIA subcommand is allowed. The specifications are accumulated. Conflicts across CRITERIA subcommands are resolved using the conflicting specification given on the last CRITERIA subcommand.
• The keyword must be followed by a positive number in parentheses.

EPS(n). The tolerance level in redundancy detection. This value is used for redundancy checking in the design matrix. The default value is 1E–8.

ALPHA(n). The alpha level. This keyword has two functions. First, it gives the alpha level at which the power is calculated for the F test. Once the noncentrality parameter for the alternative hypothesis is estimated from the data, then the power is the probability that the test statistic is greater than the critical value under the alternative hypothesis. The second function of alpha is to specify the level of the confidence interval. If the alpha level specified is n, the value (1−n)×100 indicates the level of confidence for all individual and simultaneous confidence intervals generated for the specified model. The value of n must be between 0 and 1, exclusive. The default value of alpha is 0.05. This means that the default power calculation is at the 0.05 level, and the default level of the confidence intervals is 95%, since (1−0.05)×100=95.