Parameter Estimates

The "Parameter Estimates" table displays the parameters in the selected model and their estimates. The information that is displayed for each parameter in the selected model includes the following:

  • the parameter label, which includes the effect name and level information for effects that contain classification variables

  • the degrees of freedom (DF) for the parameter. There is one degree of freedom unless the model is not full rank.

  • the parameter estimate

  • the standardized parameter estimate. PROC HPQUANTSELECT outputs the standardized parameter estimate only if you specify the STB option in the MODEL statement.

If you specify the CLB option in the MODEL statement, PROC HPQUANTSELECT also outputs the following information:

  • the standard error, which is the estimate of the standard deviation of the parameter estimate

  • the $100(1-\alpha )$% confidence limits for the parameter estimate

You can request "Parameter Estimates" tables for the model at each step of the selection process by specifying the DETAILS= option in the SELECTION statement.