Shared Statistical Concepts

Forward-Swap Selection

METHOD=FORWARDSWAP specifies the forward-swap selection method, which is an extension of the forward selection method. The forward-swap selection method incorporates steps that improve a model by replacing an effect in the model with an effect that is not in the model. When the model selection criterion is R square, this method is the same as the maximum R-square improvement (MAXR) method that is implemented in the REG procedure in SAS/STAT software. You cannot use the effect significance level as the selection criterion for the forward-swap method.

The forward-swap selection method begins by finding the one-effect model that produces the best value of the selection criterion. Then another effect (the one that yields the greatest improvement in the selection criterion) is added. After the two-effect model is obtained, each of the effects in the model is compared to each effect that is not in the model. For each comparison, the forward-swap method determines whether removing one effect and replacing it with the other effect improves the selection criterion. After comparing all possible swaps, the forward-swap method makes the swap that produces the greatest improvement in the selection criterion. Comparisons begin again, and the process continues until the forward-swap method finds that no other swap could improve the selection criterion. Thus, the two-variable model that is produced is considered the "best" two-variable model that the technique can find. Another variable is then added to the model, and the comparing-and-swapping process is repeated to find the "best" three-variable model, and so on.

The difference between the stepwise selection method and the forward-swap selection method is that all swaps are evaluated before any addition is made in the forward-swap method. In the stepwise selection method, the "worst" effect might be removed without considering what adding the "best" remaining effects might accomplish. Because the forward-swap method needs to examine all possible pairwise effect swaps at each step of the selection process, the forward-swap method is much more computationally expensive than the stepwise selection method; it might not be appropriate for models that contain a large number of effects.