PROC STEPDISC Statement 
The PROC STEPDISC statement invokes the STEPDISC procedure. The options listed in Table 85.1 are available in the PROC STEPDISC statement.
Option 
Description 

Input Data Set 

Specifies input SAS data set 

Method Details 

Specifies maximum macro variable lists 

Specifies method 

Specifies singularity 

Control Stepwise Selection 

Specifies entry significance 

Specifies staying significance 

Specifies entry partial R square 

Specifies staying partial R square 

Forces inclusion of variables 

Specifies maximum number of steps 

Specifies variables to begin 

Specifies number of variables in final model 

Control Displayed Output 

Displays all 

Displays between correlations 

Displays between covariances 

Displays between SSCPs 

Displays pooled correlations 

Displays pooled covariances 

Displays pooled SSCPs 

Suppresses output 

Displays descriptive statistics 

Displays standardized class means 

Displays total correlations 

Displays total covariances 

Displays total SSCPs 

Displays within correlations 

Displays within covariances 

Displays within SSCPs 
displays betweenclass covariances. The betweenclass covariance matrix equals the betweenclass SSCP matrix divided by , where n is the number of observations and c is the number of classes. The betweenclass covariances should be interpreted in comparison with the totalsample and withinclass covariances, not as formal estimates of population parameters.
specifies the data set to be analyzed. The data set can be an ordinary SAS data set or one of several specially structured data sets created by statistical procedures available with SAS/STAT software. These specially structured data sets include TYPE=CORR, COV, CSSCP, and SSCP. If the DATA= option is omitted, the procedure uses the most recently created SAS data set.
includes the first n variables in the VAR statement in every model. By default, INCLUDE=0.
specifies the maximum number of macro variables with independent variable lists to create. By default, MAXMACRO=100. PROC STEPDISC saves the list of selected variables in a macro variable, &_StdVar. Suppose your input variable list consists of x1x10; then &_StdVar would be set to x1 x3 x4 x10 if, for example, the first, third, fourth, and tenth variables were selected for the model. This list can be used, for example, in a subsequent procedure’s VAR statement as follows:
var &_stdvar;
With BY processing, one macro variable is created for each BY group, and the macro variables are indexed by the BYgroup number. The MAXMACRO= option can be used to either limit or increase the number of these macro variables in processing data sets with many BY groups. The macro variables are created as follows:
With no BY processing, PROC STEPDISC creates the following: 

_StdVar 
selected variables 
_StdVar1 
selected variables 
_StdNumBys 
number of BY groups (1) 
_StdNumMacroBys 
number of _StdVari macro variables actually made (1) 
With BY processing, PROC STEPDISC creates the following: 

_StdVar 
selected variables for BY group 1 
_StdVar1 
selected variables for BY group 1 
_StdVar2 
selected variables for BY group 2 
. 

. 

. 

_StdVarm 
selected variables for BY group m, where a number is substituted for m 
_StdNumBys 
n, the number of BY groups 
_StdNumMacroBys 
the number m of _StdVari macro variables actually made. This value might be less than _StdNumbys = n, and it is less than or equal to the MAXMACRO= value. 
specifies the maximum number of steps. By default, MAXSTEP= two times the number of variables in the VAR statement.
specifies the method used to select the variables in the model. The BACKWARD method specifies backward elimination, FORWARD specifies forward selection, and STEPWISE specifies stepwise selection. By default, METHOD=STEPWISE.
displays pooled withinclass correlations (partial correlations based on the pooled withinclass covariances).
specifies the partial R square for adding variables in the forward selection mode, where .
specifies the partial R square for retaining variables in the backward elimination mode, where .
displays simple descriptive statistics for the total sample and within each class.
specifies the singularity criterion for entering variables, where . PROC STEPDISC precludes the entry of a variable if the squared multiple correlation of the variable with the variables already in the model exceeds . With more than one variable already in the model, PROC STEPDISC also excludes a variable if it would cause any of the variables already in the model to have a squared multiple correlation (with the entering variable and the other variables in the model) exceeding . By default, SINGULAR= 1E–8.
specifies the significance level for adding variables in the forward selection mode, where . The default value is 0.15.
specifies the significance level for retaining variables in the backward elimination mode, where . The default value is 0.15.
specifies that the first n variables in the VAR statement be used to begin the selection process. When you specify METHOD=FORWARD or METHOD=STEPWISE, the default value is 0; when you specify METHOD=BACKWARD, the default value is the number of variables in the VAR statement.
displays totalsample and pooled withinclass standardized class means.
specifies the number of variables in the final model. The STEPDISC procedure stops the selection process when a model with n variables is found. This option applies only when you specify METHOD=FORWARD or METHOD=BACKWARD. When you specify METHOD=FORWARD, the default value is the number of variables in the VAR statement; when you specify METHOD=BACKWARD, the default value is 0.
displays the withinclass corrected SSCP matrix for each class level.