Setting the Model Selection Options

Option	Description
Model Selection
Selection method	specifies the selection method for the model. The task performs model selection by examining whether effects should be added to or removed from the model according to the rules that are defined by the selection method. Here are the valid values for the selection methods: None fits the full model. Forward selection starts with no effects in the model and adds effects based on the Significance level to add an effect to the model option.
Selection method (continued)	Backward elimination starts with all the effects in the model and deletes effects based on the value in the Significance level to remove an effect from the model option. Stepwise selection is similar to the forward selection model. However, effects that are already in the model do not necessarily stay there. Effects are added to the model based on the Significance level to add an effect to the model option and are removed from the model based on the Significance level to remove an effect from the model option. LASSO performs model selection by the group LASSO method. This method adds and removes effects by using a sequence of LASSO steps. For this method, you can select the criterion to use to stop the selection process and the criterion to use to choose the best model at each step in the selection process. Use the Selection process details option to determine the amount of details to display for the selection process. The Selection summary option produces only the selection summary, stop reason, selection reason, and selected effects tables. The Details for each step and All options produce this output: tables that provide information about the model that is selected at each step of the selection process entry and removal statistics for inclusion or exclusion candidates at each step a selection summary table that shows by step the effect that is added or removed from the model in addition to the criteria used a stop reason table that describes why the selection process stopped a selection reason table that describes why the selected model was chosen a selected effects table that lists the effects that are in the selected model
Select best model by	specifies the criterion to use to identify the best-fitting model.
Select effects to include in all models	specifies the effects to include in all the models. The list of effects is determined by the content of the model builder.
Details
Selection process details	specifies how much information about the selection process to include in the results. You can display a summary, details for each step of the selection process, or all of the information about the selection process.
Maintain hierarchy of effects	specifies to maintain the hierarchy of effects.