Variable Selection

Variable selection is the process of reducing the number of input variables to include just the most significant variables. The Linear Regression and Logistic Regression models provide a property to automatically perform variable selection. When you use this property, SAS Visual Statistics performs backward selection on the input variables to determine the most significant variables. Modeling with just the most significant variables is intended to avoid creating a model that overfits the data. Automated variable selection can actually take longer to run than not performing variable selection.