SAS does not provide the capability to fit logistic regression models using automated model selection methods, such as forward selection and backwards elimination, when the response variable is nominal. PROC LOGISTIC can provide automated model selection, but is only capable of fitting models with binary or ordinal response variables. This paper details a group of macros that are written to perform automated forward model selection using PROC CATMOD. It is intended for SAS users with a solid background in SAS Macros and the model fitting capabilities found in SAS/STAT.
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