Saturday, 12 May 2018 04:03:15 1

The SURVEYSELECT Procedure

Selection Method Simple Random Sampling

Input Data Set SIMPORTED

Random Number Seed 94

Sampling Rate 0.7

Sample Size 150

Selection Probability 0.704225

Sampling Weight 0

Output Data Set TRAINTEST

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The GLMSELECT Procedure

Data Set WORK.TRAINTEST

Dependent Variable incomeperperson

Selection Method LAR

Stop Criterion None

Choose Criterion Cross Validation

Cross Validation Method Random

Cross Validation Fold 10

Effect Hierarchy Enforced None

Random Number Seed 94

Number of Observations Read 213

Number of Observations Used 56

Number of Observations Used for Training 40

Number of Observations Used for Testing 16

Dimensions

Number of Effects 15

Number of Parameters 15
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The GLMSELECT Procedure

LAR Selection Summary

Effect Number
Step Entered Effects In ASE Test ASE CV PRESS

0 Intercept 1 0.8033 0.7249 33.9724

1 internetuserate 2 0.6460 0.6142 11.1617

2 relectricperperson 3 0.4852 0.4800 8.4231

3 oilperperson 4 0.2406 0.1798 7.9860

4 lifeexpectancy 5 0.2152 0.1614 8.4710

5 breastcancerper100th 6 0.1711 0.1530 8.1093

6 armedforcesrate 7 0.1600 0.1521 7.9381*

7 co2emissions 8 0.1376 0.1629 8.5161

8 polityscore 9 0.1216 0.3039 8.3427

9 hivrate 10 0.1192 0.3066 8.1047

10 alcconsumption 11 0.1180 0.3031 8.2220

11 suicideper100th 12 0.1082 0.2555 9.7177

12 urbanrate 13 0.1023 0.2390 12.7910

13 employrate 14 0.1011 0.2344 17.2838

14 femaleemployrate 15 0.0981 0.1095 17.6142

* Optimal Value of Criterion

Selection stopped because all effects are in the final model.

Coefficient Progression for incomeperperson

lifeexpectancy

0.4
Standardized Coefficient

hivrate
internetuserate
breastcancerper100th
0.2
employrate
co2emissions

0.0 armedforcesrate

urbanrate
femaleemployrate

-0.2

35 Selected Step
30
CV PRESS

25
20
15
10

In 1+ 2+ 3+ 4+ 5 6+ 7+ 8 9 10 1 1 1 1
te
rc in re oi life +br ar co +po +hi +a 1+s 2+u 3+e 4+f
ep tern lec lp
er e e as m 2 em l i ty
v r l c u r ba m em
t et tr pe xpe tc
ed sc ate co ic
id nr pl
o al
us icp rs ct a nc
f o rc i s si o re
n su e pe a te y ra
ee
er er o a n e o m t m
at pe n c er sr n p r 1 e pl
e rs y pe at s tio 00 oy
on r1 e n th ra
00 te

Effect Sequence
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The GLMSELECT Procedure

Fit Criteria for incomeperperson

AIC

AICC SBC

Adj R-Sq

CV PRESS

0 5 10 15 0 5 10 15
Step Step
Best Criterion Value Step Selected by CV PRESS

Progression of Average Squared Errors by Role for incomeperperson

0.8 Selected Step
Average Squared Error

0.6

0.4

0.2

In 1+ 2+ 3+ 4+ 5+ 6+ 7+ 8+ 9+ 10 11 12 13 14
te in re oi life br ar co po hi +a +s +u +e +f
rc te le lp ea m 2e lity vr lc ui rb m em
ept rn ct er ex st ed at co ci an pl
et ri pe pe ca fo m sc e de oy al
us cp rs ct rc is or ns ra ee
er er on an nc si e um pe te ra m
pe er es on r1 te pl
at cy pe ra s pt 00 oy
e rs te io
on r1 n th ra
00 te

Effect Sequence
Training Test
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The GLMSELECT Procedure

Selected Model

The selected model, based on Cross Validation, is the model at Step 6.

Effects: Intercept armedforcesrate breastcancerper100th internetuserate lifeexpectancy oilperperson relectricperperson

Analysis of Variance

Sum of Mean
Source DF Squares Square F Value

Model 6 25.73296 4.28883 22.11

Error 33 6.40054 0.19396

Corrected Total 39 32.13351

Root MSE 0.44040

Dependent Mean 0.32336

R-Square 0.8008

Adj R-Sq 0.7646

AIC -17.29986

AICC -12.65470

SBC -47.47770

ASE (Train) 0.16001

ASE (Test) 0.15205

CV PRESS 7.93806

Parameter Estimates

Parameter DF Estimate

Intercept 1 0.090983

armedforcesrate 1 -0.034315

breastcancerper100th 1 0.054634

internetuserate 1 0.235939

lifeexpectancy 1 0.129623

oilperperson 1 0.355815

relectricperperson 1 0.261873