Note: Such testing uses knowledge of the Dependent Variable, and only the predictors with the most significant tests are used for subsequent model building.
Choices are available for the type of test used for continuous predictors according to the parameter below; the default is simple t-tests. Continuous dependent variables are discretized into seven categories of equal or nearly equal sizes before testing.
Class predictor variables are filtered using a Fisher Exact Test as implemented in SAS PROC MULTTEST, Refer to the SAS PROC MULTTEST - Statistical Tests documentation for more information.
