Statistical Testing Method for Continuous Predictors

Use the drop-down menu to select the statistical method to be used for filtering the continuous predictors.

Statistical options for reducing predictor continuous variables are listed in the following table:

Statistical Test1	Description
Pearson Correlation	Choose this option to compute a parametric measure of association for each pair of variables. See Pearson Product-Moment Correlation for more information.
Hoeffding Correlation	Choose this option to compute a a nonparametric measure of association that detects more general departures from independence. See Hoeffding Dependence Coefficient for more information.
Kendall Correlation	Choose this option to compute a nonparametric measure of association based on the number of concordances and discordances in paired observations. See Kendall’s Tau-b Correlation Coefficient for more information.
Spearman Correlation	Choose this option to compute a nonparametric measure of association based on the ranks of the data values. See Spearman Rank-Order Correlation for more information.
T-Test	Choose this method to conduct a t-test on the group means. Refer to the SAS PROC MULTEST documentation for more details.
Shrunken T-Test	Choose this method to use empirical Bayes methods to shrink the variance across tests. Refer to the SAS PROC MIXED documentation for more details.
Unequal Variance T-Test	Choose this method to fit a separate variance for each group as in a Welch's t-Test. Refer to the SAS PROC MIXED documentation for more details.
Asymmetric Loss T-Test2	Choose this method to assign different weights to observations with residuals that are positive versus those that are negative. When you select this option, you must also specify a value, denoted as f, in the Asymmetric Loss Fitting Proportion text box. When a residual is positive, a weight of f is used in the T-test, and when it is negative a weight of 1 - f is used.
Quantile Regression Test	Choose this method to fit a quantile regression model to each group. Refer to the SAS QUANTREG documentation for more details.
Quadratic Trend Test	Choose this method to fit a quadratic regression model to each group. Refer to the SAS PROC REG documentation for more details.
Radial Basis Test	Choose this method to fit a radial basis kernel function to each group. Refer to the SAS PROC GLIMIX documentation for more details.
Rank Sum Test	Choose this method to use a Wilcoxon test. Refer to the SAS PROC NPAR1WAY documentation for more details.
Median-Score Test	Choose this method to use a median score test. Refer to the SAS PROC NPAR1WAY documentation for more details.
Robust Chi-Square Test	Choose this method to fit a robust regression model that reduces the effect of the outliers. Refer to the SAS PROC ROBUSTREG documentation for more details.

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1

Note: Available tests may vary depending on the analytical procedure you are using.

2

Efron, B. (1991). Regression percentiles using asymetric squared error loss. Statistica Sinica 1: 93-125.

To Specify a Statistical Test:

Check the Use statistical testing to filter predictors box.

Select the desired statistic using the drop-down menu.