SL for Retaining Variables

Use the text field to specify a significance level p-value threshold. 0.01 is set by default.

If the significance test for a variable already in the model falls below this threshold, it is dropped from the model.

To Specify a New Significance Level for Retaining Variables:

Choose SL as the Criterion for Stopping Model Selection.

Highlight the default value and type the desired value in the text field.