If you select the Stepwise Variable Selection option in the launch window, the Discriminant Analysis report opens, showing the Column Selection panel. Perform stepwise analysis, using the buttons to select variables or selecting them manually with the Lock and Entered check boxes. Based on your selection F ratios and p-values are updated. For details about how these are updated, see Updating the F Ratio and Prob>F.
The values for F Ratio and Prob>F given in the Stepwise report are the F ratio and p-value for the analysis of covariance test for the group variable. The analysis of covariance test for the group variable is an indicator of its discriminatory power relative to the covariate under consideration.
See Entropy RSquare. Available only if a validation set is used.
Tip: After you click Apply this Model, the columns that you select appear at the top of the Score Summaries report.
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If you enter a covariate and then select Lock for that covariate, it remains in the model regardless of selections made using the control buttons. The Entered box for the locked covariate shows a dimmed check mark to indicate that it is in the model.
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If you select Lock for a covariate that is not Entered, it is not entered into the model regardless of selections made using the control buttons.
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F ratio for a test for the group variable obtained using an analysis of covariance model. For details, see Updating the F Ratio and Prob>F.
p-value for a test for the group variable obtained using an analysis of covariance model. For details, see Updating the F Ratio and Prob>F.
For an illustration of how to use Stepwise, consider the Iris.jmp sample data table.
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Select Analyze > Multivariate Methods > Discriminant.
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Select Stepwise Variable Selection.
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Click OK.
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Click Step Forward three times.
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Three covariates are entered into the model. The Smallest P to Enter appears in the top panel. It is 0.0103288, indicating that the remaining covariate, Sepal length, might also be valuable in a discriminant analysis model for Species.
Figure 4.5 Stepped Model for Iris.jmp
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Click Apply This Model.
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