Step History Report

As each step is taken, the Step History section of the Stepwise Fit report records the effect of adding a term to the model. The Step History report in Figure 5.9 shows the order in which the terms entered the model and shows the statistics for each model in Example Using Stepwise Regression.

Use the radio buttons on the right to choose a model.

Figure 5.9 Step History Report 

Step History for Categorical Responses

The Step History report for models with a categorical response contains four additional columns: L-R ChiSquare, “Sig Prob”, Entry ChiSquare, and Entry “Sig Prob”.

The L-R ChiSquare and “Sig Prob” columns contain the full-versus-reduced likelihood ratio test statistic and p-value. Here, the full model is the one that contains the specified term and the reduced model does not contain the specified term.

The Entry ChiSquare and Entry “Sig Prob” columns contain the Wald/Score ChiSquare and “Sig Prob” values that were used to choose the most recent term to include in the model.

Figure 5.10 Step History for a Categorical Response before First Step 

Figure 5.11 Step History for a Categorical Response after First Step 

Note that the Entry ChiSquare and Entry “Sig Prob” values for Weight in the Step History table in Figure 5.11 match the Wald/Score ChiSq and “Sig Prob” values for Weight in Figure 5.10.