The arboretum procedure



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       Group: ORIGIN*HEAT                        8      0.0092    R2 < MINR2

       AOV16: HOMEVAL                           13      0.0091    R2 < MINR2

       Class: RACE*NUMCARS                      11      0.0086    R2 < MINR2

       Group: RACE*NUMCARS                       5      0.0085    R2 < MINR2

       Class: NTITLE*ORIGIN                     23      0.0085    R2 < MINR2

       Class: APRTMNT*RACE                       8      0.0084    R2 < MINR2

       Group: NTITLE*ORIGIN                      6      0.0084    R2 < MINR2

       Additional effects are not listed



SS and R2 Portion for Effects Chosen for the Target

This section lists the chosen input variables from the forward stepwise regression. The table is divided into the following

five columns:

Effect lists the sequentially selected effects, which are ranked by the R2 statistic.

q   


DF shows the degrees of freedom associated with each model effect.

q   


R2 measures the sequential improvement in the model as input variables are selected. Multiply the R2 statistic by

100 to express it as a percentage. You can interpret the R2 statistic for the LEISURE effect as: "48.27% of the

variation in the target AMOUNT is explained by its linear relationship with LEISURE". The R2 statistic for

APPAREL indicates that this effect accounts for an additional 13.44% of the target variation.

q   

SS lists the sums of squares for each model effect.

q   


EMS lists the Error Mean Square, which measures variation due to either random error or to other inputs that are

not in the model. The EMS should get smaller as important inputs are added to the model. Note that although

STATECOD has an R2 value greater the STOPR2 cutoff value of 0.005, the error mean square becomes larger

when this effect enters the model.

q   

 

            SS and R2 portion for Effects chosen for target: AMOUNT    



  Effect                          DF        R2            SS           EMS   

 -----------------------------------------------------------------------------

  Var:   LEISURE                   1    0.4827     532690709      290726.1   

  Var:   APPAREL                   1    0.1344     148302146      215325.5   

  Class: LUXURY                    1    0.0912     100683600      164118.4   

  Var:   DOMESTIC                  1    0.0489    53918925.2      136706.5   

  Var:   DPM12                     1    0.0101    11190481.5      131066.8   

  Class: KITCHEN                   9    0.0086    9486959.66      126808.8   

  Class: STATECOD                 54    0.0051    5659245.24      127435.3 

Note:   Note that the AOV16, GROUP, and two-way class interaction effects are not considered in the forward stepwise

regression. Including these effects may produce a better model, but it will also increase the execution time of the DMINE

procedure. To learn how to include these effects into the analysis, see Example 2.  

Final ANOVA Table for the Target

The ANOVA table is divided into the following four columns:



Effect labels the source of variation as Model, Error, or Total.

q   


DF lists the degrees of freedom for each source of variation.

q   


R2 is the model R2, which is the ratio of the model sums of squares (SS) to the total sums of squares. In this

q   



example, the inputs collectively explain 78.10% of the total variability in the target AMOUNT.

SS partitions the total target variation into portions that can be attributed to the model inputs and to error.

q   


 

                            DMINE: Continous Target

 

                   The final ANOVA table for target: AMOUNT



                  Effect           DF        R2            SS

                  -------------------------------------------

                  Model            68    0.7810     861932067

                  Error          1897               241744735

                  Total          1965              1103676802

SS and R2 portion for Effects not chosen for Target

The final section lists the sums of squares and the R-square values for the effects that are not chosen in the final model.

           SS and R2 portion for Effects not chosen for target: AMOUNT

         Effect                             DF        R2            SS

         ---------------------------------------------------------------         

         Var:   HHAPPAR                      1    0.0022       2405347

         Var:   TOWELS                       1    0.0002        213272

         Var:   LINENS                       1    0.0000         19937

         Var:   HOMEACC                      1    0.0000          8551

         Var:   LAMPS                        1    0.0003        351453

         Var:   PROMO7                       1    0.0012       1342694

         Var:   MENSWARE                     1    0.0027       3016894

         Var:   WAPPAR                       1    0.0023       2489091

         Var:   BLANKETS                     1    0.0005        517624

         Var:   PROMO13                      1    0.0006        641861

         Class: DISHES                       9    0.0018       1991598

         Var:   COATS                        1    0.0015       1706268

Copyright 2000 by SAS Institute Inc., Cary, NC, USA. All rights reserved.






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