FITINDIVIDUALLY procedure

Fits regression models one term at a time (R.W. Payne).


Options

PRINT = strings
What to print (model, deviance, summary, estimates, correlations, fittedvalues, accumulated, monitoring); default mode, summ, esti

CONSTANT = string
How to treat the constant (estimate, omit); default esti

FACTORIAL = scalar
Limit for expansion of model terms; default 3

POOL = string
Whether to pool ss in accumulated summary between all terms fitted in a linear model (yes, no); default no

DENOMINATOR = string
Whether to base ratios in accumulated summary on rms from model with smallest residual ss or smallest residual ms (ss, ms); default ss

NOMESSAGE = strings
Which warning messages to suppress (dispersion, leverage, residual, aliasing, marginality, vertical, df, inflation); default *

FPROBABILITY = string
Printing of probabilities for variance and deviance ratios (yes, no); default no

TPROBABILITY = string
Printing of probabilities for t-statistics (yes, no); default no

SELECTION = strings
Statistics to be displayed in the summary of analysis produced by PRINT=summary, seobservations is relevant only for a Normally distributed response, and %cv only for a gamma-distributed response (%variance, %ss, adjustedr2, r2, seobservations, dispersion, %cv, %meandeviance, %deviance, aic, sic); default %var, seob if DIST=normal, %cv if DIST=gamma, and disp for other distributions


Parameter

TERMS = formula
Terms to be fitted


Description

FITINDIVIDUALLY is provided as an alternative to the FIT directive for use, in particular, with generalized linear models. With these models, for efficiency, the entire model is fitted at once rather than one term at a time as in ordinary regression models. As a result the terms of the generalized linear model are pooled into a single line in the analysis of deviance table. However, if you want to see the contributions of the individual terms in the analysis of deviance table, you can use FITINDIVIDUALLY instead of FIT.

   FITINDIVIDUALLY is used exactly like FIT. It must be preceded by a MODEL statement, and can be followed by RCHECK, RDISPLAY, RGRAPH, RKEEP, ADD, DROP, SWITCH and so on. It has a TERMS parameter to specify the terms to be fitted, like the parameter of FIT. It also has options PRINT, CONSTANT, FACTORIAL, POOL, DENOMINATOR, NOMESSAGE, FPROBABILITY, TPROBABILITY, SELECTION which operate like those of FIT.

 

Options: PRINT, CONSTANT, FACTORIAL, POOL, DENOMINATOR, NOMESSAGE, FPROBABILITY, TPROBABILITY, SELECTION.

Parameter: TERMS.


Method

FITINDIVIDUALLY uses FCLASSIFICATION to break the TERMS formula up into individual terms. It fits these individually using ADD, and then calls RDISPLAY to display the output.


Action with RESTRICT

As in FIT, the y-variate (specified in an earlier MODEL directive) can be restricted to analyse a subset of the data.