The selection criterion used in the forward selection method in the REG procedure is:

Question

Options

• AAdjusted R-Square
• BSLE
• CMallows' Cp
• DAIC

• A
  4% (1)
• B
  88% (21)
• D
  8% (2)

Explanation

B is correct because the forward selection method in SAS's PROC REG adds variables to the model one at a time, and a variable is included only if its p-value falls at or below the SLE (Significance Level to Enter) threshold. SLE is the gatekeeper for entry - it directly controls which variables pass the F-test to join the model.

Why the distractors are wrong:

• A (Adjusted R²) is a fit metric available in PROC REG's model selection options (via ADJRSQ), but it's not the entry criterion governing forward selection's step-by-step variable admission.
• C (Mallows' Cp) is another selection criterion available in PROC REG (via CP selection method), used to balance fit and complexity, but it drives a different selection method, not forward selection.
• D (AIC) is used as a selection criterion in procedures like PROC GLMSELECT, not in PROC REG's forward selection.

Memory tip: Pair the direction with the action - Forward = Enter = SLE. Its counterpart is backward elimination, which uses SLS (Significance Level to Stay). If you're going in, you need a level to enter; if you're staying, you need a level to stay.

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