This command is available with the Predictive Analytics Module. Click here for more information about how to activate the module.
Specify how to determine the terms in the regression model. Usually, an analysis that considers linear terms and terms of order 2 in combination with stepwise model selection provides a model with good predictive capability. You can select Forward selection with validation to determine whether the method produces a model with higher prediction accuracy.
If you have a large number of predictors, the selection of the final model can take a long time to consider linear terms and terms of order 2 with stepwise model selection. If the number of predictors is greater than 15, the default selection is to consider only linear terms. To evaluate some higher order terms in addition to linear terms, select to specify the terms in the model.
Select whether to use the default terms or to specify your own set of terms.
You may need to deselect predictors or terms so that only the terms you want to cross are selected. To deselect items, press the Ctrl key while you click the predictors or terms.