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- p values in stepwise discriminant analysis

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Feb 16, 2015 5:36 PM
(1361 views)

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Mar 18, 2015 6:00 AM
(1111 views)

Hello cormac,

Are you referring to the different sets of Prob>F values at various stages of the stepwise analysis?

You can read about the Stepwise Variable Selection option in Discriminant here: Discriminating Groups.

The following information will be in the documentation for JMP12, and I think it will help you understand where the F Ratios and p-values are coming from.

When you enter or remove variables from the model, the F Ratio and Prob>F values are updated based on an analysis of covariance model with the following structure:

• The covariate under consideration is the response.

• The covariates already entered into the model are predictors.

• The group variable is a predictor.

The values for F Ratio and Prob>F given in the Stepwise report are the F ratio and p-value for the analysis of covariance test for the group variable. The analysis of covariance test for the group variable is an indicator of its discriminatory power relative to the covariate under consideration.

Regards,

Michael

Michael Crotty

Sr Statistical Writer

JMP Development

Sr Statistical Writer

JMP Development