SEVSELECT Procedure

SELECTION Statement

SELECTION <METHOD=method <(method-options)>><options>;

The SELECTION statement performs model selection by examining whether effects should be added to or removed from the model according to rules that are defined by the selection methods. The statement is fully documented in the section SELECTION Statement in Chapter 4, Shared Concepts. The SEVSELECT procedure supports only a subset of the method values and method-options that are listed in that section.

Note: In the context of the SELECTION statement, the term model refers to the set of regression effects in the scale regression model. The final severity model consists of the set of distribution parameters and the set of selected regression effects.

You can use the following option to specify the selection method:

METHOD=BACKWARD | FORWARD | FORWARDSWAP | STEPWISE

specifies the selection method to use. You can specify one of the following methods:

BACKWARD: specifies the backward elimination method.
FORWARD: specifies the forward selection method.
FORWARDSWAP: specifies forward-swap selection, which is an extension of the forward selection method.
STEPWISE: specifies the stepwise regression method.

By default, METHOD=STEPWISE. For more information about each of the selection methods, see the section Model Selection Methods

The SEVSELECT procedure supports a specific set of values for the following method-options:

CHOOSE=criterion

chooses from the list of models (at each step of the selection process) the model that yields the best value of the specified criterion. The SEVSELECT procedure supports only the following values for criterion:

AIC: specifies Akaike’s information criterion.
AICC: specifies the corrected Akaike’s information criterion.
SBC: specifies the Schwarz Bayesian information criterion.

By default, the CHOOSE= criterion is the same as the SELECT= criterion. For more information, see the detailed description of the CHOOSE= option.

SELECT=criterion

specifies the criterion that the procedure uses to determine the order in which effects enter or leave at each step of the selection method. The SEVSELECT procedure supports the following values for criterion:

AIC: specifies Akaike’s information criterion.
AICC: specifies the corrected Akaike’s information criterion.
SBC: specifies the Schwarz Bayesian information criterion.

By default, SELECT=SBC. For more information, see the detailed description of the SELECT= option.

STOP=criterion

specifies a criterion that is used to stop the selection process. The SEVSELECT procedure supports only the following values for criterion:

AIC: specifies Akaike’s information criterion.
AICC: specifies the corrected Akaike’s information criterion.
SBC: specifies the Schwarz Bayesian information criterion.

By default, the STOP= criterion is the same as the SELECT= criterion. For more information, see the detailed description of the STOP= option.

The SEVSELECT procedure supports the following method-options as they are described in the section SELECTION Statement in Chapter 4, Shared Concepts:

The SEVSELECT procedure supports the following statement options as they are described in the section SELECTION Statement in Chapter 4, Shared Concepts:

Last updated: July 09, 2026