SAS Macro Programs: cpplot

The cpplot macro ( get cpplot.sas)

Plots of Mallow's C(p) and related statistics for model selection

• (C(p) / p) vs. p. The reference value for good models is at (C(p)) / p = 1. This is referred to as the CD plot in the GPLOT= and PPLOT= parameters
• F(p) vs. p, where F(p) is the partial F statistic for testing significance of the variables omitted from the model. The reference value for good models is at F(p) = 1. This is referred to as the F plot in the GPLOT= and PPLOT= parameters
• Prob ( F > F(p) ) vs. p, plotted on a log scale. This turns the plot scale around, so that good models are highest on the vertical scale. This is referred to as the FPROB plot in the GPLOT= and PPLOT= parameters
• AIC vs. p, where AIC is Akaike's Information Criterion. Good models are those lowest on the vertical scale. This is referred to as the AIC plot in the GPLOT= and PPLOT= parameters

Method

cpplot uses the label macro to label points in these plots.

Usage

The arguments may be listed within parentheses in any order, separated by commas. For example:

   %cpplot(YVAR=dependentvar, XVAR=predictorvars, ..., )

Parameters

YVAR=

The name of the dependent variable

XVAR=

A list of potential independent variables in the model

DATA=_LAST_

The name of input data set

PLOTCHAR=1 2 3 4 5 6 7 6 8 9 0

Symbols used to identify the independent variables included in any model in the plot. Usually one would specify the first character of the name of each independent variable, in the order listed in XVAR. The PLOTCHAR list is parsed as blank-delimited words, so each symbol may consist of more than one character. However, blanks are removed from the symbol used to identify a particular model.

OPTIONS=

Other options for the MODEL statement, e.g., OPTIONS=AIC to print AIC values.

GPLOT=CP

High-resolution (PROC GPLOT) plots: Specify a list of any one or more of CP CD F PROBF (separated by blanks).

PPLOT=NONE

Printer plots: any one or more of CP CD F PROBF

CPMAX=30

Maximum value of C(p) plotted. Since values of C(p) can be extremely high for unreasonable models, use this parameter to restrict the plot to the more interesting range of models for which C(p) &le CPMAX. Any models with greater values of C(p) are shown off-scale, labelled in red.

FMAX=30

Maximum value of F plotted

NAME=CPPLOT

Name for the graphic catalog entry

GOUT=

Name of the graphics catalog in which the plot is to be stored. Default: WORK.GSEG.

Example

%include data(fuel) ;
%include macros(cpplot);       * or, store in autocall library;
%cpplot(data=fuel,
      yvar=fuel,
      xvar=tax drivers road inc pop,
      gplot=CP F, plotchar=T D R I P,
      cpmax=20, fmax=20 );

See also