Parameters | Predictive Modeling | Use statistical testing to filter predictors

Use statistical testing to filter predictors
Check this option to use statistical testing to filter both continuous and class predictors.
Note: Such testing uses knowledge of the dependent variable, and only the predictors with the most significant tests are used for subsequent model building.
Statistical Tests for Continuous Variables
Choices are available for the type of test used for continuous predictors according to the Statistical Testing Method for Continuous Predictors specified below; the default is simple t-tests. Continuous dependent variables are discretized into seven (7) categories of equal or nearly equal sizes before testing.
Statistical Tests for Class Predictors
Class predictor variables are filtered using a Fisher Exact Test as implemented in SAS PROC MULTTEST, Refer to the SAS PROC MULTTEST - Statistical Tests documentation for more information.
To Specify This Option: