Hi,
In SAS Enterprise Miner, I trained a logistic regression with forward selection and AIC criteria.
I grouped rare levels for categorical variables. One of these variables was selected by the algorithm but the coefficients of all categories were statistically not significant (different from 0).
Why the algorithm would select such a variable if all categories are not significant ? Does someone know a scientific explanation ?
The test level is .05 and the corresponding p-values for the categories are around .93.
Thank you for your help,
Marco
In SAS Enterprise Miner, I trained a logistic regression with forward selection and AIC criteria.
I grouped rare levels for categorical variables. One of these variables was selected by the algorithm but the coefficients of all categories were statistically not significant (different from 0).
Why the algorithm would select such a variable if all categories are not significant ? Does someone know a scientific explanation ?
The test level is .05 and the corresponding p-values for the categories are around .93.
Thank you for your help,
Marco