All Hierarchical Model Selection

The all hierarchical models procedure differs from the directional (forward and backward) selection methods. Rather than considering terms one at a time, all hierarchical models are compared simultaneously and the best one is selected. The procedure works as follows:

1. All blocks and forced terms are put into the model.

2. The remaining terms with an “” next to them are considered.

3. The best model of each size (with equal numbers of coefficients) is determined using R-squared and put into a candidate set.

4. The model from the candidate set with the best criterion score is selected.

5. One Backward + p-value step is done to clean up a lingering, insignificant, non-hierarchical term.

All Hierarchical Model Selection can take a long amount of time to complete for designs with 8 or more factors. The search can be manually stopped (Canceled) early and the best model found so far will be presented.

References