Running a Best-Subsets Logistic Regression: An Alternative to Stepwise Methods

Although the algorithm for generating a best-subsets variable-selection routine in logistic regression was presented more than a decade ago, a search of the literature reveals that the technique is seldom applied. A possible explanation is its omission from popular statistical computing packages. Newer versions of the Statistical Analysis System (SAS) provide limited capabilities, and the Statistical Package for the Social Sciences (SPSS) does not allow for its calculation. Using a sample data set, this article briefly describes in nonmathematical terms how to implement and interpret results from a best-subsets logistic regression using SAS.