The HPREG Procedure

The HPREG procedure is a high-performance procedure that fits and performs model selection for ordinary linear least squares models. The models supported are standard independently and identically distributed general linear models, which can contain main effects that consist of both continuous and classification variables and interaction effects of these variables. The procedure offers extensive capabilities for customizing the model selection with a wide variety of selection and stopping criteria, from traditional and computationally efficient significance-level-based criteria to more computationally intensive validation-based criteria. PROC HPREG also provides a variety of regression diagnostics that are conditional on the selected model.

PROC HPREG runs in either single-machine mode or distributed mode.

Note: Distributed mode requires SAS High-Performance Statistics .