The HPREG Procedure

MODEL Statement

  • MODEL dependent=<effects> / <options>;

The MODEL statement names the dependent variable and the explanatory effects, including covariates, main effects, interactions, and nested effects. If you omit the explanatory effects, the procedure fits an intercept-only model.

After the keyword MODEL, the dependent (response) variable is specified, followed by an equal sign. The explanatory effects follow the equal sign. For information about constructing the model effects, see the section Specification and Parameterization of Model Effects, of Chapter 4: Shared Statistical Concepts.

You can specify the following options in the MODEL statement after a slash (/):

CLB

requests the $100(1-\alpha )$% upper and lower confidence limits for the parameter estimates. By default, the 95% limits are computed; the ALPHA= option in the PROC HPREG statement can be used to change the $\alpha $ level. The CLB option is not supported when you request METHOD=LAR or METHOD=LASSO in the SELECTION statement.

INCLUDE=n
INCLUDE=single-effect
INCLUDE=(effects)

forces effects to be included in all models. If you specify INCLUDE=n, then the first n effects listed in the MODEL statement are included in all models. If you specify INCLUDE=single-effect or if you specify a list of effects within parentheses, then the specified effects are forced into all models. The effects that you specify in the INCLUDE= option must be explanatory effects defined in the MODEL statement before the slash (/). The INCLUDE= option is not available when you specify METHOD=LAR or METHOD=LASSO in the SELECTION statement.

NOINT

suppresses the intercept term that is otherwise included in the model.

ORDERSELECT

specifies that, for the selected model, effects be displayed in the order in which they first entered the model. If you do not specify the ORDERSELECT option, then effects in the selected model are displayed in the order in which they appear in the MODEL statement.

START=n
START=single-effect
START=(effects)

is used to begin the selection process in the FORWARD, FORWARDSWAP, and STEPWISE selection methods from the initial model that you designate. If you specify START=n, then the starting model consists of the first n effects listed in the MODEL statement. If you specify START=single-effect or if you specify a list of effects within parentheses, then the starting model consists of these specified effects. The effects that you specify in the START= option must be explanatory effects defined in the MODEL statement before the slash (/). The START= option is not available when you specify METHOD=BACKWARD, METHOD=LAR, or METHOD=LASSO in the SELECTION statement.

STB

produces standardized regression coefficients. A standardized regression coefficient is computed by dividing a parameter estimate by the ratio of the sample standard deviation of the dependent variable to the sample standard deviation of the regressor.

TOL

produces tolerance values for the estimates. Tolerance for a parameter is defined as $1-R^2$, where $R^2$ is obtained from the regression of the parameter on all other parameters in the model. The TOL option is not supported when you request METHOD=LAR or METHOD=LASSO in the SELECTION statement.

VIF

produces variance inflation factors with the parameter estimates. Variance inflation is the reciprocal of tolerance. The VIF option is not supported when you request METHOD=LAR or METHOD=LASSO in the SELECTION statement.