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The HPGENSELECT Procedure
Overview
PROC HPGENSELECT Features
PROC HPGENSELECT Contrasted with PROC GENMOD
Getting Started
Syntax
PROC HPGENSELECT Statement
BY Statement
CLASS Statement
CODE Statement
FREQ Statement
ID Statement
MODEL Statement
OUTPUT Statement
PARTITION Statement
PERFORMANCE Statement
RESTRICT Statement
SELECTION Statement
WEIGHT Statement
ZEROMODEL Statement
Details
Missing Values
Exponential Family Distributions
Response Distributions
Response Probability Distribution Functions
Log-Likelihood Functions
The LASSO Method of Model Selection
Using Validation and Test Data
Computational Method: Multithreading
Choosing an Optimization Algorithm
Displayed Output
ODS Table Names
Examples
Model Selection
Modeling Binomial Data
Tweedie Model
Model Selection by the LASSO Method
References
Choosing an Optimization Algorithm
Subsections:
First- or Second-Order Algorithms
Algorithm Descriptions
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