PROC HPGENSELECT <options>;
The PROC HPGENSELECT statement invokes the procedure. Table 8.1 summarizes the available options in the PROC HPGENSELECT statement by function. The options are then described fully in alphabetical order.
Table 8.1: PROC HPGENSELECT Statement Options
Option 
Description 

Basic Options 

Specifies a global significance level 

Specifies the input data set 

Limits the length of effect names 

Output Options 

Displays the "Parameter Estimates Correlation Matrix" table 

Displays the "Parameter Estimates Covariance Matrix" table 

Displays the "Iteration History" table when no model selection is performed 

Displays the summarized "Iteration History" table when model selection is performed 

Displays the summarized "Iteration History" table when no model selection is performed 

Suppresses ODS output 

Limits or suppresses the display of classification variable levels 

Suppresses computation of the covariance matrix and standard errors 

Optimization Options 

Tunes the absolute function convergence criterion 

Tunes the absolute function difference convergence criterion 

Tunes the absolute gradient convergence criterion 

Tunes the relative function difference convergence criterion 

Tunes the relative gradient convergence criterion 

Specifies the SAS data set that contains starting values, bounds, and constraints for single parameters 

Specifies the base regularization parameter for the LASSO method 

Specifies the maximum number of steps for the LASSO method 

Chooses the maximum number of iterations in any optimization 

Specifies the maximum number of function evaluations in any optimization 

Specifies the upper limit of CPU time (in seconds) for any optimization 

Specifies the minimum number of iterations in any optimization 

Specifies whether the objective function is normalized during optimization 

Adds parameter names to the "Parameter Estimates" table 

Selects the optimization technique 

Tolerance Options 

Specifies the convergence criterion for the LASSO method 

Tunes the singularity criterion for Cholesky decompositions 

Tunes the singularity criterion for the sweep operator 

Tunes the general singularity criterion 

UserDefined Format Options 

Specifies the file reference for a format stream 
You can specify the following options in the PROC HPGENSELECT statement.