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The GLMSELECT Procedure
The GLMSELECT Procedure
Overview: GLMSELECT Procedure
Features
Getting Started: GLMSELECT Procedure
Syntax: GLMSELECT Procedure
PROC GLMSELECT Statement
BY Statement
CLASS Statement
EFFECT Statement
FREQ Statement
MODEL Statement
MODELAVERAGE Statement
OUTPUT Statement
PARTITION Statement
PERFORMANCE Statement
SCORE Statement
WEIGHT Statement
Details: GLMSELECT Procedure
Model-Selection Methods
Model Selection Issues
Criteria Used in Model Selection Methods
CLASS Variable Parameterization and the SPLIT Option
Macro Variables Containing Selected Models
Building the SSCP Matrix
Model Averaging
Using Validation and Test Data
Cross Validation
Displayed Output
ODS Table Names
ODS Graphics
Examples: GLMSELECT Procedure
Modeling Baseball Salaries Using Performance Statistics
Using Validation and Cross Validation
Scatter Plot Smoothing by Selecting Spline Functions
Multimember Effects and the Design Matrix
Model Averaging
References
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