Previous Page
|
Next Page

The GLMSELECT Procedure

Overview
Features
Getting Started
Syntax
PROC GLMSELECT Statement BY Statement CLASS Statement CODE Statement EFFECT Statement FREQ Statement MODEL Statement MODELAVERAGE Statement OUTPUT Statement PARTITION Statement PERFORMANCE Statement SCORE Statement STORE Statement WEIGHT Statement
Details
Model-Selection Methods Model Selection Issues Criteria Used in Model Selection Methods CLASS Variable Parameterization and the SPLIT Option Macro Variables Containing Selected Models Using the STORE Statement Building the SSCP Matrix Model Averaging Using Validation and Test Data Cross Validation External Cross Validation Screening Displayed Output ODS Table Names ODS Graphics
Examples
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 Elastic Net and External Cross Validation LASSO with Screening Group LASSO Selection
References

Details: GLMSELECT Procedure

Subsections:

Model-Selection Methods
Model Selection Issues
Criteria Used in Model Selection Methods
CLASS Variable Parameterization and the SPLIT Option
Macro Variables Containing Selected Models
Using the STORE Statement
Building the SSCP Matrix
Model Averaging
Using Validation and Test Data
Cross Validation
External Cross Validation
Screening
Displayed Output
ODS Table Names
ODS Graphics

Previous Page
|
Next Page
|
Top of Page