# The GLMSELECT Procedure

You can specify by using the INEST=suboption of the SELECTION=LASSO option in the MODEL statement. The INEST= data set has the same structure as the OUTEST= data set that is produced by several SAS/STAT procedures, including the REG and LOGISTIC procedures. The INEST= data set must contain all explanatory variables in the MODEL statement. It must also contain an intercept variable named Intercept unless you specify the NOINT option in the MODEL statement. If BY processing is used, the INEST= data set must also include the BY variables, and there must be one observation for each BY group. If the INEST= data set also contains the _TYPE_ variable, only observations whose _TYPE_ value is PARMS are used.