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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

Examples: GLMSELECT Procedure

Subsections:

49.1 Modeling Baseball Salaries Using Performance Statistics
49.2 Using Validation and Cross Validation
49.3 Scatter Plot Smoothing by Selecting Spline Functions
49.4 Multimember Effects and the Design Matrix
49.5 Model Averaging
49.6 Elastic Net and External Cross Validation
49.7 LASSO with Screening
49.8 Group LASSO Selection

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