Variable Selection

/*--------------------------------------------------------------

                    SAS Sample Library

        Name: cntex03.sas
 Description: Example program from SAS/ETS User's Guide,
              The COUNTREG Procedure
       Title: Variable Selection
     Product: SAS/ETS Software
        Keys: countreg automatic variable selection
        PROC: COUNTREG
       Notes:

--------------------------------------------------------------*/

data long97data;
   input fem ment phd mar kid5 art lnart;
datalines;
0   7.99999860   1.38000000  1  2  3   1.25276290
0   6.99999950   4.29000000  0  0  0  -0.69314720
0  47.00000760   3.84999990  0  0  4   1.50407740
0  19.00000190   3.58999990  1  1  1   0.40546510
0   0.00000000   1.80999990  1  0  1   0.40546510
0   6.00000050   3.58999990  1  1  1   0.40546510
0   9.99999900   2.11999990  1  1  0  -0.69314720
0   1.99999990   4.29000000  1  0  0  -0.69314720
0   1.99999990   2.57999990  1  2  3   1.25276290
0   3.99999900   1.80000000  1  1  3   1.25276290
0   0.00000000   4.29000000  1  2  1   0.40546510
0   3.00000000   2.76000000  1  1  0  -0.69314720
0   9.99999900   3.41000010  1  1  1   0.40546510
0   6.99999950   4.34000020  1  3  2   0.91629080
0  15.00000100   3.84999990  1  2  5   1.70474800
0   1.99999990   2.09999990  1  0  2   0.91629080
0  13.00000000   4.29000000  1  0  2   0.91629080
0  15.00000100   4.29000000  0  0  1   0.40546510
0   4.99999810   2.26000000  1  1  0  -0.69314720
0   6.00000050   2.09999990  0  0  0  -0.69314720
0  12.00000000   2.26000000  1  0  3   1.25276290
0  15.99999810   3.84999990  1  1  6   1.87180220
0   6.99999950   4.29000000  0  0  4   1.50407740
0   6.00000050   1.80000000  1  2  2   0.91629080
0   1.99999990   2.26000000  0  0  2   0.91629080
0   0.00000000   2.09999990  0  0  0  -0.69314720
0  30.00000190   4.29000000  1  0  4   1.50407740
0   9.99999900   4.29000000  1  2  1   0.40546510
0   1.99999990   2.09999990  1  0  1   0.40546510
0   0.99999990   3.58999990  1  0  7   2.01490310
0   3.00000000   3.42000010  1  1  2   0.91629080
0   9.99999900   4.29000000  1  2  2   0.91629080
0   9.99999900   4.29000000  0  0  2   0.91629080
0   0.99999990   3.33999990  1  2  0  -0.69314720
0   1.99999990   4.29000000  0  0  0  -0.69314720
0  10.99999710   4.29000000  1  0  1   0.40546510
0   4.99999810   3.61999990  1  0  4   1.50407740
0   0.00000000   4.29000000  1  3  1   0.40546510
0   3.99999900   4.34000020  1  1  1   0.40546510
0   1.99999990   1.25000000  1  1  2   0.91629080
0  19.00000190   4.34000020  0  0  7   2.01490310
0   3.00000000   1.67000000  1  3  1   0.40546510
0   0.00000000   3.47000000  0  0  0  -0.69314720
0   0.99999990   2.26000000  1  1  1   0.40546510
0   0.99999990   1.80000000  1  0  1   0.40546510
0  17.00000000   4.34000020  1  2  2   0.91629080
0   3.00000000   3.58999990  0  0  2   0.91629080
0   0.99999990   1.75000000  1  2  1   0.40546510
0   6.00000050   4.29000000  0  0  1   0.40546510
0   0.00000000   2.09999990  1  1  0  -0.69314720
0  15.00000100   4.29000000  1  2  0  -0.69314720
0   0.00000000   2.09999990  1  1  0  -0.69314720
0  26.99999810   3.31999990  1  2  2   0.91629080
0   4.99999810   4.34000020  1  0  2   0.91629080
0   6.99999950   3.41000010  0  0  4   1.50407740
0   0.00000000   4.29000000  1  0  1   0.40546510
0  10.99999710   3.19000010  1  0  2   0.91629080
0  13.00000000   4.29000000  1  0  2   0.91629080
0   3.99999900   1.74000000  1  2  1   0.40546510
0   3.99999900   2.76000000  0  0  1   0.40546510
0  26.99999810   3.58999990  1  1  7   2.01490310
0   9.99999900   1.80999990  1  0  4   1.50407740
0  13.00000000   4.29000000  1  1  2   0.91629080
0   0.99999990   4.29000000  1  1  1   0.40546510
0   6.00000050   2.76000000  0  0  1   0.40546510
0   6.00000050   3.47000000  0  0  6   1.87180220
0   4.99999810   2.50000000  1  2  2   0.91629080
0   1.99999990   1.25000000  1  0  5   1.70474800
0  13.99999710   3.58999990  1  1  3   1.25276290
0   0.00000000   2.09999990  1  1  0  -0.69314720
0  12.00000000   3.58999990  1  0  1   0.40546510
0   6.99999950   3.58999990  1  3  0  -0.69314720
0   3.00000000   1.75000000  1  0  1   0.40546510
0   1.99999990   1.75000000  1  2  1   0.40546510
0   1.99999990   3.58999990  1  1  1   0.40546510
0   1.99999990   4.29000000  0  0  1   0.40546510
0   0.00000000   4.29000000  0  0  0  -0.69314720
0   0.00000000   2.09999990  1  1  0  -0.69314720
0   0.00000000   2.60999990  1  0  3   1.25276290
0  30.00000190   4.29000000  1  0  5   1.70474800
0  21.00000000   1.74000000  1  0 16   2.80336050
0   4.99999810   2.76000000  1  0  1   0.40546510
0   9.00000000   4.29000000  0  0  0  -0.69314720
0   7.99999860   2.76000000  1  2  1   0.40546510
0  25.00000000   4.29000000  1  2  3   1.25276290
0   0.00000000   3.47000000  1  1  5   1.70474800
0   4.99999810   2.57999990  1  2  0  -0.69314720
0   0.99999990   2.14000010  1  0  0  -0.69314720
0   4.99999810   2.26000000  0  0  0  -0.69314720
0   0.00000000   4.29000000  1  2  3   1.25276290
0  15.00000100   4.29000000  1  0  3   1.25276290
0  30.00000190   4.29000000  0  0  3   1.25276290
0   1.99999990   2.20000000  1  0  0  -0.69314720
0   6.00000050   1.80000000  1  2  3   1.25276290
0   0.00000000   2.09999990  1  2  1   0.40546510
0  13.00000000   4.29000000  1  1  1   0.40546510
0   0.00000000   4.29000000  0  0  0  -0.69314720
0  12.00000000   2.09999990  1  1  0  -0.69314720
0  30.00000190   4.29000000  1  2  2   0.91629080
0   4.99999810   1.80999990  1  1  1   0.40546510
0   9.99999900   4.34000020  1  0  1   0.40546510
0   4.99999810   4.29000000  1  1  0  -0.69314720
0   3.99999900   2.50000000  1  2  1   0.40546510
0  13.00000000   2.05000000  1  2  4   1.50407740
0   7.99999860   3.47000000  1  0  3   1.25276290
0   6.00000050   2.60999990  1  1  1   0.40546510
0   6.00000050   4.29000000  1  2  1   0.40546510
0  25.00000000   4.29000000  0  0  2   0.91629080
0   1.99999990   4.29000000  1  1  2   0.91629080
0   9.00000000   4.34000020  1  0  6   1.87180220
0   9.99999900   2.11999990  1  1  0  -0.69314720
0   3.00000000   2.76000000  1  0  2   0.91629080
0   1.99999990   4.29000000  1  2  0  -0.69314720
0   0.00000000   2.50000000  1  0  1   0.40546510
0   6.00000050   4.34000020  1  0  5   1.70474800
0   7.99999860   2.76000000  1  1  2   0.91629080
0   9.99999900   3.19000010  1  1  2   0.91629080
0   7.99999860   4.61999990  0  0  3   1.25276290
0   6.00000050   3.15000010  1  2  0  -0.69314720
0  21.00000000   2.55000000  1  1  4   1.50407740
0   3.99999900   1.52000000  1  0  0  -0.69314720
0   1.99999990   1.72000000  1  2  4   1.50407740
0   0.99999990   1.78000000  1  1  2   0.91629080
0  17.00000000   2.85999990  1  1  1   0.40546510
0  30.00000190   4.61999990  1  2  0  -0.69314720
0   4.99999810   4.13999990  0  0  1   0.40546510
0  13.00000000   2.96000000  1  1  6   1.87180220
0  10.99999710   2.55000000  1  0  1   0.40546510
0  19.00000190   2.21000000  1  1  0  -0.69314720
0   4.99999810   3.08999990  1  0  3   1.25276290
0  66.00000760   4.54000000  1  2  4   1.50407740
0   0.00000000   1.78000000  1  0  3   1.25276290
0   3.00000000   2.21000000  1  3  0  -0.69314720
0   3.00000000   2.39000010  1  1  1   0.40546510
0   0.00000000   2.96000000  1  0  0  -0.69314720
0   7.99999860   2.51000000  1  1  0  -0.69314720
0   0.00000000   1.97000000  1  2  2   0.91629080
0   4.99999810   4.13999990  0  0  0  -0.69314720
0  29.00000000   4.25000000  1  1  4   1.50407740
0  10.99999710   2.85999990  1  2  0  -0.69314720
0  22.99999620   2.96000000  1  1  9   2.25129180
0  45.99999240   2.96000000  1  2  2   0.91629080
0   7.99999860   4.61999990  1  1  6   1.87180220
0   4.99999810   3.69000010  1  2  0  -0.69314720
0   0.99999990   3.15000010  1  1  0  -0.69314720
0   9.00000000   4.61999990  0  0  2   0.91629080
0   1.99999990   3.35999990  1  0  0  -0.69314720
0   6.99999950   3.69000010  0  0  4   1.50407740
0  10.99999710   3.54000000  1  0  1   0.40546510
0  56.99999620   2.96000000  1  1  4   1.50407740
0  15.99999810   2.55999990  1  1  1   0.40546510
0   0.00000000   2.31999990  1  0  0  -0.69314720
0   3.00000000   2.31999990  1  0  0  -0.69314720
0   0.99999990   0.92000000  1  2  0  -0.69314720
0   9.99999900   4.54000000  1  0  0  -0.69314720
0  10.99999710   4.54000000  1  3  0  -0.69314720
0  10.99999710   1.76000000  1  1  5   1.70474800
0  15.99999810   2.55999990  0  0  1   0.40546510
0   4.99999810   2.39000010  1  1  0  -0.69314720
0   9.00000000   3.40000010  1  0  2   0.91629080
0  19.99999620   2.86999990  1  2  2   0.91629080
0  21.00000000   4.54000000  1  2  4   1.50407740
0   4.99999810   2.82999990  1  0  4   1.50407740
0   6.00000050   1.67999990  1  0  0  -0.69314720
0  12.00000000   3.54000000  0  0  3   1.25276290
0   0.00000000   1.76000000  1  0  2   0.91629080
0  10.99999710   3.15000010  1  3  1   0.40546510
0   3.00000000   2.51000000  1  0  0  -0.69314720
0  15.99999810   3.69000010  1  1  0  -0.69314720
0  10.99999710   1.76000000  1  1  4   1.50407740
0   4.99999810   1.86000000  1  1 12   2.52572870
0   0.99999990   2.76000000  1  3  0  -0.69314720
0  15.99999810   4.61999990  1  1  1   0.40546510
0  12.00000000   4.25000000  1  0  5   1.70474800
0  10.99999710   2.54000000  1  0  4   1.50407740
0   0.00000000   2.20000000  1  1  0  -0.69314720
0   0.00000000   1.76000000  1  0  2   0.91629080
0   3.00000000   2.85999990  1  3  3   1.25276290
0  13.00000000   3.40000010  1  2  0  -0.69314720
0  45.00000000   4.54000000  1  1  1   0.40546510
0  47.00000760   1.86000000  1  1  9   2.25129180
0   6.99999950   1.52000000  1  0  0  -0.69314720
0   6.99999950   2.55999990  1  1  2   0.91629080
0  19.00000190   2.21000000  1  0  0  -0.69314720
0   9.00000000   3.69000010  1  0  7   2.01490310
0  76.99998470   1.78000000  1  1  1   0.40546510
0   0.00000000   1.17999990  1  1  0  -0.69314720
0   3.99999900   2.00000000  1  0  1   0.40546510
0  19.00000190   2.21000000  1  0  0  -0.69314720
0  12.00000000   4.13999990  1  2  0  -0.69314720
0   0.99999990   2.85999990  1  3  0  -0.69314720
0  17.00000000   2.85999990  1  1  1   0.40546510
0   6.00000050   2.54000000  0  0  7   2.01490310
0   3.99999900   2.85999990  1  1  0  -0.69314720
0   6.00000050   2.52000000  0  0  4   1.50407740
0   3.00000000   1.52000000  1  1  2   0.91629080
0   4.99999810   3.08999990  1  1  3   1.25276290
0   3.00000000   1.17999990  1  1  0  -0.69314720
0   3.00000000   1.42000000  1  0  0  -0.69314720
0  15.00000100   4.61999990  0  0  7   2.01490310
0   0.00000000   2.96000000  1  2  1   0.40546510
0   9.99999900   4.54000000  0  0  2   0.91629080
0  41.99999620   4.54000000  0  0  7   2.01490310
0   3.00000000   2.51000000  1  2  1   0.40546510
0   6.99999950   3.15000010  1  1  2   0.91629080
0   0.00000000   2.50000000  1  0  1   0.40546510
0   6.00000050   2.96000000  1  3  1   0.40546510
0   3.99999900   1.67999990  1  0  0  -0.69314720
0   0.00000000   1.22000000  1  1  1   0.40546510
0   1.99999990   1.52000000  1  0  1   0.40546510
0   4.99999810   2.21000000  1  1  0  -0.69314720
0   0.99999990   3.92000010  1  1  0  -0.69314720
0  13.00000000   4.54000000  1  0  5   1.70474800
0   0.00000000   1.17999990  1  0  2   0.91629080
0  26.00000000   3.69000010  1  0  3   1.25276290
0   0.99999990   1.72000000  1  0  2   0.91629080
0  25.00000000   2.57999990  1  1  5   1.70474800
0   3.00000000   1.52000000  0  0  3   1.25276290
0  47.00000760   1.86000000  1  1  4   1.50407740
0   3.99999900   2.50000000  1  0  5   1.70474800
0   0.99999990   4.61999990  1  0  1   0.40546510
0   6.99999950   1.40000000  1  2  0  -0.69314720
0   4.99999810   4.54000000  1  0  3   1.25276290
0  26.99999810   1.67999990  1  1  0  -0.69314720
0   0.99999990   2.82999990  1  0  2   0.91629080
0   4.99999810   3.35999990  0  0  1   0.40546510
0   0.00000000   1.97000000  1  1  7   2.01490310
0  12.00000000   3.40000010  0  0  1   0.40546510
0   3.99999900   1.74000000  1  1  1   0.40546510
0   0.00000000   2.96000000  0  0  0  -0.69314720
0  25.00000000   2.57999990  1  1  4   1.50407740
0   3.00000000   4.54000000  1  1  1   0.40546510
0   1.99999990   3.15000010  1  1  0  -0.69314720
0  12.00000000   2.96000000  1  2  0  -0.69314720
0  15.99999810   3.54000000  1  2  2   0.91629080
0   4.99999810   2.96000000  1  1  3   1.25276290
0  12.00000000   4.25000000  1  0  1   0.40546510
0   4.99999810   2.55999990  1  1  2   0.91629080
0   4.99999810   1.86000000  1  0  1   0.40546510
0   3.00000000   4.61999990  1  1  1   0.40546510
0   3.99999900   2.85999990  0  0  2   0.91629080
0   4.99999810   3.15000010  1  1  5   1.70474800
0   0.00000000   2.51000000  1  0  2   0.91629080
0  26.99999810   3.15000010  1  1  5   1.70474800
0   4.99999810   2.51000000  1  0  2   0.91629080
0   0.00000000   1.52000000  1  1  0  -0.69314720
0  17.99999810   4.29000000  0  0  6   1.87180220
0   4.99999810   4.29000000  1  1  4   1.50407740
0   7.99999860   4.29000000  1  2  2   0.91629080
0   3.99999900   2.09999990  1  0  2   0.91629080
0  35.00000760   4.29000000  1  1 12   2.52572870
0   4.99999810   4.29000000  0  0  2   0.91629080
0   9.00000000   3.58999990  1  1  1   0.40546510
0   6.00000050   4.29000000  1  0  1   0.40546510
0  24.00000190   4.29000000  1  0  2   0.91629080
0   0.00000000   2.09999990  1  1  0  -0.69314720
0   4.99999810   1.80999990  1  1  0  -0.69314720
0  19.00000190   4.29000000  0  0  7   2.01490310
0   3.00000000   4.29000000  0  0  1   0.40546510
0   1.99999990   4.29000000  1  1  1   0.40546510
0   3.99999900   1.25000000  1  0  3   1.25276290
0   9.99999900   3.58999990  1  0  1   0.40546510
0   7.99999860   2.09999990  1  1  1   0.40546510
0   1.99999990   4.29000000  1  0  4   1.50407740
0  19.00000190   4.29000000  1  1  3   1.25276290
0   0.99999990   3.47000000  1  1  1   0.40546510
0   3.00000000   3.19000010  1  0  1   0.40546510
0   4.99999810   3.19000010  1  2  1   0.40546510
0   0.00000000   2.09999990  1  0  1   0.40546510
0  21.00000000   3.58999990  1  1  5   1.70474800
0  13.99999710   4.29000000  1  1  1   0.40546510
0   0.00000000   2.09999990  1  0  0  -0.69314720
0   6.99999950   2.76000000  1  1  1   0.40546510
0   4.99999810   2.60999990  1  0  3   1.25276290
0  22.00000000   4.29000000  1  0  4   1.50407740
0  19.99999620   3.41000010  0  0  7   2.01490310
0  38.00000380   4.29000000  1  0  3   1.25276290
0  19.00000190   4.29000000  0  0  4   1.50407740
0   3.00000000   2.26000000  0  0  2   0.91629080
0  15.99999810   3.58999990  0  0  3   1.25276290
0   1.99999990   4.29000000  1  1  0  -0.69314720
0   3.00000000   2.05000000  0  0  1   0.40546510
0  12.00000000   4.29000000  1  2  1   0.40546510
0  35.00000760   4.29000000  0  0  0  -0.69314720
0  19.00000190   4.29000000  1  0  0  -0.69314720
0   1.99999990   4.29000000  0  0  0  -0.69314720
0   6.99999950   2.76000000  0  0  1   0.40546510
0   3.99999900   2.09999990  1  2  3   1.25276290
0  13.99999710   2.35999990  0  0  1   0.40546510
0   9.00000000   4.29000000  0  0  0  -0.69314720
0   7.99999860   3.58999990  0  0  0  -0.69314720
0  12.00000000   4.29000000  1  1  2   0.91629080
0   3.00000000   4.29000000  1  1  0  -0.69314720
0   0.99999990   4.29000000  1  0  1   0.40546510
0   9.99999900   4.29000000  0  0  1   0.40546510
0  21.00000000   3.41000010  0  0  4   1.50407740
0  13.00000000   4.29000000  1  1  0  -0.69314720
0  17.00000000   4.29000000  1  0  2   0.91629080
0   4.99999810   4.29000000  0  0  0  -0.69314720
0   1.99999990   2.14000010  0  0  0  -0.69314720
0   7.99999860   4.29000000  1  0  0  -0.69314720
0   1.99999990   2.50000000  1  1  2   0.91629080
0   4.99999810   2.60999990  1  1  3   1.25276290
0   0.99999990   1.80999990  1  2  0  -0.69314720
0   1.99999990   2.26000000  1  1  0  -0.69314720
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1   0.00000000   0.75500000  0  0  0  -0.69314720
1   6.99999950   2.25000000  0  0  1   0.40546510
1   3.00000000   3.19000010  0  0  1   0.40546510
;

 /*-- Poisson Model --*/

proc countreg data = long97data;
   model art = fem mar kid5 phd ment / dist = poisson;
run;

 /*-- Poisson Model with Penalized Likelihood Method--*/

proc countreg data = long97data method = qn;
   model art = fem mar kid5 phd ment / dist   = poisson
                                       select = PEN;
run;

 /*-- Poisson Model with Search Method Using AIC--*/

proc countreg data = long97data;
   model art = fem mar kid5 phd ment / dist      = poisson
                                       select    = INFO
                                     ( direction = forward
                                       criter    = AIC
                                       lstop     = 0.001 );
run;