Example 1 for PROC GLMSELECT
/****************************************************************/
/* S A S S A M P L E L I B R A R Y */
/* */
/* NAME: glsex1 */
/* TITLE: Example 1 for PROC GLMSELECT */
/* DESC: Statistics and Salaries of Major League */
/* Baseball (MLB) Players in 1986 */
/* REF: Collier Books, 1987, The 1987 Baseball Encyclopedia */
/* Update, Macmillan Publishing Company, New York. */
/* */
/* PRODUCT: STAT */
/* SYSTEM: ALL */
/* KEYS: Model Selection, ODS GRAPHICS */
/* PROCS: GLMSELECT */
/* */
/* SUPPORT: Robert Cohen */
/****************************************************************/
ods graphics on;
proc glmselect data=sashelp.baseball plot=CriterionPanel;
class league division;
model logSalary = nAtBat nHits nHome nRuns nRBI nBB
yrMajor crAtBat crHits crHome crRuns crRbi
crBB league division nOuts nAssts nError
/ selection=stepwise(select=SL) stats=all;
run;
proc glmselect data=sashelp.baseball;
class league division;
model logSalary = nAtBat nHits nHome nRuns nRBI nBB
yrMajor crAtBat crHits crHome crRuns crRbi
crBB league division nOuts nAssts nError
/ selection=stepwise(select=SL choose=PRESS);
run;
proc glmselect data=sashelp.baseball plot=Coefficients;
class league division;
model logSalary = nAtBat nHits nHome nRuns nRBI nBB
yrMajor crAtBat crHits crHome crRuns crRbi
crBB league division nOuts nAssts nError
/ selection=stepwise(select=SL stop=PRESS);
run;
proc glmselect data=sashelp.baseball plot=Candidates;
class league division;
model logSalary = nAtBat nHits nHome nRuns nRBI nBB
yrMajor crAtBat crHits crHome crRuns crRbi
crBB league division nOuts nAssts nError
/ selection=stepwise(select=CV drop=competitive)
cvMethod=split(5);
run;
proc glmselect data=sashelp.baseball plots=(CriterionPanel ASE) seed=1;
partition fraction(validate=0.3 test=0.2);
class league division;
model logSalary = nAtBat nHits nHome nRuns nRBI nBB
yrMajor crAtBat crHits crHome crRuns crRbi
crBB league division nOuts nAssts nError
/ selection=forward(choose=validate stop=10);
run;
proc glmselect data=sashelp.baseball plot=CriterionPanel ;
class league division;
model logSalary = nAtBat nHits nHome nRuns nRBI nBB
yrMajor crAtBat crHits crHome crRuns crRbi
crBB league division nOuts nAssts nError
/ selection=LASSO(choose=CP steps=20);
run;
ods graphics off;