Getting Started Example for PROC QUANTSELECT

/****************************************************************/
/*          S A S   S A M P L E   L I B R A R Y                 */
/*                                                              */
/*    NAME: qrsgs                                               */
/*   TITLE: Getting Started Example for PROC QUANTSELECT        */
/*    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: QUANTSELECT                                         */
/*                                                              */
/* SUPPORT: Yonggang Yao                                        */
/****************************************************************/

proc contents varnum data=sashelp.baseball;
   ods select position;
run;

proc quantselect data=sashelp.baseball;
   class Div;
   model Salary = nAtBat nHits nHome nRuns nRBI nBB yrMajor crAtBat
                  crHits crHome crRuns crRbi crBB nAssts nError nOuts
                  Div
         / selection=lasso(adaptive stop=aic choose=sbc sh=7);
run;


proc quantselect data=sashelp.baseball;
   class Div;
   model Salary = nAtBat nHits nHome nRuns nRBI nBB yrMajor crAtBat
                  crHits crHome crRuns crRbi crBB nAssts nError nOuts
                  Div
         / quantiles=0.1 0.9 selection=lasso(adaptive stop=aic choose=sbc sh=7);
run;

ods graphics on;
proc quantselect data=sashelp.baseball plots=all;
   class Div;
   model Salary = nAtBat nHits nHome nRuns nRBI nBB yrMajor crAtBat
                  crHits crHome crRuns crRbi crBB nAssts nError nOuts
                  Div
         / quantiles=0.1 selection=lasso(adaptive stop=aic choose=sbc sh=7);
run;