Example 3 for PROC HPREG
/****************************************************************/
/* S A S S A M P L E L I B R A R Y */
/* */
/* NAME: hpregex3 */
/* TITLE: Example 3 for PROC HPREG */
/* DESC: Simulated Data */
/* */
/* PRODUCT: STAT */
/* SYSTEM: ALL */
/* KEYS: FORWARDSWAP selection */
/* PROCS: HPREG */
/* */
/* SUPPORT: Robert Cohen */
/****************************************************************/
data ex3Data;
array x{20};
do i=1 to 10000;
do j=1 to 20;
x{j} = ranuni(1);
end;
y = 3*x1 + 7*x2 -5*x3 + 5*x1*x3 +
4*x2*x13 + x7 + x11 -x13 + x1*x4 + rannor(1);
output;
end;
run;
proc hpreg data=ex3Data;
model y = x1|x2|x3|x4|x5|x6|x7|x8|x9|x10|X11|
x12|x13|x14|x5|x16|x7|x18|x19|x20@2 /
include=(x1 x2 x3) start=(x1*x2 x1*x3 x2*x3);
selection method=forwardswap(select=rsquare maxef=15 choose=sbc)
details=all;
run;