Usage Note 24184: Is there a way to perform all-possible-regressions model selection based on the PRESS statistic?
Yes, although this model selection method is not directly available in PROC REG, this example program performs all-possible-regressions model selection and reports the PRESS statistic. Note that this can be very resource intensive and should only be used with a relatively small number of potential regressors.
Operating System and Release Information
*
For software releases that are not yet generally available, the Fixed
Release is the software release in which the problem is planned to be
fixed.
| Type: | Usage Note |
| Priority: | low |
| Topic: | Analytics ==> Regression
SAS Reference ==> Procedures ==> REG
Analytics ==> Multivariate Analysis
|
| Date Modified: | 2016-06-01 17:20:16 |
| Date Created: | 2004-10-08 11:12:17 |
