The INEST= option in the PROC HPGENSELECT statement enables you to input your own starting values for the optimization, as well as bounds and equality constraints for single parameters. The OUTEST option adds a column that contains the parameter names to the "Parameter Estimates" ODS OUTPUT data set.
The RESTRICT statement enables you to specify general linear equality or inequality constraints on regression parameters.
The METHOD=LASSO option in the SELECTION statement enables you to perform model selection by using the LASSO method.
The CHOOSE=VALIDATE option enables you to choose a final model by using the minimum Sawa Bayesian information criterion (BIC) criterion that is computed for validation data when you specify LASSO model selection.
The BY statement enables processing with BY groups.