/****************************************************************/ /* 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: HPA */ /* 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;