topic Re: SAS Macros for LASSO regression with survey design in SAS Data Science

SAS Macros for LASSO regression with survey design

AkemiW25 — Sat, 08 May 2021 15:54:29 GMT

I am looking for any macros, or codes to do LASSO regression in sas with complex survey data (NHANES).

Can anyone help with this topic?

Re: SAS Macros for LASSO regression with survey design

gcjfernandez — Mon, 10 May 2021 05:34:20 GMT

Please see the response from a previous post:

https://communities.sas.com/t5/SAS-Data-Mining-and-Machine/LASSO-regression-survey-design/td-p/736028

Thanks

George

Re: SAS Macros for LASSO regression with survey design

AkemiW25 — Mon, 10 May 2021 12:01:19 GMT

Thanks for the comment, so basically I cannot use sas at all for lasso?

I found %SURVEYCORRCOV macro that used ridge regression/ macro. I was hoping this community might've tried lasso/complex survey data before either with a macro or know how to address the issue manually