topic Proc GLMselect in New SAS User

Proc GLMselect

DomUk — Tue, 09 Feb 2021 10:53:58 GMT

Hi all,

I would like to save the output of the proc glmselect in a separate file. Specifically, I want to create a file containing the selected variables in columns (the estimates of their coefficients that are provided in the result widow). My code is i.e.

proc glmselect data=&infile plot=all seed=123;
model &depvar=indepvar
/ selection=LASSO( stop=none choose=cvex);
run;

I know I can use ods output paramterestimates, however I would like to get a result compared to the outest statement in proc reg. My Variables should be listed in single columns.

Thank you very much for an answer.

Re: Proc GLMselect

FreelanceReinh — Tue, 09 Feb 2021 11:27:33 GMT

Hi @DomUk and welcome to the SAS Support Communities!

Would a transposed version of the ParameterEstimates ODS output dataset come close to what you want?

ods output parameterestimates=est;

proc glmselect ...;
...
run;

proc transpose data=est out=want(drop=_name_);
var estimate;
id effect;
run;

Re: Proc GLMselect

DomUk — Tue, 09 Feb 2021 15:55:08 GMT

Thank you very much!