https://communities.sas.com/t5/New-SAS-User/all-possible-regression/m-p/517810#M3424 <P>Which is more appropriate to find the best subset model in all possible regression, to use the criteria of cp=p or cp=p+1</P> Sun, 02 Dec 2018 05:29:37 GMT shahd 2018-12-02T05:29:37Z https://communities.sas.com/t5/New-SAS-User/all-possible-regression/m-p/517810#M3424 <P>Which is more appropriate to find the best subset model in all possible regression, to use the criteria of cp=p or cp=p+1</P> Sun, 02 Dec 2018 05:29:37 GMT https://communities.sas.com/t5/New-SAS-User/all-possible-regression/m-p/517810#M3424 shahd 2018-12-02T05:29:37Z https://communities.sas.com/t5/New-SAS-User/all-possible-regression/m-p/517847#M3436 <P>PROC REG can generate CP statistic .</P> <P>If you need to pick up the most significant variables, Try PROC HPGENSELECT or PROC PLS .</P> Sun, 02 Dec 2018 10:39:14 GMT https://communities.sas.com/t5/New-SAS-User/all-possible-regression/m-p/517847#M3436 Ksharp 2018-12-02T10:39:14Z