Stepwise Selection with Proc Reg

User423350 — Thu, 24 Aug 2023 10:40:24 GMT

Hello!

I am using the PROC REG to perform a stepwise selection to come up with a regression model. I have 56 potential regressors and I want a model with a combination of three of these regressors. How can I set the number of independent variables to 3?

I tried using the stop= option, but I don't know if it is correct or whether there is another way to do it:

Proc reg data= input outest= PAR tableout rsquare ;
model target = &reg. / selection= stepwise stop=3 sle=0.05 sls=0.05 noint ;
output out=stima predicted= predict;
Run;

Can you help me?

Thank you!

Re: Stepwise Selection with Proc Reg

PaigeMiller — Thu, 24 Aug 2023 11:40:29 GMT

What happened when you used STOP=3? Did it seem to work right? What is your concern here, please describe.

topic Re: Stepwise Selection with Proc Reg in SAS Programming

Stepwise Selection with Proc Reg

Re: Stepwise Selection with Proc Reg