elasticnet error in proc glmselect

csetzkorn — Mon, 13 Nov 2017 17:16:15 GMT

I try to follow this. I use this code:

PROC GLMSELECT data=TrainingData valdata=ValData plots=coefficients;
	model Y
	= 
	X1
	X2
	/selection=elasticnet(steps=120 choose=validate);
run;

I get these errors:

ERROR 22-322: Syntax error, expecting one of the following: BACKWARD, FORWARD, LAR, LASSO, NONE, STEPWISE.
ERROR 76-322: Syntax error, statement will be ignored.

Any idea? Code above looks OK to me ...

Re: elasticnet error in proc glmselect

Rick_SAS — Mon, 13 Nov 2017 21:17:22 GMT

SELECTION=ELASTICNET was implemented in SAS/STAT 13.1, which was released as part of SAS 9.4M1 in 2013. The error message indicates that you are running an older version of SAS that does not have support for the elastic net algorithm.

You can submit:

%put SYSVLONG = &SYSVLONG;

and look in the log to find your version of SAS.

topic elasticnet error in proc glmselect in SAS Procedures

elasticnet error in proc glmselect

Re: elasticnet error in proc glmselect