topic Re: Does SAS have Lasso selection for logistic "mixed model" regression? in Statistical Procedures

Does SAS have Lasso selection for logistic "mixed model" regression?

Tissue5454 — Tue, 11 Jul 2017 02:28:45 GMT

Hi all!

I want to do lasso variable selection to mixed model (fixed effect and random effect) for binary data.

Which SAS procedure enable me to do this?

If there is no adequate procedure, are there altanative ways?

(I come up with LOGISTIC procedure lasso selection to fixed effect.)

Re: Does SAS have Lasso selection for logistic "mixed model" regression?

art297 — Tue, 11 Jul 2017 02:24:52 GMT

I don't think so, but you can via a macro. Take a look at: chrome-extension://oemmndcbldboiebfnladdacbdfmadadm/http://newprairiepress.org/cgi/viewcontent.cgi?article=1124&context=agstatconference

The link (in the paper) to the macro is no longer valid, but George is now an instructor at SAS, thus I'd be surprised if the macro isn't still available somewhere.

Art, CEO, AnalystFinder.com

Re: Does SAS have Lasso selection for logistic "mixed model" regression?

Tissue5454 — Tue, 11 Jul 2017 04:12:15 GMT

Thank you Art!

The sas macro which you recommended looks helpful,
but I am looking for the way which can be done by SAS product
because it is difficult for me to judge the macro is generally accepted or not.

Thank you again,

tissuee5454

Re: Does SAS have Lasso selection for logistic "mixed model" regression?

Ksharp — Tue, 11 Jul 2017 12:32:51 GMT

Check PROC HPGENSELECT.

But I don't know if it could handle mixed model.

Re: Does SAS have Lasso selection for logistic "mixed model" regression?

Tissue5454 — Wed, 12 Jul 2017 00:48:41 GMT

Thank you Ksharp!

HPGENSELECT does not cover mixed model...

Tissue5454