topic How to perform a Adaptive Elastic Net selection with PROC REGSELECT? in Statistical Procedures https://communities.sas.com/t5/Statistical-Procedures/How-to-perform-a-Adaptive-Elastic-Net-selection-with-PROC/m-p/623099#M30012 <P>Dear all.</P><P>&nbsp;</P><P>I didn't find any example available on the internet of how to run a Adaptive Elastic Net selection using PROC REGSELECT. Please. Can anybody help me?</P><P>&nbsp;</P><P>I would also like to use cross-validation in the process. It is possible? How to perform this?</P><P>&nbsp;</P><P>Thank you for your help.</P> Fri, 07 Feb 2020 16:15:08 GMT vitormacedo 2020-02-07T16:15:08Z How to perform a Adaptive Elastic Net selection with PROC REGSELECT? https://communities.sas.com/t5/Statistical-Procedures/How-to-perform-a-Adaptive-Elastic-Net-selection-with-PROC/m-p/623099#M30012 <P>Dear all.</P><P>&nbsp;</P><P>I didn't find any example available on the internet of how to run a Adaptive Elastic Net selection using PROC REGSELECT. Please. Can anybody help me?</P><P>&nbsp;</P><P>I would also like to use cross-validation in the process. It is possible? How to perform this?</P><P>&nbsp;</P><P>Thank you for your help.</P> Fri, 07 Feb 2020 16:15:08 GMT https://communities.sas.com/t5/Statistical-Procedures/How-to-perform-a-Adaptive-Elastic-Net-selection-with-PROC/m-p/623099#M30012 vitormacedo 2020-02-07T16:15:08Z Re: How to perform a Adaptive Elastic Net selection with PROC REGSELECT? https://communities.sas.com/t5/Statistical-Procedures/How-to-perform-a-Adaptive-Elastic-Net-selection-with-PROC/m-p/623181#M30014 <P><A href="https://go.documentation.sas.com/?docsetId=casstat&amp;docsetTarget=casstat_introcom_sect020.htm&amp;docsetVersion=8.5&amp;locale=en" target="_self">The doc indicates</A> that you use the ADAPTIVE option with the ELASTICNET option:</P> <P>SELECTION=ELASTICNET (ADAPTIVE).</P> <P>&nbsp;</P> <P><A href="https://go.documentation.sas.com/?docsetId=casstat&amp;docsetTarget=casstat_whatsnew_sect016.htm&amp;docsetVersion=8.5&amp;locale=en" target="_self">The "What's New" doc indicates that this is a new option&nbsp;</A>for the most recent release of SAS Viya 3.5 (Nov 2019).&nbsp;</P> <P>&nbsp;</P> <P>The cross-validation options are available by using <A href="https://go.documentation.sas.com/?docsetId=casstat&amp;docsetTarget=casstat_introcom_sect019.htm&amp;docsetVersion=8.5&amp;locale=en" target="_self">the PARTITION statement.&nbsp;</A></P> Fri, 07 Feb 2020 22:00:20 GMT https://communities.sas.com/t5/Statistical-Procedures/How-to-perform-a-Adaptive-Elastic-Net-selection-with-PROC/m-p/623181#M30014 Rick_SAS 2020-02-07T22:00:20Z