topic Re: HPGENSELECT Error in Statistical Procedures

HPGENSELECT Error

BTAinRVA — Fri, 12 Jun 2020 13:39:05 GMT

Hello Everybody!

I ran the code below:

proc hpgenselect data=out.final lassosteps=50;
	model &depvar (event='1') =  &VARLIST / dist=binomial;
	partition ROLEVAR=Selected(TRAIN="1" VALIDATE="0");
	selection method=LASSO(SELECT=SBC choose=validate stop=none);
run;

and I get the error below

ERROR 22-322: Syntax error, expecting one of the following: ), ADAPTIVE, CHOOSE, LSCOEFFS, MAXEF, MAXEFFECTS, MAXSTEP, MAXSTEPS, SLE, SLENTRY, SLS, SLSTAY, STOP.

I'm a newbie with HPGENSELECT. Anyone know what I'm doing wrong?

Re: HPGENSELECT Error

ed_sas_member — Fri, 12 Jun 2020 13:48:34 GMT

Hi @BTAinRVA

The SELECT= option is not supported by the LASSO method.

Here is the link to the documentation: https://support.sas.com/documentation/onlinedoc/stat/142/hpgenselect.pdf

Please check p.4224 regarding the SELECTION statement.

Best,

Re: HPGENSELECT Error

SAS_Rob — Fri, 12 Jun 2020 14:01:13 GMT

I think it is choking on the SELECT= option. The selection method is based on the CHOOSE= option (which you have. Take a look here for the valid options.

https://go.documentation.sas.com/?docsetId=statug&docsetTarget=statug_hpgenselect_syntax14.htm&docsetVersion=15.1&locale=en