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DingDing
Quartz | Level 8

 

I perform Forward selection and specify AIC, but there is no any AIC value in the output. What goes wrong in my codes?

PROC REG DATA=ca_2 ;
MODEL y=x1 x2 / SELECTION= FORWARD AIC ;
RUN;

 

1 ACCEPTED SOLUTION

Accepted Solutions
Reeza
Super User

Your code is fine, RTM:

AIC
outputs Akaike’s information criterion for each model selected (Akaike 1969; Judge et al. 1980) to the OUTEST= data set. If SELECTION=ADJRSQ, SELECTION=RSQUARE, or SELECTION=CP is specified, then the AIC statistic is also added to the SubsetSelSummary table.

 

http://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_reg_sect013....

 

 

proc reg data=sashelp.class outest=want;
model weight = height age/selection=forward aic;
run;

proc print data=want;
run;

 

View solution in original post

3 REPLIES 3
Reeza
Super User

Your code is fine, RTM:

AIC
outputs Akaike’s information criterion for each model selected (Akaike 1969; Judge et al. 1980) to the OUTEST= data set. If SELECTION=ADJRSQ, SELECTION=RSQUARE, or SELECTION=CP is specified, then the AIC statistic is also added to the SubsetSelSummary table.

 

http://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_reg_sect013....

 

 

proc reg data=sashelp.class outest=want;
model weight = height age/selection=forward aic;
run;

proc print data=want;
run;

 

DingDing
Quartz | Level 8
Thanks Reeza, it perfectly works, but it seems the difference only lies in PROC PRINT. Why the AIC can display in the output only by add PRINT statement?
Reeza
Super User
That's incorrect, the AIC is added to the OUTEST data set, as highlighted in my cut/paste from the documentation. To view the AIC I then printed the OUTEST dataset, which I called WANT.

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