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SAS : FORWARD selection specify AIC

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SAS : FORWARD selection specify AIC

 

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;

 


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‎12-01-2015 11:35 PM
Super User
Posts: 17,828

Re: SAS : FORWARD selection specify AIC

[ Edited ]

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;

 

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Solution
‎12-01-2015 11:35 PM
Super User
Posts: 17,828

Re: SAS : FORWARD selection specify AIC

[ Edited ]

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;

 

Contributor
Posts: 48

Re: SAS : FORWARD selection specify AIC

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?
Super User
Posts: 17,828

Re: SAS : FORWARD selection specify AIC

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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