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shahd
Quartz | Level 8 shahd
Quartz | Level 8

all possible regression

Posted 12-02-2018 12:29 AM (570 views)

Which is more appropriate to find the best subset model in all possible regression, to use the criteria of cp=p or cp=p+1

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Ksharp
Super User Ksharp
Super User

Re: all possible regression

Posted 12-02-2018 05:39 AM (544 views)  |   In reply to shahd

PROC REG can generate CP statistic .

If you need to pick up the most significant variables, Try PROC HPGENSELECT or PROC PLS .

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  • ‎12-02-2018 12:29 AM
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