Saving the output of GLMSELECT procedure

[DavyJones]

Hi all,

I would like to save the output of the proc glmselect in a separate file. For example, I want to create a file containing the list of the selected variables and the estimates of their coefficients that are provided in the result widow.

proc glmselect data=&infile plots(stepaxis=normb)=coefficients;
model &depvar=indepvar
/ selection=LASSO(adaptive stop=none choose=cvex) cvmethod=random(10);
run;

I tried output out= but it didn't save what I need. Appreciate any help!

[ballardw · Accepted solution]

If you want the information that is sent to results window in a data set the generic approach is:

ODS OUTPUT resulttablename = yourdatasetname;

either before inside the Proc Code but before a Run;

You can get the names of tables generated by your code by running it with

ods trace on;

<procedure code>

ods trace off; /* you don't want to keep generating all that stuff*/

the LOG will show the names of the names use.

Or the DETAILS section of the online help for a procedure generally has a section labeled "ODS Table Names" with the names and the options to create the table such as:

Table 49.11: ODS Tables Produced by PROC GLMSELECT

ODS Table Name	Description	Statement	Option
ANOVA	Selected model ANOVA table	MODEL	Default
AvgParmEst	Average parameter estimates	MODELAVERAGE	Default
BSplineDetails	B-spline basis details	EFFECT	DETAILS
Candidates	Entry/removal effect ranking	MODEL	DETAILS=
ClassLevelCoding	Classification variable coding	CLASS	SHOWCODING
ClassLevelInfo	Classification variable levels	CLASS	Default
CollectionLevelInfo	Levels of collection effects	EFFECT	DETAILS
CVDetails	Cross validation PRESS by fold	MODEL	CVDETAILS=
Dimensions	Number of effects and parameters	MODEL	Default
EffectSelectPct	Effect selection percentages	MODELAVERAGE	Default
FitStatistics	Selected model fit statistics	MODEL	Default
MMLevelInfo	Levels of multimember effects	EFFECT	DETAILS
ModelAvgInfo	Model averaging information	MODELAVERAGE	Default
ModelInfo	Model information	MODEL	Default
ModelSelectFreq	Model selection frequencies	MODELAVERAGE	Default
NObs	Number of observations	MODEL	Default
ParameterNames	Labels for column names in the design matrix	PROC	OUTDESIGN(names)
ParameterEstimates	Selected model parameter estimates	MODEL	Default
PerfSettings	Performance settings	PERFORMANCE	DETAILS
PolynomialDetails	Polynomial details	EFFECT	DETAILS
PolynomialScaling	Polynomial scaling	EFFECT	DETAILS
RefitAvgParmEst	Refit average parameter estimates	MODELAVERAGE	REFIT
ScoreInfo	Score request information	SCORE	Default
SelectedEffects	List of selected effects	MODEL	Default
SelectionSummary	Selection summary	MODEL	Default
StopDetails	Stopping criterion details	MODEL	Default
StopReason	Reason why selection stopped	MODEL	Default
Timing	Timing details	PERFORMANCE	DETAILS
TPFSplineDeatils	Truncated power function spline basis details	EFFECT	DETAILS

Since GLMselect can make a fair number of tables I am not going to guess which one you want. If you wanted the SelectedEffects you would use something like

ods output SelectedEffects=myeffectsset;

For each output table.

[DavyJones]

Thanks!

[Rick_SAS]

See "ODS OUTPUT: Store any statistic created by any SAS procedure."

[DavyJones]

Thank you so much. Very helpful manual.