How to get stb and ss2 in proc hpgenselect?

[jallaire]

I use the PROC HPGENSELECT with the STEPWISE selection method as following (SAS 9.4): 

PROC HPGENSELECT data=kin.nogeneticmut ;

CLASS sex gal_cinetique;

model ldlsi = age sex bmi PR_VLDL_B100 lFCR_VLDL_B100 lPR_IDL_B100  lFCR_IDL_B100

      lPR_LDL_B100 lFCR_LDL_B100 ltg gal_cinetique  /  distribution=normal link=id;

selection method=stepwise details = all  ;

RUN;

I would like to:
- Get the adjusted rsquare of the final model (ss2 option in the model statement in proc reg -> total and individual rsquare for each X values);

- Get the standardized estimates (stb option in the model statement in proc reg). 

I have tried the NOCENTER option as follow to get the standardized estimates: 

PROC HPGENSELECT data=kin.nogeneticmut ;

CLASS sex gal_cinetique;

model ldlsi = age sex bmi PR_VLDL_B100 lFCR_VLDL_B100 lPR_IDL_B100  lFCR_IDL_B100

      lPR_LDL_B100 lFCR_LDL_B100 ltg gal_cinetique  /  distribution=normal link=id NOCENTER;

selection method=stepwise details = all  ;

RUN;

but it doesn't work. 

May you help me?

[Rick_SAS]

Because you are using DIST=NORMAL and LINK=ID, you can actually use PROC GLMSELECT to solve this problem (probably faster and provides more statistics).

At any rate, the answer to your question is that the HPGENSELECT procedure (and GLMSELECT, too) creates a macro variable that contains the names of the variables that are selected in the final model. You can reference the macro variable on the MODEL statement of other procedures (GLM, GENMOD,....) to obtain statistics for the final model. 

If your model includes CLASS variables, you can't use PROC REG unless you also generate the design matrix. See the last example in the article.