SAS : FORWARD selection specify AIC

[DingDing]

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;

[Reeza · Accepted solution]

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]

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]

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.