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;
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.
proc reg data=sashelp.class outest=want;
model weight = height age/selection=forward aic;
run;
proc print data=want;
run;
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.
proc reg data=sashelp.class outest=want;
model weight = height age/selection=forward aic;
run;
proc print data=want;
run;
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