Hello!
I am using the PROC REG to perform a stepwise selection to come up with a regression model. I have 56 potential regressors and I want a model with a combination of three of these regressors. How can I set the number of independent variables to 3?
I tried using the stop= option, but I don't know if it is correct or whether there is another way to do it:
Proc reg data= input outest= PAR tableout rsquare ;
model target = ®. / selection= stepwise stop=3 sle=0.05 sls=0.05 noint ;
output out=stima predicted= predict;
Run;
Can you help me?
Thank you!