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User423350
Calcite | Level 5

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 = &reg. / selection= stepwise stop=3 sle=0.05 sls=0.05 noint ;
output out=stima predicted= predict;
Run;

 

Can you help me?

Thank you!

1 REPLY 1
PaigeMiller
Diamond | Level 26

What happened when you used STOP=3? Did it seem to work right? What is your concern here, please describe.

--
Paige Miller

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