proc hpgenselect output odds ratio

[lillymaginta]

proc hpgenselect data=cd1;
class ut (ref= '1') gender / param = ref;
model ut= age gender/ dist=mult link=glogit;
   selection method=forward (choose=aicc) details=all;
   run;

Would it be possible to output odds ratio from hpgselect? The above code provides parameter estimates only 

[ed_sas_member]

Hi @lillymaginta 

I don't think PROC HPGENSELECT can output such things.

You will have better chance using PROC LOGISTIC

Best,

[lillymaginta]

Thank you but would it be possible to specify the forward selection based on AIC in proc logistic? 

[ed_sas_member · Accepted solution]

Hi @lillymaginta 

In this case, I would suggest to switch to PROC HPLOGISTIC procedure is a high-performance statistical procedure that fits logistic regression models for binary, binomial, and multinomial data on the SAS appliance.

The SELECTION statements allow to use AICC:

proc hplogistic data=...;
	model ...;
	selection method= forward (select= AICC);
run;

Best,