SAS Viya: How to include 100 imputations into cox regression using proc phselect?

[nj145]

Hello everyone,

I am looking to perform a Cox proportional hazards model using Proc Phselect with LASSO for variable selection in SAS Viya for Learners. I am using a dataset consisting of 100 imputations and the following code:

proc phselect data=mycas.mydata;
   by _imputation_;
   class c_: o_: / param=ref ref=first;
   model Time*event(0) = C_: o_: n_:;
   selection method=lasso(choose=AIC stop=none) details=all;
run;

I received the following error message:

ERROR: SAS Internal Error. Number of 'groups' (11) exceeded maximum (10) allowed in the AIR Bridge.;

The error did not appear after making the following changes to include less than ten imputations:

proc phselect data=mydata (where=(_imputation_<=10));

I am looking to include all 100 imputations and not only 10 at a time, is there a way to do this in Viya for Learners?

Thanks in advance.

[pink_poodle]

Break dataset AIR into 10 chunks (_imputation 1-10, 11-20, 21-30, etc.) and feed them to a macro:

/*Define macro named
arbitrarily, e.g., "piggie" */
%macro piggie (chunk);
              %DO I = 1 %TO 10;
                         --- your code here ---
                         --- done on chunk&i ---
              %END;
%mend piggie;
/*Call macro piggie*/
%piggie(chunk1)
%piggie(chunk2)
...
%piggie(chunk10)