Programming the statistical procedures from SAS

Does SAS have Lasso selection for logistic "mixed model" regression?

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Occasional Contributor
Posts: 13

Does SAS have Lasso selection for logistic "mixed model" regression?

[ Edited ]

Hi all!

 

I want to do lasso variable selection to mixed model (fixed effect and random effect) for binary data.

Which SAS procedure enable me to do this?

 

If there is no adequate procedure, are there altanative ways?

(I come up with LOGISTIC procedure lasso selection to fixed effect.)

 

 

 

 

PROC Star
Posts: 7,363

Re: Does SAS have Lasso selection for logistic "mixed model" regression?

I don't think so, but you can via a macro. Take a look at: chrome-extension://oemmndcbldboiebfnladdacbdfmadadm/http://newprairiepress.org/cgi/viewcontent.cgi?article=1124&context=agstatconference

 

The link (in the paper) to the macro is no longer valid, but George is now an instructor at SAS, thus I'd be surprised if the macro isn't still available somewhere.

 

Art, CEO, AnalystFinder.com

 

Occasional Contributor
Posts: 13

Re: Does SAS have Lasso selection for logistic "mixed model" regression?

Thank you Art!


The sas macro which you recommended looks helpful,
but I am looking for the way which can be done by SAS product
because it is difficult for me to judge the macro is generally accepted or not.

 

Thank you again,

 

tissuee5454

 

Super User
Posts: 9,681

Re: Does SAS have Lasso selection for logistic "mixed model" regression?

Check PROC HPGENSELECT.

But I don't know if it could handle mixed model.

 

Occasional Contributor
Posts: 13

Re: Does SAS have Lasso selection for logistic "mixed model" regression?

Thank you Ksharp!

 

HPGENSELECT does not cover mixed model...

 

Tissue5454

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