Hello,
I am a new SAS user and I need help with clarifying any of the following concepts:
1. When conducting multiple linear regression using mostly continuous predictors, and one categorical predictor that was coded as 0/1 (for instance Sex: 0= male and 1=female), can you use proc reg (since the indicator variable is already created) or do you have to use proc glm with a class statement?
Can I use a code like this:
proc reg data=new;
model BMI = Sex Age Height Weight;
run;
2. Is there a difference between stepwise selection and lasso selection when trying to identify the best fit model?
I appreciate any insight you can offer for any of the questions.
Yes you can use PROC REG with a 0/1 variable.
Lasso is one of many variable selection methods. If you are interested in variable selection, see proc glmselect.
Yes you can use PROC REG with a 0/1 variable.
Lasso is one of many variable selection methods. If you are interested in variable selection, see proc glmselect.
You may remember:
Since your dependent variable, BMI, is computed using Height and Weight, the inclusion of the latter as independent variables,
will be highly correlated.
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