02-13-2017 07:57 AM
I am using this skeleton code:
PROC GLMSELECT DATA = Training TESTDATA = Test; ... MODEL ... /selection=lasso(stop=none choose=AIC) stb showpvalues; ... "Parameter Estimates" = WORK.ParameterEstimates RUN;
When I look at WORK.ParameterEstimates I noticed that:
are missing. Can I somehow ensure that these values are included?
Also can I force a selection method to use certain IVs/features?
02-13-2017 10:30 PM
Can you post your full code and output? If that was reference class variable, StdErr could be missing because that level has been absorbed .
11-28-2017 05:08 PM
I have the same question that you posed in this post. Did you find an answer? I am conducting a multiple regression and none of the variables (or levels of variables) have p-values or standard errors.