proc reg - basic question

[tal83]

Hi all,
I'm running several stepwise regression
and I'm trying to find out how to
1) output only the chosen final model of a stepwise regression.
2) efficiently get the list of the chosen variables of the final regression, how do you recomend to do it?

My code:


proc reg data=&data outest=&out tableout ;
model &Var.=v1-v365 a1-a12 t1-t6
/AIC selection=stepwise SLENTRY=0.05 ;
OUTPUT out=&out p=predicted r=residuals STUDENT=STUDENT_residuals;
where station=&stat.;
run;


Thanks in advance,
Tal

[Doc_Duke]

Check out the OUTEST= option for the MODEL statement. You can then post-process with a DATA step or PROC SQL to eliminate the variables that were not selected for the model.