BookmarkSubscribeRSS Feed

SUGGESTION:  Add the START= option for model selection in PROC GLMSELECT. This option is already available in PROC REG, PROC HPGENSELECT, and PROC PHREG.


The only way to automate backward stepwise model selection in SAS in to use SELECTION=BACKWARD and set START equal to the number of independent variables in the MODEL statement. PROC HPGENSELECT produces different variance estimates than PROC GLM and PROC REG, and PROC REG does not allow CLASS variables, so adding this feature to PROC GLM will fill a hole for a basic statistical procedure in SAS.

1 Comment
Obsidian | Level 7

After some research it looks like PROC HPREG will accomplish what I was requesting above for PROC GLMSELECT!