Automatic Backwards elimination in Proc Mixed

[yiferic]

I think there's supposed to be a way to have sas automatically do backwards elimination in proc reg, but is there a way to do it in proc mixed? Our main issue is we have a lot of variables and we are not sure whether the cross terms are significant or not.

[lvm]

There is no direct way to do this with MIXED. This is a nontrivial matter, and there are lots of things to consider. There is a nice procedure called GLMSELECT for linear model selection, but only for fixed effects. A fascinating macro has been written to do what you are asking. See:
http://www2.sas.com/proceedings/forum2007/191-2007.pdf
for a description. I have not used it, and it looks like it takes a lot of effort to set up and get to run (initially). But the output, including graphics, look great.

[yiferic]

Thanks, will try it out and update.

[yiferic]

I'm going to stick with glmselect, the script posted by Prof Fernandez is not very easy to use.