Hey all,
I am trying to use a best subsets selection on the score chi-square for a set of both categorical and continuous predictors. The problem is that since some of my variables are categorical they have to be specified with a class statement and I can't use "selection=score" as a parameter when class variables are involved. Any ideas on how to deal with this problem? Thanks.
Here is my code:
ods output bestsubsets=score;
proc logistic data=work.***;
class x1 x2 x3 x4 x5 x6 x7;
model target(event='1')= x1 x2 x3 x4 x5 x6 x7 x8 x9 x10 x11 x12 x13 x14 x15 x16 x17 x18 x19 x20 x21 x22 x23 x24 x25 x26 / selection=score best=1 start=1 stop=20;
run;
ods output close;