Dear all.
I didn't find any example available on the internet of how to run a Adaptive Elastic Net selection using PROC REGSELECT. Please. Can anybody help me?
I would also like to use cross-validation in the process. It is possible? How to perform this?
Thank you for your help.
The doc indicates that you use the ADAPTIVE option with the ELASTICNET option:
SELECTION=ELASTICNET (ADAPTIVE).
The "What's New" doc indicates that this is a new option for the most recent release of SAS Viya 3.5 (Nov 2019).
The cross-validation options are available by using the PARTITION statement.
The doc indicates that you use the ADAPTIVE option with the ELASTICNET option:
SELECTION=ELASTICNET (ADAPTIVE).
The "What's New" doc indicates that this is a new option for the most recent release of SAS Viya 3.5 (Nov 2019).
The cross-validation options are available by using the PARTITION statement.
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