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vitormacedo
Calcite | Level 5

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.

1 ACCEPTED SOLUTION

Accepted Solutions
Rick_SAS
SAS Super FREQ

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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1 REPLY 1
Rick_SAS
SAS Super FREQ

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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