Proc HPGenselect Residuals and Plots

[eiseld]

I would like to know if there is a way to develop the standardized deviance residuals and the Cook's distance plot using Proc HPGenselect.  This information is available if Proc Genmod is used but it does not appear to be documented for Proc HPGenselect.  Please advise on the proper options to use if they are available.  We are using SAS/STAT version 14.1.  Thanks.

[SAS_Rob · Accepted solution]

Because HPGENSELECT is primarily designed for large-data tasks, such as predictive model building, model fitting, and scoring it does not provide any of the plots that GENMOD does--especially for those that would be generated using something like the OBSTATS option in GENMOD.