SAS command to run a linear multiple regression WITH COVARIATE

[CS_B]

I am using the SAS command to run a linear multiple regression, stepwise method. However, I have covariates and I would like to know, which is the correct SAS command for this. My actual command is:

proc reg data=a;

model dependent_variable= independent_variables/selection=stepwise;

run;

[PaigeMiller]

model dependent_variable=covariate independent_variables/selection=stepwise;

If you want stepwise to force the covariate into the model, so it must be selected, use include=1 which forces the first variable listed to always be selected.

model dependent_variable=covariate independent_variables/selection=stepwise include=1;

I feel compelled to advise about the dangers of using Stepwise regression, as many statisticians don't trust it, find it unreliable and misleading. Use your favorite internet search engine to search for "problems with stepwise regression" and you'll have enough to read on this topic for a week. Alternatives are PROC PLS and PROC GLMSELECT.

[CS_B]

Thank you so much. I will read about stepwise issues. Thanks