proc hpgenselect - multinomial logistic regression oddsratio and fitstatistics

[Matt3]

Hi,

I am new to hpgenselect procedure (used to logistic), however, I find it more efficient  for stepwise method,

but I can find how to output:

Oddsratio for all selected variable with it`s coefficients,

Pearson chi-square,

Cox- Snell residuals,

Nagelkerke residuals,

R-square and ajdusted R-square,

Effectplots.

All of this for multinomial model.

I would be gratefull if anyone could link some paper with example.

Thank you.

[StatDave]

HPGENSELECT isn't going to be helpful for all that. You'll have better luck with PROC LOGISTIC - see the ODDSRATIO and EFFECTPLOT statements, and the RSQUARE and SCALE=NONE options in the MODEL statement.