To be honest, I would try a different approach. I've gone through this, my view has evolved from picking a small number of variables, to saying that doesn't make sense and using a different approach in which all variables are used in the model. The problem is that there are many different definitions of "best possible independent variables". Also, forcing yourself to only 4 may or may not be harmful, and furthermore if your independent variables are correlated with one another, then least squares fitting and picking a few variables may not be the best approach at all. I would use PROC PLS and fit a model that includes all independent variables,and which accounts for correlation between the independent variables; and from there you could judge a small number of important variables (although that number may not be 4).
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