Hello Everybody!
I ran the code below:
proc hpgenselect data=out.final lassosteps=50;
model &depvar (event='1') = &VARLIST / dist=binomial;
partition ROLEVAR=Selected(TRAIN="1" VALIDATE="0");
selection method=LASSO(SELECT=SBC choose=validate stop=none);
run;
and I get the error below
ERROR 22-322: Syntax error, expecting one of the following: ), ADAPTIVE, CHOOSE, LSCOEFFS, MAXEF, MAXEFFECTS, MAXSTEP, MAXSTEPS, SLE, SLENTRY, SLS, SLSTAY, STOP.
I'm a newbie with HPGENSELECT. Anyone know what I'm doing wrong?
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