Unfortunately I can't share the data. What we are trying to do is model count of child mental health visits against cumulative parental deployment, child age, child gender, child mental health status, parent age, parent gender, parent rank. There are over 8800 records. When I run the code below with either Forward, Backward, or Stepwise method, all factors but one are selected for the final model. When I run the code with the Lasso method I just get the intercept model and the error in the log.
proc hpgenselect data=SSD_DeIDd;
class adol_gender adol_MH_status spon_gender spon_rank;
model adol_SS_vis_ct= cumul_length_of_deploy adol_age adol_gender adol_MH_status spon_gender spon_age spon_rank / dist=nb link=log offset=ln_obs_time ;
selection method=forward (choose=SBC)details=all;
/* selection method=Lasso(choose=SBC) details=all;*/
run;
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