I found a paper using shrinkage techniques in proc logistic "SUGI29-A new strategy of model buildning in proc logistic with automatic variable selection, validation, shrinkage and model averaging" http://www2.sas.com/proceedings/sugi29/191-29.pdf The paper says (on page 6): "Shrunken regression coefficients are calculated by multiplication by the shrinkage factors (4) and (7). Note that 2logL(M) and 2logL(0) are the elements of the standard output of the SAS PROC LOGISTIC. So the heuristic linear shrinkage discussed above can be easily implemented in SAS PROC LOGISTIC by using ODS." I am not so familiar with ODS and how this can be implemented in PROC LOGISTIC using ODS. Can you add your own formulas using ODS? Unfortunately, the paper did not post any sas code examples. Thanks for any help here! /Thomas
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