Hi All, I am running a lasso model on a large dataset using the code below. I am trying to interpret the results but for some of the variables in the CLASS option, I cannot tell which dummy SAS decided to exclude as the reference group and therefore cannot interpret the coefficients. For example, hsa has 8 levels, 1-8, so SAS will automatically remove one from the model as the reference group. Is there a way to have SAS tell me which one it removed of the 8 (and for the other variables in the CLASS option)? I chose the option stop=none so that I could figure out which dummy SAS removed because SAS would loop through all the variables until none are left. I could then deduce which dummy from each CLASS variable SAS used as the reference group. However, when I run my code, about halfway through running through the variables, SAS stops the lasso and gives a message: "Selection stopped because the change of the maximum absolute correction is tiny." From a statistical standpoint I am okay with this message but it prevents me from figuring out the reference group used for each CLASS variable. Any way I can override this and have SAS finish the Lasso to the end? proc glmselect data=final.Claim_1617_m7_filterx plots(stepaxis=normb)=all; CLASS gender_cd hsa anest_method src_pymt_cd1; MODEL chrg_tot_amt = age HOPD oper_time_numb_ln CC_wght_total multiple_payor OR_staff gender_cd hsa anest_method src_pymt_cd1 proc_cdJ0690--proc_cdJ3410 pat_race_cd49--pat_race_cd46 /selection = lasso(stop=none choose=cvex); run;
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