Hi, I need help finding the the most significant, non-correlated, variables in SAS. The Current Approach: In the "Analysis" section, I am currently going line by line to find which variables are correlated. I have 187 variables, so that is 2^187 (=1.961e56) combinations I have to go through. I am using the Pearson Correlation Coefficient to find multicolinearity b/t variables. I am eliminating ones that are >.80 I know that SAS can hadle the best subsets, but I would like the best subsets for 187 variables taking into accounf multicolinearity Ideally I would like to: 1.) Eliminate all of the correlation b/t the 187 variables 2.) With the non correlated variables, I would like to find the most significant, best subset of variables to run in a regression This is taking too long, and I know there is a more mathematical approach to solve this. That is why I am reaching out to people much smarter than myself Thanks for any help!
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