I have large dataset with more than 50,000 rows. My outcome variable is a nominal variable with 4 outcomes, of which 3 are ordinal and the 4th is independent of the other 3. My predictors list contains more than 100 variables, of which some are categorical and some are continuous. The categorical predictors are not ordinal. I researched PROC GENMOD which allows to predict multinomial regression but doesnt have variable select method. I also looked up PROC Logistic which can predict oridnal outcome variable and has variable selection option. I would like to know which procedure to use and with what options. Please help! Thanks.
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