Hi SAS experts, I'm trying to do a number of things, I've perused the web and haven't been able to find a solutions. I have 16 variables, 2 of them are dummy variables. One of them has 4 levels, the other has 7 levels. I have turned them into categorical variables by putting letters in from of them (otherwise they are treated as numerical continuous variables), i.e. "trt" has (t0, t1, t2, t3) and "dummy" has (e1, e2, e3, e4, e5, e6, e7). Maybe there's a way to create categorical variables without doing this but this seemed to do it alright. I would like to do a stepwise model selection (including the two dummy variables). I would also like to do multiple linear regression after the variables have been selected, which should (if the dummy variables are included) include parameter estimates for the either 4 or 7 dummy levels. The code I use is below. One of the issues is that PROC GLM doesn't seem to do model selection when there is a CLASS dummy variable. It also doesn't produce parameter estimates for each of the 4 levels for "trt" dummy. Please advise. proc glm data=adapt;
class=trt;
model sex age educ ave_ppl date_live ave_ha productive_land ave_sub wealth ejido_org group_partx market_distance dummy trt pes_partcipx info_loc ave_info ave_know exp_disaster cc_percep climate_change health groups/solution;
Run;
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