Thanks for looking into this matter. I didn't find a suitable dataset to reproduce but let me share some screenshots. I don't think it's related to the ALPHA parameter. I'm trying to evaluate the splines on a 5 variable model, and according to JMP the variable X5 has a p-value > 0.05, but only slightly so, so I would like to include it regardless. However running ADAPTIVEREG in SAS just ignores it. And doesn't include it in any of the outputs Is it possible to enable it regardless of statistical significance?
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