As a long string of text, delimetered, is fine.  This is needed since proc glmselect outputs its selected predictors as a macro:_GLSIND1 , as indicated in: https://support.sas.com/documentation/cdl/en/statug/63347/HTML/default/viewer.htm#statug_glmselect_sect022.htm   I need the selected predictors outputed in an excel or text or as a string. ... View more

You'd want to write another TCPWIN.SCR file and link to it by a statement along the lines of FILENAME RLINK "C:\blah-dee-bee-blah-path\TCPWIN.SCR" Before I continue do you know where you find this statement and the TCPWIN.SCR file that you are currently using? ... View more