Thank you! Do I simply run HPGENSELECT one by one per variable, and choose those with p<0.1? Or is there a way to loop the variables, or to integrate it into proc logistic (eg, stepwise?) I also notice that HPGENSELECT is done through linear regression. My outcome variable is binary, eg. complication or no complication, so I thought logistic would be most appropriate. Regarding the convention for variable selection, I understand I need to run a univariate analysis first - would this be a univariate logistic regression or a univariate linear regression? Cheers!
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