Hi - I am trying to run the proc hpgenselect to do LASSO regression. However, I continue to receive this error message:    ERROR: The HPGENSELECT procedure supports the FORWARD, BACKWARD, and STEPWISE variable selection techniques. The chosen technique is not available.   I am using SAS 9.4 TS Level 1MI on X64_8PRO platform.    Code I am using:  proc hpgenselect data=died30; class group (ref = "2") black (ref = "0") female (ref = "0") died30 (ref = "0") / param=ref; model died30(event="1") = age black female iqcode apache cci lawton group / dist=binary; selection method =lasso; run;   What am I doing wrong? Thanks!  ... View more