Hi all, I am using the following syntax to generate a series of linear regression models using several independent variables. The syntax creates models using all potential combinations of the independent variables. Some of the statistics (like RMSE, SSE, AIC, RSq, AdjRsq) are stored from the parameter estimates table. However, the model number seems to be overridden - it always shows as Model1. Additionally, VIF is shown only on the model that has the best AdjRsq. I want to be able to generate models using all possible combinations of the independent variables, and also run other diagnostic tests (like heteroscedasticity, normality of residuals etc.) on all the generated models and not on just the best model that the code picks up according to the selection. Any help is thoroughly appreciated. Here is my syntax: Proc Reg Data = Temp_Master OUTEST = temp_model RSQUARE; Model Dep1 = IV1 IV2 IV2 / Selection = AdjRsq RSQUARE AIC SSE VIF; OUTPUT OUT = model_temp r = Residuals_model_temp; RUN; A syntax that I am using for testing one of the diagnostic tests mentioned above (normality of residuals) is shown below: Proc Univariate Data = model_temp; var residuals_model_temp; run;
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