I am using PROC GLMSELECT for a multiple linear regression model that has categorical variables, which have more than 2 levels, as explanatory variables. I am examining the relationship between stress scores and sexual health variables. I am pretty new to SAS so need some help determining if I am coding this correctly, and if my interpretation is correct.  Here is my model: proc GLMSELECT data=baseline; class gender; model PSS_score = sexual_orient ever_preg cons_sex_age partners_6M CES_D_dep / selection=stepwise select=SL showpvalues SLE=0.05 ; title "Stepwise Regression SRH for OVERALL, 0.05"; run;   1) Does this model look like its coded alright? 2) When I runs this, how exactly do I interpret the results? For example - my variable "cons_sex_age" (age at first sex) has three levels (never had sex, 15 and under, 16 and over), coded as 0, 1, 2. How do I interpret the relationship between stress score and "cons_sex_age"? Would my reference category be what is coded as 0? AKA the parameter estimate would be the relationship between stress score and the "15 and under", which is coded as 0. Or do I need to create dummy variables for GLMSELECT?   I have found the SAS guidance notes on this quite confusing.    Thanks,      ... View more

Hi,    I would like to perform a multiple linear regression, and was wondering is PROC REG or PROC GLM/GLMSELECT are my better options when some of my explanatory variables are 3 and 4 levels? I have not used REG or GLM before, so am not familiar with either. I have found the explanation for dummy variables to be somewhat confusing, especially how to determine the reference level (is it always 0, or 1?). Looking for some advice on how to best proceed.  ... View more