Hi, I am using the unsupervised option within the Variable Selection node in SAS Model Studio to reduce the number of variables in my dataset, which contains both interval and categorical variables, and I'm trying to understand what is actually going on under the hood, i.e. how SAS is handling categorical variables. To my understanding, the Variable Selection node is essentially based on the VARREDUCE procedure. Now, I've read the documentation for this procedure but it's not clear to me as to how categorical variables are handled when the unsupervised option is selected. I know that in general the GLM parametrization is used, but is it safe to assume that it's used for unsupervised variable selection as well? Thanks
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