I am running PROC REG on a dataset with a dependent variable and 4 independent variables. At each elimination step, it shows the variable removed and the new R-Square value. I would also like to see the new Adjusted R-Square value as the variables are removed. The closest I have found is to do the following: proc reg data=Startups50 outest=est1 rsquare; model Profit = RD_Spend Administration Marketing_Spend NewYork/ ADJRSQ selection = backward slstay = 0.05; run; proc print data=est1; run; Unfortunately, all that shows in dataset est1 is one entry with the final results. Is there a way to have Adjusted R-Square show for each step of the eliminations? Thanks, Jack
... View more