I am using AIC to select the best model in Proc Reg, but when I run the best model in Proc Reg the parameter estimates do not match estimates from the output for the AIC selected model. Here is the code: proc reg data=watfront.clean_covar_trans outest=est_TransADI_national ; model TransADI_national = transpopdensity transhouseincome transartificialshore_p transBF_count transFlood_P transImperv_P transImperv_PC transParkdist transPM10removed_P transRipariantree_P transTreecover_P transTreeview_P transwalkability transOSMhybrid_D transOSMstream_D / selection=adjrsq sse aic ; run; quit; proc sort data = est_TransADI_national ; by _aic_; data est_TransADI_national; set est_TransADI_national; if _N_ LE 1 then output;run; Proc export data = est_TransADI_national outfile = 'L:\lab\GIS\epa\R3\SHC 9.3.1\SAS\local backup\reg_est\est_TransADI_national.xlsx' DBMS = xlsx replace;run; proc reg data=watfront.clean_covar_trans ; model TransADI_national = transhouseincome transimperv_p transimperv_pc transpm10removed_p transtreecover_p transtreeview_p transosmhybrid_d / stb;run; here is the output for the best model from AIC _MODEL_ MODEL1 _TYPE_ PARMS _DEPVAR_ TransADI_national _RMSE_ 0.145552081 Intercept 5.424183829 transhouseincome -0.98637025 transimperv_p -0.172107811 transimperv_pc 0.165121251 transpm10removed_p -7.681898647 transtreecover_p 0.627428135 transtreeview_p -0.443097223 transosmhybrid_d -0.04531394 TransADI_national -1 _IN_ 7 _P_ 8 _EDF_ 146 _SSE_ 3.093069598 _RSQ_ 0.805281478 _AIC_ -585.7994455 Here is the output for the model selected using the AIC criteria: Note there are missing values for some predictors. The parameter estimates and other statistics do not match and I don't know why. Thanks!
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