Here is the regression code I am using. Please note that it's embedded within a macro. I am only including the actual proc hpgenselect statement.      Here is a screenshot of the output. The predictor variables used as input was A*B (so the interaction of these 2 variables where A has 2 levels and B has 23 levels (i originally send 21)). The 5.1 relates to the intercept and then the first set of 1 through th relate to A level 1. You'll notice the A level 2 starts with 02 so the 01 is missing. This is what I'm trying to solve. Why would the (A level2)-01 be missing?     ... View more

So it was just one level of my categorical variable. So overall, the categorical variable had 21 levels but only 20 of them showed up in the parameter estimates. I'm curious as to why just one of the levels of the categorical variable is missing?     There also was no notes/errors in the log that would indicate anything. ... View more