Hello,   Two possibilities here :   1. Use an ID statement and then merge with original data. The ID is the identifier for the observation. PROC HPGENSELECT -- OUTPUT statement : The variables in the input data set are not included in the output data set to avoid data duplication for large data sets; however, variables that are specified in the ID statement are included.   2. Use the CODE statement : The CODE statement writes SAS DATA step code for computing predicted values of the fitted model either to a file or to a catalog entry. This code can then be included in a DATA step to score new data. Use this score code to score your original data ! Original explanatory variables will be kept.   Kind regards, Koen ... View more