Hi! I'm trying to run a logistic regression and implement LASSO variable selection using PROC HPGENSELECT. However, SAS did not produce confidence limits for the regression estimates even though I have requested it. Any idea what I did wrong? Thank you. Panji proc hpgenselect data=mydata;
class a b c;
model y(event='1')=x1 x2 x3 x4 x5/dist=binary link=logit cl;
selection method=lasso(choose=aicc);
run;
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