Thank you! This worked! ods graphics on / LABELMAX=1900; proc hpgenselect data=cs.analysis_final ; class Hispanic_includes_all_races age_dich IDU HCV; model cs_case (event=last) = Hispanic_includes_all_races age_dich IDU HCV / include= (Hispanic_includes_all_races age_dich) dist=binomial link=log; selection method=lasso (stop=none choose=bic) details=all; output out=Out xbeta predicted=Pred; run; Can you generate r-squared statistics ang plots in proc hpgenselect ? (I've checked the documentation but I'm not finding example code.) Thanks!
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