Thank you all for providing responses to my question. Much appreciated. I will look into https://support.sas.com/resources/papers/proceedings14/1822-2014.pdf and see how to modify for my need.   I also came across this article which deals with Backward Selection method, and I also want to modify this macros for Forward/Stepwise Selection method: https://www.lexjansen.com/nesug/nesug07/cc/cc26.pdf    Best regards Ali     ... View more

Hi Koen Thank you for your reply. For longitudinal binary data "REPEATED" option needs to used in PROC GENMOD in order to analyze such data. I can't see the "REPEATED" option offered in HPGENSELECT. How can I use HPGENSELECT for longitudinal data?   Best regards Ali ... View more