Hi all, I am trying to build a Logistic Regression model using the typical Train-Validate-Test approach for effect selection. In the documentation, proc HpLogistic is supposed to have a Partition statement allowing you to separate your data into three sets, and you can then use Choose=Validate in the Selection statement to choose effects based on the validation error. However, in my version of SAS, I cannot implement the Partition statement--it isn't recognized at all. I am using SAS 9.4, Enterprise Guide 7.1. It has HpLogistic, but without the Partition option. Any help on why I cannot use this, and/or how to achieve the same result perhaps using a different SAS procedure, would be greatly appreciated.
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