The GLMSELECT Procedure
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Overview
- Getting Started
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Syntax
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DetailsModel-Selection MethodsModel Selection IssuesCriteria Used in Model Selection MethodsCLASS Variable Parameterization and the SPLIT OptionMacro Variables Containing Selected ModelsUsing the STORE StatementBuilding the SSCP MatrixModel AveragingUsing Validation and Test DataCross ValidationExternal Cross ValidationDisplayed OutputODS Table NamesODS Graphics
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Examples
- References
Subsections:
- Model-Selection Methods
- Model Selection Issues
- Criteria Used in Model Selection Methods
- CLASS Variable Parameterization and the SPLIT Option
- Macro Variables Containing Selected Models
- Using the STORE Statement
- Building the SSCP Matrix
- Model Averaging
- Using Validation and Test Data
- Cross Validation
- External Cross Validation
- Displayed Output
- ODS Table Names
- ODS Graphics