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
The following statements are available in the GLMSELECT procedure:
PROC GLMSELECT
<options> ;
BY
variables ;
CLASS
variable <(v-options)> <variable <(v-options …)>> </ v-options> <options> ;
CODE
<options> ;
EFFECT
name = effect-type (variables </ options>) ;
FREQ
variable ;
MODEL
variable = <effects> </ options> ;
MODELAVERAGE
<options> ;
OUTPUT
<OUT=SAS-data-set> <keyword<=name>> <…keyword<=name>> ;
PARTITION
<options> ;
PERFORMANCE
<options> ;
SCORE
<DATA=SAS-data-set> <OUT=SAS-data-set> ;
STORE
<OUT=>item-store-name </ LABEL='label'> ;
WEIGHT
variable ;
All statements other than the MODEL statement are optional and multiple SCORE statements can be used. CLASS and EFFECT statements, if present, must precede the MODEL statement.
The STORE and CODE statements are also used by many other procedures. A summary description of functionality and syntax for these statements is also shown after the PROC GLMSELECT statement in alphabetical order, but you can find full documentation about them in the section STORE Statement in Chapter 19: Shared Concepts and Topics.