What does PROC GLMSELECT do?
PROC GLMSELECT saves the list of selected effects in a macro variable, &_GLSIND . Say your input effect list consists of x1-x10 . Then &_GLSIND would be set to x1 x3 x4 x10 if, for example, the first, third, fourth, and tenth effects were selected for the model.
Which SAS program will correctly use backward elimination with Bic selection criterion within the Glmselect procedure?
Which SAS program will correctly use backward elimination with BIC selection criterion within the GLMSELECT procedure? proc GLMSELECT data=SASUSER.
What is PROC REG in SAS?
The REG procedure fits least-squares estimates to linear regression models. The PROC REG statement is always accompanied by one or more MODEL statements to specify regression models. One OUTPUT statement may follow each MODEL statement. Several RESTRICT, TEST, and MTEST statements may follow each MODEL.
What is validation ASE?
A popular validation statistic is the average square error (ASE), which is formed by scoring the model on the validation data and then computing the average of the squared residuals.
What is PROC PLM?
What is PROC PLM? PROC PLM enables you to analyze a generalized linear model (or a generalized linear mixed model) long after you quit the SAS/STAT procedure that fits the model. PROC PLM was released with SAS 9.22 in 2010.
How do I choose between AIC and BIC?
AIC is best for prediction as it is asymptotically equivalent to cross-validation.
What does PROC REG mean?
The PROC REG statement invokes the REG procedure. The PROC REG statement is required. If you want to fit a model to the data, you must also use a MODEL statement. If you want to use only the PROC REG options, you do not need a MODEL statement, but you must use a VAR statement.
What is model overfitting?
Overfitting is a concept in data science, which occurs when a statistical model fits exactly against its training data. When the model memorizes the noise and fits too closely to the training set, the model becomes “overfitted,” and it is unable to generalize well to new data.
What is K fold cross validation used for?
Cross-validation is a resampling procedure used to evaluate machine learning models on a limited data sample. The procedure has a single parameter called k that refers to the number of groups that a given data sample is to be split into.
What is Proc Genmod?
The GENMOD procedure enables you to fit a sequence of models, up through a maximum number of terms specified in a MODEL statement. A table summarizes twice the difference in log likelihoods between each successive pair of models.
What is PROC PLM used for?
What is PROC PLM? PROC PLM enables you to analyze a generalized linear model (or a generalized linear mixed model) long after you quit the SAS/STAT procedure that fits the model.
What is the maxmacro of proc GLMSELECT?
By default, MAXMACRO=100. PROC GLMSELECT saves the list of selected effects in a macro variable, &_GLSIND. Say your input effect list consists of x1-x10. Then &_GLSIND would be set to x1 x3 x4 x10 if, for example, the first, third, fourth, and tenth effects were selected for the model.
How does the GLMSELECT procedure compare to Reg?
The GLMSELECT procedure compares most closely to REG and GLM. The REG procedure supports a variety of model-selection methods but does not support a CLASS statement. The GLM procedure supports a CLASS statement but does not include effect selection methods. The GLMSELECT procedure fills this gap.
Which is the GLMSELECT procedure in SAS STAT?
You can download the complete SAS program that creates the results in this blog post. The GLMSELECT procedure in SAS/STAT is a workhorse procedure that implements many variable-selection methods, including least angle regression (LAR), LASSO, and elastic nets.
What is the seed option in Proc GLMSELECT?
The SEED= option on the PROC GLMSELECT statement specifies the seed value for the random split. The SELECTION= option specifies the algorithm that builds a model from the effects.