/***********************************************
 SAS EXAMPLE   -- REGRESSION SELECTION METHODS
            
 FILENAME: regression_select.sas
************************************************/

options formdlim=" " pageno=1;
title;
libname labdata "e:\510\2006";

TITLE "STEPWISE REGRESSION DEFAULT SETTINGS";
proc reg data=labdata.werner;
  model chol = age calc uric alb wt wtalb / 
               selection =stepwise details;
run; quit;

TITLE "BACKWARD SELECTION";
proc reg data=labdata.werner;
  model chol = age calc uric alb wt wtalb / 
               selection =backward details;
run;quit;

TITLE "ALL POSSIBLE REGRESSIONS";
proc reg data=labdata.werner;
  model chol = age calc uric alb wt wtalb / 
               selection =rsquare best=5;
run;quit;

TITLE "ADJUSTED R-SQUARE SELECTION";
proc reg data=labdata.werner;
  model chol = age calc uric alb wt wtalb / 
               selection =adjrsq best=5;
run;quit;

TITLE "MALLOW'S CP SELECTION";
proc reg data=labdata.werner;
  model chol = age calc uric alb wt wtalb / 
               selection =CP;
run;quit;