SAS Procedures for Variable Selection
The Methodology Center released two SAS procedures, PROC SCADLS, which does linear regression using penalized least squares with the SCAD penalty and SCADGLIM which implements the SCAD variable selection method in the context of penalized maximum-likelihood generalized linear regression models. This approach automatically selects and estimates a model at the same time.
|Work Title||SAS Procedures for Variable Selection|
|License||All rights reserved|
|Work Type||Software Or Program Code|
|Deposited||May 22, 2020|