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.

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Work Title SAS Procedures for Variable Selection
Access
Open Access
Creators
  1. The Methodology Center, Penn State
Keyword
  1. SAS
  2. variable selection
License All rights reserved
Work Type Software Or Program Code
Publication Date 2014
DOI doi:10.26207/kf2w-6g31
Deposited May 22, 2020

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Version 1
published

  • Created
  • Added proc_scadls_scadglim_1_2_setup_64.zip
  • Added README.txt
  • Added proc_scadls_scadglim_1_2_setup_32s.zip
  • Added proc_scadls_scadglim_1_2_setup_32s-64w.zip
  • Added proc_scadls_1_2_UsersGuide-1.zip
  • Added LICENSE.txt
  • Added Creator The Methodology Center, Penn State
  • Published