{"id":14003,"date":"2018-04-26T05:09:35","date_gmt":"2018-04-26T05:09:35","guid":{"rendered":"https:\/\/data-flair.training\/blogs\/?p=14003"},"modified":"2021-12-05T22:34:58","modified_gmt":"2021-12-05T17:04:58","slug":"stat-model-selection","status":"publish","type":"post","link":"https:\/\/data-flair.training\/blogs\/stat-model-selection\/","title":{"rendered":"2 Best SAS\/STAT Model Selection Procedures"},"content":{"rendered":"

Statistical Model Selection<\/h3>\n

We saw SAS\/STAT\u00a0<\/a><\/strong>Longitudinal Data Analysis Procedures<\/strong>. In this SAS\/STAT<\/strong> tutorial,\u00a0we will discuss SAS\/STAT model selection. Moreover, we will look at how the model selection is used in SAS\/STAT.<\/p>\n

Our focus here will be to understand different procedures that can be used for Statistical model selection. At last, we will see Model selection examples to get better knowledge.<\/p>\n

So, let’s start with SAS\/STAT Model Selection.<\/p>\n

SAS\/STAT Model Selection<\/h3>\n

With improvements in data collection techniques, regression<\/strong> problems that have large numbers of candidates, predictor variables occur in a wide variety of scientific fields and business problems. Through SAS\/STAT model selection, we come to know which variables<\/strong> we must choose.<\/p>\n

SAS\/STAT Model selection is a process of choosing the approximate best model by estimating the performance of various models. The goal of model selection is to produce simple and interpretable models as well as accurate predictions.<\/p>\n

Model Selection Procedures in SAS\/STAT<\/h3>\n

Following procedures are used to perform SAS\/STAT model selection of a sample data. Each procedure has a different syntax and is used with different type of data in different contexts. Let us explore each one of these.<\/p>\n

a. PROC GLMSELECT<\/h4>\n

The PROC GLMSELECT procedure in SAS\/STAT is a comprehensive tool for model selection and it\u00a0performs effect selection in the framework of general linear models. The procedure offers options for customizing the selection with a wide variety of selection and stopping criteria.<\/p>\n

The procedure also provides graphical summaries of the selected search. The GLMSELECT procedure is very similar to REG and GLM.
\n\u00a0PROC GLMSELECT Syntax-<\/strong><\/p>\n

PROC GLMSELECT \u00a0DATASET ;\r\nCLASS <variable>;\r\nMODEL response= effects <options>;<\/pre>\n
PROC GLMSELECT MODEL statements are required. All other statements are optional.
\nPROC GLMSELECT Example-<\/strong><\/p>\n
ods graphics on;\r\nproc glmselect data=sashelp.class plots=all;\r\n\u00a0\u00a0 class name sex;\r\n\u00a0\u00a0 model age = height weight \/ details=all stats=all;\r\nrun;<\/pre>\n
\u00a0<\/strong>The PLOTS=option produces all the plots available, the same is with details= and stats=option. All details and statistics are presented.<\/p>\n
If we want any specific details or plots we must specify it after the = sign.<\/p>\n
\"SAS\/STAT<\/a>
SAS\/STAT Model Selection –\u00a0PROC GLMSELECT<\/p><\/div>\n
\"SAS\/STAT<\/a>
Statistical Model Selection –\u00a0PROC GLMSELECT<\/p><\/div>\n
\"SAS\/STAT<\/a>
Model Selection in\u00a0 SAS\/STAT –\u00a0PROC GLMSELECT<\/p><\/div>\n
\"SAS\/STAT<\/a>
SAS Model Selection –\u00a0PROC GLMSELECT<\/p><\/div>\n
\"SAS\/STAT<\/a>
Statistical Model Selection –\u00a0PROC GLMSELECT<\/p><\/div>\n
\"SAS\/STAT<\/a>
Model Selection in Statistical –\u00a0PROC GLMSELECT<\/p><\/div>\n
\"SAS\/STAT<\/a>
SAS\/STAT Model Selection –\u00a0PROC GLMSELECT<\/p><\/div>\n
\"SAS\/STAT<\/a>
Model Selection in STAT –\u00a0PROC GLMSELECT<\/p><\/div>\n
\"SAS\/STAT<\/a>
SAS\/STAT Model Selection – PROC GLMSELECT<\/p><\/div>\n
b. PROC QUANTSELECT<\/h4>\n
The PROC QUANTSELECT procedure in SAS\/STAT performs effect selection in the framework of quantile regression. The QUANTSELECT procedure offers extensive capabilities for customizing the effect selection process with a variety of candidate selection, effect-selection stopping, and final-model choosing criteria.<\/p>\n
PROC QUANTSELECT also provides graphical summaries for the effect selection processes. It compares most closely to the GLMSELECT. The QUANTSELECT procedure focuses on linear quantile models for univariate responses and offers great flexibility.<\/p>\n
PROC QUANTSELECT Syntax-<\/strong><\/p>\n
PROC QUANTSELECT dataset <OPTIONS>;\r\nCLASS <VARIABLES>;\r\nMODEL response= effects <options>;<\/pre>\n
The PROC QUANTSELECT and MODEL statements are required. All other statements can appear only once.
\n\u00a0<\/strong><\/p>\n
PROC QUANTSELECT Example-<\/strong><\/p>\n
ODS GRAPHICS ON;\r\nproc quantselect data=sashelp.CLASS;\r\n\u00a0\u00a0 class NAME;\r\n\u00a0\u00a0 model AGE=NAME \/ QUANTILES=0.4 selection=lasso(adaptive stop=aic choose=sbc sh=5);\r\nrun;<\/pre>\n
\"SAS\/STAT<\/a>
SAS\/STAT Model Selection<\/p><\/div>\n
The SELECTION=LASSO(ADAPTIVE) option in the MODEL statement specifies the adaptive LASSO method which controls the effect selection process. The STOP=AIC option specifies that Akaike\u2019s information criterion (AIC) be used to determine the stopping condition.<\/p>\n
The CHOOSE=SBC option specifies that the Schwarz Bayesian information criterion (SBC) be used to determine the final selected model. The\u00a0SH=option specifies the number of stop horizons.<\/p>\n
\"SAS\/STAT<\/a>
SAS\/STAT Model Selection –\u00a0PROC QUANTSELECT<\/p><\/div>\n
\"SAS\/STAT<\/a>
Model Selection in SAS\/STAT –\u00a0PROC QUANTSELECT<\/p><\/div>\n
\"SAS\/STAT<\/a>
Statistical Model Selection –\u00a0PROC QUANTSELECT<\/p><\/div>\n
This was all\u00a0about Statistical Model Selection Tutorial. Hope you like our explanation<\/b>.<\/p>\n
Conclusion<\/h3>\n
Hence, in this tutorial, we get to know what is\u00a0Model selection in SAS\/STAT. In addition, we discussed different procedures offered by SAS\/STAT model selection. We looked upon PROC QUANTSELECT & PROC GLMSELECT with syntax and example and how they can be used in Model Selection.<\/p>\n
Hope you all enjoyed it. Stay tuned for more interesting topics in SAS\/STAT, and for any doubts post it in the comments section below.<\/p>\n","protected":false},"excerpt":{"rendered":"
Statistical Model Selection We saw SAS\/STAT\u00a0Longitudinal Data Analysis Procedures. In this SAS\/STAT tutorial,\u00a0we will discuss SAS\/STAT model selection. Moreover, we will look at how the model selection is used in SAS\/STAT. Our focus here...<\/p>\n","protected":false},"author":6,"featured_media":14008,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[56],"tags":[8770,10033,10034,10086,10087,10088,12350,13761,13804],"class_list":["post-14003","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-sas-stat","tag-model-selection-in-stat","tag-proc-glmselect-example","tag-proc-glmselect-syntax","tag-proc-quantselect","tag-proc-quantselect-example","tag-proc-quantselect-syntax","tag-sasstat-model-selection","tag-stat-model-selection","tag-statistical-model-selection"],"yoast_head":"\n2 Best SAS\/STAT Model Selection Procedures - DataFlair<\/title>\n<meta name=\"description\" content=\"What is SAS\/STAT Model Selection- procedure used for Model selection in SAS\/STAT:PROC QUANTSELECT,PROC GLMSELECT with example & Syntax,Model Selection example,\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/data-flair.training\/blogs\/stat-model-selection\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"2 Best SAS\/STAT Model Selection Procedures - 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