Transcription of 191-2007: Model Selection in PROC MIXED—A User …
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191-2007: Model Selection in PROC MIXED—A User …
1 Paper 191-2007 Model Selection in PROC MIXED - A User-friendly SAS Macro Application George Fernandez, University of Nevada - Reno, Reno NV 89557 ABSTRACTA user-friendly SAS macro application to perform all possible Model Selection of fixed effects includingquadratic and cross products within a user-specified subset range in the presence of random andrepeated measures effects using SAS PROC MIXED is available. This macro application, ALLMIXED2 will complement the Model Selection option currently available in the SAS PROC REG for multiple linearregressions and the experimental SAS procedure GLMSELECT that focuses on the standardindependently and identically distributed general linear Model for univariate responses. Options are alsoincluded in this macro to select the best covariance structure associated with the user-specified fullysaturated repeated measures Model ; to graphically explore and to detect statistical significance of userspecified linear, quadratic, interaction terms for fixed effects; and to diagnose multicollinearity, via the VIFstatistic for each continuous predictors involved in each Model Selection step.
5 Figure 3 Standardized regression coefficient estimates and SBC computed at each model selection sequence during the LASSO method of model selection available in SAS procedure GLMSELECT.
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