Search results with tag "Glmselect procedure"

The GLMSELECT Procedure - SAS

The GLMSELECT procedure performs effect selection in the framework of general linear models. A variety of model selection methods are available, including the LASSO method ofTibshirani(1996) and the related LAR method ofEfron et al.(2004). The procedure offers extensive capabilities for customizing the

  Procedures, Customizing, Glmselect, Glmselect procedure