/*-----------------------------------------------------------------
            S A S   S A M P L E   L I B R A R Y                   
                                                                  
      NAME: glsex1                                                
     TITLE: Example 1 for PROC GLMSELECT                          
      DESC: Statistics and Salaries of Major League               
               Baseball (MLB) Players in 1986                     
       REF: Collier Books, 1987, The 1987 Baseball Encyclopedia   
            Update, Macmillan Publishing Company, New York.       
                                                                  
   PRODUCT: STAT                                                  
    SYSTEM: ALL                                                   
      KEYS: Model Selection, ODS GRAPHICS                         
     PROCS: GLMSELECT                                             
                                                                  
   SUPPORT: Robert Cohen                                          
-----------------------------------------------------------------*/


ods graphics on;

proc glmselect data=sashelp.baseball plot=CriterionPanel;
   class league division;
   model logSalary = nAtBat nHits nHome nRuns nRBI nBB
                  yrMajor crAtBat crHits crHome crRuns crRbi
                  crBB league division nOuts nAssts nError
                / selection=stepwise(select=SL) stats=all;
run;

proc glmselect data=sashelp.baseball;
   class league division;
   model logSalary = nAtBat nHits nHome nRuns nRBI nBB
                  yrMajor crAtBat crHits crHome crRuns crRbi
                  crBB league division nOuts nAssts nError
                / selection=stepwise(select=SL choose=PRESS);
run;

proc glmselect data=sashelp.baseball plot=Coefficients;
   class league division;
   model logSalary = nAtBat nHits nHome nRuns nRBI nBB
                  yrMajor crAtBat crHits crHome crRuns crRbi
                  crBB league division nOuts nAssts nError
                / selection=stepwise(select=SL stop=PRESS);
run;


proc glmselect data=sashelp.baseball plot=Candidates;
   class league division;
   model logSalary = nAtBat nHits nHome nRuns nRBI nBB
                  yrMajor crAtBat crHits crHome crRuns crRbi
                  crBB league division nOuts nAssts nError
                / selection=stepwise(select=CV drop=competitive)
                  cvMethod=split(5);
run;


proc glmselect data=sashelp.baseball plots=(CriterionPanel ASE) seed=1;
   partition fraction(validate=0.3 test=0.2);
   class league division;
   model logSalary = nAtBat nHits nHome nRuns nRBI nBB
                  yrMajor crAtBat crHits crHome crRuns crRbi
                  crBB league division nOuts nAssts nError
                / selection=forward(choose=validate stop=10);
run;


proc glmselect data=sashelp.baseball plot=CriterionPanel ;
   class league division;
   model logSalary = nAtBat nHits nHome nRuns nRBI nBB
                  yrMajor crAtBat crHits crHome crRuns crRbi
                  crBB league division nOuts nAssts nError
                / selection=LASSO(choose=CP steps=20);
run;

ods graphics off;