The GLMSELECT Procedure

specifies the delimiter that is used between levels of classification variables in building parameter names and lists of class level values. The default if you do not specify DELIMITER= is a space. This option is useful if the levels of a classification variable contain embedded blanks.

requests a table for each classification variable that shows the coding used for that variable.

specifies that, at most, the first n characters of a CLASS variable name be used in creating names for the corresponding design variables. The default is , where f is the formatted length of the CLASS variable. The CPREFIX= applies only when you specify the PARMLABELSTYLE=INTERLACED option in the PROC GLMSELECT statement.

reverses the sort order of the classification variable.

specifies that, at most, the first n characters of a CLASS variable label be used in creating labels for the corresponding design variables. The default is , where f is the formatted length of the CLASS variable. The LPREFIX= applies only when you specify the PARMLABELSTYLE=INTERLACED option in the PROC GLMSELECT statement.

allows missing value (’.’ for a numeric variable and blanks for a character variables) as a valid value for the CLASS variable.

specifies the sort order for the levels of classification variables. This ordering determines which parameters in the model correspond to each level in the data, so the ORDER= option might be useful when you use the CONTRAST or ESTIMATE statement. If ORDER=FORMATTED for numeric variables for which you have supplied no explicit format, the levels are ordered by their internal values. Note that this represents a change from previous releases for how class levels are ordered. Before SAS 8, numeric class levels with no explicit format were ordered by their BEST12. formatted values, and in order to revert to the previous ordering you can specify this format explicitly for the affected classification variables. The change was implemented because the former default behavior for ORDER=FORMATTED often resulted in levels not being ordered numerically and usually required the user to intervene with an explicit format or ORDER=INTERNAL to get the more natural ordering. The following table shows how PROC GLMSELECT interprets values of the ORDER= option.

By default, ORDER=FORMATTED. For FORMATTED and INTERNAL, the sort order is machine dependent.

For more information about sort order, see the chapter on the SORT procedure in the Base SAS Procedures Guide and the discussion of BY-group processing in SAS Language Reference: Concepts.

specifies the parameterization method for the classification variable or variables. Design matrix columns are created from CLASS variables according to the following coding schemes. If the PARAM= option is not specified with any individual CLASS variable, by default, PARAM=GLM. Otherwise, the default is PARAM=EFFECT. If PARAM=ORTHPOLY or PARAM=POLY, and the CLASS levels are numeric, then the ORDER= option in the CLASS statement is ignored, and the internal, unformatted values are used. See the section CLASS Variable Parameterization and the SPLIT Option for further details.

The EFFECT, POLYNOMIAL, REFERENCE, and ORDINAL schemes and their orthogonal parameterizations are full rank. The REF= option in the CLASS statement determines the reference level for the EFFECT and REFERENCE schemes and their orthogonal parameterizations.

specifies the reference level for PARAM=EFFECT, PARAM=REFERENCE, and their orthogonalizations. For an individual (but not a global) variable REF= option, you can specify the level of the variable to use as the reference level. For a global or individual variable REF= option, you can use one of the following keywords. The default is REF=LAST.

splits the columns of the design matrix that correspond to any effect that contains a split classification variable so that they can enter or leave a model independently of the other design columns for that effect. For example, suppose a variable named temp has three levels with values hot, warm, and cold, and a variable named sex has two levels with values M and F are used in a PROC GLMSELECT job as follows:

proc glmselect;
   class temp sex/split;
   model depVar = sex sex*temp;
run;

The two effects named in the MODEL statement are split into eight independent effects. The effect sex is split into two effects labeled sex_M and sex_F. The effect sex*temp is split into six effects labeled sex_M*temp_hot, sex_F*temp_hot, sex_M*temp_warm, sex_F*temp_warm, sex_M*temp_cold, and sex_F*temp_cold. Thus the previous PROC GLMSELECT step is equivalent to the following step:

proc glmselect;
   model depVar =  sex_M sex_F sex_M*temp_hot  sex_F*temp_hot
                               sex_M*temp_warm sex_F*temp_warm
                               sex_M*temp_cold sex_F*temp_cold;
run;

The split option can be used on individual classification variables. For example, consider the following PROC GLMSELECT step:

proc glmselect;
   class temp(split) sex;
   model depVar = sex sex*temp;
run;

In this case the effect sex is not split and the effect sex*temp is split into three effects labeled sex*temp_hot, sex*temp_warm, and sex*temp_cold. Furthermore each of these three split effects now has two parameters that correspond to the two levels of sex, and the PROC GLMSELECT step is equivalent to the following:

proc glmselect;
   class sex;
   model depVar = sex sex*temp_hot sex*temp_warm sex*temp_cold;
run;