LOGSELECT Procedure

The functionality of the LOGSELECT procedure closely resembles that of the HPLOGISTIC procedure, which is a high-performance procedure. The LOGSELECT procedure is the next generation of the HPLOGISTIC procedure, and it was developed specifically for SAS Viya. Both procedures are designed to run on a cluster of machines that distribute the data and the computations. Both procedures perform computations in multiple threads.

The LOGSELECT procedure provides all the model-fitting methods and postprocessing results that the HPLOGISTIC procedure provides. In addition, PROC LOGSELECT provides the full set of parameterizations available in PROC LOGISTIC and other modeling procedures; the ability to create complex constructed effects, including univariate spline and polynomial expansions; LASSO selection; elastic net selection; selection plots by using ODS Graphics; more regression diagnostics than PROC HPLOGISTIC produces; and odds ratios.

The LOGSELECT procedure provides the full set of parameterizations that are available in PROC LOGISTIC. The LOGSELECT procedure uses the GLM parameterization for the CLASS variables by default. The LOGISTIC procedure uses the EFFECT parameterization for the CLASS variables by default. In either procedure, you can use the PARAM= option in the CLASS statement to change the parameterization.

The LOGISTIC procedure uses Fisher scoring by default. The LOGSELECT procedure uses a modification of the Newton-Raphson algorithm with a ridged Hessian by default. You can choose different optimization techniques, including first-order methods that do not require a crossproducts matrix or Hessian, by using the TECHNIQUE= option in the PROC LOGSELECT statement.

The LOGSELECT procedure provides a richer set of model selection options than the LOGISTIC procedure, including LASSO selection, elastic net selection, information-criterion-based selection and stopping criteria, and validation-based criteria.

The LOGSELECT procedure uses ODS Graphics to display plots that help interpret the selection process; the LOGISTIC procedure displays many diagnostic and fit plots.

The LOGISTIC procedure offers a wide variety of postfitting analyses, such as contrasts, estimates, tests of model effects, and least squares means. The LOGSELECT procedure is limited in postfitting functionality, because for large data sets the focus is primarily on model fitting and scoring.

The LOGISTIC procedure provides an AGGREGATE option to compress your data before computing chi-square goodness-of-fit diagnostic statistics. To compute the same diagnostics with the LOGSELECT procedure, you have to aggregate your data appropriately before invoking the procedure, and you have to specify your model by using the events/trials or multinomial-trial syntax.

The LOGSELECT procedure is designed to operate in SAS Viya and performs computations in multiple threads. The LOGISTIC procedure executes in a single thread on a single machine.