REGSELECT Procedure

PROC REGSELECT Statement

PROC REGSELECT <options>;

The PROC REGSELECT statement invokes the procedure. Table 1 summarizes the options in the PROC REGSELECT statement by function.

Table 1: PROC REGSELECT Statement Options

Option	Description
Basic Option
DATA=	Specifies the input data set
Other Options
ALPHA=	Sets the significance level to be used for the construction of confidence intervals
NOCLPRINT	Limits or suppresses the display of class levels
PLOTS=	Produces ODS graphical displays

You can specify the following options:

ALPHA=number

sets the significance level to be used for the construction of confidence intervals. The value must be between 0 and 1; the default value of 0.05 results in 95% intervals. This option affects the keywords LCL, LCLM, UCL, and UCLM in the OUTPUT statement and the CLB option in the MODEL statement.

DATA=libref.data-table

names the input data table for PROC REGSELECT to use. The default is the most recently created data table. libref.data-table is a two-level name, where

libref: refers to a collection of information that is defined in the LIBNAME statement and includes the library, which includes a path to the data, and a session identifier, which defaults to the active session but which can be explicitly defined in the LIBNAME statement. For more information about libref, see the section Using CAS Sessions and CAS Engine Librefs.
data-table: specifies the name of the input data table.

NOCLPRINT<=number>

suppresses the display of the "Class Level Information" table if you do not specify number. If you specify number, the values of the classification variables are displayed for only those variables whose number of levels is less than number. Specifying number helps reduce the size of the "Class Level Information" table if some classification variables have a large number of levels.

PLOTS<(UNPACK)> = RIDGE | RIDGEPANEL | RIDGEPLOT <(ridge-plot-options)>

creates panels of variance inflation factor (VIF) values and standardized ridge estimates by ridge values for each coefficient. The VIF values for each coefficient are connected by lines and are displayed in the upper plot in each panel. The points that correspond to the standardized estimates of each coefficient are connected by lines and are displayed in the lower plot in each panel.

You can specify the following ridge-plot-options:

COEF: plots the standardized ridge estimates by ridge values for each coefficient.
COMMONAXES: specifies that the same VIF axis and the same standardized estimate axis be used in all panels when multiple panels are needed. By default, these axes are chosen independently for the regressors shown in each panel.
MAXVARS=ALL | number: specifies the maximum number of regressors to display in each panel or in each plot if you also specify the UNPACK option. If you specify MAXVARS=ALL, then the VIF values and ridge traces for all regressors are displayed in a single panel. By default, MAXVARS=10.
RIDGEAXIS=LINEAR | LOG: specifies the axis type to use for displaying the ridge parameters. By default, RIDGEAXIS=LINEAR. Note that the point whose ridge parameter value is 0 is not displayed if you specify RIDGEAXIS=LOG.
UNPACK | UNPACKPANEL: suppresses paneling. The traces of the VIF statistics and standardized estimates are shown in separate plots.
VIF: plots the VIF statistics by ridge values for each coefficient.
VIFAXIS=LINEAR | LOG: specifies the axis type to use for displaying the VIF statistics. By default, VIFAXIS=LINEAR.

Last updated: September 22, 2026