Predictions, Lasso Regression, Model Averaging, Spline Regression, Crossvalidation.
validation (both K-fold and Leave-One-Out) In the tasks & utilities part of PROC GLMSELECT you can select cross-validation if you use the Elastic Net procedure. Here, I specified K=5 K-Fold Cross-Validation. The code highlighted in orange shows the Cross-Validation part. I also chose