Predictions, Lasso Regression, Model Averaging, Spline Regression, Crossvalidation.
criteria. However, it does not incorporate Random Effects, like MIXED and GLIMMIX does. Then again, MIXED and GLIMMIX cannot do automatic model selection. Unfortunately, you can never have it all. PROC GLMSELECT compares most closely with PROC REG and PROC GLM. PROC REG supports a variety of model