hey hlsmith did I do this correctly. All the variables including the dummy variable have two levels.

First I randomly split my data into two pieces. And ran this code

But this showed up so I don't know if there is an error or not.

Selection stopped because all candidate effects for entry are linearly dependent on effects in the model.

This is what I ended up with. So this is suggesting these are the most important variables right?

Intercept1 1.034753

pd3_01 -0.114219

pd6_01 -0.011136

pd7_01 -0.131273

pd10_01 0.054962

pd11_01 0.019537

pd14_01 -0.085000

pd17_01 -0.137026

pd19_01 -0.020757

pd20_01 -0.238826

pd21_01 -0.010070

pd22_01 -0.085069

pd23_01 -0.169836

pd26_01 -0.016727

pd28_01 -0.024876

pd29_01 -0.135407

pd30_01 0.047060

First I randomly split my data into two pieces. And ran this code

Code:

```
ODS graphics on;
proc glmselect data=randomdata plots=all;
partition fraction(validate=.3);
class pd1 pd2 pd3 pd4 pd5 pd6 pd7 pd8 pd9 pd10 pd11 pd1 pd12 pd13 pd14 pd15 pd16 pd17
pd18 pd19 pd20 pd21 pd22 pd23 pd24 pd25 pd26 pd27 pd28 pd29 pd30 pd31 ;
model dvd = pd1 pd2 pd3 pd4 pd5 pd6 pd7 pd8 pd9 pd10 pd11 pd12 pd13 pd14 pd15 pd16 pd17
pd18 pd19 pd20 pd21 pd22 pd23 pd24 pd25 pd26 pd27 pd28 pd29 pd30 pd31
/ selection=lasso(stop=none choose=validate);
run;
ods graphics off;
```

But this showed up so I don't know if there is an error or not.

Selection stopped because all candidate effects for entry are linearly dependent on effects in the model.

This is what I ended up with. So this is suggesting these are the most important variables right?

**Parameter Estimates****Parameter****DF****Estimate**Intercept1 1.034753

pd3_01 -0.114219

pd6_01 -0.011136

pd7_01 -0.131273

pd10_01 0.054962

pd11_01 0.019537

pd14_01 -0.085000

pd17_01 -0.137026

pd19_01 -0.020757

pd20_01 -0.238826

pd21_01 -0.010070

pd22_01 -0.085069

pd23_01 -0.169836

pd26_01 -0.016727

pd28_01 -0.024876

pd29_01 -0.135407

pd30_01 0.047060

Last edited by a moderator: