* GLMSelect Example -- source code file glmselect.sas;

options linesize=95 nodate pageno=1;
data propval;
   infile "c:/datasets/propval.txt" firstobs=15;
   input y x1-x9;
   title "GLMSelect Example";
   label  y="Sale price of house ($1000)"
         x1="Taxes (local, school, county)"
         x2="Number of baths"
         x3="Lot size (1000 sq ft)"
         x4="Living space (sq ft x 1000)"
         x5="Number of garage stalls"
         x6="Number of rooms"
         x7="Number of bedrooms"
         x8="Age of home (years)"
         x9="Number of fireplaces";

proc print;

* Use glmselect procedure to 
  select regressors;
proc glmselect data=propval seed=42715;
   model y = x2-x9 / stats=all cvdetails=all
      selection=stepwise(select=cv drop=competitive)
      cvmethod=random(5);

run;
quit;