data canwomen ; infile 'c:\temp\BFox.txt' firstobs = 2 ; input year participation fertrate menwages womenwages debt parttime ; if year = 1973 then fertrate = 1931 ; run ; proc print data = canwomen (obs = 10) ; run ; proc reg data=canwomen outest = rsqres ; model participation = fertrate menwages womenwages debt parttime year / selection = rsquare sse cp aic sbc best = 10 vif ; run ; * proc print ; run ; proc plot data = rsqres ; plot ( _RSQ_ _RMSE_ _SBC_ _AIC_)*_P_ ; run ; proc plot data = rsqres (where = (_p_ ge 3)) ; plot ( _RSQ_ _RMSE_ _SBC_ _AIC_)*_P_ ; run ; * Other model selection approaches frmo Proc REG ; proc reg data=canwomen outest = stepres ; model participation = fertrate menwages womenwages debt parttime year / selection = stepwise cp press sbc press vif ; run ; * proc print ; run ; proc reg data=canwomen outest = backres ; model participation = fertrate menwages womenwages debt parttime year / selection = backward cp press sbc press vif ; run ; * proc print ; run ; proc reg data=canwomen outest = forwardres ; model participation = fertrate menwages womenwages debt parttime year / selection = forward cp press sbc press vif ; run ; * proc print ; run ; proc reg data=canwomen outest = cpres ; model participation = fertrate menwages womenwages debt parttime year / selection = cp rmse sbc press vif ; run ; * proc print ; run ; proc reg data=canwomen outest = maxrres ; model participation = fertrate menwages womenwages debt parttime year / selection = maxr cp press bic press vif ; run ; * proc print ; run ;