* SAS Lab 12 December 2017;
* Exercise 1;
PROC REG Data=S3A3.Data2 plots=none;
    Model Y=X1 X2 X3 /Selection=Forward SLEntry=0.05;
run;

PROC REG Data=S3A3.Data2 plots=none;
    Model Y=X1 X2 X3 /Selection=Backward SLStay=0.05;
run;

PROC REG Data=S3A3.Data2 plots=none;
    Model Y=X1 X2 X3 /Selection=AdjRsq;
run;

PROC REG Data=S3A3.Data2 plots=none;
    Model Y=X1 X2 X3 /Selection=CP;
run;

* Fitting the three models that result;
PROC REG Data=S3A3.Data2 plots=none;
    Model Y=X1;
    Model Y=X2 X3;
    Model Y=X1 X2 X3;
run;

* Exercise 2;
PROC REG Data=S3A3.Supervisor plots=none;
    Model Y=X1-X6 / Selection=AdjRsq;
run;

PROC REG Data=S3A3.Supervisor plots=none;
    Model Y=X1-X6 / Selection=Cp;
run;

PROC REG Data=S3A3.Supervisor plots=none;
    Model Y=X1-X6 / Selection=Stepwise SLEntry=0.05 SLStay=0.05;
run;

PROC REG Data=S3A3.Supervisor plots=none;
    Model Y=X1-X6 / Selection=Backward SLStay=0.05;
run;