title 'Various selection methods for Fitness data'; %include data(fitnessd); proc reg data=fitness; title2 'R Square Analysis'; model oxy=age weight runtime runpulse maxpulse rstpulse / selection=rsquare cp best=6; /* print best 6 models of each size */ run; title2 'Forward Selection'; model oxy=age weight runtime runpulse maxpulse rstpulse / selection=forward details; run; title2 'Stepwise Analysis'; model oxy=age weight runtime runpulse maxpulse rstpulse / selection=stepwise include=2; /* force first 2 variables */