Computing Mallows' Cp with SAS

Question

I have a question about SAS:

How do you get the parameter estimate for Mallows' Cp procedure in SAS?

$\begingroup$ Anything missing in the PROC REG documentation? $\endgroup$
– chl
Commented Oct 26, 2011 at 18:48 — chl, Commented Oct 26, 2011 at 18:48

Rick · Accepted Answer · 2011-11-28 14:41:28Z

2

You can use the CP option on the MODEL statement in PROC REG. This writes the Cp statistic to the OUTEST= data set:

proc reg data=sashelp.class outest=est;
model weight = height / cp;
run;
proc print data=est; run;

answered Nov 28, 2011 at 14:41

Rick

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