I have a question about SAS:

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

  • 1
    $\begingroup$ Anything missing in the PROC REG documentation? $\endgroup$
    – chl
    Commented Oct 26, 2011 at 18:48

1 Answer 1


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;
proc print data=est; run;

See http://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_reg_sect013.htm


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