regression - How to put P-Values and R-squared into a SAS data set at the same time? -


i'm running code in sas:

%let control = a; %let test = b c d e f;  ods output parameterestimates = parms;  proc reg data=reg_data outest=work.model tableout;     model &control = &test / selection= rsquare adjrsq; run;  proc sql;   create table max_r_square   select *   work.model   order _adjrsq_ desc, _rsq_ desc; quit;

it goes through of combinations of test variable , drops information including r-squared data set. there can choose model has highest r-squared.

my problem is, can't find way table include r-squared , p-values @ same time while going through combinations of test variable.

taking out rsquare , adjrsq options gets p-values in table, keeps sas running code on of combinations.

i've been looking through proc reg arguments , options , haven't found works far.

is there way have sas run regression on combinations of input variables , output r-squared , p-values same table?


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