How to output "Summary of Stepwise Selection" table from SAS PROC REG into data set?

Question

I'm running in loop stepwize regression (PROC REG) for several thousand of dependent variables using about 50 independent variables.

I need to create report showing partial R-squared for every independent variable vs. each dependent variable.

It would be relatively easy task if I could output "Summary of Stepwise Selection" table from SAS PROC REG into data set.

I cannot find a way to do it.

Please help.

Thanks

Answer 1

You can use the ODS to put that into a table.

try this:

ods output SelectionSummary=SelectionSummary;

proc reg data=test plots=none;
model y = a b c / selection=backward;
run;
quit;

This will output that table to WORK.SelectionSummary. You can look at the PROC REG documentation in the "ODS Table Names" section to see what tables are available to output.