A data scientist uses PROC HPREG in SAS to perform LASSO variable selection. Which option enables LASSO regularization?
Select an answer to reveal the explanation.
Short Explanation and Infographic
Here's the deal — c is correct because in PROC HPREG, variable selection methods including LASSO are specified using the SELECTION statement with the METHOD= or SELECTION= option set to LASSO. A is wrong because the MODEL statement does not accept a SELECTION= option.
Full explanation below image
Full Explanation
C is correct because in PROC HPREG, variable selection methods including LASSO are specified using the SELECTION statement with the METHOD= or SELECTION= option set to LASSO. A is wrong because the MODEL statement does not accept a SELECTION= option. B is wrong because PENALTY= is not a valid PROC HPREG option. D is wrong because PROC HPREG does not use RIDGE= and LASSO= coefficient options in the MODEL statement.