A SAS data scientist uses PROC HPREG with a SELECTION statement to perform variable selection. After the selection, the analyst wants to examine diagnostics for influential observations. Which PROC step should be run after PROC HPREG to examine Cook's Distance for the final selected model?
Select an answer to reveal the explanation.
Short Explanation and Infographic
Here's the deal — a is correct because PROC REG provides extensive regression diagnostics including Cook's Distance via the INFLUENCE option in the MODEL statement (or the OUTPUT statement with COOKD= option). After variable selection in PROC HPREG, the final selected model is re-fit in PROC REG for diagnostics.
Full explanation below image
Full Explanation
A is correct because PROC REG provides extensive regression diagnostics including Cook's Distance via the INFLUENCE option in the MODEL statement (or the OUTPUT statement with COOKD= option). After variable selection in PROC HPREG, the final selected model is re-fit in PROC REG for diagnostics. B is wrong because PROC HPREG does not automatically output Cook's Distance. C (PROC GLMSELECT) handles mixed models; it does have diagnostic output but Cook's Distance for OLS regression is most readily available in PROC REG. D applies only if the target is binary.