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
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
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.