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
You enable LASSO in PROC HPREG by specifying LASSO as the selection method in the SELECTION statement. Don't put the selection method in the MODEL statement or use made-up penalty options.
Full Explanation
In PROC HPREG, LASSO is enabled in the SELECTION statement by setting METHOD= or SELECTION= to LASSO. The MODEL statement option with SELECTION=LASSO is wrong because the MODEL statement does not accept a SELECTION= option. The PROC HPREG option PENALTY=L1 is wrong because PENALTY= is not valid. The MODEL statement option RIDGE=0 LASSO=1 is wrong because PROC HPREG does not use RIDGE= and LASSO= coefficient options there.