How can I add t- statistics value in all the selection models of stepwise selection in proc reg in sas?

Question

proc reg data=<developmen_data> outest=regout;
model <dep_v>=<Predictors>/selection-stepwise sle=0.1 sls= 0.05 details=all vif;
run;

Using above code in SAS produces 3 tables(since stepwise did not drop any variable) at each step:

1. Statistics for entry
2. Analysis of variance
3. Table with 5 columns: Variable, Parameter estimate, Standard Error, TypeII SS, F value, Pr>F.

I want to add one more column with t value of each variable(to measure the contribution of that variable) in table 3.

How to do that?

Thanks in advance

Answer 1

Use glmselect instead. It won't give you VIF, but you can place it into PROC REG to view the VIF.

proc glmselect data=sashelp.cars;
    model horsepower = cylinders msrp mpg_city mpg_highway 
        / selection=stepwise(sle=0.1 sls= 0.05 select=adjrsq) 
          showpvalues 
          details=all
    ;

    ods output ParameterEstimates = outest;
run;