I have a problem with SAS proc logistic.
I was using the following procedures when I had OLS regression and everything worked OK:
proc reg data = input_data outest = output_data;
model y = x1-x25 / selection = cp aic stop = 10;
run;
quit;
Here I wanted SAS to estimate all possible regressions using combinations of 25 regressors (x1-x25) including no more than 10 regressors in model.
Basically, I want to do the same thing (estimate all possible models having 25 regressors with no more than 10 included in a model and output top-models in a dataset with corresponding AIC) but with logistic regression.
I also know that I can use selection = score in Proc Logistic, but I'm not sure how to use outest= then and whether Score Chi-square is really a reliable alternative to cp and AIC in proc reg
So far, I know how to do stepwise/backward/forward logistic regressions, but these methods do not suit me well and btw they display in the output dataset only the top-1 model, while I want at least top-100.
Any help or advice will be highly appreciated!