I don’t always do regression, but when I do, I do it in SAS 9.4

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There are several exciting add-ins from SAS Analytics products running on v9.4, especially the SAS/STAT high performance procedures, where “high performance” refers to either in single-machine multi-threading mode or full distributed mode.

 HPGENSELECT: high performance model fitting and variable selection for GLM within standard exponential family;

 HPLOGISTIC: high performance logistic regression

 HPLMIXED: high performance Linear Mixed Model, unfortunately it still strictly a LMM, so does not support the DIST= option in MODEL statement

 HPNLMOD: high performance nonlinear LS or MLE

 HPREG: high performance for OLS, luckily HPREG supports CLASS statement and includes LAR/LASSO variable selection methods. On the other hand, HPREG does not supports best-subsets variable selection methods.

 HPSPLIT: high-performance utility procedure that creates a decision tree model and saves results in output data sets and files for use in SAS Enterprise Miner.

This post was kindly contributed by SAS Programming for Data Mining - go there to comment and to read the full post.