options nodate nonumber ps=2000; proc glmselect data=ncaa; model y=x1-x19/selection=forward select=sl sle=.99 stats=all ; run; Note that BIC on this SAS output is not the usual BIC. SBC is a version of the usual BIC. The SAS System The GLMSELECT Procedure Data Set WORK.NCAA Dependent Variable y Selection Method Forward Select Criterion Significance Level Stop Criterion Significance Level Entry Significance Level (SLE) 0.99 Effect Hierarchy Enforced None Number of Observations Read 97 Number of Observations Used 94 Dimensions Number of Effects 20 Number of Parameters 20 The SAS System The GLMSELECT Procedure Forward Selection Summary Effect Number Model Adjusted Step Entered Effects In R-Square R-Square AIC AICC BIC 0 Intercept 1 0.0000 0.0000 523.5776 6.5927 522.6062 ---------------------------------------------------------------------------------------------- 1 x2 2 0.7069 0.7037 410.2146 5.3881 410.4210 2 x3 3 0.7539 0.7485 395.7801 5.2365 396.0971 3 x5 4 0.7708 0.7632 391.0866 5.1890 391.3756 4 x4 5 0.7901 0.7807 384.8295 5.1255 385.4916 5 x7 6 0.8110 0.8002 376.9975 5.0457 378.5811 6 x17 7 0.8197 0.8072 374.5606 5.0240 376.7305 7 x15 8 0.8274 0.8134 372.4354 5.0062 375.3498 8 x6 9 0.8327 0.8169 371.5227 5.0018 375.1415 9 x9 10 0.8386 0.8213 370.1316 4.9931 374.7157 10 x8 11 0.8457 0.8271 367.8887* 4.9760* 373.8506* 11 x12 12 0.8484 0.8280 368.2618 4.9874 375.0697 12 x10 13 0.8505 0.8284 368.9350 5.0027 376.5809 13 x13 14 0.8524 0.8284 369.7477 5.0202 378.2558 14 x18 15 0.8546 0.8289* 370.2891 5.0357 379.8310 15 x11 16 0.8555 0.8277 371.7252 5.0615 382.0126 16 x1 17 0.8559 0.8260 373.4445 5.0911 384.3829 17 x14 18 0.8562 0.8241 375.2669 5.1227 386.8232 18 x19 19 0.8563 0.8218 377.2279 5.1568 389.3426 19 x16 20 0.8563 0.8194 379.2090 5.1919 391.8737 * Optimal Value Of Criterion Forward Selection Summary Effect Step Entered CP SBC PRESS ASE F Value Pr > F 0 Intercept 422.9949 526.1209 24670.9955 256.9029 0.00 1.0000 ---------------------------------------------------------------------------------------------- 1 x2 60.9413 415.3012 7356.7828 75.2964 221.89 <.0001 2 x3 38.7296 403.4100 6304.7106 63.2185 17.39 <.0001 3 x5 32.0193 401.2598 5953.5209 58.8734 6.64 0.0116 4 x4 24.0946 397.5460 5608.3748 53.9225 8.17 0.0053 5 x7 15.3596 392.2573* 5160.3685 48.5674 9.70 0.0025 6 x17 12.8709 392.3637 5093.9145 46.3282 4.20 0.0433 7 x15 10.8834 392.7818 4989.5640 44.3391 3.86 0.0527 8 x6 10.1715 394.4124 4998.1972 42.9862 2.68 0.1056 9 x9 9.1181 395.5645 4952.3224 41.4631 3.09 0.0826 10 x8 7.4498* 395.8649 4870.3612* 39.6332 3.83 0.0536 11 x12 8.0866 398.7813 4884.6491 38.9531 1.43 0.2350 12 x10 8.9921 401.9978 4917.7558 38.4072 1.15 0.2864 13 x13 10.0258 405.3539 4921.2541 37.9251 1.02 0.3163 14 x18 10.8552 408.4385 4970.9485 37.3412 1.24 0.2697 15 x11 12.4075 412.4179 5102.1400 37.1179 0.47 0.4953 16 x1 14.1856 416.6805 5232.3751 37.0072 0.23 0.6326 17 x14 16.0456 421.0462 5314.5682 36.9373 0.14 0.7056 18 x19 18.0149 425.5505 5539.8313 36.9220 0.03 0.8605 19 x16 20.0000 430.0749 5797.4541 36.9146 0.01 0.9032 * Optimal Value Of Criterion