/* x4_3_1.sas */
/* Purpose:  */

title1 'Section 4.3.1.';

data a;
  input y x1 x2 x3;
  cards;
4.9 0 0 2
3.0 1 0 1
0.2 1 1 0
2.9 1 2 2
6.4 2 1 2
;

proc print data=a;
title2 'List of data';

proc reg data=a;
  model y=x1 x2 x3 /selection=rsquare mse;
title2 'All possible regressions.';

proc reg data=a;
  model y=x1 x2 x3 /selection=backward slstay=0.05 details;
title2 'Backward elimination. p-value to stay is 0.05.';

proc reg data=a;
  model y=x1 x2 x3 /selection=forward slentry=0.10 details;
title2 'Forward selection. p-value to enter is 0.10.';

proc reg data=a;
  model y=x1 x2 x3 /selection=stepwise slentry=0.50 slstay=0.40 details;
title2 'Stepwise regression. p-in is 0.50, p-out is 0.40.';

run;