Parameters | Predictive Modeling | Apply adaptive weights

Apply adaptive weights
Check this option to apply adaptive weights for LAR or LASSO, or ElasticNet, computed using ordinary least squares estimates of the parameters in the model.
Refer to the SAS PROC GLMSELECT documentation for further details.
To Apply Adaptive Weights:
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Select either LAR, LASSO, or ElasticNet as the Model Selection Method.
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