用data步算的rsquare，比较土，哈
模型选择的问题，要看具体问题吧。

proc reg data=indataset outest=outdataset(keep=_TYPE_ _ridge_ _RMSE_ _RSQ_ _EDF_)  ridge=0 to 1 by 0.1 rsquare;
model y= x;
run;
quit;
data outdataset;
     set outdataset;
     retain SSR df;
     if _N_ eq 1 then do;
           SSR= _RMSE_**2*_EDF_/(1-_rsq_);
           df=_EDF_;
           DELETE;
     end;
     rsq=1-(_RMSE_**2*df)/SSR;
     FORMAT RSQ 8.3;
     KEEP _RIDGE_ RSQ;
run;

2# greatqun
谢了