In reply to Jon Dickens.

You can run these procedures in single-machine mode on any platform that SAS supports. For technical details about distributed mode, see the web page for SAS High-Performance Statistics. You can ask questions about SAS University Edition at the SAS Analytics U support community.

Effects are columns of a design matrix. A continuous variable is always an effect, but an effect is not necessarily a variable. For example, effects include individual levels of classification variables, interactions between variables, and spline effects. "Variable selection" is just the special case of effect selection in main-effect models that contain only continuous variables. PROC REG has had variable selection for decades. For the procedures that support CLASS statements, interactions, and the EFFECT statement, the term "effect selection" is more accurate.