Dr. Wicklin,

So in the code below I could just replace glmselect with hpgenselect and it would work?

proc glmselect data=analysisData testdata=testData plots=asePlot;
class c1 c2 c3;
model y = c1|c2|c3|x1|x2|x3|x4|x5|x5|x6|x7|x8|x9|x10
|x11|x12|x13|x14|x15|x16|x17|x18|x19|x20 @2
/ selection=lasso(choose=sbc);
run;

Thanks again!