Computing Uniqueness Indices with PROC REG
When the SELECTION=RSQUARE option is included in the MODEL statement of PROC REG, it requests that all possible multiple regression equations be created, given the predictor variables that are specified in the MODEL statement. This means that it creates every possible regression equation that could be created by taking the predictors one at a time, every possible equation that could be created by taking the predictors two at a time, and so forth. The last equation it creates is the full equation: that which includes all predictor variables listed in the MODEL statement.
Output from this procedure reports only the R2 obtained for each of these equations (and not information concerning the regression ...
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