SAVE Subcommand (LINEAR_LASSO extension command)

The SAVE subcommand allows specification of variables to save to the active data set.

PRED(varname).

Save predicted values from the specified or best model to the active data set. An optional variable name may be included in parentheses.

RESID(varname).

Save residuals from the specified or best model predictions to the active data set. An optional variable name may be included in parentheses.