PROC IMPORT OUT= WORK.prostate
            DATAFILE= "Z:\764-F11\data\prostate.txt"
            DBMS=TAB REPLACE;
     GETNAMES=YES;
     DATAROW=2;
RUN;

ODS GRAPHICS ON;
PROC GLMSELECT DATA=prostate PLOTS=ALL;
  MODEL lpsa = pgg45 gleason lcp svi lbph age lweight lcavol / SELECTION=LASSO(STOP=NONE) STATS=SBC;
RUN;
ODS GRAPHICS OFF;

ODS GRAPHICS ON;
PROC GLMSELECT DATA=prostate PLOTS=ALL;
  MODEL lpsa = pgg45 gleason lcp svi lbph age lweight lcavol / SELECTION=LASSO(CHOOSE=CV STOP=NONE) CVMETHOD=RANDOM(10);
RUN;
ODS GRAPHICS OFF;