SAS/ETS(R) 9.22 User’s Guide
http://support.sas.com/documentation/cdl/en/etsug/63348/HTML/default/viewer.htm#etsug_panel_sect006.htm
https://www.sfu.ca/sasdoc/sashtml/ets/chap20/sect7.htm
glmselect is used to generate design matrix with one hot of categorical variables.
/* *
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ods noproctitle; ods graphics / imagemap=on;
proc sort data=SASHELP.BASEBALL out=Work.preProcessedData; by Name YrMajor; run;
ods exclude all;
proc glmselect data=Work.preProcessedData outdesign(addinputvars)=Work.ets_design; class League / param=glm; model CrHits=nAssts nError logSalary nHome CrAtBat League /selection=none; run;
ods exclude none;
proc panel data=WORK.ets_design; id Name YrMajor; class League; model CrHits=&_GLSMOD / fixone; run;
proc delete data=Work.preProcessedData; run;
proc delete data=Work.ets_design; run;